CURRICULUM VITAE

Personal Name Nikolaus UmlaufYear of birth 1982Nationality GermanFamily Married, three children

ContactInformation

Universitatsstraße 15 Phone: +43 (0) 512 507 704046020 Innsbruck E-Mail: Nikolaus.Umlauf@uibk.ac.atAustria Url: http://eeecon.uibk.ac.at/~umlauf/

Education 2011 Dr.rer.soc.oec. (corresponding to Ph.D.) in Economics

2007 Begin of the doctoral program in Economics, Universitat Inns-bruck, Austria. Supervisor: Prof. Stefan Lang. Thesis title:“Essays on Nonparametric Regression”.

2007 Diploma in Economics (Mag.rer.soc.oec). Thesis title: “General-ized Additive Models for Location Scale and Shape: Introduction,Framework and Applications” Supervisor: Prof. Stefan Lang

2002 Begin of my Economics study, Universitat Innsbruck, Austria

2001 Matura (university-entrance diploma), BORG St. Johannin Tyrol,Austria

1997 - 2001 Grammar School, BORG St.Johann in Tyrol, Austria

1992 - 1997 Grammar School, Ludwigsgymnasium in Munich, Germany

1988 - 1992 Elementary School, Werdenfelsschule in Munich, Germany

WorkingExperience

2017 Ass.-Prof. (tenure track) at the Department of Statistics, Univer-sitat Innsbruck, Austria

2014 - 2015 Deputy Professorship “Computational Statistics” at the Depart-ment of Statistics, LMU Munich, Germany

2012 - present Project based statistical consultant (risk strategies UniCreditBank Austria AG http://realevalue.at/, employee surveyshttp://www.welser-gesundheitsmanagement.com, real-estate pricing https://www.datascience-service.at/,alpine forage area computation http://www.revital-ib.at,development of monitoring systems for tap-changers https:

//www.reinhausen.com, amongst others)

2011 - 2017 Post-doctoral researcher at the Department of Statistics, Univer-sitat Innsbruck, Austria

2007 - 2011 Research assistant at the Department of Statistics, UniversitatInnsbruck, Austria

2006 Internship (market analysis on the outdoor sector) at the NikeEMEA Headquarters in Hilversum, Netherlands

1999 - 2007 Professional freeskier, working together with several companiesfrom the industry (ski: Kneissl, Atomic, Fischer, Dynastar, Am-plid; clothing: Columbia, Chiemsee, Nike ACG), as a sponsoredathlete and marketing advisor

AcademicExperience

2017 R: Economics in Action Trento Summer School

2014 - 2015 Instructor of the course “Computerintensive Methods”, masterprogram in Statistics, LMU Munich

2014 - 2015 Instructor of the course “Statistics in Geophysics”, lecture at theDepartment of Earth and Environmental Science, LMU Munich

2013 - present Instructor of the course “Mathematics”, bachelor program inManagement and Economics, Universitat Innsbruck

2012 - Nov. Instructor of the course “Quantitative Methods”, postgraduatestudies in General Management, Management Center Innsbruck

2012 - present Instructor of the course “Advanced Regression Methods”, masterprogram in Applied Economics, Universitat Innsbruck

2011 - 2012 Instructor of the course “Mathematics for Economists”, masterprogram in Applied Economics, Universitat Innsbruck

2010 - present Development of an automated and randomized system for gen-erating exams for large-scale undergraduate courses, UniversitatInnsbruck

2008 - present Instructor of the course “Statistical Data Analysis”, bachelor pro-gram in Management and Economics, Universitat Innsbruck

2007 - 2014 Assistant in teaching and administration, responsible for the or-ganization and technical administration of the course “StatisticalData Analysis” of the the undergraduate program in Manage-ment and Economics, member of a review board for professorshipapplicants, substituted member of the university council and thecurriculum-commission, Universitat Innsbruck

ReviewActivities

Journals: Computational Statistics, Computational Statistics & Data Analysis, Journal ofStatistical Software, Statistics and Computing, Advances in Statistical Analysis (AStA), Bio-metrical Journal, R Journal, Spatial Statistics, Environmental Modeling & Assessment, F1000Research, Atmosphere.

