Forschungsgruppe "Stochastische Algorithmen und Nichtparametrische Statistik"

Seminar "Modern Methods in Applied Stochastics and Nonparametric Statistics" Summer Semester 2015

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.
14.04.15 No Seminar
21.04.15 Michael Tretyakov (University of Nottingham, UK)
Long-time numerical integration of stochastic gradient systems
28.04.15 Vladimir Spokoiny (WIAS Berlin, HU Berlin)
Some deviation bounds for random matrices with statistical applications
05.05.15 Alexandra Suvorikova (HU Berlin)
2-Wasserstein barycenter and its applications to data analysis
12.05.15 Josef Ladenbauer (TU Berlin)
Low-dimensional spike rate dynamics of coupled adaptive model neurons
19.05.15 Lars Ruthotto (Emory University, Atlanta)
Numerical Methods for Hyperelastic Image Registration
26.05.15 Nazar Buzun (WIAS Berlin)
Multiplier bootstrap in change point detection
02.06.15 Pavel Dvurechensky (WIAS Berlin)
Random gradient-free methods for web page ranking model learning
09.06.15 no talk
16.06.15 Prof. Mikhail Malyutov (Northeastern University, Boston, USA)
SCOT modeling, training and Homogeneity testing
23.06.15 Martin Huesmann (Universität Bonn)
The geometry of multi-marginal Skorokhod embedding
30.06.15 Mario Maurelli (WIAS Berlin)
A large deviation principle for mean field interacting particle SDEs, via rough paths
07.07.15 John Schoenmakers (WIAS-Berlin)
Uniform approximation of the CIR process via exact simulation at random times
14.07.15 Marcel Ladkau (Humboldt-Universität zu Berlin)
Stochastic volatility Libor modeling and efficient algorithms for optimal stopping problems
21.07.15 Vladimir Ulyanov (Lomonosov Moscow State University)
Asymptotic analysis for nonlinear forms in random elements
25.08.15 Dr. A. Naumov (Lomonosov Moscow State University)
Limit theorems for random matrices and their applications

last reviewed: August 12, 2015, Christine Schneider, Karsten Tabelow