Alexander M. Christgau

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Department of Mathematical Sciences

Universitetsparken 5

2100 Copenhagen

Denmark

Hi, I am Alexander. I am studying for a PhD at the Copenhagen Causality Lab, where I am supervised by Niels Richard Hansen :sunglasses:

My research interests lie within mathematical statistics and machine learning, in particular causality, dynamical systems and high-dimensional statistics. If any of this sounds interesting, feel free to reach out!

I hold a bachelor degree in mathematics and a master degree in statistics, both attained at the University of Copenhagen.

news

Feb 21, 2024 New project: Efficient adjustment for complex covariates: Gaining efficiency with DOPE :rocket: :rocket: :rocket: [arXiv]
Oct 29, 2023 Our paper, Nonparametric conditional local independence testing, got published in The Annals of Statistics! :tada: :tada: :tada: The published version with supplementary material is also available in a single PDF at nrhstat :sunglasses:
Jan 27, 2023 My two side projects (spin-offs from my graduate studies) have been published in Journal of Mathematical Imaging and Vision and Journal of Algebraic Combinatorics.
Oct 14, 2022 I gave a talk about my ongoing research on efficient representation adjustment at this joint Workshop on Graphical Models between ETH Zürich, University of Copenhagen, and Technical University of Munich.
Mar 28, 2022 How do you detect if a process influences another process after having adjusted for confounding? In our new work, Nonparametric Conditional Local Independence Testing, we solve this problem nonparametrically for the first time! Combining techniques from double machine learning and stochastic processes, we are able to show a new functional central limit theorem. This allows us to construct nonparametric tests in a general framework :muscle: [arXiv] [Code]