Dr. K. (Kathrin) Gruber

Kathrin Gruber is an Assistant Professor at the Department of Econometrics at the Erasmus School of Economics and is also part of the sector plan SSH Breed (Theme 4: digital decision support). Her research focuses on high-dimensional and large scale econometric problems and their computational efficient solutions within probabilistic (exact & approximate Bayesian) formulations. She is also working on topics related to generalized linear/semiparametric mixed models, auxiliary information and prior specifications, uncertainty quantification in predictions (quantile models, deep ensembles) and probabilistic machine learning.
Master thesis related matters (incl. supervision, internships, graduation etc.) will only be considered when sent to masterthesis-baqm@ese.eur.nl
Publications
Article (6)
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Academic (6)
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Camehl, A., Fok, D., & Gruber, K. (2024). On superlevel sets of conditional densities and multivariate quantile regression. Journal of Econometrics, 249, Article 105807. Advance online publication. https://doi.org/10.1016/j.jeconom.2024.105807
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Mair, P., & Gruber, K. (2022). Bayesian Explanatory Additive IRT Models. British Journal of Mathematical and Statistical Psychology, 75(1), 59-87. https://doi.org/10.1111/bmsp.12245
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Reutterer, T., Hornik, K., March, N., & Gruber, K. (2017). A data mining framework for targeted category promotions. Journal of Business Economics. https://link.springer.com/article/10.1007/s11573-016-0823-7
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Mair, P., Hofmann, E., Gruber, K., Hatzinger, R., & Zeileis, A. (2015). Motivation, Values, and Work Design as Drivers of Participation in the R Open Source Project. Proceedings of the National Academy of Sciences of the U.S.A., 112(48), Article 14792. https://doi.org/10.1073/pnas.1506047112
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Maca, S., Amirian, A., Prause, C., Gruber, K., Mejdoubi, L., & Barisani-Asenbauer, T. (2012). Understanding the impact of uveitis on health-related quality of life in adolescents. Acta Ophthalmologica, 91(3), Article 224. https://doi.org/10.1111/aos.12016
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Maca, S., Schiesser, AW., Sobala, A., Gruber, K., Pakesch, G., Prause, C., & Barisani-Asenbauer, T. (2010). Distress, depression and coping in HLA-B27-associated anterior uveitis with focus on gender differences. British Journal of Ophthalmology, 95(9), Article 704. https://doi.org/10.1136/bjo.2009.174839
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Software (1)
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Academic (1)
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Mair, P., Rosseel, Y., & Gruber, K. (2023). CRAN Task View: Psychometric Models and Methods.. Software https://CRAN.R-project.org/view=Psychometrics
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Working paper (2)
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Academic (2)
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Mueller, M., Gruber, K., & Fok, D. (2023). Continuous Diffusion for Mixed-Type Tabular Data. arXiv. https://doi.org/10.48550/arXiv.2312.10431
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Camehl, A., Fok, D., & Gruber, K. (2022). Multivariate quantile regression using superlevel sets of conditional densities. Tinbergen Institute. https://papers.tinbergen.nl/22094.pdf
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Additional activities (5)
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International Workshop on Psychometric Computing
Organising and contributing to an event (Academic)
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On super-level sets of conditional multivariate densities for multiple-output quantile regression
Invited talk (Academic)
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A General Bayesian Approach to Quantile Regression with Applications in Marketing and Economics
Invited talk (Academic)
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Journal of Statistical Software (Journal)
Editorial work (Academic)
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Vereniging voor Ordinatie en Classificatie (External organisation)
Membership of board (Academic)
Courses (2)
- Advanced R (2022/2023)
- Introduction to R (2022/2023)
Event (1)
Address
Office: ET-08
Burgemeester Oudlaan 50
3062 PA Rotterdam
Postbus 1738
3000 DR Rotterdam
Netherlands