Research interests | Awards | Publications | Talks and Posters | Other academic activities

Research interests

• Statistical methods in reliability and maintenance planning
• Imprecise probability / Interval probability and related concepts
• (Generalised) Bayesian methods and prior-data conflict
• Regression methods
• Statistical methods in epidemiology

Awards

• Best poster award (1st Prize) at ISIPTA '15, for the poster "System Reliability Estimation under Prior-Data Conflict"
  (joint work with Frank Coolen and Simme Douwe Flapper).
• Best poster award (2nd Prize) at ISIPTA '15, for the poster "Updated Network Analysis of the Imprecise Probability Community based on ISIPTA Electronic Proceedings"
  (joint work with Christoph Jansen and Thomas Augustin).
• IJAR Young Researcher Award 2011 (Silver Award).
• Best poster award (1st Prize) at ISIPTA '11, for the poster "A Network Analysis of the Imprecise Probability Community based on ISIPTA Electronic Proceedings"
  (joint work with with Manuel Eugster and Thomas Augustin).

Publications

Ongoing work

• Gero Walter and Frank P.A. Coolen (2016):
  Robust Bayesian Reliability for Complex Systems under Prior-Data Conflict.
  Conditionally accepted for publication in ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems, Part A: Civil Engineering.
  Manuscript available at arxiv.org.
   

Articles in Journals

• Gero Walter and Simme Douwe Flapper (2017):
  Condition-Based Maintenance for Complex Systems based on Current Component Status and Bayesian Updating of Component Reliability.
  Reliability Engineering & System Safety 168, pp. 227-239.
  Preprint available here.
   
• Gero Walter, Louis J.M. Aslett, and Frank P.A. Coolen (2017):
  Bayesian nonparametric system reliability using sets of priors.
  International Journal of Approximate Reasoning 80, pp. 67-88.
   
• Matthias C.M. Troffaes, Gero Walter, and Dana L. Kelly (2014):
  A robust Bayesian approach to modelling epistemic uncertainty in common-cause failure models.
  Reliability Engineering & System Safety 125, pp. 13-21.
  Preprint available on arxiv.org.
   
• Gero Walter and Thomas Augustin (2009):
  Imprecision and prior-data conflict in generalized Bayesian inference.
  Journal of Statistical Theory and Practice 3, pp. 255-271 (Special Issue on Imprecision).
  Also published as book chapter in:
  P. Coolen-Schrijner, F. Coolen, M.C.M. Troffaes, T. Augustin and S. Gupta (eds.),
  Imprecision in Statistical Theory and Practice, Grace Scientific Publishing, Greensboro, USA, 2009.
  (ISBN: 978-0-9823998-0-4)
   

Articles in Conference Proceedings

• Gero Walter and Frank P.A. Coolen (2016):
  Sets of priors reflecting prior-data conflict and agreement.
  In: Paulo Joao Carvalho, Marie-Jeanne Lesot, Uzay Kaymak, Susana Vieira, Bernadette Bouchon-Meunier, and R. Ronald Yager (eds.),
  IPMU 2016: Proceedings of the 16th International Conference on Information Processing and Management of Uncertainty in Knowledge-Based Systems, Eindhoven, The Netherlands.
  Preprint available on arxiv.org.
   
• Frank P.A. Coolen, Tahani Coolen-Maturi, Louis J.M. Aslett, and Gero Walter (2016):
  Imprecise system reliability using the survival signature.
  In: Radim Bris, Vaclav Snasel, Chu Duc Khanh, and Phan Dao (eds.),
  ICAMER '16: Proceedings of the 1st International Conference on Applied Mathematics in Engineering and Reliability, Ho Chi Minh City, Vietnam.
  Preprint available here.
   
• Gero Walter, Andrew Graham, and Frank P.A. Coolen (2015):
  Robust Bayesian estimation of system reliability for scarce and surprising data.
  In: L. Podofillini, B. Sudret, B. Stojadinovic, E. Zio, and W. Kröger (eds.),
  ESREL 2015: Proceedings of the 25th European Safety and Reliability Conference, Zürich, Switzerland.
   