ResearchInterests

Statistical Computing & Software, Semiparametric Regression, Bayesian Statistics,Machine Learning, Model Choice and Variable Selection, Spatial Statistics, EnvironmentalStatistics.

Publications Peer-Reviewed Journal Articles

Nikolaus Umlauf and Thomas Kneib. A primer on Bayesian distributional regression. StatisticalModelling, 2018. to appear.url: http://dx.doi.org/10.1177/1471082X18759140

Nikolaus Umlauf, Nadja Klein, and Achim Zeileis. BAMLSS: Bayesian additive models forlocation, scale and shape (and beyond). Journal of Computational and Graphical Statistics,2018. to appear.url: http://dx.doi.org/10.1080/10618600.2017.1407325

Meike Kohler, Andreas Beyerlein, Kendra Vehik, Sonja Greven, Nikolaus Umlauf, Ake Lern-mark, William A. Hagopian, Marian Rewers, Jin-Xiong She, Jorma Toppari, Beena Akolkar,Jeffrey P. Krischer, Ezio Bonifacio, and Anette-G. Ziegler. Joint modeling of longitudinal au-toantibody patterns and progression to type 1 diabetes: Results from the teddy study. ActaDiabetologica, 54(11):1009–1017, Nov 2017.url: http://dx.doi.org/10.1007/s00592-017-1033-7

Meike Kohler, Nikolaus Umlauf, Andreas Beyerlein, Christiane Winkler, Anette-Gabriele Ziegler,and Sonja Greven. Flexible Bayesian additive joint models with an application to type 1 dia-betes research, 2017. Biometrical Journal.url: http://dx.doi.org/10.1002/bimj.201600224

T. Simon, N. Umlauf, A. Zeileis, G. J. Mayr, W. Schulz, and G. Diendorfer. Spatio-temporalmodelling of lightning climatologies for complex terrain. Natural Hazards and Earth SystemSciences, 17(3):305–314, 2017.url: http://dx.doi.org/10.5194/nhess-17-305-2017

Reto Stauffer, Nikolaus Umlauf, Jakob W. Messner, Georg J. Mayr, and Achim Zeileis. En-semble postprocessing of daily precipitation sums over complex terrain using censored high-resolution standardized anomalies. Monthly Weather Review, 145(3):955–969, 2017.url: http://dx.doi.org/10.1175/MWR-D-16-0260.1

Reto Stauffer, Georg J. Mayr, Jakob W. Messner, Nikolaus Umlauf, and Achim Zeileis. Spatio-temporal precipitation climatology over complex terrain using a censored additive regressionmodel. International Journal of Climatology, Nov 2016.url: http://dx.doi.org/10.1002/joc.4913

Jan Verbesselt, Nikolaus Umlauf, Marina Hirota, Milena Holmgren, Egbert H. Van Nes, Mar-tin Herold, Achim Zeileis, and Marten Scheffer. Remotely sensed resilience of tropical forests.Nature Clim. Change, advance online publication, Sep 2016. Letter.url: http://www.nature.com/nclimate/journal/vaop/ncurrent/full/nclimate3108.html

Nikolaus Umlauf, Daniel Adler, Thomas Kneib, Stefan Lang, and Achim Zeileis. Structured ad-ditive regression models: An R interface to BayesX. Journal of Statistical Software, 63(21):1–46, 2015.url: http://www.jstatsoft.org/index.php/jss/article/view/v063i21

Alexander Razen, Wolfgang Brunauer, Nadja Klein, Stefan Lang, and Nikolaus Umlauf. He-donic house price modeling based on multilevel structured additive regression. In M. Helbich,J. Jokar, and M. Leitner, editors, Computational Approaches for Urban Economics. SpringerVerlag, 2015.url: http://www.springer.com/earth+sciences+and+geography/geography/book/978-3-319-11468-2

