Dr. Patrick Bastian
Research Associate
Address:
Ruhr University Bochum
Department of Mathematics
Institute of Statistics
Building IB 2/69
Universitätsstrasse 150
D-44801 Bochum
Phone:
+49 234/32-23288
Publications
- Dunsche, M., Bastian, P., Maehren, M., Erinola, E., Merget, R., Bissantz, N., Dette, H., Schwenk, J.(2027).
Silent: A new lens on statistics in software timing side channels.
ESORICS 2026 (LNCS 16968, pp. 3-22, first online: 08. Oct 2026) - Bastian, P., Dette, H. (2026).
Multiscale detection of practically significant changes in a gradually varying time seriesy.
Electronic Journal of Statistics, 20 (1), 138-162 - Heinrichs, F., H., Bastian, P., Dette, H. (2025).
Sequential Outlier Detection in Non-Stationary Time-Series.
Journal of Time Series Analysis - Bastian, P., Basu, R., Dette, H.(2025).
Uniform confidence bands for joint angles across different fatigue phases.
New Trends in Functional Statistics and Related Fields - Bastian, P.(2025).
Choosing the Right Norm for Change Point Detection in Functional Data.
Electronic Journal of Statistics - Bastian, P.(2025).
Detecting relevant deviations from the white noise assumption for non-stationary time series.
Journal of Time Series Analysis. - Bastian, P., Dette, H. (2025).
Gradual changes in functional time series.
Journal of Time Series Analysis. - Bastian, P., Dette, H., Heiny, J. (2024).
Testing for practically significant dependencies in high dimensions via bootstrapping maxima of U-statistics.
Annals of Statistics. - Bastian, P., Basu, R., Dette, H. (2024).
Multiple change point detection in functional data with applications to biomechanical fatigue data.
Annals of Applied Statistics. - Bastian, P., Dette, H., Koletzko, L. and Möllenhoff, K. (2024).
Comparing regression curves: an L1 point of view.
Annals of the Institute of Statistical Mathematics. - Bastian, P., Dette, H. and Koletzko, L. (2024)
Testing equivalence of multinomial distributions -- a constrained bootstrap approach.
Statistics and Probability Letters
Submitted
- Bastian, P., Tieplova, D., Dörnemann, N., Kutta, T. (2026).
Change Point Detection and Localization in High-Dimensional Time Series.
arXiv: 2608.14344 - Bastian, P. (2026).
Selfnormalization for relevant inference with supremum-type statistics.
arXiv: 2607.27818 - Bastian, P., Kokoszka, P., Kutta, T. (2026).
Quantifying stationarity in functional time series: a multiresolution method.
Under revision: Electronic Journal of Statistics - Bastian, P., Kutta, T.(2026).
Simultaneous Inference for Partially Observed Functional Time Series.
Under revision: Biometrika - Bastian, P., Kutta T., Basu, R., Dette, H. (2026).
Monitoring Time Series for Relevant Changes.
Under revision at Journal of the American Statistical Association (JASA).
arXiv: 2509.01756 - Bastian, P., Kutta, T. (2026).
TWIN: Two window inspection for online change point detection.
Reject &resubmit at Journal of the Royal Statistical Society, Series B (JRSSB).
arXiv: 2510.11348 - Bastian, P., Dette, H., Dunsche, M.(2025).
Differentially private testing for relevant dependencies in high dimensions.
Under revision at SIAM Journal on Mathematics of Data Science.
arXiv: 2511.17167 - Bastian, P., Bissantz, N. (2025).
Detecting relevant dependencies under measurement error with applications to the analysis of planetary system evolution.
Under revision at Scandinavian Journal of Statistics.
arXiv: 2504.05055
Theses
- Testing for practically significant dependencies in high dimensions via bootstrapping.
Dissertation Mathematik, Ruhr-Universität Bochum, 2024
Simultan Masterarbeit via Fast-Track
Prof. Dr. Holger Dette - On the covariance and continuity structure of Gauss-Markov processes.
Bachelorarbeit Mathematik, Ruhr-Universität Bochum, 2018
Prof. Dr. Holger Dette
