Prof. Dr. Lutz Dümbgen

Professor of Statistics / Co-director of IMSV / Director of studies in Mathematics (BSc)

Institute of Mathematical Statistics and Actuarial Science (IMSV)

+41 31 631 88 02
Postal Address
Alpeneggstrasse 22
CH-3012 Bern
Consultation Hour
during the semester: Thursdays from 17:00 - 19:00 h (please notify in advance via e-mail)
  • Nonparametric Statistics
    (Tests and confidence regions in curve estimation, Censored data, Curve estimation under shape constraints)
  • Multivariate Analysis
    (Classification and discriminant analysis, M-estimation of scatter)
  • Statistical Computing
    (Exact confidence regions, Nonparametric ML-estimation, Regularization methods)

Current memberships

Service in scientific societies and meetings

  • April 2000 - March 2004: Member of the Committee of the Fachgruppe Stochastik (DMV); responsible for internet services (St-Net)
  • January 2005 - August 2015: Member of the Committee of the Section Education and Research within the Swiss Statistical Society
  • April 2009 - January 2016: Member of SNSF panels for Ambizione Grants and Junior Professorships
  • Since January 2005: Local coordinator of the Swiss Statistics Seminars
  • Joint Statistical Meetings 2003, San Francisco: Program committee (IMS: Contributed sessions)
  • 56th Session of the ISI, August 2007, Lisboa: Program committee (Bernoulli Society)
  • Swiss Statistics Meeting and International Conference Ars Conjectandi, October 2013, Basel: Program committee
  • Swiss Statistics Meeting, August 2015, Bern: Program committee
  • European Meeting of Statisticians, July 2019, Palermo: Chair of scientific program committee

Editorial service

Current PhD Students

  • Thomas Schweizer
  • Heike Schuhmacher
  • Christof Strähl (co-advisor: Johanna F. Ziegel)
  • Alexandre Mösching

Former PhD Students

  • Petro Kolesnyk: Bi-Log-Concave Distribution and Regression Functions.
    (Dissertation, Bern 2016)
  • Till Sabel: Simultaneous Confidence Statements about the Diffusion Coefficient of an Itô-Process - with Application to Spot Volatility Estimation.
    (Dissertation, Göttingen and Bern 2014; 1st advisor: Axel Munk)
  • Aniña M. Pescatore: Childhood Wheezing - Clinical Presentation Throughout Childhood and Predicting Persistent Wheeze.
    (Dissertation, Bern 2014; 1st advisor: Claudia Kühni)
  • Niki R. Zumbrunnen: P-Values for Classification: Computational Aspects and Asymptotics.
    (Dissertation, Bern and Göttingen 2014; 2nd advisor: Axel Munk)
  • Ben D. Spycher: Analysis of Phenotypic Variation in Childhood Wheezing Disorders.
    (Dissertation, Bern 2010; co-advisor: Claudia Kühni)
  • A. Johannes Schmidt-Hieber: Nonparametric Methods of Spot Volatility Estimation.
    (Dissertation, Göttingen and Bern 2010; 1st advisor: Axel Munk)
  • Dirk Klingbiel: Permutation Tests for Multivariable Regression.
    (Dissertation, Bern 2009)
  • Jimmy P. Brignoni: Modelling Transfer Processes.
    (Dissertation, Bern 2009; co-advisor: Markus Wäfler)
  • André Hüsler: New Aspects of Modeling with Log-Concave Densities.
    (Dissertation, Bern 2008)
  • Angelika Rohde: New Multiscale Approaches to Nonparametric Statistical Inference.
    (Dissertation, Bern and Heidelberg 2006; 2nd advisor: Rainer Dahlhaus)
  • Kaspar Rufibach: Log-Concave Density Estimation and Bump Hunting for I.I.D. Observations.
    (Dissertation, Bern and Göttingen 2006; 2nd advisor: Axel Munk)
  • Bernd-Wolfgang Igl: Multivariate Estimation and Calibration for Linear Models with Errors-in-Variables.
    (Dissertation, Bern 2004)
  • Sandra Freitag: Nonparametric Inference for Interval-Censored Data.
    (Dissertation, Lübeck 2003)

