Office: 04-3-22 (Department of Mathematical Sciences)
I am Assistant Professor of Data Science and Actuarial Mathematics at the Department of Mathematical Sciences, University of Copenhagen.
Keywords: Nonparametric statistics, interpretable machine learning, structured models, survival anlysis
I work on nonparametric statistics and statistical machine learning methods where I try to understand and develop new ways of how low-dimensional structures
in high(er) dimensional data can be exploited to provide
both enhanced predictions and/or quantifications of risk as well as interpretation and visualization of predictors and risk factors.
My theoretical work is driven by applications. I work(ed) on reserving problems in actuarial science and the separation and visualization of different time-effects in biostatistics. Another application I am currently interested in is mortality predictions.