Prof. Dr. Gerhard Tutz
Seminar für angewandte Stochastik

Adresse

Institut für Statistik
Seminar für angewandte Stochastik
Ludwig-Maximilians-Universität
Akademiestraße 1, Zimmer 457
D-80799 München

Kontakt

Tel: (+49 89) 2180 3044
Fax: (+49 89) 2180 5308
E-mail: gerhard.tutz[at] stat.uni-muenchen.de
Sprechstunde: Di 14.00-15.00 Uhr

Sekretariat

Barbara Nishnik
Tel: (+49 89) 2180 2814
Fax: (+49 89) 2180 5308
Öffnungszeiten: Werktags 8.30-12.00 Uhr und 14.00-17.00 Uhr
Aktuelles
19.09.2009 Es ist keine Anmeldung zum Seminar "Klassische und neuere Ansätze zur Analyse kategorialer Daten" mehr möglich.
Forschungsschwerpunkte / Main Research
Analyse kategorialer Daten Analysis of categorical data
Feature Extraction Feature Extraction
Regularisierung und strukturierte Regression Regularization and Structured Regression
Gemischte Modelle Mixed Models
Research Projects
DFG Project "Model Based Feature Extraction and Regularisation in High-dimensional Structures"
Principal investigator: Gerhard Tutz
Staff: Jan Gertheiss
Forschung - ProjektFeature extraction aims at detecting influential structures or patterns in data. The focus of the project is on model based feature selection methods where the predictor space is linked to the target criterion by parametric or semiparametric models and features are extracted with reference to the modelling approaches. The supervised learning techniques that are considered explicitly use the target criterion in the feature selection process in contrast to widely used two-step approaches where in the first step unsupervised learning is applied to extract features and only in the second step the features are linked to the target.
The type of model used depends on the data structure and the objective of modelling. One area of investigation is functional data where predictors are given as signals. Feature extraction then makes use of the information content in the underlying metric space. These spatial methods tend to show better performance than equivariant methods where no ordering of predictors is used. For predictors without ordering the focus is on the selection of variables when groups of highly correlated variables and different type of variables are present.

LMUinnovativ Project "Analysis and Modelling of Complex Systems in Biology and Medicine" (Biomed-S)
Coordinator: Ludwig Fahrmeir
Principal investigator: Gerhard Tutz
The general aim of this project is the modelling and analysis of complex biological and biomedical systems with methods from bioinformatics, mathematics, physics and statistics in cooperation with partnern in biology and medicine. The main focus is on pioneering areas of post genomics including systems biology and their applications in medicine and pharmaceutics, but also goes beyond to population biology. The project consists of three incorporated clusters:
  • Cluster A: Quantitative biology and biostatistics
  • Cluster B: Complex Systems in molecular medicine
  • Cluster C: Structures and dynamics of functional modules in model organisms
Former Research Projects
Collaborative Research Centre (SFB) "Statistical Analysis of Discrete Structures - Modelling and Application in Biometrics and Econometrics"
The Collaborative Research Centre 386 was established in 1995 at the Ludwig-Maximilians University Munich. Its goal is the interdisciplinary development of statistical methods and their application to real life problems where the latent or observed structure is at least partially discrete. Our research group was involved in: The SFB expired on 31 December 2006.

Publications




BOOKS


TUTZ, G. (2000): Die Analyse kategorialer Daten - eine anwendungsorientierte Einführung in Logit-Modellierung und kategoriale Regression. Oldenbourg-Verlag.

FAHRMEIR, L., PIGEOT, I., KÜNSTLER, R., TUTZ, G. (1997, 2007, 6. Auflage): Statistik - der Weg zur Datenanalyse. Springer-Verlag.

FAHRMEIR, L., KÜNSTLER, R., PIGEOT, I., TUTZ, G.,CAPUTO A., LANG, S. (2004, 4. Auflage): Statistik-Aufgabenbuch. Springer-Verlag.

