ERASMUS SCHOOL OF ECONOMICS

About me

That's me Andreas Alfons
Assistant Professor
Econometric Institute
Erasmus School of Economics
Erasmus Universiteit Rotterdam
PO Box 1738
3000 DR Rotterdam
The Netherlands
Office: H11-21 (Campus Woudestein, Burgemeester Oudlaan 50, 3062PA Rotterdam)
E-mail: alfons (at) ese (dot) eur (dot) nl
Tel.: +31 10 4082588
Fax: +31 10 4089162

View my profile on LinkedIn

News

Research interests

  • Robust statistics
  • Multivariate and high-dimensional data analysis
  • Statistics in socio-economics and behavioral sciences
  • Development of statistical software

Publications

Books

A. Alfons (2011). Simulation and Robust Statistics: Application to Laeken Indicators and Quality of Life Research. Südwestdeutscher Verlag für Hochschulschriften, Saarbrücken. ISBN 978-3-8381-2706-4.

International peer-reviewed journals

A. Alfons, C. Croux, P. Filzmoser (20??). Robust maximum association measures. Journal of the American Statistical Association. Accepted for publication. [ http | pdf ]

V. Öllerer, A. Alfons, C. Croux (2016). The shooting S-estimator for robust regression. Computational Statistics, 31(3), 829-844. [ http | pdf ]

A. Alfons, C. Croux, P. Filzmoser (2016). Robust maximum association between data sets: The R package ccaPP. Austrian Journal of Statistics, 45(1), 71-79. [ http | pdf ]

A. Alfons, C. Croux, S. Gelper (2016). Robust groupwise least angle regression. Computational Statistics & Data Analysis, 93, 421-435. [ http | pdf ]

V. Öllerer, C. Croux, A. Alfons (2015). The influence function of penalized regression estimators. Statistics: A Journal of Theoretical and Applied Statistics, 49(4), 741-765. [ http | pdf ]

A. Alfons, M. Templ (2013). Estimation of social exclusion indicators from complex surveys: The R package laeken. Journal of Statistical Software, 54(15), 1-25. [ http | pdf ]

A. Alfons, C. Croux, S. Gelper (2013). Sparse least trimmed squares regression for analyzing high-dimensional large data sets. The Annals of Applied Statistics, 7(1), 226-248. [ http | pdf ]

A. Alfons, M. Templ, P. Filzmoser (2013). Robust estimation of economic indicators from survey samples based on Pareto tail modeling. Journal of the Royal Statistical Society, Series C, 62(2), 271-286. [ http | pdf ]

M. Templ, A. Alfons, P. Filzmoser (2012). Exploring incomplete data using visualization techniques. Advances in Data Analyis and Classification, 6(1), 29-47. [ http | pdf ]

A. Alfons, S. Kraft, M. Templ, P. Filzmoser (2011). Simulation of close-to-reality population data for household surveys with application to EU-SILC. Statistical Methods & Applications, 20(3), 383-407. [ http | pdf ]

A. Alfons, W.E. Baaske, P. Filzmoser, W. Mader, R. Wieser (2011). Robust variable selection with application to quality of life research. Statistical Methods & Applications, 20(1), 65-82. [ http | pdf ]

A. Alfons, M. Templ, P. Filzmoser (2010). An object-oriented framework for statistical simulation: The R package simFrame. Journal of Statistical Software, 37(3), 1-36. [ http | pdf ]

Peer-reviewed conference proceedings

A. Alfons, M. Templ, P. Filzmoser, J. Holzer (2010). A comparison of robust methods for Pareto tail modeling in the case of Laeken indicators. In C. Borgelt, G. González-Rodríguez, W. Trutschnig, M.A. Lubiano, M.A. Gil, P. Grzegorzewski, O. Hryniewicz (editors), Combining Soft Computing and Statistical Methods in Data Analysis, volume 77 of Advances in Intelligent and Soft Computing, pages 17-24. Springer, Heidelberg. ISBN 978-3-642-14745-6. [ pdf ]

M. Templ, A. Alfons (2010). Disclosure risk of synthetic population data with application in the case of EU-SILC. In J. Domingo-Ferrer, E. Magkos (editors), Privacy in Statistical Databases, volume 6344 of Lecture Notes in Computer Science, pages 174-186. Springer, Heidelberg. ISBN 978-3-642-15837-7. [ pdf ]

A. Alfons, M. Templ, P. Filzmoser (2010). Contamination models in the R package simFrame for statistical simulation. In S. Aivazian, P. Filzmoser, Y. Kharin (editors), Computer Data Analysis and Modeling: Complex Stochastic Data and Systems, volume 2, pages 178-181. Belarusian State University, Minsk. ISBN 978-985-476-848-9. [ pdf ]

Editorial work

A. Alfons, R. Stütz (2016). Special Issue on R. Austrian Journal of Statistics, 45(1).

Talks

A. Alfons, C. Croux, V. Öllerer. Sparse S- and MM-estimation for robust high-dimensional regression. 22nd International Conference on Computational Statistics, August 23-26, 2016, Oviedo, Spain.