• Matthias C.M. Troffaes, Dana L. Kelly, and Gero Walter (2012):
  Imprecise Dirichlet model for common-cause failure.
  In: Proceedings of PSAM 11 & ESREL 2012 Conference on Probabilistic Safety Assessment, Helsinki, Finland, pp. 6722-6728.
   
• Gero Walter, Thomas Augustin, and Frank P.A. Coolen (2011):
  On Prior-Data Conflict in Predictive Bernoulli Inferences.
  In: Frank P.A. Coolen, Gert de Cooman, Thomas Fetz and Michael Oberguggenberger (eds.),
  ISIPTA '11: Proceedings of the Seventh International Symposium on Imprecise Probabilities and Their Applications, Innsbruck, Austria.
  (The complete Proceedings can be downloaded here.)
   
• Gero Walter, Thomas Augustin, and Annette Peters (2007):
  Linear Regression Analysis under Sets of Conjugate Priors.
  In: Gert de Cooman, Jiřina Vejnarová and Marco Zaffalon (eds.),
  ISIPTA '07: Proceedings of the Fifth International Symposium on Imprecise Probabilities and Their Applications, Prague, Czech Republic, pp. 445-455.
  (The complete Proceedings can be downloaded here.)
  Supplementary material:
  • The Normal Regression Model as a LUCK-model
  • Sketch of an Alternative Approach to Linear Regression Analysis under Sets of Conjugate Priors
  
   

Book chapters

• Thomas Augustin, Gero Walter, and Frank P.A. Coolen (2014):
  Statistical Inference.
  In: Thomas Augustin, Frank P.A. Coolen, Gert de Cooman, and Matthias C. M. Troffaes (eds.),
  Introduction to Imprecise Probabilities, 2014.
   
• Gero Walter and Thomas Augustin (2010):
  Bayesian linear regression — different conjugate models and their (in)sensitivity to prior-data conflict.
  In: Thomas Kneib and Gerhard Tutz (eds.),
  Statistical Modelling and Regression Structures — Festschrift in the Honour of Ludwig Fahrmeir, Physica, 2010.
  Extended version published as Technical Report no. 69 of the Department of Statistics, LMU Munich.
   

Technical reports

• Gero Walter (2012):
  A technical note on the Dirichlet-Multinomial model — the Dirichlet distribution as the canonically constructed conjugate prior.
  Technical Report no. 131, Department of Statistics, LMU Munich, 2012.
   
• Gero Walter and Thomas Augustin (2009):
  Bayesian linear regression — different conjugate models and their (in)sensitivity to prior-data conflict.
  Technical Report no. 69, Department of Statistics, LMU Munich, 2009.
   

PhD Thesis

• Gero Walter (2013): Generalized Bayesian Inference under Prior-Data Conflict.
  PhD thesis, Department of Statistics, LMU Munich.
   

Diploma Thesis

• Gero Walter (2006): Robuste Bayes-Regression mit Mengen von Prioris — Ein Beitrag zur Statistik unter komplexer Unsicherheit. ("Robust Bayes Regression with Sets of Priors — a Contribution to Statistics with Complex Uncertainty", in German)
  Diploma thesis, Department of Statistics, LMU Munich.
   

