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Alexander Kreiss
<html> <head> <title>Alexander Kreiss</title> <meta name="viewport" content="width=device-width, initial-scale=1.0"> <meta http-equiv="content-type" content="text/html; charset=ISO-8859-1" > <meta http-equiv="Content-Language" content="en"> <meta name="country" content="Germany - Deutschland"> <meta name="language" content="English"> <meta name="description" content="Personal Website of Jun.-Prof. Dr. Alexander Kreiss"> <meta name="keywords" content="Alexander Kreiss, Statistics, Statistical Network Analysis, Non-parametric Statistics, Heidelberg, Mannheim, Leuven, Leipzig"> <meta name="author" content="Alexander Kreiss"> </head> <body> <table style="width:24cm" > <col width="60%"> <col width="40%"> <tr> <td> <h2>Dr. Alexander Kreiß</h2> <b>Juniorprofessor for Statistics</b><br> <b><a href="https://www.uni-leipzig.de/en">Leipzig University</a></b><br> <a href="https://www.mathcs.uni-leipzig.de/math">Institute of Mathematics</a><br> Neues Augusteum<br> Augustusplatz 10<br> 04109 Leipzig<br> <h3>Contact</h3> <p> <b>Email:</b> alexander.kreiss@math.uni-leipzig.de<br> <b>Phone:</b> +49 (0) 341-9732-328 <br> <b>Office:</b> A437, Augusteum <br> <b>Office Hours:</b> Wednesday 10-11 (not on November 13, 20, December 11, 25, January 1, 29) or by appointment (just send me an email) </p> <p> You can also find me on <a href="https://github.com/akreiss">Github</a> and <a href="https://www.researchgate.net/profile/Alexander_Kreiss">Research Gate</a>. </p> </td> <td> <img src="./foto.jpg" style="width:60%"><br> <small>Foto: <a href="https://www.fotoagenten-hd.de/">FotoAgenten</a></small> </td> </tr> <tr> <td colspan="2"> <br> <h3>CV and Research Interests</h3> <p> In general, my research interests are mostly centred around the analysis of <i>Statistical Models for Network Data with Covariates</i>, particularly, <i>Semi- and Non-parametric Methods</i>, <i>Dependence</i>, <i>Relational Event Models using counting processes (like Hawkes-Processes), and Bootstrap methods</i>. In addition, I'm interested in <i>Causal Inference, High-Dimensional Statistics, Quantile Regression</i>, and <i>Measurement Error Problems</i>. It is particularly interesting if some of these areas overlap. I'm scientific member of the International Max Planck Research school (<a href="https://www.imprs-mis.mpg.de/home.html">IMPRS</a>) of the Max Planck Institut for Mathematics in the Sciences, I'm a co-organizer of the <a href="https://sites.google.com/unipi.it/sslapdys/home?pli=1">Seminar for Statistical Learning and Probability/Dynamical Systems</a> and I'm affiliated with the <a href="https://www.hkmetrics.de/">HKMetrics Network</a>. </p> <p> Before coming to Leipzig, I was a PostDoc at the University of Mannheim in the group of <a href="https://www.vwl.uni-mannheim.de/en/prof-dr-christoph-rothe/">Prof. Christoph Rothe</a> (2019-2020), at KU Leuven in the group of <a href="https://feb.kuleuven.be/ingrid.vankeilegom">Prof. Ingrid Van Keilegom</a> (2020-2021) and at LSE in the group of <a href="https://stats.lse.ac.uk/q.yao/">Prof. Qiwei Yao</a> (2020-2021).<br> I've studied Mathematics with minor subject Electronics at <a href="https://www.mathematik.tu-darmstadt.de/fb/index.en.jsp">TU Darmstadt</a> (Bachelor 2012, Master 2015) and at the <a href="http://www.bristol.ac.uk/maths/">University of Bristol</a> (Master 2014). From October 2015 to April 2019 I was a PhD student at Heidelberg University under the supervision of <a href="https://www.math.uni-heidelberg.de/stat/mammen/AG-mammen-engl.html">Prof. Enno Mammen</a> (<a href="https://www.math.uni-heidelberg.de/am/">Heidelberg</a>) and <a href="http://www.stat.ucdavis.edu/~polonik/WP-personal-home.html"> Prof. Wolfgang Polonik</a> (<a href="https://statistics.ucdavis.edu/">UC Davis</a>). In my thesis <i>Local Maximum Likelihood Estimation of Time Dependent Parameters in Dynamic Interaction Networks</i> I've studied non-parametric estimation of the parameter function in a model for interactions among actors in a network. The results of my thesis have been published in two papers (Electronic Journal of Statistics and Bernoulli, see below). I was member of the RTG 1953 from 2015 to 2018. </p> <h3>Current Projects and Pre-Prints</h3> <ul> <li>Modelling Sparse Influence Networks with Hawkes Processes und Confounding (preliminary title), with <a href="https://stat.math.uni-heidelberg.de/~emammen/">Enno Mammen</a> (Heidelberg University) and <a href="https://www.stat.ucdavis.edu/~polonik/WP-personal-home.html">Wolfgang Polonik</a> (UC Davis)</li> <li>Estimating Covariate Effects in Latent Space Models, with <a href="https://pages.stat.wisc.edu/~kdlevin/">Keith Levin</a> (University of Wisconsin, Madison)</li> <li><a href="https://arxiv.org/abs/2310.08976">Estimating Average Treatment Effects in Regression Discontinuity Designs with Covariates under Minimal Assumptions</a>, with Patrick Kramer (under