About me

Hi, I’m Ole!

I’m a PhD student in the Statistics and Data Analysis Group at Bielefeld University.

Interests

I’m mainly interested in doubly stochastic processes like hidden Markov models, state space models and point processes and applications in ecology and sports. So far, I have worked on the theoretical properties of inhomogeneous Markov chains, making hidden semi-Markov models more flexible, and efficient computational methods for spline-based nonparametric inference in latent Markovian models.

To make such models more accessible to a wider audience, I wrote the R package LaMa. If you want to get an overview of the class of latent Markov models check out our review paper.