Research Group "Stochastic Algorithms and Nonparametric Statistics"

Seminar "Modern Methods in Applied Stochastics and Nonparametric Statistics" Winter Semester 2018/2019

  • Place: Weierstrass-Institute for Applied Analysis and Stochastics, Room 406 (4th floor), Mohrenstraße 39, 10117 Berlin
  • Time: Tuesdays, 3:00PM - 4:00PM
11.09.2018 Franz Besold (Humboldt-Universität zu Berlin)
Adaptive clustering using kernel density estimators
We investigate statistical properties of a clustering algorithm suggested by Ingo Steinwart, Bharath K. Sriperumbudur and Philipp Thomann that receives level set estimates from a kernel density estimator and then estimates the first split in the density level cluster tree if such a split is present or detects the absence of such a split. Key aspects of the analysis include finite sample guarantees, consistency, rates of convergence, and an adaptive data-driven strategy for choosing the kernel bandwidth. For the rates and the adaptivity we do not need continuity assumptions on the density such as Hölder continuity, but only require intuitive geometric assumptions of non-parametric nature.
18.09.2018 Prof. Thamban Nair (Indian Institute of Technology Madras)
An inverse problem in parabolic PDEs
25.09.2018
Seminar room no. 3.13 at HVP 11a
02.10.18

09.10.2018
Seminar room no. 3.13 at HVP 11a
16.10.18 Alexander Gasnikov
Unified view on accelerated methods for structural convex optimization problems
23.10.18

30.10.18
ESH Lecture room
06.11.18

13.11.18
Seminar room no. 3.13 at HVP 11a
20.11.18

27.11.18

04.12.18

11.12.18

18.12.18



last reviewed: August 22, 2018, Christine Schneider