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Kathrin Gruber is an Assistant Professor in the Department of Econometrics at the Erasmus School of Economics. Her research focuses on high-dimensional large scale econometric problems, computationally efficient solutions, and probabilistic formulations, both exact and approximate Bayesian. She specializes in topics related to generalized linear and semiparametric mixed models, auxiliary information, prior specifications, and uncertainty quantification in predictions including quantile models and deep ensembles. Additionally, she is involved in probabilistic machine learning and supervises master theses in related areas.
Erasmus School of Economics • Rotterdam
Teaching and supervising students in econometrics and related fields.
Department of Econometrics / MSc Econometrics and Management Science.