CAPUTO A., FAHRMEIR, L., KÜNSTLER, R., LANG, S., PIGEOT-KÜBLER, I., TUTZ, G.  (2008, 5. Auflage): Statistik-Aufgabenbuch. Springer-Verlag.

FAHRMEIR, L., HAMERLE, A., TUTZ, G. (1996): Multivariate statistische Verfahren. DeGruyter.

FAHRMEIR, L., TUTZ, G. (1994, 2001): Multivariate statistical modelling based on generalized linear models. Springer Series in Statistics.

TUTZ, G. (1990): Modelle für kategoriale Daten mit ordinalem Skalenniveau - parametrische und nonparametrische Ansätze. Vandenhoeck & Ruprecht-Verlag.

HAMERLE, A., TUTZ, G. (1989): Diskrete Modelle zur Analyse von Verweildauern und Lebenszeiten. Campus Verlag.

TUTZ, G. (1989): Latent Trait Modelle für ordinale Beobachtungen -- Die statistische und messtheoretische Analyse von Paarvergleichsdaten. Springer-Verlag.

TUTZ, G. (1983): Klassifikation mit kategorialen Merkmalen. Dissertation. Universität Regensburg.




PREPRINTS


G
ERTHEISS, J., HOGGER, S., OBERHAUSER, C., TUTZ, G. (2009): Selection of Ordinally Scaled Independent Variables.   Technical Report 62, Department of Statistics LMU.

GERTHEISS, J., TUTZ, G. (2009): Sparse Modeling of Categorial Explanatory Variables.  Technical Report 60, Department of Statistics LMU.

SLAWSKI, M., zu CASTELL, W., TUTZ, G. (2009): Feature Extraction Guided by Structural Information. Technical Report 51, Department of Statistics LMU.

PETRY, S., TUTZ, G. (2009): Shrinkage and Variable Selection by  Polytopes. Technical Report 53, Department of Statistics LMU.

KRAUSE,R., TUTZ, G. (2004): Variable selection and siscrimination in gene expression data by genetic algorithms. SFB Discussion Paper 390.

TUTZ, G., SCHOLZ, T. (2003): Ordinal regression modelling between proportional and non proportinal odds. SFB Discussion Paper 304.





ARTICLES (Selection)


L
EITENSTORFER, F., TUTZ, G. (2009): Estimation of Single-Index Models Based on Boosting Techniques. Statistical Modelling, to appear.

GERTHEISS, J., TUTZ, G. (2009): Feature Selection and Weighting by Nearest Neighbor Ensembles. Chemometrics and Intelligent Laboratory Systems, to appear

GERTHEISS, J., TUTZ, G. (2009): Penalized Regression with Ordinal Predictors. International Statistical Review, to appear.

GERTHEISS, J., TUTZ, G. (2009): Variable Scaling and Nearest Neighbor Methods, Chemometrics, 23,  149-151.

GERTHEISS, J., TUTZ, G. (2009): Supervised Feature Selection in Mass Spectrometry
based Proteomic Profiling by Blockwise Boosting, Bioinformatics 8, 1076-1077.

TUTZ, G., GERTHEISS, J. (2009): Feature Extraction in Signal Regression: A Boosting Technique for Functional Data Regression, Journal of Computational and Graphical
Statistics, to appear.

STROBEL, C., MALLEY, J., TUTZ, G. (2009): An Introduction to Recursive Partitioning: Rationale, Application and Characteristics of Classification and Regression Trees, Bagging and Random Forests. Psychological Methods, to appear.

KNEIB, T., HOTHORN, T., AND TUTZ, G. (2009): Variable Selection and Model Choice in Geoadditive Regression Models. Biometrics, 6, 626-634.

TUTZ, G., ULBRICHT, J. (2009): Penalized Regression with Correlation Based Penalty, Statistics and Computing 19, 239-253.

