Johannes Schmidt-Hieber

Position:
Professor of statistics at the University of Twente


Visiting addresses:
Zilverling Building, Room 2057
Drienerlolaan 5
7522 NB Enschede

Email: a.j.schmidt-hieber@utwente.nl



Articles
  1. Johannes Schmidt-Hieber’s contribution to the Discussion of ”Automatic change-point detection in time series via deep learning” by Jie Li, Paul Fearnhead, Piotr Fryzlewicz, and Tengyao Wang.
    Journal of the Royal Statistical Society, Series B, to appear.
  2. Statistical theory for deep neural networks with ReLU activation function. pdf
    Oberwolfach Reports, 2018.
  3. Nonparametric Bayes for an irregular model. pdf
    Oberwolfach Reports, 2017.
  4. Asymptotic equivalence for regression under dependent noise. pdf
    Oberwolfach Reports, 2015.
  5. Reconstruction of risk measures from financial data. pdf
    Nieuw Archief voor Wiskunde, 2014.
  6. Simultaneously adaptive estimation for L 2 - and L -loss. pdf
    Oberwolfach Reports,2014.
  7. Detection of qualitative features in statistical inverse problems. pdf
    Oberwolfach Reports, 2012.
  8. Obtaining qualitative statements in deconvolution models. pdf
    Oberwolfach Reports, 2012.
  9. The Estimation of different scales in microstructure noise models from a nonparametric regression perspective. pdf
    Oberwolfach Reports, 2009. With Axel Munk.



Curriculum Vitae:
Born 1984 in Freiburg im Breisgau, Germany. Studies in mathematics with minor theoretical physics at Universität Freiburg (2003-2004) and Universität Göttingen (2004-2007). PhD studies at Universität Göttingen and Universität Bern 2007- 2010 (supervised by Axel Munk and Lutz Dümbgen, summa cum laude). Postdoc at Vrije Universiteit Amsterdam and ENSAE, Paris. Assistant professor at Leiden University (2014-2018). Since 2018, full professor at University of Twente.

Associate editor: Awards/grants: Conference organization: Other activities:


Upcoming Talks:
I will spend the fall semester 2024 as a long-term visitor at the Simons Institute.

Selected research visits:
University of California, Davis (September 2006-March 2007), Wharton Business school, Philadelphia (February 2008), RICAM, Linz (October-November 2008), ENSAE, Paris (August and December 2009, June 2012-May 2013, January 2019), VU Amsterdam (June 2011-May 2012), Universität Heidelberg (December 2010), Humboldt University (August 2014, August 2016, January- March 2018), Paris Dauphine (February 2014), SAMSI (June 2015), Göttingen (October-December 2015), Bochum (June-July 2016), Fudan University (June, August 2017), Isaac Newton Institute (January-June 2018), Simons Institute Berkeley (July 2019). Guest of Collaborative Research Center 649 at Humboldt University Berlin (2010 - 2011).