Centre for Mathematical Sciences

University of Cambridge

Wilberforce Road

CB3 0WA Cambridge, UK

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

Google Scholar profile

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, Bayesian statistics and optimal transport.

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

7. A Bayesian approach to Quantum Tomography. In preparation

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

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). ArXiv Preprint.

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