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Alumni
MSc:
Matthias Mandl (2024): Advancing Gaussian process bandit optimization for time-varying functions . [picture ] Victor Ryan (2024): Distributional regression: estimation of conditional distributions with Likelihood Ratio order constraint . [picture ]Francesco Di Giuseppe (2024): Proximal Causal Inference: adjusting for the unobserved . [picture ]Hester Klomp (2024) Consistency Metrics for LR-Systems: A Comparative Analysis . [picture ] Juliette Godard (2024): A Vine Copula Approach for Portfolio Optimisation Fernando de Diego Ávila (2024): A universal method for statistical inference of low-frequency time series Koen van Arem (2024): Prediction of Future Values of Player Performance KPIs in Football Johann Koehne (2024): Multiscale Changepoint Detection Wouter Hajer (2024): Authorship Attribution in a Forensic Context [picture Ping Nie (2023): Optimizing Pharmacotherapy Exam Items and Assessing Student Proficiency David Sarkisian (2023): A Bayesian Approach to Yield Curve Modelling and Forecasting with Stochastic Volatility for Interest Rate Risk Management Jelle Epema (2023): Evaluating Constant Failure Rates in Storm Surge Barriers [picture Chris van Vliet (2023): Bayesian Sensitivity Analysis for a Missing Data Model Wieger Schipper (2023): Bayesian deep learning Qianqian Chen (2023): Pricing multi-dimensional American options using kernel ridge regression Andrea Boroni Grazioli (2023): Automated detection of failures based on service records Miltos Galanis (2023): Bootstrap-Based Hypothesis Testing Jugo Rang (2023): Estimation of conditional CDFs using machine learning [picture Niels Horsman (2023): On the restrictions of Pair-Copula Bayesian Networks for integration-free computations Alex Möllers 2023): Bayesian Contrastive Learning on Topological Structures Koen Zomerdijk (2023): Neural Network adjusted Spatial Dynamic Factor Models for Real Estate Valuation Daniël Brus (2023): Backward Filtering Forward Guiding for Finite-State Space Models with Expectation Propagation Gwyn van der Wal (2023): On the Influence of Whitening Transformations on Hyperspectral Data Jenny Lu (2023): Treatment Prediction in PDAC patients . [picture Arian Joyandeh (2023): On the usage of wavelet-based techniques for Synthetic Image Detection . [picture Joost Göbbels (2023): Hawkes Processes in Large-Scale Service Systems . [picture Antonios Vasileiou (2023): The Expressive Power of (Multi)Set-based higher-order Graph Neural Networks . [picture ] Linda Leeuwestein (2023): Applying Structural Equation Modelling on a Motivation Survey . [picture Femke Lückerath (2023): Predictive Analysis of Anti-NMDA-Receptor Encephalitis . [picture Yunsong Yao (2023): The AI that solves League of Legends: How to play a MOBA game professionally according to AI models Pim Keer (2023): Hypothesis Testing in Contingency Tables Ricardo Tebbens (2023): Football activity recognition . [picture Femke Schürmann (2023): Transfer Learning Framework for Battery Lifetime Prediction Using Early Cycle Data: Addressing the Challenge of Limited Training Data Diversity . [picture Cor-Jan Heijlema (2023): Predicting Water Current based on Wind Data using a Neural Network . [picture Loek KoorevaarSpectral Calibration of Time-inhomogeneous Exponential Lévy Models: with Asymptotic Normality, Confidence Intervals, Simulations, and Empirical Results . [picture Laura Middeldorp (2022): Detecting clonality in contralateral breast cancers Mohammed el Ouasgiri (2022): Energy Study of Drying Chiara Mignacco (2022): Monte Carlo algorithms for performing Bayesian inference on Piecewise Deterministic Processes Rutger van Beek (2022): Using Markov-Switching Vector Autoregressions for modelling intraoperative hemodynamics Ravish Gangapersad (2022): Predicting antibiotic exposure in IC patients Rutger van der Spek (2022): Fast Estimation of Kendall's Tau and Conditional Kendall's Tau Matrices Under Structural Assumptions Josephine Clercx (2022): Improve