Ulrike Schneider

Institute for Mathematical Stochastics

Georg-August-Universität Göttingen

address:   Goldschmidtstraße 7, D-37077 Göttingen

phone: + 49 551 39172107

fax:   + 49 551 3913505

e-mail     ulrikeschneider  (at)  mathuni-goettingende

about me

I received a Master's degree in Mathematics from the University of Vienna in 1999 and a PhD in Applied Mathematics from the University of Colorado at Boulder in 2003. For my dissertation research I focused on MCMC-methods and various applications of Perfect Sampling algorithms.

Subsequently, I was a postdoc with the Geophysical Statistics Project (GSP) at the "Institute for Mathematics Applied to Geosciences" (IMAGe) at NCAR, Boulder, where my main research interest lay in Extreme Value Theory and its applications in environmental studies.

I was a faculty member at the Department of Statistics and Decision Support Systems (ISDS) at the University of Vienna and part of the research group SEAM for three years before I joined the Institute of Mathematical Stochastics at the University of Göttingen as junior professor in the fall of 2009.

My current research interests lie in model selection in statistics and econometrics, more concretely I am working on distributional properties of shrinkage-type estimators.

Resumé in (html).

teaching

Wintersemester 2009

Grundlagen der Stochastik

Grundlagen der Stochastik - Übungen

publications

submitted

-	U. Schneider and M. Wagner, Catching Growth Determinants with the Adaptive LASSO, submitted for publication.
-	B.M. Pötscher and U. Schneider, Confidence Sets Based on Penalized Maximum Likelihood Estimators, submitted for publication. (pdf)

published/in press

-	U. Schneider, A Tabu Search Tutorial Based on a Scheduling Problem in the Fiber Optic Cable Industry, Cent. Eur. J. Oper. Res. accepted.
-	A. You, U. Schneider, A. Guillou, and P. Naveau, Improving Extreme Quantile Estimation Via a Folding Procedure, J. Stat. Plann. Inference, accepted.
-	B.M. Pötscher and U. Schneider, On the Distribution of the Adaptive LASSO Estimator, J. Stat. Plann. Inference 139 (2009) 2775-2790.
-	J.N. Corcoran, U. Schneider, and H.-B. Schüttler, Perfect Stochastic Summation in High Order Feynman Graph Expansions, Int. J. Mod. Phys. C 17 (2006) 1527-1549.
-	J.N. Corcoran and U. Schneider, Pseudo-Perfect and Adaptive Variants of the Metropolis-Hastings Algorithm with an Independent Candidate Density, J. Stat. Comput. Simul., 75 (2005) 459-475.
-	U. Schneider and J.N. Corcoran, Perfect Sampling for Bayesian Variable Selection in a Linear Regression Model, J. Stat. Plann. Inference 126 (2004) 153-171.
-	J.N. Corcoran and U. Schneider, Shift and Scale Coupling Methods for Perfect Simulation, Prob. Inf. Eng. Sci. 17 (2003) 277-303.

bookchapter

-	E. Gilleland, D. Nychka, and U. Schneider, Spatial Models for the Distribution of Extremes, Computational Statistics: Hierarchical Bayes and MCMC Methods in the Environmental Sciences, edited by J.S. Clark and A. Gelfand, Oxford University Press, 2006.