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Humboldt-Universität zu Berlin - Statistics

Prof. Dr. Nadja Klein

Applied Statistics



Research Interests

  • Bayesian Statistics
  • Computational Methods
  • Machine Learning
  • Distributional Regression
  • Smoothing Methods
  • Copula Modelling
  • Shrinkage Priors and Variable Selection

 



Prizes and Awards

  • since 2016 Member of the Humboldt network (Alexander von Humboldt Foundation)
  • 07/2016–06/2018 Feodor-Lynen-Fellowship for Postdoctoral Researchers of the Alexander von Humboldt Foundation (hosted at the University of Melbourne; host: Michael Stanley Smith)
  • 2016 NSF-ISBA Junior Travel Support Grant of the US National Science Foundation
  • 2015 Wolfgang-Wetzel-Price 2015 of the German Statistical Society for the paper ‘Bayesian Generalized AdditiveModels for Location, Scale and Shape for Zero-Inflated and Overdispersed Count Data’
  • 2014 Award of the Georg-August-Universitaet Gorttingen for outstanding dissertation ‘Bayesian Structured Additive Distributional Regression’
  • 2014 Award of the Universitaetsbund Goettingen for the dissertation ‘Bayesian Structured Additive Distributional Regression’
  • 10/2013–10/2014 Awarded Membership in the Dorothea Schloezer Mentoring Programme, Georg-August-Universitaet Göttingen

 



Topics for Theses

  • Deep distributional learning
  • Standard errors of Variational Inference
  • Uncertainty quantification for deep learning
  • Bayesian stacking approaches
  • Bayesian neural network structures
  • Deep Gaussian process modelling
  • Multiple Imputation for Panel Data
  • Using Stacking to Average Distributional Regression Models
  • Bivariate Distributional Regression for Wind Speed and Wind Direction
  • Modelling Income Inequality with Semiparametric Transformation Models
  • Bayesian Nonparametric Conditional Density Estimators
  • Distributional Joint Modelling
  • Probabilistic Weather Forecasts
  • Approximations of Normalizing Constants in Doubly-Intractable Likelihoods
  • Effect Fusion of Categorial Predictors
  • Effect Selection in Semiparametric Quantile Regression Models
  • Measuring the Explained Variance in Structured Additive Distributional Regression
  • Bayesian Hierarchical Modelling of Hedonic Housing Prices
  • Comparisons and Implementation of Non-Local Shrinkage Priors

 



Memberships

  • since May 2019: Member of the Integrative Research Institute on Transformations of Human-Environment Systems (IRI THESys), HU Berlin
  • since Jan. 2019: Member of the Berlin Doctoral Program in Economics and Management Science (BDPEMS)
  • since Dec. 2018: Member of Biostatnet
  • since Apr. 2018: Associate member of the DFG Research Training Group 2300 Enrichment of European beech forests with conifers: impacts of functional traits on ecosystem functioning
  • since Nov. 2018: Member of Berlin Economics Research Associates (BERA)
  • since Apr. 2018: Member of The German Statistical Society (DStatG)
  • since Jan. 2018: American Statistical Association (ASA) Early Career Member
  • since Aug. 2017: Member of The German Association of University Professors and Lecturers (DHV)
  • since Jan. 2017: Member of the Bayesian Analysis and Modeling Research Group, University of Melbourne
  • since Mar. 2015: Member of the Centre for Statistics, Georg-August-Universität Göttingen
  • Oct. 2012 -Dec. 2014: Associate member of the DFG Research Training Group 1644 Scaling Problems in Statistics

Publications with peer review process

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2019+

Assessing the relationship between markers of glycemic control through flexible copula regression models
Espasandin Dominguez, E, Cadarso-Suárez, C, Kneib, T, Marra, G, Klein, N, Radice, R, Lado-Baleato, O, and Gude, F
Accepted for publication in Statistics in Medicine.
Directional Bivariate Quantiles – A Robust Approach based on the Cumulative Distribution Function
Klein, N and Kneib, T
Accepted for publication in AStA Advances in Statistical Analysis.
Modelling Regional Patterns of Inefficiency: A Bayesian Approach to Geoadditive Panel Stochastic Frontier Analysis with an Application to Cereal Production in England and Wales
Klein, N, Herwartz, H, and Kneib, T
Accepted for publication in Journal of Econometrics.

