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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

Inference in continuous-time change-point models
Citation key Stimberg:2011:ICT
Author Florian Stimberg and Manfred Opper and Guido Sanguinetti and Andreas Ruttor
Title of Book Advances in Neural Information Processing Systems 24
Pages 2717–2725
Year 2011
Editor J. Shawe-Taylor and R.S. Zemel and P. Bartlett and F.C.N. Pereira and K.Q. Weinberger
Abstract We consider the problem of Bayesian inference for continuous-time multi-stable stochastic systems which can change both their diffusion and drift parameters at discrete times. We propose exact inference and sampling methodologies for two specific cases where the discontinuous dynamics is given by a Poisson process and a two-state Markovian switch. We test the methodology on simulated data, and apply it to two real data sets in finance and systems biology. Our experimental results show that the approach leads to valid inferences and non-trivial insights.
Link to publication Link to original 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