Veranstaltungen

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Mittwoch, 30.11.2022, 15:15 Uhr (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. Dr. Tomáš Roubíček, Czech Academy of Sciences, Tschechische Republik:
Magnetism in the planet Earth and its mathematical modelling (hybrid talk)
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
Two main mechanisms by which the planetary magnetism is manifested, i.e. magnetodynamo and paleomagnetism, will be presented, together with their mathematical models based on continuum thermomechanics at large deformations. The latter mechanism (paleomagnetism) will be restricted on thermoremanent magnetization where the antiferro-to-ferri-magnetic (or parra-to-ferro-magnetic) transition combined with solidification-melting are interesting phenomenona to be modelled.

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Hybridveranstaltung - Teilnahme vor Ort bitte bei Dr. A. Glitzky (annegret.glitzky@wias-berlin.de) anmelden.
Hybrid event - please give Dr. A. Glitzky (annegret.glitzky@wias-berlin.de) notice of your on-site participation.

Veranstalter
Humboldt-Universität zu Berlin
WIAS Berlin
Mittwoch, 30.11.2022, 11:30 Uhr (WIAS-405-406)
Seminar Interacting Random Systems
Julian Kern, WIAS Berlin:
A Fleming-Viot model with varying population size
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Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406

Abstrakt
One drawback of the popular Fleming--Viot model in population genetics is the assumed constant population size (in time and space). We consider a variant of this model that includes variations in the size of the total population intrinsically via heavy-tailed offspring distributions and compare it to the classical model. In particular, we obtain an analogous to the Wright--Fisher diffusion in the setting of large offsprings and discuss in what way it may be viewed as an extension of it.

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Seminar Interacting Random Systems

Veranstalter
WIAS Berlin
Mittwoch, 30.11.2022, 10:00 Uhr (WIAS-ESH)
Forschungsseminar Mathematische Statistik
PhD Mikołaj Kasprzak, University of Luxembourg:
How good is your Laplace approximation? Finite-sample error bounds for a variety of useful divergences (hybrid talk)
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
The Laplace approximation is a popular method of approximating an intractable Bayesian posterior by a suitably chosen Gaussian distribution. But can we trust this approximation for practical use? Its theoretical justification comes from the celebrated Bernstein-von Mises theorem (also known as the Bayesian CLT or BCLT). However, an obstacle to its wider use is the lack of widely applicable post-hoc checks on its quality. Our work provides closed-form, finite-sample quality bounds for the Laplace approximation that simultaneously(1) do not require knowing the true parameter, (2) control posterior means and variances, and (3) apply generally to models that satisfy the conditions of the asymptotic BCLT. In fact, our bounds work even in the presence of misspecification. We compute exact constants in our bounds for a variety of standard models, including logistic regression, and numerically demonstrate their utility. And we provide a framework for analysis of more complex models. This is joint work with Ryan Giordano (MIT) and Tamara Broderick (MIT). A preliminary version of the work is available here: https://arxiv.org/abs/2209.14992.

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Der Vortrag findet bei Zoom statt: https://zoom.us/j/159082384

Veranstalter
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin