Centre for Mathematical Sciences
University of Cambridge
CB3 0WA Cambridge, UK
Email: m.loffler [at] statslab.cam.ac.uk
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 the Bootstrap, Bayesian methods and Econometrics.
2014: Bachelor of Science in Mathematics with Minor in Economics, Ruprecht-Karls-Universität Heidelberg.
Bachelor’s thesis about Lepski’s method for nonparametric regression, 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
5. Wald Statistics in high-dimensional PCA. Technical Report (2018)
4. Efficient Estimation of Linear Functionals of Principal Components. (with V. Koltchinskii and R. Nickl)
3. Comments on: 'High-dimensional simultaneous inference with the bootstrap‘. (with R. Nickl), TEST, 26(4) (2017) 731-733
4. Constructing confidence sets for the matrix completion problem. (with A. Carpentier and O. Klopp)
1. Adaptive confidence sets for matrix completion. (with A. Carpentier, O. Klopp and R. Nickl), Bernoulli, 24(4A) (2018) 2429-2460