Talks and Posters

• Unfallstatistik 2016 (Traffic Accident Statistics 2016, in German),
  Open Data Day Münster 2017, Code for Münster, Münster, Germany, March 4th, 2017.
• Nonparametric Bayesian System Reliability using Sets of Priors,
  Institute for Risk und Reliability, Leibniz University Hannover, Germany, December 8th, 2016.
• Imprecise Probability: General Ideas and Statistical Approaches,
  Institute for Risk und Reliability, Leibniz University Hannover, Germany, December 7th, 2016.
• Dynamic and Adaptive Maintenance Policies for Complex Systems based on Real-Time Data,
  CAMPI final event, Stork Headoffice Utrecht, Netherlands, November 9th, 2016.
• Elicitation of Expert Information in Maintenance Optimisation,
  Ninth Workshop on Principles and Methods of Statistical Inference with Interval Probability (WPMSIIP 2016), Durham University, UK, September 5th, 2016. (Talk at the blackboard.)
• Statistical Aspects of Reliability and Maintenance Optimisation,
  Ninth Workshop on Principles and Methods of Statistical Inference with Interval Probability (WPMSIIP 2016), Durham University, UK, September 3rd, 2016. (Talk at the blackboard.)
• Sets of Priors Reflecting Prior-Data Conflict and Agreement,
  16th International Conference on Information Processing and Management of Uncertainty in Knowledege-Based Systems (IPMU 2016)", Eindhoven University of Technology, Netherlands, June 21st, 2016.
• Nonparametric Bayesian System Reliability with Sets of Priors (modified version of March 17th talk below),
  Meeting of the LMS Joint Research Group "Mathematical Models in Reliability", Durham University
• Nonparametric Bayesian System Reliability with Imprecise Prior Information on Component Lifetimes (modified version of March 17th talk below),
  SIAM Uncertainty Quantification (UQ16), EPFL Lausanne, Switzerland, April 8th, 2016.
• Nonparametric Bayesian System Reliability with Sets of Priors,
  Fourth Joint Statistical Meeting of the Deutsche Arbeitsgemeinschaft Statistik (DAGStat 2016), Georg-August University Göttingen, Germany, March 17th, 2016.
• Nonparametric System Reliability Combining Expert Knowledge and Data,
  Maintenance Research Day, NS Trefpunt, Utrecht, Netherlands, February 4th, 2016.
• Bayesian Inference and Prior-Data Conflict,
  Centre of Environmental and Climate Research, Lund University, Sweden, December 15th, 2015.
• System Reliability Estimation under Prior-Data Conflict,
  Frankfurt Consulting Engineers GmbH, Hochheim am Main, Germany, November 3rd, 2015.
• Robust Bayesian Estimation of System Reliability with Scarce and Surprising Data (modified version of March 17th talk below),
  OPAC Seminar, Eindhoven University of Technology, Netherlands, October 15th, 2015.
• Robust Bayesian Estimation of System Reliability with Scarce and Surprising Data,
  25th European Safety and Reliability Conference (ESREL 2015), ETH Zürich, Switzerland, September 10th, 2015.
• System Reliability Bounds under Sets of Priors with Crossing CDFs,
  Eigth Workshop on Principles and Methods of Statistical Inference with Interval Probability (WPMSIIP 2015), LMU Munich, Germany, September 5th, 2015. (Talk at the blackboard.)
• Cautious Uncertainty Modelling for Common-Cause Failure Models (modified version of November 24th talk below),
  OPAC Seminar, Eindhoven University of Technology, Netherlands, April 2nd, 2015.
• Cautious Uncertainty Modelling in Common-Cause Failure Models with Sets of Conjugate Priors,
  Group Operations, Planning, Accounting and Control (OPAC), Eindhoven University of Technology, Netherlands, November 24th, 2014.
• Sample Size Calculations based on Posterior Imprecision,
  Seventh Workshop on Principles and Methods of Statistical Inference with Interval Probability (WPMSIIP 7), Ghent University, Belgium, September 8th, 2014. (Talk at the blackboard.)
• Density Ratio Class Models and Imprecision,
  Research Seminar Series on Foundations of Statistics, LMU Munich, Germany, June 2nd, 2014.
• Generalised Bayesian Inference under Prior-Data Conflict,
  PhD defense talk, LMU Munich, Germany, October 25th, 2013.
• Prior-Data Conflict in Generalized Bayesian Inference,
  25min talk at Department of Mathematical Sciences, Durham University, UK, September 13th, 2013.
