Methods for Missing Data, Model Selection and Model Averaging

Before Matthias Aßenmacher took over the group lead from Christian Heumann, the group was called "Methods for Missing Data, Model Selection and Model Averaging". All information about this group and the former group leader can be found here.

About

Prof. Dr. Christian Heumann obtained his diploma (1992), Ph.D. (1997), and habilitation (2004) in Statistics from LMU Munich. He was an assistant professor (2006 - 2013) and an associate professor (2014 - 2026) at the Department of Statistics at LMU Munich, where he led the MISODA working group. He is the author of numerous books (see below) and research articles in renowned journals/conferences.

Research: Model selection and model averaging are two important techniques for finding statistical models with desirable properties. While many approaches have been proposed for complete data, it is often unclear how to proceed with data with missing values. In collaboration with our partners in South Africa (Dr. Michael Schomaker), we proposed several approaches using multiple imputation. Furthermore, we have combined multiple imputation with resampling (bootstrap) to get confidence intervals with reasonable nominal coverage. A part of our group worked in Natural Language Processing (NLP), specifically on the comparability and evaluation/benchmarking of large encoder-based language models used for transfer learning.

Teaching: The group was mainly involved in teaching the following lectures:

  • Statistik I und II für Studierende der Wirtschaftswissenschaften
  • Deep Learning for NLP
  • Statistical Inference
  • Various Seminars (B.Sc. and M.Sc. level)

Books: Christian Heumann is (co-)author of various books:

  • Title: Statistik Der Weg zur Datenanalyse; Authors: Fahrmeir L. , Heumann C., Künstler R., Pigeot I. and Tutz, G.; Publisher: Springer, 2016
  • Title: Introduction to Statistics and Data Analysis - With Exercises, Solutions and Applications in R; Authors: Heumann, C. and Schomaker M., Shalabh Publisher; Springer, 2016
  • Title: Linear Models and Generalizations - Least Squares and Alternatives; Authors: C.R. Rao, Toutenburg H. , Shalabh, and Heumann, C.; Publisher: Springer, 2010
  • Title: Deskriptive Statistik: Eine Einführung in Methoden und Anwendungen mit R und SPSS; Authors: Toutenburg H. and Heumann C.; Publisher: Springer, 2009
  • Title: Arbeitsbuch zur deskriptiven und induktiven Statistik; Authors: Toutenburg H., Schomaker M., Wißmann M. and Heumann, C.; Publisher: Springer, 2009
  • Title:Induktive Statistik: Eine Einführung mit R und SPSS; Authors: H. Toutenburg and C. Heumann; Publisher: Springer, 2008
  • Title: Recent Advances In Linear Models and Related Areas; Editors: Shalabh and C. Heumann; Publisher: Springer, 2008