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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.