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Tuesday, 17.04.2018, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Prof. P. Friz, WIAS und TU Berlin:
“Algebraic statistics meets rough paths”, joint work with C. Armendola and B. Sturmfels
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
The signature of a parametric curve is a sequence of tensors whose entries are iterated integrals. This construction is central to the theory of rough paths in stochastic analysis. It is here examined through the lens of algebraic geometry. We introduce varieties of signature tensors for both deterministic and random paths. For the former, we focus on piecewise linear paths, on polynomial paths, and on varieties derived from free nilpotent Lie groups. For the latter, we focus on Brownian motion and its mixtures.

Host
WIAS Berlin
Tuesday, 17.04.2018, 15:15 (WIAS-ESH)
Oberseminar Nonlinear Dynamics
M. Zaks, Universität Potsdam:
Collective dynamics of globally coupled excitable units
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
Freie Universität Berlin
WIAS Berlin
Wednesday, 18.04.2018, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Dr. A. Suvorikova, WIAS Berlin:
Gaussian process forecast with multidimensional distributional input
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In this work, we focus on forecasting a Gaussian process indexed by probability distributions. We introduce a family of positive definite kernels constructed with the use of optimal transportation distance and provide their probabilistic understanding. The technique allows to forecast efficiently Gaussian processes, which opens new perspective in Gaussian process modelling.

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Wednesday, 18.04.2018, 13:30 (WIAS-ESH)
Seminar Numerische Mathematik
Prof. P. Deuring, Université du Littoral “Côte d'Opale”, Frankreich:
Stabilitäts- und Fehlerschranken einer FE-FV-Diskretisierung von Konvektions-Diffusionsgleichung: exponentielle Abhängigkeit von Parametern
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Wir betrachten eine FE-FV-Methode zur Bestimmung von Näherungslösungen von Konvektions-Diffusionsgleichungen. Bei dieser Methode wird der Diffusionsterm mittels Crouzeix-Raviart-Elementen diskretisiert, während man den Konvektionsterm durch baryzentrische finite Volumen approximiert. Wir gehen der Frage nach, ob sich Stabilitäts- und Fehlerschranken für diese Methode finden lassen, die von keiner Größe exponentiell abhängen, insbesondere nicht vom Kehrwert des Diffusionskoeffizienten.

Host
WIAS Berlin
Wednesday, 18.04.2018, 15:00 (WIAS-406)
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization
Dr. P. Dvurechensky:
First-order optimization methods with inexact information about the objective function value and its gradient
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
In this talk I will discuss first-order methods with inexact oracle for finite-dimensional optimization. Oracle model of optimization methods assumes that, given a point, the oracle returns some information on the objective function at this point. In the case of first-order optimization methods, this information is the function value and its gradient at this point. I will start with convex problems, inexact oracle defined in the work by O. Devolder, F. Glineur, Yu. Nesterov, Math. Prog., 2014, and convergence rates for gradient descent and accelerated gradient descent in this case. I will also describe an extension for non-convex problems. Then I will discuss some ideas on how these methods potentially can be extended and applied for infinite-dimensional problems. If time allows, I will cover other optimization problems and methods, which I work with. Among others, optimal transport problem and an accelerated gradient descent for its solution, randomized optimization methods, such as random coordinate descent and random derivative-free method, variational inequalities, saddle-point problems and first-order methods for their solution.

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

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Wednesday, 18.04.2018, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
M. Varga, Technische Universität Dresden:
Stochastic unfolding and homogenization
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Further Informations
Berliner Oberseminar “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminar)

Host
WIAS Berlin
Humboldt-Universität zu Berlin