Upcoming Events

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Monday, 22.05.2017, 14.00 Uhr (WIAS-ESH)
Seminar Quantitative Biomedizin
Dr. R. Blossey, University of Lille 1 & CNRS, Frankreich:
Beyond Poisson-Boltzmann: Charge correlation effects in DNA adsorption and transport through nanopores
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In soft matter systems electrostatic effects are often of utmost importance. Their mathematical description is commonly based on mean-field type theories, the standard approach being the Poisson-Boltzmann equation. This equation is known to fail if charge correlation effects, e.g., due to the presence of image charges at interfaces, become important. In this talk I will explain how one can go beyond the Poisson-Boltzmann equation in order to treat such mechanisms. As two exemplary applications I will discuss the correlation-induced adsorption of DNA on like-charged surfaces and the conversion of ionic currents in DNA translocation through nanopores.

Host
WIAS Berlin
May 23, 2017 (WIAS-HVP-3.13)
Workshop/Konferenz: Leibniz MMS Mini Workshop on Mathematical Aspects in Linguistics
more ... Location
Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 3. Etage, Raum: 3.13

Host
WIAS Berlin
Tuesday, 23.05.2017, 11.00 Uhr (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
R. Gruhlke, WIAS Berlin:
Analysis and Numerics of a Hardy problem featuring an inverse square point potential
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Tuesday, 23.05.2017, 15.00 Uhr (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Prof. A. Gulisashvili, Ohio University, USA:
Extreme-strike asymptotics for general Gaussian stochastic volatility
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Tuesday, 23.05.2017, 15.15 Uhr (WIAS-ESH)
Oberseminar Nonlinear Dynamics
Dr. P. Gurevich, Freie Universität Berlin:
A short introduction to machine learning: Towards (un)certainty quantification
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Machine learning is a rapidly developing field that deals with searching for and generating patterns in data. It is nowadays a very broad field encompassing many tasks and methods. In my talk, I will give a short overview, rapidly narrowing my focus towards a particular topic, namely, neural networks and their ability not only to find patterns but also quantify how certain they are in doing so. If time permits, I will conclude with a discussion of our joint work with Hannes Stuke on certainty quantification.

Host
WIAS Berlin
Freie Universität Berlin
Wednesday, 24.05.2017, 10.00 Uhr (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Prof. C. Kirch, Universität Magdeburg:
Frequency domain likelihood approximations for time series bootstrapping and bayesian nonparametrics
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
A large class of time series methods are based on a Fourier analysis, which can be considered as a whitening of the data, giving rise for example to the famous Whittle likelihood. In particular, frequency domain bootstrap methods have been successfully applied in a large range of situations. In this talk, we will rst review existing frequency domain bootstrap methodology for stationary time series before generalizing them for locally stationary time series. To this end, we rst introduce a moving Fourier transformation that captures the time-varying spectral density in a similar manner as the classical Fourier transform does for stationary time series. We obtain consistent estimators for the local spectral densities and show that the corresponding bootstrap time series correctly mimics the covariance behavior of the original time series. The approach is illustrated by means of some simulations and an application to a wind data set. All time series bootstrap methods are implicitely using a likelihood approximation, which could be used explicitely in a Bayesian nonparametric framework for time series. So far, only the Whittle likelihood has been used in this context to get a nonparametric Bayesian estimation of the spectral density of stationary time series. In a second part of this talk we generalize this approach based on the implicit likelihood from the autoregressive aided periodogram bootstrap introduced by Kreiss and Paparoditis (2003). This likelihood combines a parametric approximation with a nonparametric correction making it particularly attractive for Bayesian applications. Some theoretic results about this likelihood approximation including posterior consistency in the Gaussian case are given. The performance is illustrated in simulations and an application to LIGO gravitational wave data.

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Wednesday, 24.05.2017, 13.15 Uhr (WIAS-ESH)
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization
H. Sun, Renmin University of China, Institute for Mathematical Sciences, China, Volksrepublik:
Weak convergence of proximal ADMM and its relaxations in Hilbert spaces
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
ADMM (Alternating Direction Method of Multipliers) is a popular first order method for mathematical imaging and inverse problems. However, the weak convergence of ADMM in infinite dimensional spaces is not clear yet, which is different from the classical Augmented Lagrangian Method. We will discuss the weak convergence of ADMM and its proximal variants with relaxations in Hilbert spaces.

Further Informations
Joint Research Seminar on Mathematical Optimization / Non-smooth Variational Problems and Operator Equations

Host
WIAS Berlin
Wednesday, 24.05.2017, 15.15 Uhr (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. D. R. M. Renger, WIAS Berlin:
Functions of bounded variation with Banach codomains
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Further Informations
Berliner Oberseminar ``Nichtlineare Partielle Differentialgleichungen'' (Langenbach Seminar)

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Wednesday, 24.05.2017, 18.15 Uhr (WIAS-ESH)
Berliner Kolloquium Wahrscheinlichkeitstheorie/Berlin Young Probabilists' Seminar
Prof. Dr. Ch. Külske, Ruhr-Universität Bochum:
Continuous spin models on annealed random graphs: Modifying the modified mean-field exponents
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We study Gibbs distributions of continuous spins on generalized random graphs. Our main interest lies in the critical behavior of models which show a second order phase transition. We find critical exponents which differ from the mean field exponents when the weight distribution of the generalized random graph becomes too heavy-tailed. For the Ising model this has been proved to occur by Dommers, van der Hofstad, Giardina, and others very recently (CMP 2016). For continuous spins we show in the present analysis that the same modified mean-field exponents known from the Ising model, but also even new universality classes of modified exponents may appear. Joint work with Sander Dommers and Philipp Schriever

Host
Humboldt-Universität zu Berlin
Technische Universität Berlin
Universität Potsdam
WIAS Berlin