ERASMUS SCHOOL OF ECONOMICS

About me

That's me Andreas Alfons
Associate Professor
Econometric Institute
Erasmus School of Economics
Erasmus Universiteit Rotterdam
PO Box 1738
3000 DR Rotterdam
The Netherlands
Office: ET-45 (Campus Woudestein, Burgemeester Oudlaan 50, 3062PA Rotterdam)
E-mail: alfons (at) ese (dot) eur (dot) nl
Tel.: +31 10 4082588

Research interests

  • Robust methods for statistical learning with an emphasis on high-dimensional data
  • Machine learning
  • Statistical learning in behavioral and medical sciences
  • Development of statistical software

Publications

Preprints

P. Pfeiffer, A. Alfons, P. Filzmoser (2023). Efficient Computation of Sparse and Robust Maximum Association Estimators. arXiv:2311.17563. DOI: 10.48550/arXiv.2311.17563.

International peer-reviewed journals

A. Alfons, A. Archimbaud, K. Nordhausen, A. Ruiz-Gazen (2024). Tandem clustering with invariant coordinate selection. Econometrics and Statistics. DOI: 10.1016/j.ecosta.2024.03.002. [ Open access ] [ Replication files ]

A. Alfons, M. Welz (2024). Open science perspectives on machine learning for the identification of careless responding: A new hope or phantom menace? Social and Personality Psychology Compass, 18(2), e12941. DOI: 10.1111/spc3.12941. [ Open access ] [ Replication files ]

A. Alfons, N.Y. Ateş, P.J.F. Groenen (2022). Robust mediation analysis: The R package robmed. Journal of Statistical Software, 103(13), 1-45. DOI: 10.18637/jss.v103.i13. [ Open access ] [ Replication files ]

A. Alfons, N.Y. Ateş, P.J.F. Groenen (2022). A robust bootstrap test for mediation analysis. Organizational Research Methods, 25(3), 591-617. DOI: 10.1177/1094428121999096. [ Open access ] [ Replication files ]

A. Alfons (2021). robustHD: An R package for robust regression with high-dimensional data. Journal of Open Source Software, 6(67), 3786. DOI: 10.21105/joss.03786. [ Open access ] [ Replication files ]

N. Štefelová, A. Alfons, J. Palarea-Albaladejo, P. Filzmoser, K. Hron (2021). Robust regression with compositional covariates including cellwise outliers. Advances in Data Analyis and Classification, 15(4), 869-909. DOI: 10.1007/s11634-021-00436-9. [ Open access ] [ Replication files ]

A. Alfons, C. Croux, P. Filzmoser (2017). Robust maximum association measures. Journal of the American Statistical Association, 112(517), 436-445. DOI: 10.1080/01621459.2016.1148609. [ Open access ]

V. Öllerer, A. Alfons, C. Croux (2016). The shooting S-estimator for robust regression. Computational Statistics, 31(3), 829-844. DOI: 10.1007/s00180-015-0593-7. [ Preprint ]

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. DOI: 10.17713/ajs.v45i1.90. [ Open access ]

A. Alfons, C. Croux, S. Gelper (2016). Robust groupwise least angle regression. Computational Statistics & Data Analysis, 93, 421-435. DOI: 10.1016/j.csda.2015.02.007. [ Preprint ]

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. DOI: 10.1080/02331888.2014.922563. [ Preprint ]

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. DOI: 10.18637/jss.v054.i15. [ Open access ] [ Replication files ]

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. DOI: 10.1214/12-AOAS575. [ Open access ] [ Corrected reprint ]

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. DOI: 10.1111/j.1467-9876.2012.01063.x. [ Preprint ]

M. Templ, A. Alfons, P. Filzmoser (2012). Exploring incomplete data using visualization techniques. Advances in Data Analyis and Classification, 6(1), 29-47. DOI: 10.1007/s11634-011-0102-y. [ Preprint ]

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. DOI: 10.1007/s10260-011-0163-2. [ Preprint ]

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. DOI: 10.1007/s10260-010-0151-y. [ Preprint ]

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. DOI: 10.18637/jss.v037.i03. [ Open access ] [ Replication files ]

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. [ Preprint ]

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. [ Preprint ]

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. [ Preprint ]

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.

Editorial work

Associate Editor for the Journal of Data Science, Statistics & Visualisation (since 2024).

Section Editor for the Journal of Statistical Software (since 2023).

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

Presentations

A. Alfons, A. Archimbaud, N.Y. Ateş, P.J.F. Groenen. Robust mediation analysis: From methodological advancements to easy and reproducible reporting. International Workshop on Psychometric Computing, February 29-March 1, 2024, Rotterdam, Netherlands.

