Research

Preprints

• Nonparametric Bayesian Inference for Stochastic Reaction-Diffusion Equations arXiv:2507.06857 (with Randolf Altmeyer)

• Non-parametric estimation of the reaction term in semi-linear SPDEs with spatial ergodicity arXiv:2307.05457

Publications

• Spike-timing-dependent Hebbian learning as noisy gradient descent arXiv:2505.10272, to appear in Neurips 2025 (with Niklas Dexheimer and Johannes Schmidt-Hieber) Simulation code
• Estimation for the reaction term in semi-linear SPDEs under small diffusivity Bernoulli 2023, Vol. 29, No. 4, 3033-3058 (with Markus Reiß)

Theses

Here you can find the abstracts of my bachelor and master theses. Full versions are available upon request.

• Bachelor thesis “Stochastic optimal control: Strategies for illiquid financial markets”.
• Master thesis “Statistical inference for stochastic partial differential equations: Localized estimation of the diffusivity and the source”.