Forschungsgruppe "Stochastische Algorithmen und Nichtparametrische Statistik"

Seminar "Modern Methods in Applied Stochastics and Nonparametric Statistics" Summer semester 2011

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.
12.04.2011 No talk!
19.04.2011 No talk!
26.04.2011 No talk!
03.05.2011 Peter Friz (WIAS, TU Berlin)
First meeting - reading group on viscosity theory and related topics
10.05.2011 Natalia Bochkina (WIAS, University Edinburgh)
Consistency and efficiency of the posterior distribution in generalised linear inverse problems
17.05.2011 Peter Friz (WIAS, TU Berlin)
Second meeting - reading group on viscosity theory and related topics
24.05.2011 Jianing Zhang (WIAS Berlin)
Lp-solutions of BSDEs with time delayed generators
31.05.2011 John Schoenmakers (WIAS Berlin)
New dual methods for single and multiple exercise options
07.06.2011 Marina Bogomolov (Tel-Aviv University)
Hierarchical Testing of Subsets of Hypotheses
14.06.2011 No talk!
21.06.2011 Ronnie Loeffen (WIAS Berlin)
Option pricing in affine term structure models via spectral representations
28.06.2011 Hilmar Mai (HU Berlin)
Attention! The seminar will be held in room 405. Efficient estimation for a Lévy-driven SDEs and jump filtering
05.07.2011 Stéphane Mallat (CMAP, Ecole Polytechnique)
High Dimensional Classification with Invariant Representations
12.07.2011 Andreas Andresen (HU Berlin)
Schilder's theorem for Hilbert space valued Wiener processes, a sequence space approach

last reviewed: May, 31, 2011, Christine Schneider, Karsten Tabelow