Coolblue's direct demand model for substitutable products Frederik Bartl (2022): Modelling a Simulation Environment to analyse Race Strategy in Formula E Tim Vogel (2022): Modelling stochastic volatility via factor models: An asymmetric approach Ziqiu Qin (2022): Parameter Estimation on the Partially Observed Bidimensional Ornstein-Uhlenbeck Process Sjoerd Dijkstra (2022): Restoration of Missing Data using a Human Adaptive Framework . [picture Nerine Usman (2022): Data driven simulation of clouds using Markov Chain models with spatial dependence . [picture Reinout Sluijmer (2022): Measuring credit rating downgrade momentum Jeffrey van der Voort (2022): Mathematics of Double Decent Ravish Gangapersad (2022): Predicting antibiotic exposure in IC patients Sjoerd Wiarda (2021): Spectral analysis of the Zig-Zag process on the torus Jur de Jong (2021): Shapley Values: A Comparison of Definitions and Approximation Methods Cindy Boon (2021): Variable importance measures for random forests Tobias Molenaar (2021): Remote Sensing: Deriving water quality indicators from high-resolution satellite data using spatio-temporal statistics Rafael Cuperman Coifman (2021): Football activity recognition Oskar Oostdam (2021): Investment Strategy for VIX Futures based on a Bayesian Approach to Term Structure Modelling Thorben Pieper (2021): Fourier Spectral Methods for Bayesian Filtering of Stochastic Partial Differential Equations Cecilia Casolo (2021): Causal Fairness of Machine Learning . [picture Thomas van der Jagt (2021): Estimating the cell volume distribution of a 3D Laguerre-Voronoi diagram from a planar section . [picture Jeroen Roseboom (2021): Tail characteristics of CRPS-based distributions Li Yong Pan (2020): Progression of Aggregate Loss on Porous Asphalt Reuben Adams (2020): Safe Hypothesis Tests for the 2 × 2 Contingency Table Georgios Kaketsis (2020): Classification in football: Activity classification using sensor data in football Nelleke Scheijen (2020): Forensic speaker recognition: Based on text analysis of transcribed speech fragments . [picture Jos Steijn (2020): Automated Classification of User Reviews . [picture Tim Cheung (2020): Unsupervised classification of ships and their operations . [picture Patrick Sengalrayan (2020): Upper Extremity Injury Prediction in Elite Youth Baseball Pitchers using Classification Methods Davey Kaak (2019): e-Discovery: Discovering fraud related e-mails using Bayesian statistical techniques Mark Christianen (2019): Bouncy Particle Sampler in rare event simulation Ruth Koole (2019): Survey sampling at Statistics Netherlands, the consequences of screening the sample . [picture Sigur Gouwens (2019): Bootstrapping in the Cox-model with interval censored observations . [picture Arjun Harinandansingh (2019): Valuation of residential real estate in The Netherlands . [picture Marieke de Vries (2019): The Use of Data Science for Sports Analysis Purposes . [picture Marc Corstanje (2019): Likelihood based Inference on Nonlinear Spaces Iris Koks (2019): Latent Dirichlet Allocation: Explained and improved upon for applications in marketing intelligence . [picture Andrea Bertazzi (2018): Safe Semi-Supervised Learning . [picture Chiara Bertoncini (2018): Modelling Counterparty Credit Exposure under the risk-neutral measure Carina van der Zee (2018): Characterizations of Multivariate Tail Dependence Stan Tendijck (2018): Nonparametric Calibration of Inhomogeneous Lévy Processes using Fourier Techniques Tom van Groeningen (2018): Human presence detection using a particle filter on ultrasonic micro-Doppler measurements for assisting rescue work in large buildings . [picture Inoni van Dorp (2018): Statistical modelling of forensic evidence . [picture George van Hooft (2018): Efficient Inference with Panel Data . [picture ] Menno Herbrink (2018): Jobfeed alarm system . [picture Siyu Guan (2018): PM2.5 concentration prediction and early warning system of extreme conditions based on the LSTM Olivier de Groot (2017): Risk premium