Joris Bierkens - Teaching

Projects for students

Feel free to contact me if you would like to carry out a research project (BSc/MSc) in the direction of Markov Chain Monte Carlo, stochastic processes, or probabilistic computation in physics, statistics and/or statistical learning.

Current

• Responsible lecturer Statistical Learning for MSc Applied Mathematics [WI4630]

Past

• Responsible lecturer Time Series and Extreme Value Theory for MSc Applied Mathematics (2021) [WI4230]
• Responsible lecturer Mathematical Data Science for MSc Applied Mathematics (2017-2019) [WI4231]
• Responsible lecturer Time Series for MSc Mathematics (2016-2018) [WI4230]
• Responsible lecturer Convex Optimization for BSc Mathematics (Radboud University Nijmegen, 2013-2014) [NWI-WB080B]
• Responsible lecturer Linear Programming for BSc Mathematics (Radboud University Nijmegen, 2012-2013) [NWI-WB044C]

Former BSc students

• Rinze Hallema, Estimating Normalizing Constants using Stochastic Simulation, defended 23 June 2023
• Willemijn Bergen, Modelling Covid-19 in Delft using epidemiological models and Markov Chain Monte Carlo, defended 27 June 2022
• Levi Klomp, Bayesian parameter estimation applied to (non-)Gaussian random fields, defended 30 June 2021
• Femke Schurmann, Determining the accuracy of a Markov Chain Monte Carlo output, defended 27 June 2019
• Mohammed el Ouasgiri, A general analysis of change-point methods, defended 8 March 2019
• Hidde Dijkstra, Connecting the dots: High field ballistic supercurrents, jointy supervised together with Anton Akhmerov, defended 28 March 2018
• Douwe Bosma, Maximum likelihood estimation of parameters in the exponential random graph model, defended November 2017

Former MSc students

• Frederik Bartl, Modelling a Simulation Environment to analyse Race Strategy in Formula E, defended 19 December 2022
• Chiara Mignacco, Monte Carlo algorithms for performing Bayesian inference on Piecewise Deterministic Processes, supervised together with Andrew Duncan (Imperial), defended 22 September 2022
• Jefrey van der Voort, Mathematics of Double Descent, supervised together with Marco Loog, defended 28 June 2022
• Oskar Oostdam, Investment Strategy for VIX Futures based on a Bayesian Approach to Term Structure Modelling, defended 25 August 2021
• Sjoerd Wiarda, Spectral analysis of the Zig-Zag process on the torus, defended 22 December 2021
• Reuben Adams, Safe Hypothesis Tests for the 2 x 2 Contingency Table, supervised together with Peter Grünwald, defended 18 September 2020
• Mark Christianen, Bouncy Particle Sampler in rare event simulation, defended 11 September 2019
• Davey Kaak, eDiscovery - Discovering fraud related e-mail messages using Bayesian statistical techniques, defended 6 June 2019
• Andrea Bertazzi, Safe Semi-Supervised Learning, supervised together with Marco Loog, defended 10 December 10 2018
• George van Hooft, Efficient Inference with Panel Data, defended August 2018
• Menno Herbrink, Jobfeed alarm system - Applying change point detection and particle filters to a random walk, defended 9 April 2018