About

I am currently a Ph.D. candidate in the Department of Statistics at the University of British Columbia, advised by Dr. Gabriela Cohen Freue.

Before joining UBC, I obtained a Master of Science in Statistics from the Vienna University of Technology, advised by Prof. Peter Filzmoser.

My research agenda comprises methodological and computational aspects of robust estimation in high-dimensional problems as well as their application to Biomedical Sciences. I am working on statistical methods with reliable performance under presence of adverse contamination anywhere in the data.

For regression problems, for instance, I work on estimators which are resilient to outliers in the response but also to unusual values in the (potentially) explanatory variables. If not handled appropriately, unusual values in the explanatory variables can have a much more detrimental affect on the analysis than outliers in the response alone.

Teaching

University of British Columbia

Publications

2019

2017

2013

A complete list of publications, conference presentations, and other research experience can be found in my CV.

Code

I am maintaining several stable R packages on CRAN and Bioconductor as well as several experimental software tools available on my GitHub and UBC GitLab pages.

pense (new)

New implementation of penalized Elastic Net S/MM-Estimators of Regression

Re-implementation of robust penalized elastic net S- and MM-estimators for linear regression. Builds on the optimization routines implemented in nsoptim.

GitLab Repository

nsoptim

Algorithms for non-smooth optimization

C++ template library, wrapped in an R package, providing modern and fast algorithms for optimizing non-smooth functions (e.g., L1 regularized objective functions).

GitLab Repository

pense (stable)

Penalized Elastic Net S/MM-Estimators of Regression

Robust penalized elastic net S- and MM-estimators for linear regression.

View on CRAN

pyinit

Peña-Yohai Initial Estimator for Robust S-Regression

Fast and deterministic procedure to compute initial estimates for robust S-estimators of regression using as described in Peña-Yohai (1999).

View on CRAN

complmrob

Robust Linear Regression with Compositional Covariates

Methods for robustly fitting regression models where the explanatory variables are compositional. Includes bootstrap methods for classical robust regression and compositional robust regression.

View on CRAN

PGCA

Link Protein Groups Created from MS/MS Data

Protein Group Code Algorithm (PGCA) is a computationally inexpensive algorithm to merge protein summaries from multiple experimental quantitative proteomics data.

View on Bioconductor