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Supervision

This is a list of some possible PhD topics and some related keywords. Do not hesitate to contact me if you are interested in any of them.

- Approximate Bayesian Computation (ABC) for point processes in neuroscience. Keywords: simulation-based inference; hitting times; deep learning strategies.
- Inference for stochastic differential equations (SDEs) based on advanced numerical schemes. Keywords: simulation-based inference; SDEs; numerical methods for SDEs.
- Rough path theory with jumps. Keywords: controlled differential equations, iterated integrals, space-time Brownian motion.
- Probabilistic time-parallel numerical schemes for high-dimensional differential equations.
Keywords: parallel in time schemes; ODEs/SDEs; emulators; probabilistic numerics; uncertainty quantification. More information is available hereLink opens in a new window.

Current PhD Students:

Former PhD Students:

MSc and IM students:

  • Siyuan Ye (2024), MSc in Statistics, Warwick.
  • Ruhan Shah (2023-2024), MMORSE, Warwick. Thesis: AI-informed decision making based on Decision Field Theory
  • Garry Cotton (2023), MSc in Statistics, Warwick. Thesis: AI-informed decision making based on decision field theory.
  • Chuanjie Wu (2022), MSc in Statistics, Warwick. Thesis: Splitting numerical methods for stochastic models.
  • Ramon Natallo-Kaluarachchi (2022), MMath student, Warwick. Thesis: Splitting integrators for spiking neuronal models.
  • Johannes Eder (2020), Master student in Mathematics, JKU Linz, Austria.
    Thesis: Influence on the numerical methods (Taylor vs splitting) on multiplicative noise processes.
  • Nora Koblinger (2020), Master student in Mathematics, JKU Linz, Austria.
    Thesis: Diffusion approximations of jump processes. An application to neuroscience.
  • Lukas Schiefermueller (2019), Master student in Mathematics, JKU Linz, Austria.

    Thesis: Robust algorithms for pitch detection and parameter estimation.

  • Martina Vesan (2018), Master student in Stochastics and Data Science, University of Turin, Italy.
    Thesis: Inference from discrete sampling and first passage times for diffusion processes via Approximate Bayesian Computation.
  • Fabian Diermayr (2018), Master student in Mathematics, JKU Linz, Austria.
    Thesis: Record breaking events in diffusion processes.

  • Bernhard Kepplinger (2017), Master student in Mathematics, JKU Linz, Austria.
    Thesis: The First Passage Time Problem: Analytical, Numerical and Statistical Methods (with R and Mathematica).

BSc students:

  • Philipp Wagner (2019), Bachelor student in Mathematics, JKU Linz, Austria.
    Thesis: Investigation of multi-timescale adaptive threshold models via simulations.
  • Patryk Grabski (2018), Bachelor student in Mathematics, JKU Linz, Austria. Thesis (in German): Poisson-Prozess.