pricing methods in Non-Life Insurance for accurate estimation and uncertainty quantification . [picture Romke Rozendaal (2017): Modeling performance of elite cyclists . [picture ] Rune van der Meijden (2017): Loads of lifestyles . [picture Sofie van den Hoogen (2017): Intraday liquidity risk estimation using transaction data . [picture Veerle Berghuis (2017): Categorical based feature modeling on a zero inflated performance measure . [picture Mirrelijn van Nee (2017): Power estimation in wheelchair basketball . [picture Danielle de Groot (2017): Churn prediction in telecommunication . [picture Jason Zijlstra (2016): Sparse Representation of Photometric Galaxy Redshift PDFs . [picture Merijn van Es (2016): Measuring performance and improvement of amateur runners . [picture Fréderique Kool (2016): Feature-based models for forensic likelihood ratio calculation . [picture Thijs Willems (2016): Bayesian inference on the generalized Heffernan and Tawn model. [picture Jolien de Haas (2016): Using the marginal structural model for finding the best moment to treat. [picture Jasper Velthoen (2016): Non-parametric extreme quantile estimation for the common shaped tail model. [picture Carli Wensveen (2016): Classification of playing styles in football. [picture Jonathan de Bruin (2015): Probabilistic record linkage with the Fellegi and Sunter framework . [picture Harold Selman (2015): Anomaly detection for internet banking using supervised learning on high dimensional data. [picture Jeroen Brouwer (2014): Precedence Probability Penalised Nonparametric Maximum Likelihood Estimation with Interval-Censored Data . Onderzoek verricht aan AUT, Auckland NZ, onder begeleiding van Alain Vandal en Steve Taylor. Said el Bouhaddani (2014): Integration and exploration of High Dimensional data . [picture Jean-Paul Schouwstra (2014): Estimating long-term uncertainties of economic variables . [picture Lisa Priem (2013): Determining the minimum percentage of vehicles equipped with a uCAN necessary to accurately estimate the traffic speed . [picture Sander Boersma (2013): Bivariate density estimation in an oriented cylinder model . [picture Sanne Aalbers (2013): The evidential value of gunshot residue composition comparisons . [picture Willem Hendriks (2013): Multi skilled staff scheduling with simulated annealing . [picture Jacob de Zoete (2012): Combined evidential value of forensic DNA profiles . [picture Anoukh van Giessen (2012): Dimension Reduction Methods for Classification. Onderzoek verricht aan Department of Mathematics and Statistics, McGill University, Montreal, onder begeleiding van prof. A.C. Vandal. Martina G. Albers (2012): Boundary estimation for densities with bounded support . Afstudeerproject voor ETH Zurich, verricht aan TU Delft in het kader van de IDEA League samenwerking. [picture Celia Conticini (2011): Evidential value of a Y-SR profile match: The Neighbor-Matching Method. Ivonne Martin (2010): Estimation of the hazard in patients with myocardial infarction using a shape-constrained estimator. Nan van Geloven (2007): Statistical Evaluation and Design of Virus Validation Robustness Studies (gehonoreerd met de VVS scriptieprijs 2007 ). Marry Ouwenhand (2007): Modelling the Lifetime Value of a Credit Customer. Gesina Gorter (2006): Pairs Trading. Safina Malik (2006): TheGeneralized STAR model and its application to Indonesian tea production. Leontine Alkema (2004): Multivariate Time Series Analysis of Oil Reservoir Pressure.W. Graveland (2000): Modelbouw en Modelselectie voor gemengde Lineaire Modellen. Fred Treur (1998): Modelling censored survival data and MCMC. Paul van der Lee (1997): Multivariate Calibration. Carlo Elsinghorst (1996): Extreme value analysis of storm severity. Arnold Willemsen (1996): Determining an upper confidence bound for the total error amount in audit populations. Sonja Bakker (1995): Regression Models for Accident Rates. Enrico Scipio (1993): Bootstrap methoden mbt steekproeven zonder teruglegging uit een eindige populatie.
