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Humboldt-Universität zu Berlin - IRI THESys

Prof. Dr. Nadja Klein

Developing statistical methods for high-dimensional data with applications in various fields


  • Statistical and Machine Learning
  • Bayesian computational methods
  • Advanced geoadditive regression modelling, model and variable selection


Nadja Klein is an assistant professor of Applied Statistics at the School of Business and Economics at Humboldt-Universität zu Berlin. She has a diploma in Mathematics and Physics from the University of Hamburg (2012) and a PhD in Mathematics and Statistics from the Georg-August-University of Goettingen (2105, summa cum laude) for which she won two prices. From 2016 to 2018, Nadja Klein was a Feodor-Lynen fellow of the Alexander von Humboldt founda-tion hosted by the University of Melbourne. Recently, Nadja Klein was granted with a Emmy-Noether research group for excellent young researchers by the German research foundation (DFG).

The overarching goal of her research is to develop statistical methods for high-dimensional and complex problems or “big data”. She tries to combine the strengths of both Bayesian statistics and machine learning to develop statisti-cally informed models that address issues of nowadays real data problems.

Selected Publications

Klein, N., and Smith, M. S. (2019): Implicit Copulas from Bayesian Regularized Regression Smooth-ers.To appear in Bayesian Analysis. Early view available at https://projecteuclid.org/euclid.ba/1545296445

Herwartz, H., Klein, N., and Strumann, C. (2016): Modelling Hospital Admission and Length of Stay by Means of Generalised Count Data Models. Journal of Applied Econometrics, 6, 1159-1182. .

Klein, N., Kneib, T. and Lang, S. (2015): Bayesian Generalized Additive Models for Location, Scale and Shape for Zero-Inflated and Overdispersed Count Data. Journal of the American Statistical Associa-tion, 110, 405–419.

Klein, N., Kneib, T., Lang, S. and Sohn, A. (2015): Bayesian Structured Additive Distributional Regres-sion with an Application to Regional Income Inequality in Germany. Annals of Applied Statistics, 9, 1024–1052.

Klein, N., Kneib, T., Klasen, S. and Lang, S. (2015): Bayesian Structured Additive Distributional Regression for Multivariate Responses. Journal of the Royal Statistical Society, Series C, 64, 569–591.