A. Alfons, V. Öllerer, C. Croux. Robust regression in high dimensions: sparse S- and MM-estimation. 8th International Conference of the ERCIM Working Group on Computational and Methodological Statistics, December 12-14, 2015, London, UK.

A. Alfons, C. Croux, V. Öllerer, S. Gelper. Algorithms for robust regression and variable selection in high-dimensional settings. 60th ISI World Statistics Congress, July 26-31, 2015, Rio de Janeiro, Brazil.

A. Alfons, C. Croux, S. Gelper. A robust extension of least angle regression for groupwise variable selection. Olomoucian Days of Applied Mathematics, May 20-22, 2015, Olomouc, Czech Republic.

A. Alfons, V. Öllerer, C. Croux. A first step towards robust regression under elementwise contamination. 7th International Conference of the ERCIM Working Group on Computational and Methodological Statistics, December 6-8, 2014, Pisa, Italy.

A. Alfons, C. Croux, S. Gelper. An algorithm for robust groupwise least angle regression. 21st International Conference on Computational Statistics, August 19-22, 2014, Geneva, Switzerland.

A. Alfons. Robust model selection: New developments in the R package robustHD. useR! The R User Conference, June 30-July 3, 2014, Los Angeles, California, USA.

A. Alfons, C. Croux, P. Filzmoser. Robust maximum association estimators and an extension for sparsity. 6th International Conference of the ERCIM Working Group on Computational and Methodological Statistics, December 14-16, 2013, London, UK.

A. Alfons, C. Croux, V. Öllerer, S. Gelper. Robust sparse regression in high dimensions. 59th ISI World Statistics Congress, August 25-30, 2013, Hong Kong, China.

A. Alfons. Robust model selection for high-dimensional data with the R package robustHD. useR! The R User Conference, July 10-12, 2013, Albacete, Spain.

A. Alfons, C. Croux, P. Filzmoser. Robust maximum association estimators. 8th Meeting of the Netherlands Econometric Study Group, June 15, 2013, Amsterdam, The Netherlands.

A. Alfons. A projection pursuit algorithm for robust maximum association estimators with an extension for sparsity. Applied statistics seminar, Palacký University Olomouc, April 9, 2013, Olomouc, Czech Republic.

A. Alfons. Robustification of the lasso: Sparse least trimmed squares regression. Statistics seminar, Université libre de Bruxelles, October 5, 2012, Brussels, Belgium.

A. Alfons. Robust linear model selection based on L1 penalization and least angle regression. Econometrics seminar, Erasmus University Rotterdam, October 2, 2012, Rotterdam, The Netherlands.

A. Alfons, C. Croux, P. Filzmoser. A projection-pursuit algorithm for robust maximum correlation estimators. Statistische Woche, September 18-21, 2012, Vienna, Austria.

A. Alfons. Model selection for high-dimensional data using the R package robustHD. 20th International Conference on Computational Statistics, August 27-31, 2012, Limassol, Cyprus.

A. Alfons, C. Croux, P. Filzmoser. Robust maximum correlation based on projection pursuit. International Conference on Robust Statistics, August 5-10, 2012, Burlington, Vermont, USA.

A. Alfons, C. Croux, S. Gelper. Robust high-dimensional regression: Sparse least trimmed squares. Joint Statistical Meetings, July 28-August 2, 2012, San Diego, California, USA.

A. Alfons. A toolkit for cross-validation: The R package cvTools. useR! The 8th International R User Conference, June 12-15, 2012, Nashville, Tennessee, USA.

A. Alfons, C. Croux, S. Gelper. The sparse least trimmed squares estimator for simultaneous robust regression and model selection. 1st Joint Conference of the Belgian, Royal Spanish and Luxembourg Mathematical Societies, June 6-8, 2012, Liège, Belgium.

A. Alfons. A robust variant of the lasso: Sparse least trimmed squares regression. Statistics and Econometrics Seminar, KU Leuven, February 23, 2012, Leuven, Belgium.

A. Alfons, C. Croux, S. Gelper. Robust regression and model selection: Sparse least trimmed squares. 4th International Conference of the ERCIM Working Group on Computing & Statistics, December 17-19, 2011, London, UK. Invited talk.

