Projects

Shown are all currently funded projects. A list of completed projects (since 2008) can be found here .

 DFG Individual Grants Program
 Recursive and sparse approximation in reinforcement learning with applications (>> more)
Project Head: Ch. Bayer, V. Spokoiny, D. Belomestny (Universität Duisburg-Essen)
June 1, 2022 - May 31, 2025
FOR 2402: Rough paths, stochastic partial differential equations and related topicsFOR 2402: Rough paths, stochastic partial differential equations and related topics
 Numerical analysis of rough PDEs (>> more)
Project Head: Ch. Bayer, J. G. M. Schoenmakers, R. Kruse
July 15, 2016 - February 28, 2023
Stochastic Analysis in InteractionStochastic Analysis in Interaction
 Numerics for rough paths and SPDEs
Project Head: Ch. Bayer
April 1, 2020 - March 31, 2023
The Berlin Mathematics Research Center MATH+The Berlin Mathematics Research Center MATH+
 Optimal control in energy markets using rough analysis and deep networks (>> more)
Project Head: Ch. Bayer, P. Friz, J. G. M. Schoenmakers, V. Spokoiny
January 1, 2019 - March 31, 2025
 Volatile Electricity Markets and Battery Storage: A Model-Based Approach for Optimal Control (>> more)
Project Head: Ch. Bayer, M. Landstorfer, Dörte Kreher
May 1, 2022 - March 31, 2025
 Analysis of brain signals by Bayesian Optimal Transport (>> more)
Project Head: P. Dvurechensky, V. Spokoiny
January 1, 2021 - December 31, 2022
 Stochastic and rough aspects in deep neural networks (>> more)
Project Head: Ch. Bayer, P. Friz
January 1, 2021 - December 31, 2022
 Quantitative tissue pressure imaging via PDE-informed assimilation of MR data (>> more)
Project Head: A. Caiazzo, K. Tabelow, I. Sack (Charité)
January 1, 2022 - December 31, 2023
SFB 1294: Data Assimilation - The Seamless Integration of Data and ModelsSFB 1294: Data Assimilation - The Seamless Integration of Data and Models
 Approximative Bayesian inference and model selection for stochastic differential equations (SDEs) (>> more)
Project Head: V. Spokoiny, M. Opper (TU Berlin), S. Reich (Universität Potsdam)
July 1, 2017 - June 30, 2025