Research Group "Stochastic Algorithms and Nonparametric Statistics"
Seminar "Modern Methods in Applied Stochastics and Nonparametric Statistics" Winter Semester 2025/26
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| 07.10.2025 | |
| 14.10.2025 | |
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| 21.10.2025 | Saif Ben Naamia (KAUST) |
| Stochastic optimal control with discrete partial observations | |
| 28.10.2025 | |
| Room 3.13, HVP 11 a | |
| 04.11.2025 | Christoph Reisinger (Oxford) |
| Continuous limits of non-standard discrete-time particle systems: volatility calibration and deep transformers
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| 11.11.2025 | Ryoji Takano (University of Osaka) |
| Large deviations for rough volatility
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| 18.11.2025 | Peter K. Friz, (TU/WIAS Berlin) |
| What local stochastic volatility has to do with rough paths and why it matters for modelling and simulation |
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| 25.11.2025 | |
| ESH, AWA-Str. 39 | |
| 02.12.2025 | Davit Gogolashvili (WIAS Berlin) |
| Local regression on path spaces with signature metrics |
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| 09.12.2025 | Jakob Kellermann (WIAS Berlin) |
| Stochastic Localization based sampling
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| 16.12.2025 | |
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| 06.01.2026 | |
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| 13.01.2026 | Oleg Butkovsky (WIAS Berlin) |
| Pathwise uniqueness for SDEs in Hilbert spaces |
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| 20.01.2026 | |
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| 27.01.2026 | |
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last reviewed: December 15, 2025 by Christine Schneider