Christian Holberg, PhD student
Christian Holberg is employed as a PhD student in the section for Statistics and Probability Theory from 1 January 2022.
Christian has been at the department for some time; he was hired as a research assistant on 1 September 2021. He is working on modelling stochastic processes in different settings such as partially observed dynamical systems or high-dimensional settings. His supervisor is Susanne Ditlevsen.
“Right now I am doing an introductory project on the use of cointegration in analysing narwhal behavioural data. In the future we hope to generalise cointegration to be applicable in higher-dimensional and non-linear settings”, says Christian.
Christian is from Denmark and did his bachelor’s degree in mathematics-economics at UCPH before leaving for Zürich where he did his master’s degree in statistics at ETH Zürich. He wrote his master’s thesis with Prof. Sara van de Geer on the use of optimal transport in nonparametric two-sample testing. His main interests are very broad but include theoretical statistics, machine learning, and stochastic processes.
Christian will work from office 04.3.25