Forschungsgruppe Mathematische Stochastik
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Tomasz Holynski MA, M.E.

PositionPhD Researcher
E-mailtomasz.holynski@tuwien.ac.at


Current research topics:

1) Statistical inference based on empirical Fourier and Laplace transforms:

  • Goodness-of-fit tests.
  • Robust parametric estimation.
  • Nonparametric density estimation.
  • Semiparametric tests for modality and symmetry.  

2) Transform-based analysis of probability models; inverse transform problems, saddlepoint approximations;
mixed- and compound distributions.

Further activities and interests:
Machine learning and predictive inference, financial and actuarial statistics, queueing theory and network performance modelling.


Postal Address:

Technische Universität Wien
Institut für Stochastik und Wirtschaftsmathematik
Wiedner Hauptstraße 8-10/105-7
A-1040 Wien
Austria

 

 

 

contributions and talks:
https://publik.tuwien.ac.at/program/listpubs.php

  1. T. Holynski:
    "Tests For Normality Based On Approximated Probability-Weighted Empirical Transforms";
    Vortrag: SIMSTAT 2019 - 10th International Workshop on Simulation and Statistics, Universität Salzburg (eingeladen); 02.09.2019 - 06.09.2019; in: "10th International Workshop on Simulation and Statistics - Workshop booklet", (2019), S. 38 - 39.


  2. T. Holynski:
    "Goodness-of-fit test for (log-) normality based on a derivative property of the log-normal Laplace transform";
    Vortrag: GOFCP 2019 - 4th Workshop on Goodness-of-Fit and Change-Point Problems, University Trento, Italy (eingeladen); 06.08.2019 - 08.08.2019; in: "GOFCP 2019 - 4th Workshop on Goodness-of-Fit, Change-Point an Related Problems", (2019), S. 33 - 34.


  3. T. Holynski:
    "Robust Estimation of Block-Error Ratio under Excessive Noise Based on Empirical Probability Generating Function";
    Vortrag: 42nd International Conference on Telecommunications and Signal Processing (TSP), Budapest, Hungary; 01.07.2019 - 03.07.2019; in: "2019 42nd International Conference on Telecommunications and Signal Processing (TSP)", (2019), S. 705 - 711.


  4. T. Holynski, J. Haneczok:
    "Robustness-efficiency trade-offs of minimum distance estimatiors for the Poisson-lognormal distribution";
    Vortrag: ISNPS 2018 - 4th Conference of the International Society for Nonparametric Statistics, Salerno, Italy; 11.06.2018 - 15.06.2018.


  5. T. Holynski:
    "Nonparametric distribution estimation by transform-based approach to distribution of ratios";
    Poster: Data, Models and Statistical Inference - A one day workshop in honour of Anthony C. Davison, École polytechnique fédérale de Lausanne, Switzerland; 15.09.2018.