Lennart Oelschläger

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Hi, I’m Lennart! 👋🙂

I am currently a research associate in the Econometrics Group at Bielefeld University and recently completed my PhD. I like data science and math, teaching both, and developing open source software. In my spare time, you can find me in front of a chess board or above the clouds.

HinweisResearch Interests

• Discrete choice models, in particular preference heterogeneity and Bayesian estimation of latent class mixed multinomial probit models.
• Numerical optimization, in particular methods for efficient and robust initialization.
• Hidden Markov models, in particular hierarchical extensions to improve trend detection in financial time series across different time scales.

HinweisRecent Talks

• Faster and more robust maximum likelihood estimation for random utility models, ICMC in Puerto Varas, 01.04.2024
• Modeling unobserved choice behavior heterogeneity, 13th YRW at Bielefeld University, 16.02.2024
• Facilitating probit likelihood optimization, Statistische Woche in Dortmund, 12.09.2023
• Bayesian probit models for preference classification, IWSM in Dortmund, 18.07.2023
• Initialization of numerical optimization in R, 12th YRW at Bielefeld University, 07.09.2023
• Advances in the initialization of probit model estimation and the {ino} R package, 11th YRW at Bielefeld University, 18.11.2022

HinweisTeaching

Several lectures and tutorials in statistics and math. See here for a complete list.

HinweisSoftware

• ao: Alternating Optimization
• choicedata: Working with Choice Data
• fHMM: Fitting Hidden Markov Models to Financial Data
• ino: Initialization of Numerical Optimization
• normalize: Centering and Scaling of Numeric Data
• oeli: Some Utilities for Developing Data Science Software
• optimizeR: Unified Framework for Numerical Optimizers
• portion: Extracting a Data Portion
• RprobitB: Bayesian Probit Choice Modeling
• trackopt: Track Numerical Optimization
• vntrs: Variable Neighborhood Trust Region Search