• Modelling Epistemic Uncertainty in Common-Cause Failure Models with Sets of Conjugate Priors (joint work with Matthias Troffaes and Dana Kelly),
  1st workshop on Uncertainty Quantification and Data Assimilation in Numerical Simulation of Physical Systems for Risk-Informed Decision Making (SIMRIDE 2013), Durham University, UK, March 19th, 2013.
• Bayesian Inference with Sets of Conjugate Priors: Parameter Set Shapes and Model Behaviour,
  Department of Mathematical Sciences, Durham University, UK, March 6th, 2013.
• Boat or Bullet: Prior Parameter Set Shapes and Posterior Imprecision,
  Fifth Workshop on Principles and Methods of Statistical Inference with Interval Probability (WPMSIIP 5), LMU Munich, Germany, September 13th, 2012.
• Bayesian inference with sets of conjugate priors,
  Sommerklausur 2012 of the department’s graduate school “Statistics: Theory and Methods of Empirical Modeling”, Herrsching, Germany, June 29th, 2012.
• Sets of canonical parameters in imprecise Bayesian inference with conjugate priors,
  Workshop on Geometry of Imprecise Probability and related Statistical Methods (GEOMIP-11), Durham University, UK, November 1st, 2011.
• A New Class of Parameter Shapes for Generalized iLUCK Models,
  Forth Workshop on Principles and Methods of Statistical Inference with Interval Probability (WPMSIIP 4), University of Ljubljana, September 9th, 2011.
• Imprecise Bayesian Linear Regression,
  Forth Workshop on Principles and Methods of Statistical Inference with Interval Probability (WPMSIIP 4), University of Ljubljana, September 5th, 2011. (Talk at the blackboard.)
• Regression Models in Statistics — A Short Guide Through a Set of Abbreviations Containing the Letters L, M, G, and A,
  Forth Workshop on Principles and Methods of Statistical Inference with Interval Probability (WPMSIIP 4), University of Ljubljana, September 5th, 2011.
• On Prior-Data Conflict in Predictive Bernoulli Inferences,
  ISIPTA '11, University of Innsbruck, Austria, July 28th, 2011.
• Prior-Data Conflict: a brief introduction,
  Third Workshop on Principles and Methods of Statistical Inference with Interval Probability (WPMSIIP 3), Durham University, UK, September 7th, 2010.
• Software for Generalized iLUCK-models,
  Third Workshop on Principles and Methods of Statistical Inference with Interval Probability (WPMSIIP 3), Durham University, UK, September 6th, 2010.
• "Strong happiness" and other properties of certain imprecise probability models when treating samples sequentially,
  LMU Munich, Germany, May 12th, 2010.
• The Effect of Prior-Data Conflict in Bayesian Linear Regression,
  Lecture Day with Prof. Balakrishnan at Durham University, Durham, UK, April 14th, 2010.
• Prior-Data Conflict and Generalized Bayesian Inference (extended version of March 24th talk below),
  PhD Seminar of the Statistics and Probability Group at Durham University, Durham, UK, March 31st, 2010.
• Prior-Data Conflict and Generalized Bayesian Inference,
  DAGStat 2010, Dortmund, Germany, March 24th, 2010.
• Linear regression with sets of conjugate priors,
  Second Workshop on Principles and Methods of Statistical Inference with Interval Probability (WPMSIIP 2), LMU Munich, Germany, September 14th, 2009.
• Generalized iLUCK-models and prior-data conflict — A contribution to Generalized Bayesian Inference,
  Young Researchers' Workshop of Deutsche Statistische Gesellschaft, Merseburg, Germany, June 4th, 2009.
• Software for Generalized Bayesian Inference for Samples from Exponential Families — An object-oriented R implementation of generalized iLUCK-models,
  LMU Munich, Germany, February 17th, 2009.
• Generalized Bayesian Inference and Prior-data Conflict,
  First Workshop on Principles and Methods of Statistical Inference with Interval Probability (WPMSIIP 1), Durham University, UK, May 16th, 2008.
• Bayesian Estimation of Linear Regression Parameters with Sets of Conjugate Priors,
  First Workshop on Principles and Methods of Statistical Inference with Interval Probability (WPMSIIP 1), Durham University, UK, May 13th, 2008.
• Imprecise probability models and prior-data conflict,
  LMU Munich, Germany, December 11th, 2007.
• Linear Regression Analysis under Sets of Conjugate Priors,
  ISIPTA '07, Charles University, Prague, Czech Republic, July 17th, 2007.

