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DEPARTMENT OF STATISTICS

AAU1/...Department of Statistics2/Research3/Projects

Projects

Current projects

Modeling – Analysis – Optimization of discrete, continuous, and stochastic systems

Project Leadership

Michaela Szölgyenyi, Barbara Kaltenbacher, Clemens Heuberger, Philipp Hungerländer, Christian Pötzsche, Franz Rendl, Elena Resmerita, Gunter Spöck, Angelika Wiegele

Project Staff

Roswitha Rissner, Melanie Siebenhofer, Verena Schwarz, Iris Rammelmüller, Kathrin Spendier, Phuoc Truong Huynh, Iryna Vasylieva, Diane Puges, Johannes Andreas Hofmeister, Dunja Pucher, Teresa Rauscher, Jutta Astrid Rath, Jan Schwiddessen, Tobias Wolf, Tim Krüger, Sarah Jane Selkirk

Duration

01.10.2020 - 30.09.2025

Funding

Fonds zur Förderung der wissenschaftlichen Forschung (FWF)

Homepage

https://www.aau.at/tewi/doktoratsprogramme/mao/doctoral_school/

Optimization problems accompany us all the time in our every-day life. For example supermarkets guarantee the supply by optimizing the route of transportation of their goods, electricity providers optimize the supply with electricity, and highways are built in a way such that cars produce as little noise as possible. For this, discrete, stochastic, which means influenced by randomness, and continuous mathematical models are used, which need to be analyzed.In order to solve such problems, it is often essential to have a multi-perspective view and combine the knowledge of several mathematical sub-disciplines to create synergies. In crossing these borders lies a great innovative potential.It is the aim of the doc.funds doctoral school and its nine professors from the Departments of Mathematics and Statistics at the University of Klagenfurt to provide PhD students with the mathematical knowledge necessary for understanding and solving challenging mathematical questions, coming from optimization problems in every-day life.

Further Information

High-dimensional statistical learning: New methods to advance economic and sustainability policies

Project Leadership

Gregor Kastner, Laura Vana, Florian Huber, Philipp Piribauer, Laura Nenzi, Karin Dobernig, Stefan Schupp

Project Staff

Gregor Kastner, Luis Bastian Gruber, Alexander Mozdzen, Florian Schwendinger, Annalisa Cadonna, Laura Vana, Rainer Hirk, Florian Huber, Michael Pfarrhofer, Niko Hauzenberger, Philipp Piribauer, Laura Nenzi, Roman Kuznets, Ennio Visconti, Karin Dobernig, Stephan Adelsberger, Roman Parzer, Camilla Damian

Duration

01.08.2019 - 31.07.2024

Funding

Fonds zur Förderung der wissenschaftlichen Forschung (FWF)

Homepage

https://zk35.org

Recent years have seen a tremendous surge in the availability of socioeconomic data characterized by vast complexity and high dimensionality. However, prevalent methods employed to inform practitioners and policy makers are still focused on small to medium-scale datasets. Consequently, crucial transmission channels are easily overlooked and the corresponding inference often suffers from omitted variable bias. This calls for novel methods which enable researchers to fully exploit the ever increasing amount of data.In this project, we aim to investigate how the largely separate research streams of Bayesian econometrics, statistical model checking, and machine learning can be combined and integrated to create innovative and powerful tools for the analysis of big data in economics and other social sciences. Thereby, we pay special attention to properly incorporating relevant sources of uncertainty. Albeit crucial for thorough empirical analyses, this aspect is often overlooked in traditional machine learning techniques which have mainly been centered on producing point forecasts for key quantities of interest only. In contrast, Bayesian statistics and econometrics are based on designing algorithms to carry out exact posterior inference which in turn allows for density forecasts.Our contributions are twofold: From a methodological perspective, we develop cutting-edge methods that enable fully probabilistic inference of dynamic models in vast dimensions. In terms of empirical advances, we apply these methods to highly complex datasets that comprise situations where either the number of observations, the number of potential time series and/or the number of variables included is large. More specifically, empirical applications center on four topical issues in the realm of sustainable development and socioeconomic policy to answer questions such as: How do market and economic uncertainty affect income inequality? What are the relationships between greenhouse gas emissions and macroeconomic indicators? Which role do tweets play in the evolution of the prices of crypto-currencies? Which policy measures are most effective to foster sustainable urban mobility patterns?In these applications, we focus on probabilistic forecasting using real-time data to perform model validation in an efficient way. Moreover, we address structural inference. As policy makers are typically interested in evaluating their policies quantitatively, robust econometric tools are crucial for counterfactual simulations. In light of the increasing complexity of the economy, however, large information sets need to be exploited to appropriately recover the underlying causal structures and provide a rich picture of potential transmission channels of policy interventions.The team constitutes a genuinely collaborative partnership of five young high-potential researchers composed of statisticians, machine learning experts, macro- and regional economists as well as social and computer scientists.

