Dr. Johannes Brutsche
I am currently holding a PostDoc position (Akademischer Rat a.Z.) in the statistics working group of Prof. Dr. Angelika Rohde. You can find a CV here.
Address
Abteilung für Mathematische Stochastik
Albert-Ludwigs-Universität Freiburg
Ernst-Zermelo-Straße 1
79104 Freiburg i. Br. (Germany)
Office: Room 228
Tel: +49 (0)761 / 203-5672
Fax: +49 (0)761 / 203 - 5661
E-Mail: johannes.brutsche@stochastik.uni-freiburg.de
Office hour
Monday 2-3 p.m. or by appointment.
Research interests
- Nonparametric statistics
- Statistics for stochastic processes
- Model missspecification
- Fractional Brownian motion
- Machine Learning
Publications
- Brutsche, J. and Rohde, A. (2024). Sharp adaptive and pathwise stable similarity testing for scalar ergodic diffusions. The Annals of Statistics 52(3), 1127-1151. (Preprint)
- Brutsche, J. (2022) Sharp adaptive similarity testing with pathwise stability for ergodic diffusions. Dissertation. (FreiDok)
Teaching
As lecturer:
- Practical exercises for 'Stochastics' (with Python), WiSe 2023/2024
- Nonparametric Statistics, SoSe 2023
- Practical Exercises for 'Stochastics' (with R), WiSe 2021/22
As teaching assistent:
- Stochastic I, WiSe 2024/25
- Proseminar: A journey through mathematics, WiSe 2024/25
- Seminar: Uniform central limit theorems for stochastic processes, SoSe 2024
- Linear Algebra II, SoSe 2024
- Linear Algebra I, WiSe 2023/2024
- Stochastic Partial Differential Equations, SoSe 2023
- Stochastic Analysis, SoSe 2022
- Stochastic Processes, WiSe 2021/22
- Spectral theory of high-dimensional random matrices, SoSe 2021
- Probability Theory, WiSe 2020/21
- Proseminar: Game Theory, SoSe 2020
- Analysis III, WiSe 2019/20
- Proseminar: p-adic Analysis, SoSe 2019
- Analysis II, SoSe 2019
- Analysis I, WiSe 2018/19
- Stochastics for Computer Scientists, SoSe 2018
Talks
- 16.08.2024 Bernoulli-IMS World Congress, University of Bochum
- 23.05.2024 DynStoch Conference, Kiel University
- 02.08.2023 6th International Conference on Econometrics and Statistics, Waseda University, Tokyo (invited)
- 25.05.2023 41st Finnish Summer School on Probability and Statistics, Lammi
- 27.03.2023 DynStoch Conference, Imperial College London
- 10.03.2023 16th German Probability and Statistics Days, University Duisburg/Essen
- 17.12.2021 FDM-Seminar, University of Freiburg