Sascha Gaudlitz

I am a postdoctoral researcher at the collaborative research centre “Rough Analysis, Stochastic Dynamics and Related Fields”, working with Markus Reiß. My research spans mathematical statistics and stochastic analysis, with particular focus on:

  • Statistical inference for stochastic partial differential equations (SPDEs),
  • Biologically inspired machine learning
  • Score-based generative modelling

I co-organise the HU Mathematical Statistics Group seminar.

Miscellaneous

Together with Konstantins Starovoitovs and Eric Ziebell I participated in the hackathon “GenHack 2” on generative modeling of sea surface temperature. Using a combination of normalising flows and Gaussian process regression, we placed first in one of two categories. Our methodology is described here, and the code is available here.

For those interested in the dynamic behaviour of SPDEs, I recommend these visual resources (note: file sizes exceed 50 MB):

Beyond academia, I am an active badminton player, representing SG EBT Berlin.

Contents:

Explore my academic projects and publications.

A short CV.


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