Kathrin Gruber

Kathrin Gruber is an Assistant Professor at the Department of Econometrics, Erasmus School of Economics, Erasmus University Rotterdam. Her research bridges high-dimensional econometric modeling with probabilistic machine learning, focusing on computational efficiency and uncertainty quantification. She holds a PhD in Economics & Social Sciences from Vienna University of Business and Economics, with earlier degrees in Quantitative Psychology (MSc) and Mathematics & Statistics (BSc).

• Education:
  • PhD, Economics and Social Sciences, WU Vienna University of Business and Economics
  • MSc, Quantitative Psychology, University of Vienna
  • BSc, Mathematics and Statistics, University of Vienna

Her research spans high-dimensional econometric models, Bayesian formulations, and generative AI, with applications in marketing, psychometrics, and healthcare. She actively develops uncertainty quantification methods using quantile models and deep ensembles, and contributes to synthetic data generation frameworks via GANs and diffusion models.

Recent publications highlight her expertise in probabilistic machine learning, psychometric modeling, and multivariate quantile regression. She serves as maintainer of the CRAN Task View on Psychometric Models and Methods, and participates in organizing international workshops on psychometric computing.