SHAFIK, N., TUTZ, G. (2009): Boosting Nonlinear Additive Autoregressive Time Series, Computational Statistics and Data Analysis, 53, 2453-2464.

GERTHEISS, J., Tutz, G. (2009): Statistische Tests. In: M. Schwaiger, A. Meyer, Theorien und Methoden der Betriebswirtschaft, Vahlen.

TUTZ, G., STROBL, C. (2009): Generalisierte lineare Modelle. In: B. Schmitz, H. Holling, Handbuch der psychologischen Methoden und Evaluation, Hogrefe Verlag (to appear).

SPIESS, M., TUTZ, G. (2009): Logistische Regressionsverfahren für mehrkategoriale Zielvariablen. In: B. Schmitz, H. Holling, Handbuch der psychologischen Methoden und
Evaluation, Hogrefe Verlag (to appear).

KRAEMER, N., BOULESTEIX, A., TUTZ, G. (2008): Penalized Partial Least Squares Based on B-Splines. Chemometrics and Intelligent Laboratory Systems, 94, 60-69.

BINDER, H., TUTZ, G. (2008): Fitting Generalized Additive Models: A Comparison of Methods. Statistics and Computing, 18, 87-99.

REITHINGER, F., JANK, W., TUTZ, G., SHMUELI, G. (2008): Smoothing Sparse and Unevenly Sampled Curves Using Semiparametric Mixed Models: An Application to Online Auctions. JRSS Series C: Applied Statistics, 2, 127-148.

VAN DER LINDE, A., TUTZ, G. (2008): On association in regression: the coefficient of determination revisited. Statistics, 42, 1-24.

ULBRICHT, J. TUTZ, G. (2008): Boosting Correlation Based Penalization in Generalized Linear Models. In: Shalabh and C. Heumann, Recent Advances In Linear Models and Related Areas, Springer (to appear).

TUTZ, G., BINDER, H. (2007): Boosting Ridge Regression. Computational Statistics & Data Analysis 51, 6044-6059.

TUTZ, G., REITHINGER, F. (2007): Flexible semiparametric mixed models. Statistics in Medicine 26, 2872-2900.

LEITENSTORFER, F., TUTZ, G. (2007): Generalized Monotonic Regression Based on B-Splines with an Application to Air Pollution Data. Biostatistics 8, 654-673.

LEITENSTORFER, F., TUTZ, G. (2007): Knot Selection by Boosting Techniques, Computational Statistics & Data Analysis 51, 4605-4621.

LEITENSTORFER, F., TUTZ, G. (2007): A Boosting Approach to Generalized Monotonic Regression. In R. Decker, H.-J. Lenz (Eds.), Advances in Data Analysis, Proceedings of the 30th Annual Conference of the Gesellschaft für Klassifikation, pp. 245-254, Berlin: Springer

TUTZ, G., LEITENSTORFER, F. (2007): Generalized smooth monotonic regression in additive modelling. Journal of Computational and Graphical Statistics 16, 165-188.

LEITENSTORFER, F., TUTZ, G. (2006): A Boosting Approach to Generalized Monotonic Regression. In: R. Decker, H.-J. Lenz (eds.), Advances in Data Analysis, 245-254, Berlin: Springer.

TUTZ, G., (2006): Categorical Response Models. In: Encyclopedia of Clinical Trials (to appear).

TUTZ, G., (2006): Models for polytomous data. In: P. Armitage, T. Colton (eds.), Encyclopedia of Biostatistics, second edition, Wiley.

EINBECK, J., TUTZ, G. (2006): Modelling beyond Regression Functions: an Application of Multimodal Regression to Speed-Flow Data. Applied Statistics 55, 461-475.

TUTZ, G., BINDER, H. (2006): Generalized additive modelling with implicit variable selection by likelihood based boosting. Biometrics 62, 961-971.

TUTZ, G., LEITENSTORFER, F. (2006): Response shrinkage estimators in binary regression. Computational Statistics & Data Analysis 50, 2878-2901.