Achim Zeileis, Nikolaus Umlauf, and Friedrich Leisch. Flexible generation of e-learning examsin R: Moodle quizzes, OLAT assessments, and beyond. Journal of Statistical Software, 58(1),2014.url: http://www.jstatsoft.org/v58/i01

Wolfgang Brunauer, Stefan Lang, and Nikolaus Umlauf. Modeling house prices using multilevelstructured additive regression. Statistical Modelling, 13:95-123, 2013.url: http://smj.sagepub.com/content/13/2/95.abstract

Michael Ess, Katja Heitmair-Wietzorrek, Matthias Frick, Nikolaus Umlauf, Hanno Ulmer, andGerhard Poelzl. Serum phosphate and long-term outcome among patients with stable heartfailure. Journal of Cardiac Failure, 19(1):25-30, 2013.url: http://www.onlinejcf.com/article/S1071916412013632/abstract

Stefan Lang, Nikolaus Umlauf, Peter Wechselberger, Kenneth Harttgen, and Thomas Kneib.Multilevel structured additive regression. Statistics and Computing, 2013.url: http://link.springer.com/article/10.1007/s11222-012-9366-0

Nikolaus Umlauf, Georg Mayr, Jakob Messner, and Achim Zeileis. Why does it always rainon me? A spatio-temporal analysis of precipitation in Austria. Austrian Journal of Statistics,41(1):81-92, 2012.url: http://www.stat.tugraz.at/AJS/ausg121/121Zeileis.pdf

Alexander M. Strasak, Nikolaus Umlauf, Ruth M. Pfeiffer, and Stefan Lang. Comparingpenalized splines and fractional polynomials as smoothing techniques for flexible modelling theeffect of continuous predictor variables. Computational Statistics & Data Analysis, 55:1540-1551, 2011.url: http://dx.doi.org/10.1016/j.csda.2010.10.019

Peer-Reviewed Conference Proceedings

Andreas Groll, Thomas Kneib, and Nikolaus Umlauf. Lasso-type penalization in the frameworkof generalized additive models for location scale and shape. In Proceedings of the 32ndInternational Workshop on Statistical Modelling, Groningen, Netherlands, Vol. 1, pages 103–108. University of Groningen, 2017.

Thorsten Simon, Nikolaus Umlauf, Georg J. Mayr, and Achim Zeileis. Boosting multivariateGaussian models for probabilistic temperature forecasts. In Proceedings of the 32nd Inter-national Workshop on Statistical Modelling, Groningen, Netherlands, Vol. 1, pages 143–148.University of Groningen, 2017.

Nikolaus Umlauf, Reto Stauffer, Jakob Messner, Georg Mayr, and Achim Zeileis. A concep-tional Lego toolbox for Bayesian distributional regression models. In Proceedings of the 30thInternational Workshop on Statistical Modelling, Linz, Austria. JKU Linz, Vol. 2, 287–290,2015.

Reto Stauffer, Nikolaus Umlauf, Jakob W. Messner, Georg J. Mayr, and Achim Zeileis. Spatio-temporal censored model of precipitation climatology. In Proceedings of the 30th InternationalWorkshop on Statistical Modelling, Linz, Austria. JKU Linz, Vol. 1, 366–371, 2015.

Stefan Lang, Nikolaus Umlauf, and Wolfgang Brunauer. Hierarchical structured additive re-gression. In Adrian Bowman, editor, Proceedings of the 25th International Workshop onStatistical Modelling, Glasgow, Scotland, UK. Glasgow University Print Unit, 313–318, 2010.