Further Information

A complete list of all research projects at the Department of Statistics can be found at the  Research Documentation (FoDok) of the university.

Completed projects

Integrated Development 4.0

Project Leadership

Gerald Reiner, Jürgen Pilz

Project Staff

Konstantin Posch

Duration

01.05.2018 - 31.12.2022

Funding

Horizon 2020, Österreichische Forschungsförderungsgesellschaft mbH (FFG)

Task 1.2.1 – Capture the Competences and information Flow:Development of intelligent statistical data pre-processing methods for semiconductor manufacturing. Probabilistic graphical modeling, in close cooperation with the group of Prof. Reiner, will be used to infer the dependence structures and dimension reduction schemes.Task 1.2.2 – Dynamic Knowledge UpdateDevelopment of intelligent learning algorithms to extract relevant information out of big data sets with a focus on adaptive and networked (smart) production systems, in cooperation with the group of Prof. Reiner. Particular attention will be paid to Bayesian regularization methodsExtract key parameters for process control from results of Statistical Machine Learning and Bayes Deep Learning algorithms, in close cooperation with the KnowCenter groupDevelopment of Bayesian ensemble filtering and data assimilation methods incorporating the observations and process dynamics through sequential posterior updating (modified Bayes Kalman filters), Monitoring of probability distributions as data summaries instead of only using selected key numbers of raw datCombination of methods of active learning and model choice to take account of covariate shift (Bayes statistical learning in non-stationary environments)Task 1.2.3 – Knowledge ValidationValidation of KPIs for decision making support with a focus on adaptive and networked (smart) production systems, in close cooperation with the group of Prof. Reiner:Validation of key parameters to increase acceptance of data driven methods in semiconductor manufacturing environmentValidation of knowledge about dependencies between advanced dynamic screening methods and production system performance: In particular, we will investigate the use of empirical Bayes estimation of posterior probabilities of enrichment for controlling the False Discovery Rate (FDR)Task 1.3.2 – Data Driven Methods (AI, Deep Learning, Black-Box Modeling, etc.)Development and integration of data driven methods to support and enable an effective root cause analysis of yield loss (Functional ANOVA Decompositions, Approximate Inference Algorithms)Development of novel Bayesian variational and perturbation methods and their integration into structured predictors and deep learners of production performance characteristics (Bayes deep learning)Task 1.3.3 - Validation of AI approaches:Jointly with KAI and the group of Prof. Reiner, we will work on the validation of the implemented routines from Task 1.3.2 by comparing expert results and results of data driven methods with regard to accuracy, robustness, etc.With regard to the joint work on the tasks within UC1 (WP 1, 4), we will further focus on relating (raw data) machine parameters and SPC parameters through Canonical Correlation Analysis and the choice of a “best” set of training data.