Posters

• System Reliability Estimation under Prior-Data Conflict
  (joint work with Frank Coolen and Simme Douwe Flapper),
  ISIPTA '15, Pescara, Italy, July 23rd, 2015. (See also Awards.)
• Updated Network Analysis of the Imprecise Probability Community based on ISIPTA Electronic Proceedings
  (joint work with Christoph Jansen and Thomas Augustin),
  ISIPTA '15, Pescara, Italy, July 20th, 2015. (See also Awards.)
• On Prior-Data Conflict in Predictive Bernoulli Inferences,
  ISIPTA '11, University of Innsbruck, Austria, July 27th, 2011.
• A Network Analysis of the Imprecise Probability Community based on ISIPTA Electronic Proceedings
  (joint work with Manuel Eugster and Thomas Augustin),
  ISIPTA '11, University of Innsbruck, Austria, July 27th, 2011. (Abstract for the poster; see also Awards.)
• Software for Generalized Bayesian Inference — An object-oriented R implementation of generalized iLUCK-models,
  ISIPTA '09, Durham University, Durham, UK, July 17th, 2009.
  Poster material (The poster was assembled on-site out of a4 prints of this material.)
• Linear Regression Analysis under Sets of Conjugate Priors,
  ISIPTA '07, Charles University, Prague, Czech Republic, July 17th, 2007.

Other academic activities

Visiting Researcher

• Visiting researcher at the Institute for Risk und Reliability, Leibniz University Hannover, by invitation of Michael Beer: December 2016 (one week).
• Visiting researcher at the Centre of Environmental and Climate Research, Lund University, Sweden, by invitation of Ullrika Sahlin: December 2015 (two days).
• Visiting researcher at the Department of Mathematical Sciences, Durham University, by invitation of Frank Coolen:
  February - April 2010 (two months), November 2011 (one week), March 2013 (two weeks), April 2016 (one week).

Software

• luck: Software for generalized Bayesian Inference with iLUCK-models (joint work with Norbert Krautenbacher), add-on package for the statistical programming environment R. In development, project page. Install from within R by

  install.packages("luck", repos="http://R-Forge.R-project.org")

• ISIPTA: Network Analysis of the Imprecise Probability Community based on ISIPTA Electronic Proceedings (joint work with Manuel Eugster and Thomas Augustin, see `Awards' and `Talks and Posters'), add-on package for the statistical programming environment R. In development, project page. Install from within R by

  install.packages("devtools")
  library("devtools")
  install_github("mjaeugster/ISIPTA")

Reviewing

• Article reviews for Biometrical Journal, Entropy, International Journal of Approximate Reasoning, IPMU conference proceedings, ISIPTA conference proceedings, Journal of Statistical Planning and Inference, Journal of Statistical Theory and Practice, and Reliability Engineering and System Safety (2008 - 2017).
• Book Review for Elsevier, together with Thomas Augustin and Andrea Wiencierz (2009).

Workshop organization

• Co-organisation of the Ninth Workshop on Principles and Methods of Statistical Inference with Interval Probability (WPMSIIP 9) at the Department of Mathematical Sciences, Durham University, September 2016, together with Matthias Troffaes.
• Co-organisation of the Fifth Workshop on Principles and Methods of Statistical Inference with Interval Probability (WPMSIIP 5) at the Department of Statistics, Ludwig-Maximilians-University Munich (LMU), September 2012, together with Thomas Augustin, Marco Cattaneo Georg Schollmeyer, and Andrea Wiencierz.
• Co-organisation of the Fourth Workshop on Principles and Methods of Statistical Inference with Interval Probability (WPMSIIP 4) at the Faculty of Social Sciences, University of Ljubljana, September 2011, together with Damjan Škulj, Thomas Augustin, Frank Coolen, Gert de Cooman, and Matthias Troffaes.
• Co-organisation of the Third Workshop on Principles and Methods of Statistical Inference with Interval Probability (WPMSIIP 3) at the Department of Mathematical Sciences, Durham University, September 2010, together with Thomas Augustin, Frank Coolen, Richard Crossman, Nathan Huntley, and Matthias Troffaes.
• Co-organisation of the Second Workshop on Principles and Methods of Statistical Inference with Interval Probability (WPMSIIP 2) at the Department of Statistics, Ludwig-Maximilians-University Munich (LMU), September 2009, together with Thomas Augustin, Marco Cattaneo, and Andrea Wiencierz.