Stefan Lang and Nikolaus Umlauf. Applications of multilevel structured additive regressionmodels to insurance data. In Yves Lechevallier and Gilbert Saporta, editors, Proceedings ofCOMPSTAT’2010 19th International Conference on Computational Statistics, Paris France,August 22-27, 2010 Keynote, Invited and Contributed Papers, pages 155-165, New York,2010. Springer-Verlag. ISBN 978-3-7908-2603-6.url: http://EconPapers.RePEc.org/RePEc:inn:wpaper:2010-01

Working Papers i.a.

Thorsten Simon, Peter Fabsic, Georg J. Mayr, Nikolaus Umlauf, and Achim Zeileis. Probabilis-tic forecasting of thunderstorms in the eastern Alps. Working papers, Faculty of Economicsand Statistics, University of Innsbruck, 2017.https://econpapers.repec.org/RePEc:inn:wpaper:2017-25

Meike Kohler, Nikolaus Umlauf, and Sonja Greven. Nonlinear association structures in flexibleBayesian additive joint models, 2017.https://arxiv.org/abs/1708.06337

Thomas Kneib, Nadja Klein, Stefan Lang, and Nikolaus Umlauf. Modular regression - a Legosystem for building structured additive distributional regression models with tensor productinteractions. Technical report, 2017.

Thomas Kneib and Nikolaus Umlauf. A primer on Bayesian distributional regression. WorkingPaper 2017-13, Working Papers in Economics and Statistics, Research Platform Empirical andExperimental Economics, Universitat Innsbruck, August 2017.http://econpapers.repec.org/RePEc:inn:wpaper:2017-13

Alexander Razen, Wolfgang Brunauer, Nadja Klein, Thomas Kneib, Stefan Lang, and NikolausUmlauf. Statistical risk analysis for real estate collateral valuation using Bayesian distributionaland quantile regression. Working Paper 2014-12, Working Papers in Economics and Statistics,Research Platform Empirical and Experimental Economics, Universitat Innsbruck, April 2014.url: http://EconPapers.repec.org/RePEc:inn:wpaper:2014-12

Talks Nikolaus Umlauf. Distributional regression: Computation, model choice and variable selection.Presented at the Department of Microbiology, Faculty of Biology, Universitt Innsbruck, Austria,February 8th 2018.url: http://eeecon.uibk.ac.at/~umlauf/pdfs/mbio-2018.pdf

Andreas Groll, Thomas Kneib, and Nikolaus Umlauf. Lasso-type penalization in the frameworkof generalized additive models for location, scale and shape. Presented at the EMS 2017,University of Helsinki, Finland, July 27th 2017.url: http://eeecon.uibk.ac.at/~umlauf/pdfs/EMS2017.pdf

Nikolaus Umlauf, Nadja Klein, Meike Kohler, Sonja Greven, and Achim Zeileis. A conceptionalLego toolbox for Bayesian distributional regression models. Presented at the DAGStat2016,Georg-August-Universitat Gottingen, Germany, March 17th 2016.url: http://eeecon.uibk.ac.at/~umlauf/pdfs/DAGStat2016.pdf

Nikolaus Umlauf. Bayesian additive models for location scale and shape (and beyond). Pre-sented at the “IFAS Research Seminar” JKU Linz, Austria, December 3rd 2015.url: http://eeecon.uibk.ac.at/~umlauf/pdfs/linz-2015.pdf

Nikolaus Umlauf, Reto Stauffer, Jakob Messner, Georg Mayr, and Achim Zeileis. A con-ceptional Lego toolbox for Bayesian distributional regression models. Presented at “30thInternational Workshop on Statistical Modelling” (IWSM), Johannes Kepler Universitat Linz,Austria, July 6–10 2015.url: http://eeecon.uibk.ac.at/~umlauf/pdfs/IWSM2015/IWSM2015-poster.pdf

Nikolaus Umlauf. Bayesian additive models for location scale and shape (and beyond). Pre-sented at the “Institutskolloquium des Instituts fur Statistik” LMU Munchen, Germany, Jan-uary 21st 2015.url: http://eeecon.uibk.ac.at/~umlauf/pdfs/bamlss-LMU-2015.pdf