Further Information

Planung und Instandhaltung eines Sensormessnetzes für Umweltdaten für das Görtschitztal

Project Leadership

Gunter Spöck

Project Staff

Albrecht Gebhardt, Maximilian Arbeiter

Duration

01.12.2016 - 31.12.2020

Im Görtschitztal soll ein privates Sensormessnetz für Umweltdaten wie Luftfeuchtigkeit, Temperatur, Druck, Wind, Niederschlag, Nebel, Lichtintensität, NO2, S02, CO, CO2, O2, NHO§, NH3, PM und Schwermetalle aufgebaut und instand gehalten werden. Die elektronische Sensorik basiert auf Arduino, Waspmote und Raspberry. Zum Nachvollziehen der Umweltbelastungen kommen Methoden der Räumlichen Statistik und Umweltstatistik zum Einsatz.

Further Information

Numerical methods for stochastic differential equations with irregular coefficients with applications in risk theory and mathematical finance

Project Leadership

Michaela Szölgyenyi

Duration

01.09.2018 - 27.05.2020

Funding

AXA Research Fund

https://www.axa-research.org/en/project/michaela-szolgyenyi/

Further Information

Vergabe einer Diplomarbeit mit dem Arbeitstitel “Insurance Education”

Project Leadership

Michaela Szölgyenyi

Duration

01.09.2019 - 31.03.2020

Funding

Kärntner Gesellschaft für Versicherungsfachwissen (KGV)

Erstellung einerDiplomarbeit zum Thema Insurance Education in Sekundarstufe I, Sekundarstufe IIund in der Erwachsenenbildung.Wie funktioniert Versichern und auf welchen mathematischen Grundlagen basiertes? Diese Fragen sollen für die unterschiedlichen Altersstufen geklärt werdenund es sollen Unterrichtsmaterialien entwickelt werden.

Further Information

Hydrometeorological and particle dispersion data at the Worthersee (Klagenfurt)

Project Leadership

Glenda Garcia-Santos

Project Staff

Gunter Spöck, Albrecht Gebhardt

Duration

01.01.2018 - 31.03.2019

Researchers from Geography and Statistics at the Alpen-Adria-University aim to promote crowd meteorological data collection in Klagenfurt am Wörthersee to investigate local spatial differences and particle distribution across the city in function of the meteorological conditions using mathematical models. An initial amount of 10 meteorological stations will be installed by staff and students from the University starting in 2018 onwards. Through user-friendly weather stations and the Internet of Things technology, “amateur” users can download automated sub-hourly observations, store electronically and carry on easy analysis and data sharing through an online platform.Members of the project will carried out local analytics and after aggregation of the information applications to smart cities, smart environment, security, smart metering and smart agriculture would be possible.

Further Information

EPT300

Project Leadership

Jürgen Pilz

Project Staff

Daniel Kurz

Duration

01.04.2012 - 08.11.2016

Funding

ENIAC JU, Österreichische Forschungsförderungsgesellschaft mbH (FFG), Infineon Technologies Austria AG

Entwickelt werden statistische Methoden und Verfahren zur Prozesskontrolle für die neue 300mm Wafer-Technologie zur Herstellung von Chips für die Automobil- und Industrieelektronik.

Coorperation Partner

Further Information

Snapshot Spectral Imaging

Project Leadership

Jürgen Pilz

Project Staff

Michael Mulyk

Duration

01.02.2009 - 31.03.2013

Funding

FFG - Basis-Programm

Im Gegensatz zu den klassischen sequentiellen SI-Aufnahmeverfahren ermöglichen Snapshot Spectral Imaging-Verfahren die Erfassung der räumlichen und der spektralen Informationen durch die Aufnahme eines einzelnen Bildes. Ziel des Projekts ist die Entwicklung statistischer Methoden und Algorithmen zur Trennung überlappender Emissionsspektren (spectral unmixing), insbesondere für Vielkanalanwendungen. Als diagnostische Anwendung ist vom Projektpartner Tissue Gnostics (Wien) der Bereich der Prostatakrebserkennung vorgesehen; die Projektkoordination erfolgt duch das CTR Villach.

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