Prof. Dr. Johanna Ziegel

Professor of Applied Stochastics / Director of IMSV

Institute of Mathematical Statistics and Actuarial Science (IMSV)

Phone
+41 31 684 88 03
E-Mail
johanna.ziegel@stat.unibe.ch
Office
-107
Postal Address
Alpeneggstrasse 22
CH-3012 Bern
Consultation Hour
by arrangement
Forecasting theory and applications

PostDocs

  • Dr. Jonathan Koh Boon Han (2021-)
    (with Olivia Romppainen-Martius)
  • Dr. José Carlos Araujo Arcuna (2021-)
    (with David Ginsbourger)
  • Dr. Sam Allen (2021-)
    (with David Ginsbourger)
  • Dr. Alexander Jordan (2018-2020)

PhD students

  • Sebastian Arnold (2021-)
  • Alexander Henzi (2019-)
  • Anja Mühlemann (2017-2021)
    The Role of Loss Functions in Regression Problems
  • Christof Strähl (2014-2020)
    Nonparametric Estimation of Densities and Related Features
    (with Lutz Dümbgen)
  • Tobias Fissler (2013-2017)
    On Higher Order Elicitability and Some Limit Theorems on the Poisson and Wiener Space

Master students

  • Luca Forgione (2021-)
  • Valerie Haftka (2021-)
  • Sebastian Arnold (2020)
    Isotonic distributional approximation
  • Belinda Tramonti (2020)
    Isotonic partial order models
  • Alexander Henzi (2018)
    Isotonic distributional regression (IDR): A powerful nonparametric calibration technique
  • Mara Trübner (2015)
    A Montée and Descente operator on spheres
  • Janine Kuratli (2015)
    Investigating isotropy of particles using stereological methods
  • Marzio Vanina (2014)
    Elicitability of translation-invariant functionals
  • Christof Strähl (2014)
    Notions of cross-calibration for probabilistic forecasts

Bachelor students

  • Géraldine Oppliger (2021)
    T-test with e-value
  • Lara Sommer (2021)
    E-values for contingency tables
  • Andrea Mauerhofer (2020)
    Vector measures and Lyapunov convexity theorem
  • Valerie Haftka (2018)
    Multivariate quantiles
  • Sebastian Arnold (2017)
    Copulas for stochastically ordered random variables
  • Alexander Henzi (2017)
    Evaluating inflation forecasts
  • Amanda Carrera (2015)
    Pair copulas
  • Yanick Joss (2015)
    Extreme value theory
  • Valerie Koller (2015)
    Das Momentenproblem
  • Beatrice Balmer (2015)
    Bivariate archimedische Copulas
  • Anja Mühlemann (2014)
    Renewal theory
  • Tobias Fissler (2011)
    Convergence rates of central limit theorems (with Mark Podolskij)
  • Munir Hiabu (2011)
    Central limit theorems and contractions (with Mark Podolskij)
  • Johannes Jörg (2011)
    Stein's method and Malliavin Calculus (with Mark Podolskij)
  • Carolin Margraf (2011)
    Central limit theorems via Malliavin derivative (with Mark Podolskij)