2019

Implicit Copulas from Bayesian Regularized Regression Smoothers
Klein, N and Smith, M
to appear in Bayesian Analysis.
Mixed binary-continuous copula regression models with application to adverse birth outcomes
Klein, N, Kneib, T, Marra, G, Radice, R, Rokicki, S, and McGovern, M
Statistics in Medicine, 38(3):413–436.
Modular regression - a Lego system for building structured additive distributional regression models with tensor product interactions
Kneib, T, Klein, N, Lang, S, and Umlauf, N
Test, 28(1):1–39.
Multivariate effect priors in bivariate semiparametric recursive Gaussian models
Thaden, H, Klein, N, and Kneib, T
Computational Statistics and Data Analysis, 137:51–66.
Rejoinder on: Modular regression - a Lego system for building structured additive distributional regression models with tensor product interactions
Kneib, T, Klein, N, Lang, S, and Umlauf, N
Test, 28(1):55–59.

2018

BAMLSS: Bayesian Additive Models for Location, Scale, and Shape (and Beyond)
Umlauf, N, Klein, N, and Zeileis, A
Journal of Computational and Graphical Statistics, 27(3):612–627.
Bayesian Multivariate Distributional Regression With Skewed Responses and Skewed Random Effects
Michaelis, P, Klein, N, and Kneib, T
Journal of Computational and Graphical Statistics, 27(3):602–611.
More green space is related to less antidepressant prescription rates in the Netherlands: A Bayesian geoadditive quantile regression approach
Helbich, M, Klein, N, Roberts, H, Hagedoorn, P, and Groenewegen, P
Environmental Research, 166:290–297.
Quality and resource efficiency in hospital service provision: A geoadditive stochastic frontier analysis of stroke quality of care in Germany
Pross, C, Strumann, C, Geissler, A, Herwartz, H, and Klein, N
PLOS ONE, 13(9):1–30.
Studying the occurrence and burnt area of wildfires using zero-one-inflated structured additive beta regression
Ríos-Pena, L, Kneib, T, Cadarso-Suárez, C, Klein, N, and Marey-Pérez, M
Environmental Modelling and Software:107–118.

2017

Boosting joint models for longitudinal and time-to-event data
Waldmann, E, Taylor-Robinson, D, Klein, N, Kneib, T, Pressler, T, Schmid, M, and Mayr, A
Biometrical Journal, 59(6):1104–1121.
Integrating multivariate conditionally autoregressive spatial priors into recursive bivariate models for analyzing environmental sensitivity of mussels
Thaden, H, Pata, M, Klein, N, Cadarso-Suárez, C, and Kneib, T
Spatial Statistics, 22:419–433.
Structured additive distributional regression for analysing landings per unit effort in fisheries research
Mamouridis, V, Klein, N, Kneib, T, Cadarso Suarez, C, and Maynou, F
Mathematical Biosciences, 283:145–154.
Studying the relationship between a woman's reproductive lifespan and age at menarche using a Bayesian multivariate structured additive distributional regression model
Duarte, E, de Sousa, B, Cadarso-Suárez, C, Klein, N, Kneib, T, and Rodrigues, V
Biometrical Journal, 59(6):1232–1246.

2016

Analysing farmland rental rates using Bayesian geoadditive quantile regression
März, A, Klein, N, Kneib, T, and Musshoff, O
European Review of Agricultural Economics, 43(4):663–698.
Corridors restore animal-mediated pollination in fragmented tropical forest landscapes
Kormann, U, Scherber, C, Tscharntke, T, Klein, N, Larbig, M, Valente, J, Hadley, A, and Betts, M
Proceedings of the Royal Society B: Biological Sciences, 283(1823).
Modelling Hospital Admission and Length of Stay by Means of Generalised Count Data Models
Herwartz, H, Klein, N, and Strumann, C
Journal of Applied Econometrics, 31(6):1159–1182.
Scale-dependent priors for variance parameters in structured additive distributional regression
Klein, N and Kneib, T
Bayesian Analysis, 11(4):1071–1106.
Simultaneous inference in structured additive conditional copula regression models: a unifying Bayesian approach
Klein, N and Kneib, T
Statistics and Computing, 26(4):841–860.

2015

A Semiparametric Analysis of Conditional Income Distributions
Sohn, A, Klein, N, and Kneib, T
Schmollers Jahrbuch, 135:13–22.
Bayesian Generalized Additive Models for Location, Scale, and Shape for Zero-Inflated and Overdispersed Count Data
Klein, N, Kneib, T, and Lang, S
Journal of the American Statistical Association, 110(509):405–419.
Bayesian Structured Additive Distributional Regression for Multivariate Responses
Klein, N, Kneib, T, Klasen, S, and Lang, S
Journal of the Royal Statistical Society. Series C: Applied Statistics, 64(4):569–591.
Bayesian structured additive distributional regression with an application to regional income inequality in Germany
Klein, N, Kneib, T, Lang, S, and Sohn, A
Annals of Applied Statistics, 9(2):1024–1052.
Hedonic house price modeling based on multilevel structured additive regression
Razen, A, Brunauer, W, Klein, N, Lang, S, and Umlauf, N
Computational Approaches for Urban Environments:97–122.

