Forschungsgruppe "Stochastische Algorithmen und Nichtparametrische Statistik"

Seminar "Modern Methods in Applied Stochastics and Nonparametric Statistics" Winter Semester 2014/2015

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.
14.10.14 Raphael Kruse (TU Berlin)
Numerical solution of stochastic differential equations under one-sided Lipschitz conditions
21.10.14 Konstantin Schildknecht (WIAS Berlin)
Simultaneous Statistical Inference for Epigenetic Methylation Data
28.10.14 Mario Maurelli (WIAS Berlin)
Mean field equations and a model on lithium-ion batteries
04.11.14 Roland Hildebrand (WIAS Berlin)
A problem in geometric probability with applications to finance
11.11.14 Andreas Andresen (WIAS Berlin)
Two convergence results for an alternation maximizaiton procedure
18.11.14 iCalendar John Schoenmakers (WIAS Berlin)
Regression based duality approach to optimal control, with application to hydro electricity storage
25.11.14 iCalendar Marcel Ladkau (WIAS Berlin)
Robust optimal stopping
02.12.14 iCalendar Andzhey Koziuk (Moscow Institute of Physics and Technology)
Linear hypothesis testing for the case with weak instrumental variables
09.12.14 iCalendar Mikhail Malioutov (Northeastern University)
SCOT modeling, training and homogeneity testing
16.12.14 cancelled
06.01.15 no seminar
13.01.15 iCalendar Niklas Willrich (WIAS Berlin)
Results on an automated Lepski's method
20.01.15 Moritz Jirak (HU Berlin)
Rate of convergence in the (weighted) CLT under weak dependence
27.01.15 no seminar
3rd Annual ERC Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis
03.02.15 Tigran Nagapetyan (WIAS Berlin)
Variance reduced Monte Carlo path simulation method
10.02.15 Nikolay Baldin (HU Berlin)
A new estimator for the volume of a convex set

last reviewed: January 19, 2015, Christine Schneider, Karsten Tabelow