Research

Preprints

• Bernstein-von Mises theorems for Bayesian probabilistic numerics arXiv:2609.04124 (with Sven Wang)

• Parameter estimation in a fully coupled partially observed Ornstein-Uhlenbeck process arXiv:2606.30443 (with Hasan Mert Gökalp)

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

Publications

• Non-parametric estimation of the reaction term in semi-linear SPDEs with spatial ergodicity Stochastic Processes and their Applications 2026, Vol. 201, 105052
• Spike-timing-dependent Hebbian learning as noisy gradient descent 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)