Irene Tubikanec

I am currently holding a postdoctoral position as university assistant

at the Institute of Stochastics of the Johannes Kepler University Linz in Austria,

where I defended my PhD thesis, written under the supervision

of Professor Evelyn Buckwar and co-supervision of Dr. Massimiliano Tamborrino,

in February 2021.


Postdoc at the

Institute of Stochastics

Johannes Kepler University Linz (Austria)


Research interests

My interests lie at the interface of (multi-dimensional and non-linear) stochastic differential equations, efficient and structure-preserving numerical simulation methods and statistical inference procedures.

I like to connect different ideas and disciplines, and to deal with real-life applications.


  • Stochastic models (mainly SDEs/diffusion processes and Hawkes processes)

  • Mathematical neuroscience

  • Splitting methods

  • Structure-preservation

  • Approximate Bayesian computation

  • Causal inference

  • EEG data



  1. Buckwar, E., Tamborrino, M. and Tubikanec, I. Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs. Statistics and Computing 30,  627-648 (2020). 10.1007/s11222-019-09909-6

  2. Chevallier, J., Melnykova, A. and Tubikanec, I. Diffusion approximation of multi-class Hawkes processes: theoretical and numerical analysis. To appear in Advances in Applied Probability in September 2021. Preprint available at Oberwolfach preprints (2020). 10.14760/OWP-2020-09

  3. Tubikanec, I., Tamborrino, M., Lansky, P. and Buckwar, E. Qualitative properties of numerical methods for the inhomogeneuos geometric Brownian motion. Preprint available at arXiv:2003.10193

  4. Buckwar, E., Samson, A., Tamborrino, M. and Tubikanec, I. Splitting methods for SDEs with locally Lipschitz drift. An illustration on the FitzHugh-Nagumo model. Preprint available at arxiv:2101.01027


Conference talks

  1. Dynamics Days 2021, Nice, France (08/2021)
    Invited to a minisymposium on inference and data-driven modeling of large chaotic and noisy systems (organised by Kevin Lin and Fei Lu)

  2. Neural Coding, held online (07/2021)

  3. 28th Nordic Conference in Mathematical Statistics (NORDSTAT), Tromsø, Norway (06/2021)
    Invited to a contributed session on simulation-based inference (organised by Umberto Picchini)

  4. Bernoulli-IMS One World Symposium 2020, Virtual Symposium (08/2020)

  5. 6th International Conference on Mathematical Neuroscience (ICMNS), Digital Edition (07/2020)
    Invited to a session on numerical methods in mathematical neuroscience (organised by Evelyn Buckwar)

  6. Neural Coding, Turin, Italy (09/2018)

  7. 11th European Conference on Mathematical and Theoretical Biology (ECMTB), Lisbon, Portugal (07/2018)
    Invited to a minisymposium on computational statistics and Bayesian inference for stochastic biological models (organised by Massimiliano Tamborrino and Evelyn Buckwar)

  8. 6th Austrian Stochastics Days, Graz, Austria (09/2017)

Invited seminar talks

  1. Upcoming: One World Stochastic Numerics and Inverse Problems Seminar, University of Edinburgh, United Kingdom (11/2021)

  2. Research Seminar of the Institute of Applied Statistics, Johannes Kepler University Linz, Austria (11/2020)

  3. One World Approximate Bayesian Computation (ABC) Seminar, University of Warwick, United Kingdom (06/2020)

  4. Workshop on Numerical Methods for Stochastic Differential Equations, Lund University, Sweden (10/2019)

  5. Seminar in Applied Mathematics and Statistics, University of Copenhagen, Denmark (02/2019)

  6. Seminar Laboratoire Jean Kuntzmann on Probability and Statistics, University Grenoble Alpes, France (10/2018)

Poster presentations

  1. 11th International Workshop on Bayesian Inference in Stochastic Processes (BISP), Madrid, Spain (06/2019) 

  2. 5th International Conference on Mathematical Neuroscience (ICMNS), Copenhagen, Denmark (06/2019)

  3. Bayes Comp, Barcelona, Spain (03/2018)

  4. Computational Brain Connectivity Mapping, Winter School Workshop, Juan-les-Pins, France (11/2017)


Grants and awards

Research in pairs grant

from the Oberwolfach Research Center for Mathematics (MFO), Germany 2020, with Anna Melnykova

JKU Young Researchers' Award 2020

from the Johannes Kepler Universtiy Linz, Austria

Zonta Award

from the Zonta Club Linz and Department of Gender & Diversity of the Johannes Kepler University Linz, Austria

Scientific stays

Research in pairs stay

at the Oberwolfach Research Center for Mathematics (MFO), Germany 2020, with Anna Melnykova

Cooperations with other institutions

  1. Department of Mathematical Sciences, University of Copenhagen, Denmark 2019 (3 weeks) 
    to work with Susanne Ditlevsen  

  2. Laboratoire Jean Kuntzmann (LJK), University Grenoble Alpes, France 2018-2020 (5 weeks)
    to work with Adeline Samson 

  3. Department of Computational Neuroscience, Institute of Physiology of the Czech Academy of Sciences, 2018-2019 (5 weeks)
    to work with Petr Lansky


  1. Winter school Computational Brain Connectivity Mapping, Juan-les-Pins, France (11/2017)

  2. Summer school Mathematical Modeling in Neuroscience, Bornholm, Denmark (06/2017)

  3. Summer school Probabilistic Numerics, Dobbiaco, Italy (06/2017)



Project week and seminars for high-school students (2018-2019)

  1. Coordination of a one-week project in applied mathematics

  2. Applied math seminars

Teaching at JKU Linz (since 2016)

Lectures, Exercises and Tutorials:

  1. Probability theory and statistics

  2. Probability calculus for teacher education

  3. Stochastic processes 

  4. Stochastic differential equations (Part 1 and 2)

  5. Statistical methods

  6. Stochastic simulations

  7. Mathematics for chemists (Part 1 and 2)

Co-supervision of Bachelor students at JKU Linz (since 2021)

Topic: Stochastic processes and applications


Contact me.


Address:  Johannes Kepler University, Altenberger Straße 69, 4040 Linz, Austria

Office:    Science Park 2, 6th floor, S2 0614

Phone:     +43732 2468 4168