2014

Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape
Klein, N, Denuit, M, Lang, S, and Kneib, T
Insurance: Mathematics and Economics, 55(1):225–249.

Proceedings

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2019

Density regression via penalised splines dependent Dirichlet process mixture of normal models
de Carvalho, V, Rodríguez-Álvarez, M, and Klein, N
Proceedings of the 34th International Workshop on Statistical Modelling, 1:184–188.
Gaussian Process Responses in Distributional Regression
Riebl, H, Klein, N, and Kneib, T
Proceedings of the 34th International Workshop on Statistical Modelling, 2:341–345.
Modular Regression – A Lego System for Building Structured Additive Distributional Regression Models with Tensor Product Interactions
Kneib, T, Klein, N, Umlauf, N, and Lang, S
Proceedings of the 34th International Workshop on Statistical Modelling, 1:214–219.
Neural Network Regression with an Application to Leukaemia Survival Data - An Unstructured Distributional Approach
Klein, N, Umlauf, N, and Simon, T
Proceedings of the 34th International Workshop on Statistical Modelling, 1:157–160.
Non-Stationary Spatial Regression for Modelling Monthly Precipitation in Germany
Marques, I, Klein, N, and Kneib, T
Proceedings of the 34th International Workshop on Statistical Modelling, 2:195–199.

2018

Effect Selection in Distributional Regression
Klein, N, Carlan, M, Kneib, T, Lang, S, and Wagner, H
Proceedings of the 33th International Workshop on Statistical Modelling, 1:157–162.

2017

Bayesian Joint Modelling of Distributional Regression
Waldmann, E, Klein, N, and Taylor-Robinson, D
Proceedings of the 32th International Workshop on Statistical Modelling, 1:305–310.
Boosting distributional regression models formultivariate responses
Mayr, A, Thomas, J, Schmid, M, Faschingbauer, F, and Klein, N
Proceedings of the 32th International Workshop on Statistical Modelling, 1:97–102.

2014

Bivariate Gaussian Distributional Regression: An Application on Diabetes
Klein, N, Gude, F, Cadarso-Suárez, C, and Kneib, T
Proceedings of the 29th International Workshop on Statistical Modelling, 1:167–172.

2013

Bayesian Generalized Additive Models for Location, Scale and Shape for Insurance Data
Klein, N, Kneib, T, and Lang, S
Proceedings of the 28th International Workshop on Statistical Modelling, 2:645–650.

Editorials

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2017

Editorial “Joint modeling of longitudinal and time-to-event data and beyond”
Cadarso Suárez, C, Klein, N, Kneib, T, Molenberghs, G, and Rizopoulos, D
Biometrical Journal, 59(6):1101–1103.

Software

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2019

R-Package ‘sdPrior’: Scale-Dependent Hyperpriors in Structured Additive Distributional Regression
Klein, N
Miscellaneous publication, https://cran.r-project.org/web/packages/sdPrior/index.html.

2018

BAMLSS: Bayesian Additive Models for Location, Scale and Shape (and Beyond)
Umlauf, N, Klein, N, and Zeileis, A
Miscellaneous publication, https://cran. r-project.org/web/packages/bamlss/index.html.
R-Package ‘BayesX’, R Utilities Accompanying the Software Package BayesX
Kneib, T, Heinzl, F, Brezger, A, Sabanes Bove, D, and Klein, N
Miscellaneous publication, http://cran.r-project.org/web/packages/BayesX.

2015

BayesX - Software for Bayesian inference in structured additive regression models
Belitz, C, Brezger, A, Klein, N, Kneib, T, Lang, S, and Umlauf, N
Miscellaneous publication, http://www.bayesx.org.

Working Papers

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2019

Bayesian Effect Selection in Structured Additive Distributional Regression Models
Klein, N, Carlan, M, Kneib, T, Lang, S, and Wagner, H
arXiv:1902.10446.
Bayesian Inference for Regression Copulas
Smith, MS and Klein, N
arXiv:1907.04529.
Bayesian Variable Selection for Non-Gaussian Responses: A Marginally Calibrated Copula Approach
Klein, N and Smith, MS
arXiv:1907.04530.
In Search of Lost Edges: A Case Study on Reconstructing Financial Networks
Lebacher, M, Cook, S, Klein, N, and Kauermann, G
arXiv preprint arXiv:1909.01274.
Marginally-calibrated deep distributional regression
Klein, N, Nott, DJ, and Smith, MS
arXiv:1908.09482.
Multivariate Conditional Transformation Models
Klein, N, Hothorn, T, and Kneib, T
arXiv:1906.03151.