Education

–2019/08 – 2022/06 University of Bern, PhD in Statistics. Supervisor: Johanna Ziegel

–2013/09-2019/06 University of Bern, Bachelor in Mathematics and Master in Statistics

Employment

–2025/12 – ongoing, Tsinghua University, Department of Statistics and Data Science, Assistant Professor

–2025/05 – 2025/08, IQAir Beijing, Data Scientist

–2023/10 – 2024/11, UBS Switzerland, Quantitative Analyst

–2022/09 – 2023/09, ETH Zurich, Postdoctoral Researcher. Supervisor: Peter Bühlmann

Preprints

Sam Allen, Georgios Gavrilopoulos, Alexander Henzi, Gian-Reto Kleger, and Johanna Ziegel. In-sample calibration yields conformal calibration guarantees. arXiv e-prints, art. arXiv:2503.03841, 2025.

Published articles

Peter Grünwald, Alexander Henzi, and Tyron Lardy. Anytime-valid tests of conditional independence under model-X. Journal of the American Statistical Association, 119(546):1554–1565, 2024.

Alexander Henzi and Michael Law. A rank-based sequential test of independence. Biometrika, 111:1169–1186, 2024.

Eva-Maria Walz, Alexander Henzi, Johanna Ziegel, and Tilmann Gneiting. Easy uncertainty quantification (EasyUQ): Generating predictive distributions from single-valued model output. SIAM Review, 66(1):91–122, 2024.

Fadoua Balabdaoui, Alexander Henzi, and Lukas Looser. Estimation and convergence rates in the distributional single index model. Statistica Neerlandica, 78(4):636–663, 2024.

Alexander Henzi, Xinwei Shen, Michael Law, and Peter Bühlmann. Invariant probabilistic prediction. Biometrika, 112: asae063, 2024.

Alexander Henzi, Gian-Reto Kleger, and Johanna F. Ziegel. Distributional (single) index models. Journal of the American Statistical Association, 118(541):489–503, 2023.

Alexander Henzi. Consistent estimation of distribution functions under increasing concave and convex stochastic ordering. Journal of Business & Economic Statistics, 41(4):1203–1214, 2023.

Sebastian Arnold, Alexander Henzi, and Johanna F. Ziegel. Sequentially valid tests for forecast calibration. The Annals of Applied Statistics, 17(3):1909–1935, 2023.

Timo Dimitriadis, Lutz Dümbgen, Alexander Henzi, Marius Puke, and Johanna Ziegel. Honest calibration assessment for binary outcome predictions. Biometrika, 110(3):663–680, 2023.

Alexander Henzi and Lutz Dümbgen. Some new inequalities for beta distributions. Statistics & Probability Letters, 195: Paper No. 109783, 8, 2023.

Alexander Henzi, Marius Puke, Timo Dimitriadis, and Johanna Ziegel. A safe Hosmer-Lemeshow test. The New England Journal of Statistics in Data Science, 2(2):175–189, 2023.

Alexander Henzi, Alexandre Mösching, and Lutz Dümbgen. Accelerating the pool-adjacent-violators algorithm for isotonic distributional regression. Methodology and Computing in Applied Probability, 24(4):2633–2645, 2022.

Alexander Henzi and Johanna F. Ziegel. Valid sequential inference on probability forecast performance. Biometrika, 109(3): 647–663, 2022.

Alexander Henzi and Johanna F. Ziegel. Correction to: ‘Valid sequential inference on probability forecast performance’. Biometrika, 109(4):1181–1182, 2022.

Alexander Henzi, Johanna F. Ziegel, and Tilmann Gneiting. Isotonic distributional regression. Journal of the Royal Statistical Society. Series B. Statistical Methodology, 83(5):963–993, 2021.

Alexander Henzi, Gian-Reto Kleger, Matthias P. Hilty, Pedro D. Wendel Garcia, Johanna F. Ziegel, on behalf of RISC-19 ICU Investigators for Switzerland. Probabilistic analysis of COVID-19 patients’ individual length of stay in Swiss intensive care units. PLOS ONE, 16(2):1–14, 2021.

Claudia C. Vassella, Jeremy Koch, Alexander Henzi, Alexander Jordan, Roger Waeber, Reto Iannaccone, and Roland Charrière. From spontaneous to strategic natural window ventilation: Improving indoor air quality in Swiss schools. International Journal of Hygiene and Environmental Health, 234:113746, 2021.