Chairing

• Chair of the session on reliability, as part of the Ninth Workshop on Principles and Methods of Statistical Inference with Interval Probability (WPMSIIP 9) at the Department of Mathematical Sciences, Durham University, September 2016.
• Chair of the special session "Uncertainty Quantification with Imprecise Probability", as part of the 16th International Conference on Information Processing and Management of Uncertainty in Knowledege-Based Systems (IPMU 2016)", Eindhoven University of Technology, Netherlands, June 2016.
• Chair of the session on reliability and risk, as part of the Eighth Workshop on Principles and Methods of Statistical Inference with Interval Probability (WPMSIIP 8) at the Department of Statistics, Ludwig-Maximilians University Munich (LMU), September 2015.
• Chair of the session on classification, as part of the Seventh Workshop on Principles and Methods of Statistical Inference with Interval Probability (WPMSIIP 7) at the SYSTeMS research group, Ghent University, September 2014.
• Co-chair of the sessions on classification, regression and support vector machines, together with Lev Utkin, as part of the Fifth Workshop on Principles and Methods of Statistical Inference with Interval Probability (WPMSIIP 5) at the Department of Statistics, Ludwig-Maximilians University Munich (LMU), September 2012.
• Co-chair of the session on modelling dependence / multivariate statistics, together with Alessio Benavoli, as part of the Forth Workshop on Principles and Methods of Statistical Inference with Interval Probability (WPMSIIP 4) at the Faculty of Social Sciences, University of Ljubljana, September 2011.
• Chair of the session on prior-data conflict, as part of the Third Workshop on Principles and Methods of Statistical Inference with Interval Probability (WPMSIIP 3) at the Department of Mathematical Sciences, Durham University, September 2010.
• Co-chair of the session on regression, together with Jochen Einbeck, as part of the Second Workshop on Principles and Methods of Statistical Inference with Interval Probability (WPMSIIP 2) at the Department of Statistics, Ludwig-Maximilians University Munich (LMU), September 2009.
• Co-chair of the session on regression, together with Jochen Einbeck, as part of the First Workshop on Principles and Methods of Statistical Inference with Interval Probability (WPMSIIP 1) at the Department of Mathematical Sciences, Durham University, May 2008.

Vocational Training

• Participant of Course on Bayesian inference for latent Gaussian models using INLA, National Institute for Public Health and the Environment — RIVM, Bilthoven, the Netherlands, January 24th, 2013.
• Participant of Sommerklausur 2012, meeting of participants of Promotionsprogramm "Statistik: Theorie und Methoden empirischer Modellierung" (graduate school program at the Department of Statistics, Ludwig-Maximilians University Munich (LMU)), June 29th - 30th, 2012.
• Participant of Sommerklausur 2011, meeting of participants of Promotionsprogramm "Statistik: Theorie und Methoden empirischer Modellierung" (graduate school program at the Department of Statistics, Ludwig-Maximilians University Munich (LMU)), July 22nd - 23rd, 2011.
• Voice training, as part of the Promotionsprogramm "Statistik: Theorie und Methoden empirischer Modellierung" (graduate school program at the Department of Statistics, Ludwig-Maximilians University Munich (LMU)), May - July 2011.
• Course on scientific writing, as part of the Promotionsprogramm "Statistik: Theorie und Methoden empirischer Modellierung" (graduate school program at the Department of Statistics, Ludwig-Maximilians University Munich (LMU)), October - December 2010.
• Participant of the Fourth SIPTA School on Imprecise Probabilities, Durham University, July 2010.
• Participant of the Herbstschule "Reproduzierbare Forschung & Software-Validierung" (autumn school "reproducible research and software validation"), November 2008.
• Participant of the Third SIPTA School on Imprecise Probabilities, Montpellier, July 2008.