Fabian Mies

Publications
Short CV
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
  • Reliability theory

Recent Publications and Preprints

Rate-optimal estimation of mixed semimartingales

Carsten Chong, Thomas Delerue, Fabian Mies

Annals of Statistics, accepted for publication, 2024

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

View all

Contact

Fabian Mies

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

Delft Institute of Applied Mathematics

TU Delft, Netherlands

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