Dr. Philipp Sterzinger

Biography

Philipp Sterzinger is a Fellow in Statistics at the London School of Economics. His research primarily focuses on improving estimation and prediction within a broad class of statistical models. Specifically, his recent work targets maximum penalized likelihood frameworks for models where original maximum likelihood estimators might struggle with various data configurations. He also emphasizes signal recovery and enhancing inferential performance in high-dimensional settings. In addition, he is developing novel approaches for first-order unbiased predictions within statistical machine learning models. His methodology encompasses a large array of predictive models, with training often conducted through the optimization of loss functions, including maximum likelihood estimation in Neural Networks. Prior to his appointment at LSE, Philipp completed his PhD in Statistics at the University of Warwick and has a strong academic foundation in Economics, having earned an MPhil from Cambridge University and a BA from the University of St. Gallen, alongside a Master's degree in Mathematics from LSE.

Research Interests