Information on Master's theses

Preconditions:

To start a Master or Diploma thesis at the chair, you have to pass at least three of the following modules

  • Applied Regression [MA4401]
  • Computational Statistics [MA3402]
  • Fundamentals of Mathematical Statistics [MA5441]
  • Generalized Linear Models [MA3403]
  • Graphical Models [MA5439]
  • Quantitative Risk Management [MA5415]
  • Statistical Analysis of Copulas [MA5435]

In addition you have to pass one of the chair's Master seminars (or an equivalent achievement).

 

Ongoing theses

  • Súkeník, Peter: Improving the certifiable robustness using input-dependent randomized-smoothing (Mathias Drton, Aleksei Kuvshinov)
  • Jeanrenaud, Antoine: Bivariate causal discovery with non-linear models (Mathias Drton, David Strieder)
  • Hochsprung, Tom: Learning sparse Gaussian graphical models with few covariance queries (Mathias Drton, Carlos Amendola Ceron)
  • Bulté, Matthieu: Higher-order statistics for high-dimensional problems with applications to graphical models (Mathias Drton)
  • Haffner, Stefan: Two likelihood-ratio based approaches for interval estimation of causal effects in linear structural equation models (Mathias Drton)
  • Dreier, Lukus: Identifiability of Cyclic Structural Equation Models with Gaussian Homoscedastic Error Terms (Mathias Drton, Miguel de Benito Delgado)

Useful hints