Research Group "Stochastic Algorithms and Nonparametric Statistics"

Research Seminar "Mathematical Statistics" Winter Semester 19/20

  • Place: Weierstrass-Institute for Applied Analysis and Stochastics, Erhard-Schmidt-Hörsaal, Mohrenstraße 39, 10117 Berlin
  • Time: Wednesdays, 10.00 a.m. - 12.30 p.m.
16.10.19 Alexey Onatskiy (Cambridge University)
Cointegration the modern way
23.10.19 Prof. Vladimir Spokoiny (WIAS Berlin)
Bayesian inference for nonlinear inverse problems
We discuss the properties of the posterior for a wide class of statistical models including nonlinear generalised regression and deep neuronal networks, nonlinear inverse problems, nonparametric diffusion, error-in-operator and IV models. The new calming approach helps to treat all such problems in a unified manner and to obtain tight finite sample results about Gaussian approximation of the posterior with an explicit error bound in term of so called effective dimension.
30.10.19 N. N.

06.11.19 Charles Manski (North Western University, USA)
Patient care under uncertainty (Hermann Otto Hirschfeld Lecture 2019)
13.11.19 Merle Behr (University of California, Berkeley)
The seminar takes place at room 406, 4th floor!
20.11.19

27.11.19

04.12.19
The seminar takes place at room 406, 4th floor!
11.12.19

18.12.19
08.01.20

15.01.20

22.01.20

29.01.20
The seminar takes place at room 406, 4th floor!
05.02.20

12.02.20

19.02.20



last reviewed: September 18, 2019 by Christine Schneider