review)</li> </ul> <h3>Publications in Refereed Journals</h3> <ul> <li>Efficient Quantile Regression under Censoring Using Laguerre Polynomials, with Ingrid Van Keilegom (Accepted at <b>Bernoulli</b>) - <a href="https://github.com/akreiss/QuantRegLaguerre">R-Code</a></li> <li><a href="https://doi.org/10.1080/07350015.2023.2263537">Testing For a Parametric Baseline-Intensity in Dynamic Interaction Networks</a>, with Enno Mammen and Wolfgang Polonik (2023). <b>Journal of Business and Economic Statistics</b> 42(2), 457-468 - <a href="https://github.com/akreiss/Baseline-Estimation">R-Code</a></li> <li><a href="https://academic.oup.com/ectj/advance-article-abstract/doi/10.1093/ectj/utac029/6957254">Inference in Regression Discontinuity Designs with High-Dimensional Covariates</a>, with Christoph Rothe (2023). <b>The Econometrics Journal</b> 26(2), 105-123 - <a href="https://github.com/akreiss/HighDimRD">R-Code</li> <li><a href="https://www.tandfonline.com/doi/full/10.1080/10485252.2022.2028281">Semi-Parametric Estimation of Incubation and Generation Times by Means of Laguerre Polynomials</a>, with Ingrid Van Keilegom (2022). <b>Journal of Nonparametric Statistics</b> 34(3), 570-606 - <a href="https://github.com/akreiss/SemiParametric-Laguerre">R-Code</a></li> <li><a href="http://dx.doi.org/10.3150/20-BEJ1287">Correlation bounds, mixing and m-dependence under random time-varying network distances with an application to Cox-Processes</a> (2021). <b>Bernoulli</b> 27(3), 1666-1694 - <a href="https://github.com/akreiss/Estimate-Event-Network.git">R-Code</a></li> <li><a href="https://projecteuclid.org/euclid.ejs/1566353062">Nonparametric inference for continuous-time event counting and link-based dynamic network models</a>, with Enno Mammen and Wolfgang Polonik (2019) <b>Electronic Journal of Statistics</b> 13(2), 2764-2829 - <a href="https://github.com/akreiss/Estimate-Event-Network.git">R-Code</a></li> </ul> <h3>Further Publications</h3> <ul> <li>Book Review:<a href="https://doi.org/10.1007/s00362-022-01302-2">Skyler J. Cranmer, Bruce A. Desmarais, Jason W. Morgan: Inferential network analysis</a> (2022). <b>Statistical Papers</b> 63, 989–990</li> <li>PhD-Thesis: <a href="http://dx.doi.org/10.11588/heidok.00026395">Local maximum likelihood estimation of time dependent parameters in dynamic interaction networks</a> (2019). Heidelberg University</li> </ul> <h3>Programme-Code</h3> <ul> <li>The R-package <i>QuantRegLaguerre</i> can be downloaded <a href="https://github.com/akreiss/QuantRegLaguerre">here</a> from github. It provides implementations for the quantile regression methodology used in the paper <i>Efficient Quantile Regression under Censoring Using Laguerre Polynomials</i> written by Ingrid Van Keilegom and myself. It contains functions for computing the estimator, performing cross-validation, and finding the bootstrap estimate for the variance.</li> <li>The R-package <i>HighDimRD</i> which contains the methodology from <i>Inference in Regression Discontinuity Designs with High-Dimensional Covariates</i> can be downloaded from the github repository <a href="https://github.com/akreiss/HighDimRD">HighDimRD</a>.</li> <li>The R-code used in the paper <i>Semi-Parametric Estimation of Incubation and Generation Times by Means of Laguerre Polynomials</i> is available on github in the repository <a href="https://github.com/akreiss/SemiParametric-Laguerre">SemiParametric-Laguerre</a>.</li> <li>R and C-code which implements the procedures studied in my papers about counting processes on networks can be found on github in the repositories <a href="https://github.com/akreiss/Estimate-Event-Network.git"> Estimate-Event-Network</a> and <a href="https://github.com/akreiss/Baseline-Estimation">Baseline-Estimation</a>.</li> </ul> <h3>Online Seminar Talks</h3> <ul> <li> German Probability and Statistics Days, October 2021: <a href="https://www.stochastiktage-mannheim.de/home">Website</a> - <a href="https://www.youtube.com/watch?v=249WbzaYCqo">Video</a> <li> EcoDep Seminary, April 2021: <a href="https://doukhan.u-cergy.fr/seminary.html">Website</a> - <a href="https://www.youtube.com/watch?v=pTtDA0nP2lQ">Video</a></li> <li> Bernoulli-IMS One World Symposium, August 2020: <a href="https://www.worldsymposium2020.org/">Website</a> - <a href="https://youtu.be/d71GuzSWLfo">Video</a></li> </ul> <h3>Teaching</h3> <ul> <li>Winterterm 2024/25 (Leipzig University): Statistical Network Analysis (Further Information on Moodle) </li> <li>Summerterm 2024 (Leipzig University): Mathematische Statistik </li> <li>Winterterm 2023/24 (Leipzig University): Causal Inference in Statistics </li> <li>Summerterm 2023 (Leipzig University): Mathematische Statistik </li> <li>Winterterm 2022/23 (Leipzig University): Statistical Network Analysis </li> <li>Summerterm 2022 (Leipzig University): Mathematische Statistik </li> <li>Springterm 2019 (University of Mannheim): Econometrics of Networks</li> </ul> </td> </tr> </table> </body> </html>