Research Group "Stochastic Algorithms and Nonparametric Statistics"
Seminar "Modern Methods in Applied Stochastics and Nonparametric Statistics" Winter Semester 2026/27
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| 01.09.2026 | ESH, A.-W.-Amo-STR. 39! | |
| 08.09.2026 | |
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| 15.09.2026 | |
| 22.09.2026 | |
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| 29.09.2026 | |
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| 06.10.2026 | Prof. Dr. Vladimir Spokoiny (WIAS Berlin) |
| Gaussian mixtures on manifolds |
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| 13.10.2026 | Prof. Dr. Walter Schachermayer (University of Vienna) |
| Bass martingales versus martingale Schrödinger bridges We analyze two different optimization criteria for martingale transports between two probability measures mu, nu on R^d. Bass martingales pertain to the optimality with respect to a certain Wasserstein distance, while martingale Schrödinger bridges pertain to minimality of the relative entropy with respect to Wiener measure. We discuss the similarities and differences of these two approaches. In a recent paper by Backhoff, Beiglböck, Bifronte, and Ley martingale Schrödinger bridges were crucially related to Föllmer processes which have been studied in the eighties. |
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| 20.10.2026 | Dr. Stefan Schrott (WIAS Berlin) |
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| 27.10.2026 | Dr. Davit Gogolashvili (WIAS Berlin) |
| Minimax estimation of Kernel Stein discrepancy Kernel Stein Discrepancy (KSD) compares a sample to a fixed target distribution known only through its score, and is widely used for goodness-of-fit testing, sample quality assessment, and approximate inference. We study the estimation of KSD from n independent observations and identify the sharp spectral constant governing the minimax risk: it is the Hilbert-Schmidt norm of the Stein covariance operator. |
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| 03.11.2026 | Dr. Christian Bayer (WIAS Berlin) |
| HVP 11a, R.313 | Quasi-Monte Carlo with domain transformation for efficient fourier pricing of multi-asset options
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| 10.11.2026 | Prof. Dr. Johannes Schmidt-Hieber (WIAS Berlin) |
| Group discussion: Adapting our research in view of AI progress
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| 17.11.2026 | Chenguang Duan (WIAS Berlin ) |
| Neural sampling via Wasserstein--Fisher--Rao JKO scheme
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| 24.11.2026 | |
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| 01.12.2026 | |
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| 08.12.2026 | |
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| 15.12.2026 | |
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last reviewed: August 20, 2026 by Christine Schneider