A. Alfons, C. Croux, S. Gelper. Robust model selection with with grouped variables. International Conference on Robust Statistics, June 27-July 1, 2011, Valladolid, Spain.

A. Alfons, P. Filzmoser. Robust variable selection with application in the social sciences. Dutch/Flemish Classification Society Spring Meeting, May 13, 2011, Antwerp, Belgium.

A. Alfons, M. Templ, P. Filzmoser. Robust estimation of social inclusion indicators based on Pareto tail modeling. New Techniques and Technologies for Statistics, February 22-24, 2011, Brussels, Belgium.

A. Alfons, P. Filzmoser. Robust model selection in the social sciences. 3rd International Conference of the ERCIM Working Group on Computing & Statistics, December 10-12, 2010, London, UK. Invited talk.

A. Alfons, M. Templ, P. Filzmoser, J. Holzer. A comparison of robust methods for Pareto tail modeling in the case of Laeken indicators. 5th International Conference on Soft Methods in Probability and Statistics, September 28-October 1, 2010, Oviedo and Mieres, Spain.

A. Alfons, M. Templ, P. Filzmoser. Contamination models in the R package simFrame for statistical simulation. 9th International Conference Computer Data Analysis and Modeling, September 7-11, 2010, Minsk, Belarus.

A. Alfons, M. Templ, P. Filzmoser. The R package simFrame: An object-oriented approach towards simulation studies in statistics. useR! The R User Conference, July 20-23, 2010, Gaithersburg, Maryland, USA.

R. Dutter, A. Zainzinger, A. Alfons. DAS+R: A graphical user interface for multivariate data analysis in R. Chemometrics Workshop, June 28, 2010, Vienna, Austria.

A. Alfons, M. Templ, P. Filzmoser. Exploring microdata with missing information. Workshop on Exploratory Data Analysis and Visualisation, May 27-28, 2010, Vienna, Austria.

A. Alfons, S. Kraft, M. Templ, P. Filzmoser. Simulation of population data for complex household surveys. International Conference on Indicators and Survey Methodology, February 24-26, 2010, Vienna, Austria.

A. Alfons, M. Templ. Simulation in robust statistics using the R package simFrame. 2nd International Workshop of the ERCIM Working Group on Computing & Statistics, October 29-31, 2009, Limassol, Cyprus. Invited talk.

A. Alfons, M. Templ, P. Filzmoser. On the influence of imputation methods on Laeken indicators: Simulations and recommandations. UNECE Work Session on Statistical Data Editing, October 5-7, 2009, Neuchâtel, Switzerland.

M. Templ, A. Alfons, P. Filzmoser. Exploring the multivariate structure of missing values using the R package VIM. useR! The R User Conference, July 8-10, 2009, Rennes, France.

M. Templ, A. Alfons. Die Verwendung von Mikrodaten in der wissenschaftlichen Lehre. Workshop zur Nutzung von SDS in der wissenschaftlichen Lehre, June 17, 2009, Vienna, Austria. Invited talk.

A. Alfons, M. Templ, P. Filzmoser. Complex survey data sets: Visualization of missing values in R. Young European Statisticians Workshop YES-II “High dimensional statistics”, October 6-8, 2008, Eindhoven, The Netherlands.

A. Alfons, S. Kraft, M. Templ, P. Filzmoser. Analyse und Visualisierung von EU-SILC Daten in R. Workshop TU Wien/TU Dresden, September 24-28, 2008, Vorau, Austria. Invited talk.

Software

A. Alfons. ccaPP: (Robust) canonical correlation analysis via projection pursuit. R package. [ CRAN | github ]

A. Alfons, J. Holzer, M. Templ. laeken: Laeken indicators for measuring social cohesion. R package. [ CRAN | github ]

A. Alfons. perry: Resampling-based prediction error estimation for regression models. R package. [ CRAN | github ]

A. Alfons. robustHD: Robust methods for high-dimensional data. R package. [ CRAN | github ]

A. Alfons. simFrame: Simulation framework. R package. [ CRAN ]

A. Alfons, S. Kraft. simPopulation: Simulation of synthetic populations for surveys based on sample data. R package. [ CRAN ]

A. Alfons. sparseLTSEigen: RcppEigen back end for sparse least trimmed squares regression. R package. [ CRAN | github ]

M. Templ, A. Alfons, A. Kowarik, B. Prantner. VIM: Visualization and imputation of missing values. R package. [ CRAN | github ]

D. Schopfhauser, M. Templ, A. Alfons, A. Kowarik, B. Prantner. VIMGUI: Visualization and imputation of missing values. R package. [ CRAN | github ]

Teaching