BOULSTEIX, A. L., TUTZ, G. (2006): Identification of Interaction Patterns and Classification with Applications to Microarray Data. Computational Statistics & Data Analysis 50, 783-802.

KRAUSE, R., TUTZ, G., (2006): Genetic Algorithms for the Selection of Smoothing Parameters in Additive Models. Computational Statistics 21, 8-31.

TUTZ, G., ULBRICHT, J. (2006): An Alternative Approach to Regularization and Variable Selection in High Dimensional Regression Modelling. In: J. Hinde, J. Einbeck, J. Newell (eds.) Proceedings of the 21st International Workshop on Statistical Modelling, 486-493.

EINBECK, J., TUTZ, G. (2006): The fitting of multifunctions: an approach to nonparametric multimodal regression. In A. Rizzi, M. Vichi (eds.), COMPSTAT 2006, Proceedings in Computational Statistics, 1243-1250, Heidelberg: Physica.

LEITENSTORFER, F., TUTZ, G. (2006): Smoothing with Curvature Constraints based on Boosting Techniques. In A. Rizzi, M. Vichi (eds.), COMPSTAT 2006, Proceedings in Computational Statistics, 1267-1276, Heidelberg: Physica.

TUTZ, G., (2005): Modelling of repeated ordered measurements by isotonic sequential regression. Statistical Modelling 5, 269-287.

TUTZ, G., BINDER, H., (2005): Localized Classification. Statistics and Computing 15, 155-166.

TUTZ, G., HECHENBICHLER, K., (2005): Aggregating Classifiers With Ordinal Response Structure. Journal of Statistical Computation and Simulation 75, 391-408.

EINBECK, J., TUTZ, G., EVERS, L. (2005): Local principal curves. Statistics and Computing 15, 301-313.

KAUERMANN, G., TUTZ, G., BRÜDERL, J. (2005): The Survival of Newly Founded Companies. Journal of the Royal Statistical Society A 168, 145-158

EINBECK, J., TUTZ, G., EVERS, L.(2005): Exploring Multivariate Data Structures with Local Principal Curves. In: C. Weihs, W. Gaul, Classification – the Ubiquitous Challenge, 256-265.

HECHENBICHLER, K., TUTZ, G. (2005): Bagging, boosting and Ordinal Classification. In: C. Weihs, W. Gaul, Classification – the Ubiquitous Challenge, 145-152.

BINDER, H., TUTZ, G., (2004): Localized logistic classification with variable selection. In: J. Antoch (Ed.) COMPSTAT 2004, Physica Verlag.

SPIESS, M., TUTZ, G., (2004): Alternative measures of the explanatory power of multivariate pro-bit models with continuous or ordinal responses. Journal of Mathematical Sociology 28, 125-146.

TUTZ, G., BINDER, H., (2004): Flexible modelling of discrete failure time including time-varying smooth effects. Statistics in Medicine 23, 2445-2461.

TUTZ, G., SCHOLZ, T., (2004): Semiparametric modelling of multicategorical data. Journal of Statistical Computation and Simulation 74, 183-200.

BOULESTEIX, A., TUTZ, G. STRIMMER, K., (2003): A CART-based Approach to Discover Emerging Patterns in Microarray Data, Bioinformatics 19, 1-8.

KAUERMANN, G., TUTZ, G., (2003): Semiparametric Modelling of Ordinal Data. Journal of Computational and Graphical analysis 12, 176-196.

KRAUSE, R., TUTZ, G., (2003): Simultaneous selection of variables and smoothing parameter in additive models. In: D. Baier, K.-D. Wernecke, Innovations in Classification, Data Analysis, and Information Systems, 146-153.

TUTZ, G., (2003): Generalized semiparametrically structured mixed models. Computational Statistics and Data Analysis 46, 777-800.

