I am Assistant Professor of Statistics at TU Delft, Netherlands, since October 2023. Previously, I was interim professor of Computational Statistics at RWTH Aachen University, Germany.
My research interests include:
  • Statistics for stochastic processes
  • Nonstationary time series
  • Changepoint inference
  • Nonparametric testing and estimation

Recent Publications and Preprints


Projection inference for high-dimensional covariance matrices with structured shrinkage targets


Fabian Mies, Ansgar Steland

Electronic Journal of Statistics, vol. 18(1), 2024, pp. 1643-1676


Efficiently Computable Safety Bounds for Gaussian Processes in Active Learning


Jörn Tebbe, Christoph Zimmer, Ansgar Steland, Markus Lange-Hegermann, Fabian Mies

PMLR, Proceedings of The 27th International Conference on Artificial Intelligence and Statistics (AISTATS 2024), vol. 238, 2024, pp. 1333-1341


Estimation of mixed fractional stable processes using high-frequency data


Fabian Mies, Mark Podolskij

Annals of Statistics, vol. 51(5), 2023, pp. 1946-1964


An Efficient Jump-Diffusion Approximation of the Boltzmann Equation


Fabian Mies, Mohsen Sadr, Manuel Torrilhon

Journal of Computational Physics, vol. 490(112308), 2023


View all

Contact


Fabian Mies


f (dot) mies (at) tudelft (dot) nl


Delft Institute of Applied Mathematics

TU Delft, Netherlands




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