
Andreas Groll (Dipl.-Mathematiker)
Wissenschaftlicher Mitarbeiter
Diplomarbeit
- Thema: Modellierung und Bewertung von Katastrophenanleihen
- Abgabe: Mai 2007
Forschungsschwerpunkte
- Random effects and mixed models
- Boosting Techniken
Vorträge / Talks
- Variable Selection for Generalized Linear Mixed Models by
L1-Penalized Estimation,
CEN, 12.-15. September 2011, Zürich, Schweiz.
- Variable Selection for Generalized Additive Mixed Models
by Likelihood-based Boosting,
AMSDA, 07.-10. Juni 2011, Rom, Italien.
- Ordinal Random Effects Models Including Vatiable Selection,
BioMed-S Retreat, 22.-23. Juli 2010, Höhenried, Deutschland.
- Variable Selection in Generalizde Mixed Models,
DAGStat, 23.-26. März 2010, Dortmund, Deutschland.
- Generalized Additive Mixed Models based on boosting,
DStatG NAchwuchsworkshop, 3.-5. Juni 2009, Merseburg, Deutschland.
Veröffentlichungen / Publications
- Rubenbauer, S., A. Groll, and F.
Leitenstorfer. An improved bootstrap methodology for the estimation
of predictive claim reserve distributions. Submitted.
- Tutz, G. and A. Groll (2010): Generalized Linear Mixed Models Based on Boosting.
In T. Kneib and G. Tutz (Eds.), Statistical Modelling and Regression Structures - Festschrift in the Honour of Ludwig Fahrmeir, Physica.
- Tutz, G. and A. Groll (2011): Likelihood-based Boosting in Binary and Ordinal Random Effects Models. Under revision.
- Groll, A. and G. Tutz (2011): Variable selection for generalized additive mixed models by
likelihood-based boosting. In Organizing Commitee (Ed.), Proceedings ASMDA 2011.
Sapienza Università di Roma.
- Groll, A. and G. Tutz (2011): Regularization for generalized additive mixed models by
likelihood-based boosting. To appear.
- Groll, A. and G. Tutz (2011): Variable selection for generalized linear mixed models by L1-penalized estimation. Submitted.
Software
- Testversion R-package für Boosting in GMMs: GMMBoost; bald auch erhältlich auf CRAN.
- Testversion R-package für Variablenselektion im generalisierten linearen gemischten Model mittels L1-Penalisierung: glmmLasso; bald auch erhältlich auf CRAN.