Jan Verbesselt, Nikolaus Umlauf, Marina Hirota, Milena Holmgren, Egbert H. Van Nes, Mar-tin Herold, Achim Zeileis, and Marten Scheffer. Bayesian structured additive regression foridentifying tipping points of tropical forests. Presented at the “Annual Meeting of the AustrianStatistical Society”, Universitat Innsbruck, Austria, September 10 2014.url: http://eeecon.uibk.ac.at/~umlauf/pdfs/OESG2014.pdf

Jan Verbesselt, Nikolaus Umlauf, Marina Hirota, Milena Holmgren, Egbert H. Van Nes, Mar-tin Herold, Achim Zeileis, and Marten Scheffer. Bayesian structured additive regression foridentifying tipping points of tropical forests. Presented at the “Forschungsevaluierung derFakultat fur Volkswirtschaft und Statistik”, Universitat Innsbruck, Austria, March 27 2014.url: http://eeecon.uibk.ac.at/images/stories/eval_fak/slides_umlauf.pdf

Nikolaus Umlauf, Nadja Klein, Stefan Lang, and Achim Zeileis. Bayesian additive modelsfor location scale and shape (and beyond). Presented at the Research Training Group 1644“Scaling Problems in Statistics” University of Gottingen, Germany, February 27 2014.url: http://eeecon.uibk.ac.at/~umlauf/pdfs/goettingen-2014.pdf

Nikolaus Umlauf, Thomas Kneib, Stefan Lang, and Achim Zeileis. Structured additive regres-sion models: An R interface to BayesX. Presented at Wageningen University, Netherlands,October 1 2012.url: http://eeecon.uibk.ac.at/~umlauf/pdfs/useR2011+AJS-2012.pdf

Nikolaus Umlauf, Thomas Kneib, Stefan Lang, and Achim Zeileis. Structured additive regres-sion models: An R interface to BayesX. Presented at “Empirical and Experimental Economics”,Research Platform Workshop, Universitat Innsbruck, Austria, May 29 2012.url: http://eeecon.uibk.ac.at/~umlauf/pdfs/useR2011+AJS-2012.pdf

Nikolaus Umlauf, Thomas Kneib, Stefan Lang, and Achim Zeileis. Structured additive regres-sion models: An R interface to BayesX. Presented at the “The R User Conference”, Universityof Warwick, Coventry, UK, August 16-18 2011.url: http://Bayesr.r-forge.r-project.org/useR2011.pdf

Stefan Lang, Nikolaus Umlauf, and Wolfgang Brunauer. Hierarchical structured additive re-gression. Presented at the “International Workshop on Statistical Modelling” (IWSM), 25thAnniversary Workshop, University of Glasgow, Scotland, UK, July 5-9 2010.url: http://eeecon.uibk.ac.at/~umlauf/pdfs/glasgow-2010.pdf

Stefan Lang, Nikolaus Umlauf, Peter Wechselberger, and Thomas Kneib. Multilevel structuredadditive regression. Presented at the “DAGStat2010”, Universitat Dortmund, Germany, March23-26 2010.url: http://eeecon.uibk.ac.at/~umlauf/pdfs/dortmund-2010.pdf

Software I am involved in the following software projects:• bamlss: http://cran.R-project.org/web/packages/bamlss/• BayesX: http://www.BayesX.org/• BayesXsrc: http://cran.R-project.org/web/packages/BayesXsrc/• exams: http://cran.R-project.org/web/packages/exams/• R2BayesX: http://cran.R-project.org/web/packages/R2BayesX/

Other skills:• Statistical software: E-Views, R, Stata• Programming: C++, Fortran, HTML, JavaScript, LATEX, MATLAB, R• Operating Systems: Linux, Mac, Windows

Languages German (native language), English (fluent), French (basic)