Forschungsgruppe "Stochastische Algorithmen und Nichtparametrische Statistik"

Seminar "Modern Methods in Applied Stochastics and Nonparametric Statistics" Summer Semester 2013

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.
Wednesday, 03.04.13 First Talk: Mirjam Blum (Universität Siegen)
13:30 - 14:30 im ESH: A short introduction into a few aspects of environmental physics and geomathematics
Second Talk: Dr. Roland Hildebrand (Université Joseph Fourier, Grenoble)
15:30 - 16:30 im ESH: Konvexe Optimierung und semi-definite Relaxierungen
09.04.13 No seminar!
Monday, 15.04.13 Dr. Andrea Fuster (TU Eindhoven)
11:00 - 12:00 im ESH: Riemannian framework for brain diffusion MRI
23.04.13 No seminar!
30.04.13 Dr. Alexander Goldenshluger
A unified framework for change point detection and other related problems
07.05.13 Marcel Ladkau (WIAS Berlin)
A new multi-factor stochastic volatility model with displacement
14.05.13 Mathias Trabs (HU Berlin)
Semiparametric efficiency for inverse problems with applications to deconvolution and Lévy models
21.05.13 Alexander Gasnikov (MIPT, Moscow, Russia)
Sparsity page rank
28.05.13 cancelled
04.06.13 Niklas Willrich (WIAS Berlin)
An extension of finite sample theory for infinite dimensional parameters
11.06.13 Ekatherina Bezgina (Universität Magdeburg)
Dependence properties of sequential order statistics
18.06.13 Elmar Diederichs (MIPT, Moscow, Russia)
Identifying enterotypes by high dimensional clustering
25.06.13 Hanna Griepentrog (Humboldt-Universität zu Berlin)
Non-commutative Bernstein inequality and its applications to random design
02.07.13 the room changes! Jim Gatheral (Baruch College, New York)
Erhardt-Schmidt-Hörsaal, ground floor Market impact with autocorrelated order flow under perfect competition: The Donier model
09.07.13 Prof. Peter Friz (WIAS/TU Berlin)
On the pathwise solution of fully non-linear stochastic partial differential equations
16.07.13 Eric Luçon (TU Berlin)
Disordered models of mean-field interacting neurons
23.07.13 Joscha Diehl (TU Berlin)
Rotation invariants of 2D curves and applications to character recognition
30.07.13 No seminar!
20.08.13 Nikolay Baldin (HU Berlin)
Empirical Bayes and hierarchical Bayes: do they merge?
27.08.13 Reinhard Ellwanger (European University Institute, Florence, Italy)
The term structure of volatility in commodity futures markets
03.09.13 No seminar!
10.09.13, 10:00 AM Hilmar Mai (WIAS Berlin)
Erhardt-Schmidt-Hörsaal, ground floor Rough path analysis of likelihood estimators for multivariate diffusions
10.09.13, 15:00 PM Maxim Panov (MIPT, Moscow)
The (non-)asymptotic posterior properties of hidden Markov models and Bernstein-von Mises theorem
17.09.13 No seminar!
24.09.13 Dr. Romain Allez (WIAS Berlin)
Short introduction to random matrix theory and its applications

last reviewed:September 9, 2013, Christine Schneider