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Department of Data Science

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Stochastic Methods in Data Science

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Stochastic Methods in Data Science

Prof. Dr. Thorsten Neuschel

Thorsten Neuschel

Department of Data Science (DDS)
Professur für Stochastic Methods in Data Science

Room: Room 01.323
Cauerstr. 11
91058 Erlangen
  • Phone number: +49 9131 85-67023
  • Email: thorsten.neuschel@fau.de
  • Website: https://www.datascience.nat.fau.eu/research/groups/smds/

Visit the Personal Homepage

Research Interests

I am an analyst and probabilist specialized in the development and application of asymptotic methods, and I am interested in high-dimensional problems arising from pure and applied mathematics, physics and Data Science, where one main focus of my research is connected to the field of Random Matrix Theory and the universality phenomena arising in these contexts.

Further Information

https://sites.google.com/view/thorstenneuschel

Teaching

Lecture (VORL)

  • Introduction to Random MatrixTheory

    • 2 SWS; Allowed for guest students; ECTS studies (ECTS credits: 5), Lecture's language English
    • Date:
      • Mon 16:00-18:00, Room Übung 1 / 01.250-128 ICS

Exercise (UE)

  • Tutorial to Introduction to Random Matrix Theory

    • 2 SWS; Allowed for guest students, Lecture's language English
    • Date:
      • Mon 12:00-14:00, Room Übung 2 / 01.251-128 ICS

Main seminar (HS)

  • Bachelorseminar "Markov-Ketten und Anwendungen"

    • ECTS studies (ECTS credits: 5)
    • Date:
      • Time and place on appointment
  • Seminar "Markov-Ketten und Anwendungen"

    • 2 SWS; Allowed for guest students; ECTS studies (ECTS credits: 5)
    • Date:
      • Wed 12:00-14:00, Room Übung 1 / 01.250-128 ICS
      • Wed 16:00-18:00, Room 01.151-128 ICS
  • Seminar Spin Glasses with Applications to Deep Learning

    • 2 SWS; Allowed for guest students, Lecture's language English
    • Date:
      • Time and place on appointment

Lecture with exercise (V/UE)

  • Einführung in die Zufallsmatrixtheorie

    • 3 SWS; Allowed for guest students
    • Date:
      • Time and place on appointment

 

 

Department of Data Science
Friedrich-Alexander-Universität Erlangen-Nürnberg

Cauerstr. 11
91058 Erlangen
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