Research Group "Stochastic Algorithms and Nonparametric Statistics"

Seminar "Modern Methods in Applied Stochastics and Nonparametric Statistics" Summer Semester 2012

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.
06.03.12 Niklas Willrich (HU Berlin)
Solutions of martingale problems for Lévy-type operators with discontinuous parameters and existence of weak solutions for associated stochastic differential equations
10.04.12 No seminar
17.04.12 No seminar
24.04.12 Marcel Ladkau (WIAS Berlin)
Multilevel policy iteration for pricing American options
01.05.12 No seminar
08.05.12 Christian Bayer (WIAS Berlin)
Utility maximization in a binomial model with proportional transaction costs
15.05.12 Weining Wang (HU Berlin)
Tieing the straps: uniform bootstrap confidence interval for generalized linear models
22.05.12 Peter Friz (WIAS Berlin/TU Berlin)
Rough Stochastic PDEs, a Primer
NOTE (changed room and time!): 11:00 at ESH (Erhard-Schmidt-Hörsaal)
29.05.12 No seminar (joint workshop WIAS/PreMoLab in Moskau)
Stochastic and Predictive Modeling
05.06.12 Peter Mathé (WIAS Berlin)
Regularization of statistical inverse problems in Hilbert space
12.06.12 Joscha Diehl (TU Berlin)
Robust Filtering: Correlated Noise and Multidimensional Observation
20.06.12 Lorenzo Rosasco (IIT-MIT)
Learning Sets with Separating Kernels and Spectral Regularization
NOTE (changed date and time!): Jun 20th, 14:00 at 406
26.06.12 Ismael Bailleul (University of Cambridge)
Flows driven by rough paths
Please note that room and time are changed: 11 AM at ESH.
03.07.12 Sebastian Riedel (TU Berlin)
Gaussian rough paths and multilevel Monte Carlo
10.07.12 Jianing Zhang (WIAS Berlin)
General utility maximization and fully-coupled FBSDEs of quadratic growth
Please note that room and time are changed: 11 AM at ESH.

last reviewed: Jun, 05, 2012, Christine Schneider