Gesine Reinert

Affiliation: Department of Statistics, University of Oxford; The Alan Turing Institute.

Funding: EPSRC Grants EP/T018445/1, EP/R018472/1; EPSRC Grant EP/N510129/1 at The Alan Turing Institute.

Research themes:

• Stein-based methods for high-dimensional statistics (Stein's method, Stein discrepancy, etc.)
• Probability on graphs and random graph models
• Lead-lag detection in multivariate time series — co-author of entities/Bennett Cucuringu Reinert 2022 Lead-Lag Network Clustering (Machine Learning 2022), contributed the probabilistic framework and the benchmark synthetic data generating processes for the five-DGP validation (linear / cosine / Legendre / Hermite / heterogeneous).

See also

• entities/Stefanos Bennett / entities/Mihai Cucuringu — co-authors
• summaries/202211-lead-lag-network-clustering/202211-lead-lag-network-clustering — paper summary