Statistics and Data Analysis Group
Jan-Ole Fischer (né Koslik) (M.Sc.)
Research associate (PhD student)
Room: V9-126
Phone: +49 521 106-5103
E-mail: jan-ole.koslik@uni-bielefeld.de
Publications
-
Vienken, M.N., Langrock, R., Koslik, J.-O. (2026)
"Inference on state occupancy in covariate-driven hidden Markov models"
Methods in Ecology and Evolution, in press -
Koslik, J.-O., Feldmann, C.C., Mews, S., Michels, R., Langrock, R. (2025)
"Inference on the state process of periodically inhomogeneous hidden Markov models for animal behaviour"
Annals of Applied Statistics, 19, 2724-2737 -
Mews, S., Koslik, J.-O., Langrock, R. (2025)
"How to build your latent Markov model – the role of time and space"
Statistical Modelling, 25, 481-507 -
Bajons, R., Koslik, J.-O., Michels, R., Ötting, M. (2025)
"PEP: a tackle value measuring the prevention of expected points"
Journal of Quantitative Analysis in Sports, 22, 35-51 -
Koslik, J.-O. (2025)
"Hidden semi-Markov models with inhomogeneous state dwell-time distributions"
Computational Statistics & Data Analysis, 209, 108171 - Dyck, J., Koslik, J.-O., Sauzet, O. (2025)
"EgoCor: An R package to facilitate the use of exponential semi-variograms for modelling the local spatial correlation structure in social epidemiology"
Journal of Open Research Software, 13, 6 - Michels, R., Koslik, J.-O. (2024)
"On the combination of data smoothing and Markov-switching models"
Journal of the Royal Statistical Society – Series C, 73, 557-560
Preprints
-
Fischer, J.-O. (2026)
"Fast and scalable inference in hidden Markov models with Gaussian fields"
arXiv:2603.17469 -
Ammann, K., Adam, T., Koslik, J.-O. (2026)
“Non-homogeneous Markov-switching generalized additive models for location, scale, and shape”
arXiv:2601.03760 -
Michels, R., Bajons, R., Fischer, J.-O. (2026)
“Integrating unsupervised and supervised learning for the prediction of defensive schemes in American football”
arXiv:2602.10784 -
Koslik, J.-O., Dupont, F., Auger-Méthé, M., Marcoux, M., Hussey, N., Heckman, N. (2025)
"Flexible unimodal density estimation in hidden Markov models"
arXiv:2511.17071 -
Koslik, J.-O. (2025)
“Tensor-product interactions in Markov-switching models”
arXiv:2507.01555 - Koslik, J.-O. (2024)
"Efficient smoothness selection for nonparametric Markov-switching models via quasi restricted maximum likelihood"
arXiv:2411.11498
Short CV
- Since 10/2023: PhD student in the Statistics and Data Analysis Group
- 03/2025 – 04/2025: Research stay at the University of British Columbia in Vancouver
- 10/2021 – 09/2023: Studies of Statistical Science (M.Sc.) at Bielefeld University
- 11/2020 – 09/2021: Studies of Economics (B.Sc.) at Bielefeld University
- 09/2019 - 01/2020: Erasmus semester at Budapest Business School, Hungary
- 10/2017 – 09/2020: Studies of Business Administration (B.A.) at Bielefeld University of Applied Sciences and Arts