Forschungsgruppe "Stochastische Algorithmen und Nichtparametrische Statistik"

Seminar "Modern Methods in Applied Stochastics and Nonparametric Statistics" Summer semester 2010

Place: Weierstrass-Institute for Applied Analysis and Stochastics
Room 406 (4th floor), Mohrenstraße 39, 10117 Berlin
Time: Tuesdays, 3.00 p.m. - 4.00 p.m.
13.04.2010 Peter Mathé (WIAS Berlin)
Mathematics of Conjugate Gradient Iteration
20.04.2010 Nicole Krämer (WIAS Berlin)
Conjugate Gradient Regularization - a Statistical Framework for Partial Least Squares Regression
27.04.2010 no talk!
04.05.2010 Jörg Polzehl/Karsten Tabelow (WIAS Berlin)
Some statistical problems in Magnetic Resonance Imaging
11.05.2010 Le-Minh Ho (HU Berlin)
Saddle point model selection with application to multiple testing
18.05.2010 Volodja Spokoiny (WIAS/HU Berlin)
Parametric estimation methods I
20.05.2010 Special talk!: Gregory Temnov (University College Cork)
Extended stability property for exponential families: a model for financial applications
25.05.2010 Volodja Spokoiny (WIAS/HU Berlin)
Parametric estimation methods II
01.06.2010 Volodja Spokoiny (WIAS/HU Berlin)
Parametric estimation methods III
08.06.2010 Jim Gatheral (New York University)
Random matrix theory and correlaticp on estimation
15.06.2010 Valentin Patilea (INSA, Rennes)
Bandwidth-Robust Inference with Conditional Moment Restrictions
22.06.2010 Robert Liptser (Tel Aviv University)
Modification of Beneš approach. New proof and applications
29.06.2010 Oleksandr Valinkevych (HU Berlin)
Local polynomial adaptive regression estimation
06.07.2010 Ronnie Loeffen (WIAS Berlin)
The Ornstein-Uhlenbeck type risk model: absolute ruin and spectral representation
13.07.2010 no talk!

last reviewed: Sept, 01, 2010, Christine Schneider