TUTZ, G., (2003): Generalized semiparametrically structured ordinal models. Biometrics 59, 263-273.

TUTZ, G., KAUERMANN, G., (2003): Generalized linear random effects models with varying coefficients. Computational Statistics & Data Analysis 43, 13-28.

DREESMAN, J., TUTZ, G., (2001): Nonstationary conditional models for spatial data based on varying coefficients. Journal of the Royal Statistical Society D 50, 1-15.

KAUERMANN, G., TUTZ, G., (2001): Testing generalized linear and semiparametric models against smooth alternatives. Journal of the Royal Statistical Society B 63, 147-166.

KAUERMANN, G., TUTZ, G., (2000): Local likelihood estimation and bias reduction in varying coefficient models. Journal of Nonparametric Statistics 12, 343-371.

KAUERMANN, G., TUTZ, G., (1999): On model diagnostics and bootstrapping in varying coefficient models. Biometrika 86, 119-128.

SIMONOFF, J., TUTZ, G., (1999): Smoothing methods for discrete data. In: M. Schimek (Hrsg): Smoothing and Regression. Approaches, Computation and Application, Wiley.

EDLICH, S., KAUERMANN, G., TUTZ, G., (1998): Smoothing ordinal data by semiparametric models. Proceedings of the 13th International Workshop on Statistical Modelling. New Orleans.

TUTZ, G., KAUERMANN, G., (1998): Locally weighted least squares in categorical varying-coefficient models. In: R. Galata, H. Küchenhoff (eds.) Econometrics in Theory & Practice, Festschrift für Hans Schneeweiß (p. 119-130).

TUTZ, G., (1998): Time-Varying coefficients for discrete panel data with an application to business tendency surveys. Jahrbücher für Nationalökonomie und Statistik 217, 334-344.

KAUERMANN, G., TUTZ, G., (1997): Local estimators in multivariate generalized linear models with varying coefficients. Computational Statistics 12, 193-208.

KAUERMANN, G., TUTZ, G., (1997): Testing generalized linear models against smooth alternatives. Schriftenreihe der östereichischen Statistischen Gesellschaft Band 5, 190-194.

TUTZ, G., (1997): Models for polytomous data. In: A. Agresti (ed.) Categorical Data Analysis. Encyclopedia of Biostatistics, Wiley.

TUTZ, G., (1997): Sequential Models for Ordered Responses. In: W. Van der Linden, R. Hambleton (Eds.), Handbook of Item Response Theory (p. 139-152).

TUTZ, G., PRITSCHER, L., (1996): Nonparametric estimation of discrete hazard functions. Lifetime Data Analysis 2, 291-308.

TUTZ, G., HENNEVOGL, W., (1996): Random effects in ordinal regression models. Computational Statistics and Data Analysis 22, 537- 557.

TUTZ, G., (1995): Competing risks models in discrete time with nominal or ordinal categories of response. Quality & Quantity 29, 405-420.

TUTZ, G., GROSS, H., (1995): Discrete kernels, parametric models and loss functions in discrete discrimination -- a comparative study. ZOR-- Methods and Models in Operations Research 42, 217-230.

TUTZ, G., (1995): Smoothing for categorical data: Discrete kernel regression and local likelihood approaches. In: H. H. Bock, W. Polasek (Eds.), Data Analysis and Information Systems 261-271, Springer-Verlag.

FAHRMEIR, L., TUTZ, G., (1994): Dynamic stochastic models for time-dependent ordered paired comparison systems. Journal of the American Statistical Association 89, 1438-1449.

TUTZ, G., (1993): Invariance principles and scale information in regression models. Methodika VII, 112-119.

TUTZ, G., (1993): Regressionsanalyse mit einer ordinalen abhängigen Variable -- Modellierungsansätze im Rahmen verallgemeinerter lineare Modelle und Schätzungen im GLAMOUR. Allgemeines Statistisches Archiv 77, 183-204.

TUTZ, G., (1992): Discrete survival time models using GLAMOUR. Biometrie und Informatik in Medizin und Biologie 23, 167-184.

TUTZ, G., (1992): Graphische Methoden für kategorial-ordinale Daten. In: H. Enke, H. J. Gölles, H. R. Haux, H. K.-D. Wernecke (Eds.), Methoden und Werkzeuge für die exploratorische Datenanalyse. Fischer Verlag.

TUTZ, G., (1991): Sequential models in ordinal regression. Computational Statistics & Data Analysis 11, 275-295.

GEORG, H., TUTZ, G., (1991): Diskrete Hazardraten-Modelle in der Shell-Jugendstudie. Zentralarchiv für empirische Sozialforschung 29, 81-93.

TUTZ, G., (1991): Choice of smoothing parameters for direct kernels in discrimination. Biometrical Journal 33, 519-527.

TUTZ, G., (1991): Consistency of cross-validatory choice of smoothing parameters for direct kernel estimates. Computational Statistics Quarterly 4, 295-314.

TUTZ, G., (1990): Smoothed categorical regression based on direct kernel estimates. Journal of Statistical Computation and Simulation 36, 139-156.

TUTZ, G., (1990): Log-linear parameterization in discrete discriminant analysis. ZOR -- Methods and Models of Operations Research 34, 303-319.

TUTZ, G., MORAWITZ, B., (1990): Parameterizations for business survey data. ZOR -- Methods and Models of Operations Research 34, 143-156.

TUTZ, G., (1990): Sequential item response models with an ordered response. British Journal of Statistical and Mathematical Psychology 43, 39-55.

TUTZ, G., (1989): On cross-validation for discrete kernel estimates in discrimination. Communications in Statistics, Theory and Methods 11, 4145-4162.

TUTZ, G., (1989): Compound regression models for categorical ordinal data. Biometrical Journal 31, 259-272.

TUTZ, G., (1988): Sufficiency of variables in discrete discriminant analysis. Statistical Papers/Statistische Hefte 29, 257 - 269.

TUTZ, G., (1988): Smoothing for discrete kernels in discrimination. Biometrical Journal 6, 729-739.

TUTZ, G., (1986): An alternative choice of smoothing for kernel-based density estimates in discrete discriminant analysis. Biometrika 73, 405-4116.

TUTZ, G., (1986): Bradley-Terry-Luce models with an ordered response. Journal of Mathematical Psychology 30, 306-316.

TUTZ, G., (1985): Diskrete probabilistische Reaktionsmodelle als kategoriale Regressionsansätze. Archiv für Psychologie 2, 99-114.

TUTZ, G., (1984): Verzerrungskorrektur bei additiven Schätzern der Trefferrate. In: H. H. Bock (Ed.), Studien zur Klassifikation, Band 15, (pp 122-131). Frankfurt: Indeks Verlag.

TUTZ, G., (1984): Smoothed additive estimators for nonerror rates in multiple discriminant analysis. Pattern Recognition 18, 151-159.

FAHRMEIR, L., HAMERLE A, TUTZ, G., (1982): Zur Modellwahl und Variablenselektion bei nichtmetrischen Klassifikationsproblemen. In: Ihm, J. Dahlberg (Eds.) Studien zur Klassifikation, Band 10. Frankfurt: Indeks Verlag.

HAMERLE, A., TUTZ, G., (1980): Goodness of fit tests for probabilistic measurement models. Journal of Mathematical Psychology 21, 153-167.

HAMERLE, A., TUTZ, G., (1980): Zur experimentellen Validierung von probabilistischen verbundenen Meßstrukturen. Zeitschrift für experimentelle und angewandte Psychologie 27, 213-230.

HAMERLE, A., TUTZ, G., (1980): Kategoriale Reaktionen in multifaktoriellen Versuchsplänen und mehrdimensionale Zusammenhangsanalysen. Archiv für Psychologie 133, 53-58.