Research Group "Stochastic Algorithms and Nonparametric Statistics"

Seminar "Modern Methods in Applied Stochastics and Nonparametric Statistics" Summer Semester 2016

Place: Weierstrass-Institute for Applied Analysis and Stochastics
Room 406 (4th floor), Mohrenstraße 39, 10117 Berlin
Time: Tuesdays, 4.00 p.m. - 5.00 p.m.
12.04.16 Johannes Ebert (Humboldt-Universität zu Berlin)
Wasserstein barycenters of random probability measures
19.04.16 Dr. Roland Hildebrand (WIAS Berlin)
Regression based duality approach to optimal control with application to hydro electricity storage
26.04.16 Dr. P. Dvurechensky (WIAS Berlin)
Gradient and gradient-free methods for learning a web-page ranking algorithm
03.05.16 Dr. Matthias Liero (WIAS Berlin)
On Entropy-Transport problems and the Hellinger-Kantorovich distance
10.05.16 Prof. Leonid Berlyand (Pennsylvania State University)
Phase field model of cell motility: Sharp interface limit and traveling waves
17.05.16 Dr. Peter Mathé (WIAS Berlin)
Bayes methods within the BOP project
24.05.16 Dr. Olaf Klein (WIAS Berlin)
The play-operator, the Preisach-operator and its variants: Identification and evaluation
31.05.16 Andrea Locatelli (Universität Potsdam)
Pure exploration bandit problems
07.06.16 Dr. Alexey Naumov (Lomonosov Moscow State University)
Starting at 3:00 p.m. Extreme singular values of random matrices
14.06.16 Dr. Fabian Dickmann (WIAS Berlin)
Deloitte-WIAS Project: Multi-curve LIBOR model and calibration to caps and swaptions
21.06.16 Maurilio Danio Gutzeit (Universität Potsdam)
Minimax separation rates for testing convex hypotheses in R^d .
28.06.16 Dr. Artem Sapozhnikov (MPI MIS, Leipzig)
Geometric aspects of random walks on large tori
05.07.16 Dr. Joaquim Serra (WIAS Berlin)
American option pricing with Lévy diffusion: an introduction to nonlocal equations
12.07.16 Peter Friz (WIAS Berlin/TU Berlin)
Asymptotics in rough stochastic volatility models
19.07.16 Sebastian Boeckel (Humboldt-Universität zu Berlin)
High-dimensional nonparametric hypothesis testing using Monge-Kantorovich-depth
23.08.16 Prof. Alexander Goldenschluger (University of Haifa)
Statistical inference for the M/G/infinity queue

last reviewed: August, 17, 2016, Christine Schneider