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Dr. Simone Hermann

Statistik in den Ingenieurwissenschaften
Mathematische Statistik und biometrische Anwendungen


Simone Hermann
Room 744
+49 231 755 - 3116
Fakultät Statistik
Technische Universität Dortmund
44221 Dortmund


by appointment



  • Bayesian statistics
  • stochastic processes
  • prediction models in reliability jump diffusion processes
  • hidden Markov models
  • filtering algorithms


Discussion Paper


  • Jens Heinrich, Reinhard Maurer, Simone Hermann, Katja Ickstadt and Christine Müller. Resistance of Prestressed Concrete Structures to Fatigue in Domain of Endurance Limit. 2017.
  • S. Hermann. BaPreStoPro: an R Package for Bayesian Prediction of Stochastic Processes. SFB 823 Discussion Paper 28/2016, 2016.
  • S. Hermann. BaPreStoPro: Bayesian Prediction of Stochastic Processes, 2016. R package version 0.1.
  • S. Hermann, K. Ickstadt and Ch. H. Müller. Bayesian Prediction for a Jump Diffusion Process with Application to Crack Growth in Fatigue Experiments. Reliability Engineering & System Safety, 2016. [DOI]
  • S. Hermann. Bayesian prediction for stochastic process models in reliability. Dissertation, TU Dortmund, 2016. [DOI]
  • S. Hermann. Bayesian Prediction for Stochastic Processes based on the Euler Approximation Scheme. SFB 823 Discussion Paper 27/2016, 2016.
  • S. Hermann, K. Ickstadt and Ch. H. Müller. Bayesian Prediction of Crack Growth Based on a Hierarchical Diffusion Model. Applied Stochastic Models in Business and Industry, vol. 32 no. 4, pages 494-510, 2016. [DOI]
  • C. Dion, S. Hermann and A. Samson. Mixedsde: an R Package to Fit Mixed Stochastic Differential Equations. hal-01305574, 2016.
  • C. Dion, A. Samson and S. Hermann. mixedsde: Estimation Methods for Stochastic Differential Mixed Effects Models, 2016. R package version 1.0.
  • S. Hermann and F. Ruggeri. Modeling Wear in Cylinder Liners. Quality and Reliability Engineering International, 2016. [DOI]
  • S. Hermann, K. Ickstadt and Ch.H. Müller. Bayesian prediction for a jump diffusion process with application to crack growth in fatigue experiments.. SFB 823 Discussion Paper 30/2015, 2015.
  • S. Hermann, K. Ickstadt and Ch.H. Müller. Bayesian prediction of crack growth based on a hierarchical diffusion model. SFB 823 Discussion Paper 4/2015, 2015.
  • G. Heeke, S. Hermann, J. Heinrich, K. Ickstadt, R. Maurer and C.H. Müller. Stochastic modeling and statistical analysis of fatigue tests on prestressed concrete beams under cyclic loadings. SFB 823 Discussion Paper 25/2015, 2015.