Upcoming Events

Many events are currently organized online. Information on how to access these events can be found by clicking “more” below the respective entry.


go to archive

Wednesday, 30.11.2022, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
PhD Mikołaj Kasprzak, University of Luxembourg:
How good is your Laplace approximation? Finite-sample error bounds for a variety of useful divergences (hybrid talk)
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The Laplace approximation is a popular method of approximating an intractable Bayesian posterior by a suitably chosen Gaussian distribution. But can we trust this approximation for practical use? Its theoretical justification comes from the celebrated Bernstein-von Mises theorem (also known as the Bayesian CLT or BCLT). However, an obstacle to its wider use is the lack of widely applicable post-hoc checks on its quality. Our work provides closed-form, finite-sample quality bounds for the Laplace approximation that simultaneously(1) do not require knowing the true parameter, (2) control posterior means and variances, and (3) apply generally to models that satisfy the conditions of the asymptotic BCLT. In fact, our bounds work even in the presence of misspecification. We compute exact constants in our bounds for a variety of standard models, including logistic regression, and numerically demonstrate their utility. And we provide a framework for analysis of more complex models. This is joint work with Ryan Giordano (MIT) and Tamara Broderick (MIT). A preliminary version of the work is available here: https://arxiv.org/abs/2209.14992.

Further Informations
Der Vortrag findet bei Zoom statt: https://zoom.us/j/159082384

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Wednesday, 30.11.2022, 11:30 (WIAS-405-406)
Seminar Interacting Random Systems
Julian Kern, WIAS Berlin:
A Fleming-Viot model with varying population size
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406

Abstract
One drawback of the popular Fleming--Viot model in population genetics is the assumed constant population size (in time and space). We consider a variant of this model that includes variations in the size of the total population intrinsically via heavy-tailed offspring distributions and compare it to the classical model. In particular, we obtain an analogous to the Wright--Fisher diffusion in the setting of large offsprings and discuss in what way it may be viewed as an extension of it.

Further Informations
Seminar Interacting Random Systems

Host
WIAS Berlin
Wednesday, 30.11.2022, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. Dr. Tomáš Roubíček, Czech Academy of Sciences, Tschechische Republik:
Magnetism in the planet Earth and its mathematical modelling (hybrid talk)
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Two main mechanisms by which the planetary magnetism is manifested, i.e. magnetodynamo and paleomagnetism, will be presented, together with their mathematical models based on continuum thermomechanics at large deformations. The latter mechanism (paleomagnetism) will be restricted on thermoremanent magnetization where the antiferro-to-ferri-magnetic (or parra-to-ferro-magnetic) transition combined with solidification-melting are interesting phenomenona to be modelled.

Further Informations
Hybridveranstaltung - Teilnahme vor Ort bitte bei Dr. A. Glitzky (annegret.glitzky@wias-berlin.de) anmelden.
Hybrid event - please give Dr. A. Glitzky (annegret.glitzky@wias-berlin.de) notice of your on-site participation.

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Wednesday, 07.12.2022, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Prof. Mathias Vetter, Christian-Albrechts-Universität zu Kiel:
On goodness-of-fit testing for point processes (hybrid talk)
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Typical models for point processes like Hawkes processes or inhomogeneous Poisson processes are often of a parametric form where the intensity function or an additional self-exciting component is known up to an unspecified parameter. A lot of research since the seminal paper by Ogata (1978) has been devoted to the estimation of these unknown parameters but even in these rather standard models a consistent goodness-of-fit test has been missing. This talk aims to fill this gap. We will show how to formally set up a bootstrap procedure to allow for goodness-of-fit testing and we will discuss how to prove consistency of the test in the (already quite involved) case of an inhomogenous Poisson process.

Further Informations
Der Vortrag findet bei Zoom statt: https://zoom.us/j/159082384

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Wednesday, 07.12.2022, 11:30 (WIAS-405-406)
Seminar Interacting Random Systems
Daniel Heydecker, MPI Leipzig:
tba
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406

Further Informations
Seminar Interacting Random Systems

Host
WIAS Berlin
Tuesday, 13.12.2022, 15:00 (WIAS-405-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. Amal Alphonse, WIAS Berlin:
Risk-averse optimal control of random elliptic variational inequalities (hybrid talk)
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406

Abstract
In this talk, I will discuss a risk-averse optimal control problem governed by an elliptic variational inequality (VI) subject to random inputs. I will derive two forms of first-order stationarity conditions for the problem by passing to the limit in a penalised and smoothed approximating control problem. The lack of regularity with respect to the uncertain parameters and complexities induced by the presence of the risk measure give rise to delicate analytical challenges seemingly unique to the stochastic setting. To finish, I will briefly discuss a path-following stochastic approximation algorithm and demonstrate it on an example.

Further Informations
Dieser Vortrag findet bei Zoom statt: https://zoom.us/j/492088715

Host
WIAS Berlin
Wednesday, 14.12.2022, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Jovanka Lili Matic, Humboldt-Universität zu Berlin:
Global sensitivity analysis in the presence of missing values (hybrid talk)
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Further Informations
Der Vortrag findet bei Zoom statt: https://zoom.us/j/159082384

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Wednesday, 14.12.2022, 11:30 (WIAS-405-406)
Seminar Interacting Random Systems
Andreas Klippel, TU Darmstadt:
tba
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406

Further Informations
Seminar Interacting Random Systems

Host
WIAS Berlin