Stochastic Algorithms and Nonparametric Statistics

Projects

Shown are all currently funded projects. A list of completed projects (since 2008) can be found here .

DFG Individual Grants Program

Recursive and sparse approximation in reinforcement learning with applications (>> more) Project Head: Ch. Bayer, V. Spokoiny, D. Belomestny (Universität Duisburg-Essen) June 1, 2022 - May 31, 2025

The Berlin Mathematics Research Center MATH+

Optimal control in energy markets using rough analysis and deep networks (>> more) Project Head: Ch. Bayer, P. Friz, J. G. M. Schoenmakers, V. Spokoiny January 1, 2019 - March 31, 2025   Volatile Electricity Markets and Battery Storage: A Model-Based Approach for Optimal Control (>> more) Project Head: Ch. Bayer, M. Landstorfer, Dörte Kreher May 1, 2022 - March 31, 2025   Bayesian optimization and inference for deep networks (>> more) Project Head: V. Spokoiny, Claudia Schillings January 1, 2023 - December 31, 2024   Quantitative tissue pressure imaging via PDE-informed assimilation of MR data (>> more) Project Head: A. Caiazzo, K. Tabelow, I. Sack (Charité) January 1, 2022 - December 31, 2023

SFB 1294: Data Assimilation - The Seamless Integration of Data and Models

Approximative Bayesian inference and model selection for stochastic differential equations (SDEs) (>> more) Project Head: V. Spokoiny, M. Opper (TU Berlin), S. Reich (Universität Potsdam) July 1, 2017 - June 30, 2025