BSc:
Delvin Karjadi (2023), Bootstrap-based bias correction for the out-of-sample Sharpe ratio . Amna Ahmad. (2023) Evaluating student’s study habits using Bayesian multinomial logistic regression . Frederik Veldman (2022), CLT for Nonlinear Shrinkage Estimators of Large Covariance Matrices Alyssa Wijker (2022), Mathematics as a secret weapon against criminals Wouter Versteegh (2020), Central Limit Theorems for Linear Spectral Statistics on Large Regularized Covariance Matrices Yuqian Song (2020), The AIC-BIC dilemma: An in-depth look Jade Swanenburg (2020), Frequentistische en Bayesiaanse statistiek in de forensische statistiek . Oskar Oostdam (2019), Modelling multivariate financial time series using vector autoregressive processes Daphne Stok (2019), Statistische detectie van trends in klimaatreeksen . Femke Lückerath (2019), Is de bandit-methode een verbetering op de klassieke methode van A/B-testen? Joost Göbbels (2019), Forensic Statistics: Multivariate trace comparison. Emiel Hoefkens (2018), Model Selection in Portfolio Management . Dion de Lange (2018), Financial market crashes: Predicting bubbles using the Johansen-Ledoit-Sornette model Niels in 't Veld (2018), Gedragssynchronie onder Grijze dolfijnen aantonen met behulp van CRQA. Hidde Dijkstra (2018), High Field Ballistic Supercurrents . Jasper van der Ster (2018). Causal inference: an introduction. Douwe Bosma (2017), Maximum Likelihood Estimation of Parameters in the Random Graph Model. Ruth Koole (2017). Variable selection and shrinkage in the Cox proportional hazards model. Marieke de Vries (2016). Familial Searching in DNA Databases . Marco Kirana (2016). Risk measures of heavy-tailed data. Stan Tendijck (2016). Estimating the Expected Shortfall. Mariska Post-Vreugdenhil (2016). Het detecteren van veranderingen in de prestatie van een wielrenner . Marc Corstanje (2016). Empirical processes . Inoni van Dorp (2015). Computer Tomography: Image reconstruction in the presence of noise. Tom van Groeningen (2015). Improving the accuracy in localisation microscopy for samples that consist of straight lines using prior knowledge. Menno Herbrink (2015). Modelling a virtual photon stream from a black body source. Jeroen Roseboom (2015). Het modelgebaseerd corrigeren van meetdata. Joran Zoutendijk (2015). Valt er geld te verdienen aan het voorspellen van Voetbaluitslagen? Suzan van Ginkel (2015). Samenhang van prostaatkankerindicatoren. Emma Wagner (2015). Unit Root Testing for AR(1) Processes Jos Smalbil (2015). The choices of weights in the iterative convex minorant algorithm. Jasper Velthoen (2014). Estimation of extreme value index for imprecise data . Thomas Becker (2014). Variable selection . Ramona Boes (2014). Een statistische analyse van Wicksell’s lichaampjes probleem . Sofie van den Hoogen (2014). Verwachte tijd tot verwachting. Danielle de Groot (2014). Periodieke controle op prostaatkanker: doen of niet doen? Jolien de Haas (2014). Causaliteit en de paradoxen van Simpson en Berkson. Pien Alberts (2014). Approximate Bayesian Computation method. Said El Bouhaddani (2012). De supremumfout van de Grenander schatter . Jeroen Brouwer (2011). Sequential Monte Carlo Methods . Sander Boersma (2011). De taut string methode binnen het Current Status model . Fieke Taal (2011),Statistische analyse overkomstpercentage poststukken Arien Mol (2011), Valideren van een model voor de deformaties van de prostaat voor radiotherapie Frits Dannenberg (2010). Sparse principal components analysis . Rick Brandt (2010). S-toets toegepast op delay-vectoren. Wikash Sewlal (2010). Dantzig Selector: het schatten van een sparse parametervector met weinig metingen. Sebastiaan Borst (2009). De beste uitval in heren floret vanuit een wiskundig perspectief. Sanne Aalbers (2009). Statistiek in de rechtszaal, wiskundige modellen achter de zaak Lucia de B. Bart Hoorens (2009). Meervoudig hypothesen toetsen, toegepast op microarrays. (gehonoreerd met de VVS Bachelor-scriptieprijs 2010 ). Marieke de Ruijter (2008) Determining the median lethal dose. Wander Wadman (2007) Optimalisering van de snelheid van een drukpers. Bram Kuijvenhoven (2005) The Maximum Likelihood Estimator in Competing Risks with Interval Censoring . Werkzaam als financieel wiskundige bij ABN AMRO Asset & Liability Management.