Marco Oesting

I recently moved to the University of Stuttgart. See my new homepage.

Curriculum Vitae

10/2005 - 09/2009	Studies in Mathematics, University of Göttingen
09/2009	Diploma in Mathematics with Prof. Dr. M. Schlather, University of Göttingen
10/2009 - 05/2012	PhD student at the Institute for Mathematical Stochastics, University of Göttingen, within the DFG Research Training Group 1023 "Identification in Mathematical Models: Synergy of Stochastic and Numerical Methods"
05/2012	PhD in Mathematics with Prof. Dr. M. Schlather, University of Göttingen
06/2012 - 12/2013	Research Assistant at the Institute of Mathematics, University of Mannheim, within the project WEX-MOP (Mesoscale Weather Extremes: Theory, Spatial Modeling and Prediction; Volkswagen Stiftung)
12/2013 - 12/2014	Postdoctoral Researcher at the Division of Applied Mathematics and Informatics (MIA), INRA/AgroParisTech, within the project McSim (Multisupport conditional simulation of max-stable processes. Applications to the local prediction of extreme climatic events; Agence Nationale de la Recherche)
01/2015 - 09/2015	Postdoctoral Researcher at the Department of Earth Observation Science, Faculty of Geo-Information Science and Earth Observation (ITC), University of Twente
since 10/2015	Akademischer Rat auf Zeit at the Department of Mathematics, University of Siegen
04/2018 - 09/2018	Interim Professor of stochastics at the Faculty of Mathematics and Economics, University of Ulm

Teaching

Summer 2020:

Einführung in die Extremwerttheorie (in German). Weitere Informationen zur Veranstaltung bei Moodle.

Winter 2019/20:

Financial Engineering (in German). Weitere Informationen zur Veranstaltung bei Moodle.

Summer 2019:

Elemente der Stochastik (in German; für Lehramt HRSGe und GS). Weitere Informationen zur Veranstaltung bei Moodle.
Seminar über stochastische Modellierung (in German)

Winter 2018/19:

Räumliche Stochastik (in German). Weitere Informationen zur Veranstaltung bei Moodle.

Summer 2018:

on leave (see this website for information on teaching)

Winter 2017/18:

Advanced Mathematics in Business and Economics (V/Ü; in English). Further Information at Moodle.

Summer 2017:

Einführung in die Extremwerttheorie (V/Ü; in German). Weitere Informationen zur Veranstaltung bei Moodle.

Winter 2016/17:

Seminar über stochastische Modellierung (in German)

Summer 2016:

Räumliche Stochastik (V/Ü; in German)

Preprints / Publications

Preprints

M. Oesting & P. Naveau. Spatial Modeling of Heavy Precipitation by Coupling Weather Station Recordings and Ensemble Forecasts with Max-Stable Processes. Available at arXiv.
V. Makogin, M. Oesting, A. Rapp & E. Spodarev. Long Range Dependence for Stable Random Processes. Available at arXiv.
M. Oesting & K. Strokorb. A comparative tour through the simulation algorithms for max-stable processes. Available at arXiv.
C. Dombry, S. Engelke & M. Oesting. Asymptotic Properties of the Maximum Likelihood Estimator for Multivariate Extreme Value Distributions. Available at arXiv.