M. Welz, A. Alfons. Identifying the onset of careless responding: A machine learning approach. Joint conference of Data Science, Statistics & Visualisation and European Conference on Data Analysis, July 5-7, 2023, Antwerp, Belgium.

A. Alfons, A. Archimbaud. A graphical user interface and reporting tools for robust mediation analysis: The R package robmedExtra. Society for the Improvement of Psychological Science 2023 Meeting, June 22-24, 2023, Padova, Italy.

M. Welz, A. Alfons. Identifying periods of careless responding in surveys: A deep learning approach. Society for the Improvement of Psychological Science 2022 Meeting, June 27-29, 2022, Victoria, British Columbia, Canada (hybrid).

M. Welz, A. Alfons. Identifying periods of careless responding in rating-scale surveys. Econometrics seminar, Maastricht University, June 2, 2022, Maastricht, The Netherlands.

A. Alfons, D. Touw, I. Wilms. Node clustering in large-scale graphical models. 14th International Conference of the ERCIM Working Group on Computational and Methodological Statistics, December 18-20, 2021, London, UK (hybrid).

A. Alfons. Sparse robust regression and model selection. Workshop on Robustness & R, International Conference on Robust Statistics, September 20-24, 2021, Vienna, Austria (hybrid).

A. Alfons, N.Y. Ateş. Robust mediation analysis. Society for the Improvement of Psychological Science 2021 Meeting, June 23-25, 2021 (online).

N. Štefelová, A. Alfons, J. Palarea-Albaladejo, P. Filzmoser, K. Hron. Cellwise and rowwise robust regression with compositional covariates. Data Science, Statistics & Visualisation (DSSV) Conference, July 29-31, 2020, Duke University (online). Invited talk.

A. Alfons. A projection pursuit approach for robust maximum association measures with an extension for sparsity. Statistics seminar, Université catholique de Louvain, November 15, 2019, Louvain-la-Neuve, Belgium.

A. Alfons, N.Y. Ateş, P.J.F. Groenen. Robust mediation analysis using the R package robmed. useR! The R User Conference, July 9-12, 2019, Toulouse, France.

A. Alfons, N.Y. Ateş, P.J.F. Groenen. Mediation analysis via the fast and robust bootstrap. International Conference on Robust Statistics, May 28-31, 2019, Guayaquil, Ecuador.

A. Alfons, C. Croux, P. Filzmoser. Robust sparse maximum association estimators. 23nrd International Conference on Computational Statistics, August 28-31, 2018, Iasi, Romania.

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 ]

M. Welz, A. Alfons, M. Demirer, V. Chernozhukov. GenericML: Generic Machine Learning Inference. R package. [ CRAN | GitHub ]

K. Nordhausen, A. Alfons, A. Archimbaud, H. Oja, A. Ruiz-Gazen, D.E. Tyler. ICS: Tools for Exploring Multivariate Data via ICS/ICA. R package. [ CRAN | GitHub ]

A. Archimbaud, A. Alfons, K. Nordhausen, A. Ruiz-Gazen. ICSClust: Tandem Clustering with Invariant Coordinate Selection. R package. [ CRAN | GitHub ]

A. Alfons, J. Holzer, M. Templ, A. Haider. laeken: Estimation of Indicators on Social Exclusion and Poverty. R package. [ CRAN | GitHub ]

A. Alfons, N. Štefelová. lmcrCoda: Cellwise and rowwise robust linear regression with compositional covariates. Collection of R functions. [ GitHub ]

A. Alfons. perry: Resampling-Based Prediction Error Estimation for Regression Models. R package. [ CRAN | GitHub ]

A. Alfons. perryExamples: Examples for Integrating Prediction Error Estimation into Regression Models. R package. [ CRAN | GitHub ]

A. Alfons. r2spss: Format R Output to Look Like SPSS. R package. [ CRAN | GitHub ]

A. Alfons. robmed: (Robust) Mediation Analysis. R package. [ CRAN | GitHub ]

A. Alfons, A. Archimbaud, V. Drenth. robmedExtra: Extra Functionality for (Robust) Mediation Analysis. R package. [ CRAN | GitHub ]

A. Alfons. ROBMED: A robust bootstrap test for mediation analysis. SPSS R extension bundle. [ GitHub ]

A. Alfons. robustHD: Robust Methods for High-Dimensional Data. R package. [ CRAN | GitHub ]

A. Alfons. simFrame: Simulation Framework. R package. [ CRAN | GitHub ]

M. Templ, A. Kowarik, B. Meindl, A. Alfons. simPop: Simulation of Complex Synthetic Data Information. R package. [ CRAN | GitHub ]

M. Templ, A. Kowarik, A. Alfons, G. de Cillia, W. Rannetbauer. VIM: Visualization and Imputation of Missing Values. R package. [ CRAN | GitHub ]