Former Diploma and Master Students

  • Mirlind I. Mustafa: Honest Confidence Bounds for a Mean.
    (Master thesis in Statistics, Bern 2018)
  • Fabrice Perler: Local Projection Pursuit.
    (Master thesis in Statistics, Bern 2017)
  • Beatrice Balmer: Modellierung von Spitalkosten.
    (Master thesis in Statistics, Bern 2017)
  • Lukas Bossart: Schätzung von wochentags-scharfen Quell-Ziel-Matrizen.
    (Master thesis in Statistics, Bern 2016; co-advisor Livio Käslin)
  • Augustine Saugy: Statistical Forecasting of Snow Avalanche Situations Using Field Measurements.
    (Master thesis in Climate Sciences, Bern 2015; co-advisor Robert Bolognesi)
  • Martin Bichsel: Robust estimation of the error distribution in multivariate regression.
    (Master thesis in Statistics, Bern 2015)
  • Ellen M. van der Lans: Modelling Pig Mortality: Syndromic Surveillance in Four Swiss Cantons by Applying a Poisson Point Process.
    (Master thesis in Statistics, Bern 2015)
  • Paul Ruppen: Messen von Fähigkeiten und Einstellungen mittels Item Response Theorie.
    (Master thesis in Statistics, Bern 2015)
  • Bernhard Freiermuth: Multiscale Testing and Regularization.
    (Master thesis in Statistics, Bern 2014)
  • Patric Bonadei: Multidimensionale Taut Strings.
    (Master thesis in Statistics, Bern 2013)
  • Martin Bigler: The Conjugate Gradient Algorithm for Smooth Functions.
    (Master thesis in Mathematics, Bern 2012)
  • Franziska Schöni-Affolter: Association of community viral load and new HIV diagnoses in Switzerland: a cohort study.
    (MAS thesis in Applied Statistics, Bern 2012)
  • Heike Knötzsch: Newton- und Quasi-Newton-Verfahren für multivariate M-Schätzer.
    (Master thesis in Statistics, Bern 2010)
  • Livio Kaeslin: Approximationsfehler linearer und kubischer Splines.
    (Master thesis in Mathematics, Bern 2010)
  • Lukasz Piotrowski: Local Projection Pursuit.
    (MAS thesis in Applied Statistics, Bern 2010)
  • Niki Zumbrunnen: P-Values for Weighted Nearest-Neighbor Classifiers.
    (Master thesis in Mathematics, Bern 2009)
  • Kathrin Weyermann: Ein Active-Set-Algorithmus für die Schätzung log-konkaver diskreter Verteilungen.
    (Diploma thesis in Statistics, Bern 2008)
  • Simon Wandel: Some General Theory for Multivariate M-Estimation of Location and Scatter.
    (Diploma thesis in Statistics, Bern 2006)
  • Dirk Klingbiel: Statistical Anaylsis and Visualization of Gene Expression Data.
    (Diploma thesis in Computer Science, Lübeck 2003)
  • Lars Hömke: Detecting abrupt changes in profiles - with an application to cytoarchitectonic mapping.
    (Diploma thesis in Computer Science, Lübeck 2003)
  • Ulrich Erlenmaier: Ein Anpassungstest für Markov-Zeitreihen.
    (Diploma thesis in Mathematics, Heidelberg 1998)
  • Perla Zerial: Über Projektionen von hochdimensionalen Verteilungen.
    (Diploma thesis in Mathematics, Heidelberg 1995)
  • Holger Durst: Anwendung des EM-Algorithmus auf lineare inverse Probleme.
    (Staatsexamensarbeit, Heidelberg 1995)

Former Bachelor Students

Nathanael Glauser (2017), Katrin M. Gysel (2017)
Lisa Holer (2017), Stefan Binder (2017)
Barbara Baumann (2016), Nadine Seitlinger (2016)
Manuela Häfliger (2014), Angela Singer (2012)
Bernhard Freiermuth (2011), Matthias Kirchner (2009)
Yves Bartels (2008), Gabriel P. Fischer (2008)
Thomas Wüthrich (2007)

At the University of Heidelberg I studied Mathematics with secondary subject Biology/Chemistry. There I joined Statlab and finished my PhD thesis about nonparametric change-point estimation in 1990. My advisor and mentor was Prof. D.W. Müller.

During 1990-1992 I spent two years at the University of California at Berkeley as a Research Fellow of the Miller Insitute for Basic Research in Science. In particular this offered the opportunity to meet excellent scientists in the Department of Statistics. Thereafter I returned to Heidelberg and, after a short stay at the University of Bielefeld in 1993, started working on my Habilitation thesis.

In 1996 the latter endeavor was finished, and in 1997 I accepted a position as Professor of Stochastics at the (Medical) University at Lübeck. There I joined the Mathematical Institute.

In March 2002 I started working at the University of Bern, Switzerland, as a Professor of Statistics within the Institute of Mathematical Statistics and Actuarial Science and Department of Mathematics and Statistics. In the spring of 2006 I received an offer from the University of Heidelberg, but finally my family and I decided to stay in Bern.