Irene Tubikanec

I am university assistant at the Institute for Stochastics at the Johannes Kepler University Linz and currently enrolled in the Doctoral programme Engineering sciences.

Irene Tubikanec

PhD student at

Institute for Stochastics

Johannes Kepler University Linz (Austria)

 

Research interests

My interests lie in the interplay of (multi-dimensional) stochastic differential equations, efficient and property-preserving numerical simulation schemes and simulation-based statistical inference methods. In particular, I am currently working on neuronal models, numerical splitting techniques and approximate Bayesian inference.

1. Stochastic differential equations

2. Neuronal models

3. Numerical splitting methods

4. Approximate Bayesian Computation

 

Publications

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). https://doi.org/10.1007/s11222-019-09909-6

2. Chevallier, J., Melnykova, A. and Tubikanec, I. Theoretical analysis and simulation methods for Hawkes processes and their diffusion approximation. 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

Talks

Conference talks

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

2. 11th European Conference on Mathematical and Theoretical Biology (ECMTB), Lisbon, Portugal (07/2018)

3. 6th Austrian Stochastics Days, Graz, Austria (09/2017)

Seminar talks

1. Lund University, Sweden (10/2019)

2. University of Copenhagen, Denmark (02/2019)

3. 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)

 
 

Research stays

Research in pairs grant

Oberwolfach Research Institute for Mathematics (MFO), Germany 2020, with Anna Melnykova

Cooperations with other institutions

  1. Department of Mathematical Sciences, University of Copenhagen 2019 (3 weeks)

  2. Laboratoire Jean Kuntzmann (LJK), University Grenoble Alpes, France 2018-2020 (5 weeks)

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

Schools

  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)

Teaching

Project week in applied mathematics (2018)

Project coordination for talented high-school students

University (2017-Present)

  1. Probability theory and statistics

  2. Stochastic processes 

  3. Stochastic differential equations (Part 1 and 2)

  4. Statistical methods

  5. Stochastic simulation

  6. Math for chemists

 

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Education

2017-Present

Doctoral Programme in Engineering Sciences

Institute for Stochastics, Johannes Kepler University Linz, Austria 

2017

Master Degree in Industrial Mathematics

Institute for Stochastics, Johannes Kepler University Linz, Austria

Thesis: Stochastic oscillations motivated by the noisy and rhythmic firing activity of neurons

2014

Bachelor Degree in Technical Mathematics

Institute of Financial Mathematics and Applied Number Theory, Johannes Kepler University Linz, Austria

Thesis: The existence of a market equilibrium in the Edgeworth Box

2014

Bachelor Degree in Social Economics

Institute of social politics, Johannes Kepler University Linz, Austria

Thesis: The austrian press and its view on the EU

 

Contact me.

E-Mail: irene.tubikanec@jku.at

Address: Johannes Kepler University, Altenbergerstraße 69, 4040 Linz

Office: Science Park 2, 6th floor, S2 0618

Phone: +43732 2468 4169

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