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Dr. Andreas Ruttor

Lupe
Lupe

Scientific Assistant
Office: MAR 4.019
Phone: +49 30 314-23938
E-Mail: andreas.ruttor <AT> tu-berlin.de


Consulting hour according to agreement.

Curriculum vitae

Andreas Ruttor
Born 1977

Academic Career
Period
Occupation
since 2007
Post-Doc Researcher at TU Berlin, Artificial Intelligence Group

2007
Ph. D. in Physics, Universität Würzburg
2003-2007
Research Assistant at Universität Würzburg, Statistical Physics Group

2003
Master in Physics, Universität Würzburg

Research Fields

  • Stochastic dynamical systems (exact and approximate inference, model selection)
  • Statistical learning theory (Gaussian processes, neural networks)
  • Statistical physics of complex systems
  • Applications: Systems biology, data analysis, cryptography

Publications

Variational estimation of the drift for stochastic differential equations from the empirical density
Citation key BaRuOp16
Author Philipp Batz and Andreas Ruttor and Manfred Opper
Pages 083404
Year 2016
Journal Journal of Statistical Mechanics: Theory and Experiment
Volume 2016
Number 8
Abstract We present a method for the nonparametric estimation of the drift function of certain types of stochastic differential equations from the empirical density. It is based on a variational formulation of the Fokker–Planck equation. The minimization of an empirical estimate of the variational functional using kernel based regularization can be performed in closed form. We demonstrate the performance of the method on second order, Langevin-type equations and show how the method can be generalized to other noise models.
Link to publication Download Bibtex entry

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Postal Address

TU Berlin
Fakultät IV
Elektrotechnik und Informatik
sec. MAR 4-2
Marchstrasse 23
D-10587 Berlin