I am a PhD student at the Statistical laboratory and the Cambridge Centre for Analysis (CCA) at the University of Cambridge, under the supervision of Prof. Richard Nickl. Generally I am interested in uncertainty quantification for high-dimensional and nonparametric statistical models. I would also like to learn more about molecular dynamics, subspace clustering and optimal transport.

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Centre for Mathematical Sciences

University of Cambridge

Wilberforce Road

CB3 0WA Cambridge, UK

Email: m.loffler [at] statslab.cam.ac.uk

Google Scholar profile

Short CV

2014: Bachelor of Science in Mathematics with Minor in Economics, Ruprecht-Karls-Universität Heidelberg. 

Bachelor’s thesis about Lepski’s method for a variable choice of bandwidth (in German), advisor: Prof. Rainer Dahlhaus

2015: Master of Advanced Studies in Mathematical Statistics (Part III ), University of Cambridge. 

Part III Essay about low rank recovery problems in Statistics, advisor: Prof. Richard Nickl

Since 2015: PhD Student in Mathematics at the University of Cambridge, advisor:  Prof. Richard Nickl

Publications & Preprints

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6. Spectral thresholding for the estimation of Markov chain transition operators. (with A. Picard). ArXiv Preprint. [Code]

5. Efficient Estimation of Linear Functionals of Principal Components. (with V. Koltchinskii and R. Nickl). Annals of Statistics,  to appear

4.  Wald Statistics in high-dimensional PCA. ESAIM: Probability & Statistics, to appear

3.  Constructing confidence sets for the matrix completion problem. (with A. Carpentier and O. Klopp). Nonparametric Statistics -3rd ISNPS, Avignon, 2016, 

     Springer Proceedings in Mathematics and Statistics (2018)

2.  Adaptive confidence sets for matrix completion. (with A. Carpentier, O. Klopp and R. Nickl). Bernoulli, 24(4A) (2018) 2429-2460

1.  Comments on: 'High-dimensional simultaneous inference with the bootstrap‘. (with R. Nickl).TEST, 26(4) (2017) 731-733

Some of my colleagues at the CCA

Seminar & Conference Talks

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Spectral Thresholding for the estimation of Markov chain transition operators

DAGStat 2019, Munich, Germany, March 2019

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Linear functionals in PCA and clustering

Statistics Seminar Université Paris Nanterrre, Paris, France, February 2019

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Spectral Thresholding for the estimation of Markov chain transition operators

Meeting in Mathematical Statistics 2018, Frejus, France, December 2018

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Spectral Thresholding for Markov chain transition operators

Forschungsseminar Mathematische Statistik, Humbold University, Germany, December 2018

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Spectral Thresholding for the estimation of Markov chain transition operators

Probability and Statistics Seminar, Universität Mannheim, Germany, November 2018

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Linear functionals in PCA and clustering

Statistics Seminar, Rutgers University, USA, October 2018

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Spectral Thresholding for the estimation of Markov chain transition operators

HELIOS  Reading group, University of Chicago, USA, October 2018

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Confidence sets for matrix completion

Young Researcher’s Meeting in Statistics, Berlin, Germany, September 2016