Articles in Refereed Journals

M. Oesting & A. Schnurr (2020+). Ordinal Patterns in Clusters of Subsequent Extremes of Regularly Varying Time Series. Accepted for publication in Extremes. Preprint available at arXiv.
M. Oesting, M. Schlather & C. Schillings (2019). Sampling Sup-Normalized Spectral Functions for Brown-Resnick Processes. Stat, 8(1), e228. Available at onlinelibrary.wiley.com.
S. Engelke, R. de Fondeville & M. Oesting (2019). Extremal Behavior of Aggregated Data with an Application to Downscaling. Biometrika, 106(1), 127-144. Available at academic.oup.com.
M. Oesting & K. Strokorb (2018). Efficient simulation of Brown-Resnick processes based on variance reduction of Gaussian processes. Advances in Applied Probability, 50(4), 1155-1175. Available at cambridge.org.
M. Oesting, L. Bel & C. Lantuéjoul (2018). Sampling from a Max-Stable Process Conditional on a Homogeneous Functional with an Application for Downscaling Climate Data. Scandinavian Journal of Statistics, 45(2), 382-404. Available at onlinelibrary.wiley.com.
M. Oesting (2018). Equivalent Representations of Max-Stable Processes via l^p Norms. Journal of Applied Probability, 55(1), 54-68. Available at cambridge.org.
M. Oesting & A. Stein (2018). Spatial Modeling of Drought Events Using Max-Stable Processes. Stochastic Environmental Research and Risk Assessment, 32(1), 63-81. Available at link.springer.com.
M. Oesting, M. Schlather & C. Zhou (2018). Exact and Fast Simulation of Max-Stable Processes on a Compact Set Using the Normalized Spectral Representation. Bernoulli, 24(2), 1497-1530. Available at projecteuclid.org.
C. Dombry, S. Engelke & M. Oesting (2017). Bayesian Inference for Multivariate Extreme Value Distributions. Electronic Journal of Statistics, 11(2), 4813-4844. Available at projecteuclid.org.
M. Oesting, M. Schlather & P. Friederichs (2017). Statistical Post-Processing of Forecasts for Extremes Using Bivariate Brown-Resnick Processes with an Application to Wind Gusts. Extremes, 20(2), 309-332. Available at link.springer.com.
C. Dombry, S. Engelke & M. Oesting (2016). Exact simulation of max-stable processes. Biometrika, 103(2), 303-317. Available at oxfordjournals.org.
M. Schlather, A. Malinowski, P.J. Menck, M. Oesting & K. Strokorb (2015). Analysis, simulation and prediction of multivariate random fields with package RandomFields. Journal of Statistical Software, 63(8), 1-25. Available at jstatsoft.org.
M. Oesting (2015). On the distribution of a max-stable process conditional on max-linear functionals. Statistics & Probability Letters, 100, 158-163. Available at ScienceDirect.
S. Engelke, A. Malinowski, M. Oesting & M. Schlather (2014). Statistical inference for max-stable processes by conditioning on extreme events. Advances in Applied Probability, 46(2), 478-495. Available at projecteuclid.org.
M. Oesting & M. Schlather (2014). Conditional Sampling for Max-Stable Processes with a Mixed Moving Maxima Representation. Extremes, 17(1), 157-192. Available at link.springer.com.
M. Oesting, Z. Kabluchko & M. Schlather (2012). Simulation of Brown-Resnick processes. Extremes, 15(1), 89-107. Available at link.springer.com.

Book Chapters

C. Dombry, M. Oesting & M. Ribatet (2016). Conditional Simulation of Max-Stable Processes. In Dey, D.K., Yan, J. (Ed.), Extreme Value Modeling and Risk Analysis: Methods and Applications (pp. 215-238), Boca Raton: CRC Press.
M. Oesting, M. Ribatet & C. Dombry (2016). Simulation of Max-Stable Processes. In Dey, D.K., Yan, J. (Ed.), Extreme Value Modeling and Risk Analysis: Methods and Applications (pp. 195-214), Boca Raton: CRC Press.
M. Ribatet, C. Dombry & M. Oesting (2016). Spatial Extremes and Max-Stable Processes. In Dey, D.K., Yan, J. (Ed.), Extreme Value Modeling and Risk Analysis: Methods and Applications (pp. 179-194), Boca Raton: CRC Press.

Book Reviews

M. Oesting (2011). Book Review: Computational Statistics: An Introduction to R. Sawitzki (2009). Biometrical Journal, 53, 868.

Software

M. Schlather, A. Malinowski, M. Oesting, D. Boecker, K. Strokorb, S. Engelke, J. Martini, F. Ballani, O. Moreva, J. Aue, P.J. Menck, S. Groß, U. Ober, P. Ribeiro, R. Singleton, B. Pfaff and R Core Team (2019). RandomFields: Simulation and Analysis of Random Fields. R package version 3.3.1. Available at CRAN.

Theses

M. Oesting (2012). Spatial Interpolation and Prediction of Gaussian and Max-Stable Processes. PhD thesis, Georg-August-Universität Göttingen. Available at Niedersächsische Staats- und Universitätsbibliothek Göttingen.
M. Oesting (2009). Simulationsverfahren für Brown-Resnick-Prozesse. Diploma thesis, Georg-August-Universität Göttingen. Available at arXiv.

Aktualisiert via XIMS am 4.8.2020 von M. Oesting