Research Group "Stochastic Algorithms and Nonparametric Statistics"

Seminar "Modern Methods in Applied Stochastics and Nonparametric Statistics" Winter semester 2010/2011

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.
14.09.2010 Masashi Sugiyama and Hirotaka Hachiya (Tokyo Institute of Technology, Japan)
Density Ratio Estimation: A New Versatile Tool for Machine Learning
22.09.2010 Roger J.A. Laeven (Tilburg University, CentER and Eurandom)
Wednesday! Non-parametric estimation for multivariate Lévy processes
19.10.2010 no talk!
26.10.2010 no talk!
02.11.2010 Henryk Zähle (Saarbrücken)
Limit theorems and robustness for tail-dependent statistical functionals
09.11.2010 Robert Hable (Universität Bayreuth)
Erhard-Schmidt-Hörsaal, EG! Asymptotic Normality of Support Vector Machines
16.11.2010 Vladimir Spokoiny (WIAS Berlin / HU Berlin)
Oracle Inequalities in Instrumental Variable Estimation with Shape Constraints
23.11.2010 Alexander Gushchin (Steklov Mathematical Institute)
On superreplication prices in a general dynamic market model
30.11.2010 Volker Krätschmer (WIAS Berlin)
Central limit theorems for coherent distribution-invariant risk measures
07.12.2010 Saskia Becker (WIAS Berlin)
Regularization of statistical inverse problems and the Bakushinskii veto
14.12.2010 no talk!
04.01.2011 Mathias Becker (WIAS Berlin)
Exponential moments of self-intersection local times in subcritical dimensions
11.01.2011 Felix Weidemann (HU Berlin)
A generalisation of the Hobson-Rogers-Model
12.01.2011 (additional) Yavor Stoev
Wednesday! Erhard-Schmidt-Hörsaal, EG! Fourier based calibration of stochastic volatility interest rate model with application to risk managment
18.01.2011 no talk!
25.01.2011 Ronnie L. Loeffen (WIAS Berlin)
Applications of splitting schemes to financial diffusion models
01.02.2011 no talk! talk by Junbo Huang (WIAS Berlin) postponed
08.02.2011 Christian Bayer (Wien)
Some applications of cubature on Wiener space
15.02.2011 Marcel Ladkau (WIAS Berlin)
Nonlinear Expectation
08.03.2011 Clayton Scott (University of Michigan, Ann Arbor)
Robust Kernel Density Estimation
15.03.2011 Mikhail Malyutov (Northeastern University, Boston)
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last reviewed: March, 07, 2011, Christine Schneider, Karsten Tabelow