INSTITUTE FOR MATHEMATICAL STOCHASTICS RESEARCH GROUP SCHWABE

Research Interests

  • Efficient design of experiments
    • development of optimal and efficient concepts for the design of experiments in high-dimensional systems for various factors of influence and different types of interactions;
    • algorithms to achieve, at most, polynomial complexity in the dimension by use of group and number theoretical structures;
    • efficient design of experiments for nonlinear response and nonparametric regression;
    • efficient design of experiments for diverse models with both static and stochastic effects

  • Sequential procedures in statistics
    • modelling of two and multi-stage groupsequential procedures (interim analysis);
    • stopping times and asymptotic behavior of fullsequential procedures;
    • stochastic approximation;
    • limit theorems for the asymptotic behavior of stochastically disturbed systems;
    • sequential and adaptive design of experiments

  • Statistics in applications

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