Stochastic Colloquium: complete schedule
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05.06.2013, 11:15 Juan Juan Cai (TU Delft, The Netherlands) Title: Estimation of the marginal expected shortfall: the mean when a related variable is extreme (Abstract) |
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26.06.2013, 11:15 Prof. Dr. Mathisca de Gunst (VU University Amsterdam) Title: TBA |
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10.07.2013, 11:15 Prof. Dr. Linda Zhao (University of Pennsylvania, USA) Title: TBA |
Past talks
- 08.05.2013: Prof. Dr. Holger Drees (Universität Hamburg)
Title: Extremal serial dependence of time series (Abstract)
- 09.01.2013: Prof. Natalia Stepanova (Carleton University, Ontario, Canada)
Title: Variable selection in nonparametric sparse regression (Abstract)
- 19.12.2012: Prof. Matthias Birkner (Universität Mainz)
Title: Ancestry in locally regulated populations (Abstract)
- 12.12.2012: Prof. Piet Groeneboom (University of Technology, Delft)
Title: Nonparametric estimation under shape constraints (Abstract)
- 21.11.2012: Prof. Ingrid Van Keilegom (Université Catholique de Louvain, Belgium)
Title: Semiparametric transformation model with endogeneity: a control function approach (Abstract)
- 07.11.2012: Prof. Chris Holmes (University of Oxford)
Title: Decision theoretic decoding of Hidden Markov Models with applications to signal segmentation in cancer genomics (Abstract)
- 11.07.2012: Prof. Volkmar Liebscher (Universität Greifswald)
Title: Komplexitätsbestrafte L1-Regression (Abstract)
- 27.06.2012: Prof. Vlada Limic (CNRS Marseille)
Title: Counting mutations on exchangeable coalescent trees (Abstract)
- 06.06.2012: Prof. Wolfgang König (WIAS Berlin/TU Berlin)
Title: Ordered random walks (Abstract)
- 31.05.2012: Prof. Andrew Stuart (University of Warwick)
Title: The Bayesian Approach to Inverse Problems
- 30.05.2012: Prof. Andrew Stuart (University of Warwick)
Title: The Bayesian Approach to Inverse Problems
- 29.05.2012: Prof. Andrew Stuart (University of Warwick)
Title: The Bayesian Approach to Inverse Problems
- 09.05.2012: Prof. Holger Dette (Ruhr-Universität Bochum)
Title: Of Copulas, Quantiles, Ranks and Spectra an L1-Approach to Spectral Analysis (Abstract)
- 03.05.2012: Dr. Robert Knobloch (Universität Frankfurt)
Title: Killed fragmentations and the FKPP equation (Abstract)
- 25.04.2012: Prof. Jérémie Bigot (Université Paul-Sabatier, France)
Title: Minimax properties of Fréchet means in deformable models for curve registration and image warping (Abstract)
- 01.03.2012: Dr. Richard Nickl (Cambridge University)
Title: A Donsker Theorem for Lévy Measures (Abstract)
- 29.02.2012: Dr. Dominic Schuhmacher (Universität Bern)
Title: Distance Methods for Point Processes (Abstract)
- 29.02.2012: Prof. Dr. Jochen Blath (TU Berlin)
Title: Longterm Properties of the Symbiotic Branching Model (Abstract)
- 01.02.2012: Dr. Arne Kovac (University of Bristol)
Title: Penalised regression on a graph (Abstract)
- 25.01.2012: Prof. Dr. Andreas Futschik (Universität Wien)
Title: Why some commonly population genetic estimates are inadmissible and how to improve them by shrinkage (Abstract)
- 18.01.2012: Prof. Dr. Claudia Czado (TU München)
Title: Count regression: models, estimation and selection (Abstract)
- 11.01.2012: Prof. Dr. Gerda Claeskens (KU Leuven, Belgium)
Title: Goodness-of-fit tests for the frailty distribution in proportional hazards models with shared frailty (Abstract)
- 21.12.2011: Prof. Dr. Peter Pfaffelhuber (Universität Freiburg)
Title: Wie schnell klickt Müllers Ratsche? (Abstract)
- 14.12.2011: Prof. Roger Koenker (University of Illinois)
Title: Shape Constraints, Compound Decisions and Empirical Bayes Rules
- 07.12.2011: Prof. Dr. Rudolf Grübel (Universität Hannover)
Title: Combinatorial Markov Chains (Abstract)
- 16.11.2011: Prof. Dr. Markus Grasmair (Universität Wien)
Title: Convergence rates for convex Tikhonov regularisation (Abstract)
- 09.11.2011: Prof. Dr. Gilles Blanchard (Universität Potsdam)
Title: On optimal rates for nonparametric regression via kernel partial least squares regularization (Abstract)
- 21.09.2011: Prof. Steve Marron (University of North Carolina at Chapel Hill)
Title: Object Oriented Data Analysis (Abstract)
- 15.06.2011: Prof. Dr. John H.J. Einmahl (Tilburg University)
Title: Bridging centrality and extremity: refining sample data depth using extreme value theory (Abstract)
- 08.06.2011: Prof. Dr. Nina Gantert (Universität Münster)
Title: Einstein relation for reversible random motions in random environment (Abstract)
- 25.05.2011: Prof. Dr. Anita Winter (Universität Essen-Duisburg)
Title: The Aldous move on cladograms (Abstract)
- 18.05.2011: Prof. Dr. Peter Jupp (University of St. Andrews )
Title: Delights of directional statistics: (a) free-lunch learning (b) crystals, earthquakes and orthogonal axial frames (Abstract)
- 11.05.2011: Dr. Christina Goldschmidt (University of Warwick)
Title: Self-similar fragmentations with negative index near their extinction time (Abstract)
- 09.05.2011: Prof. Wenbo Li (University of Delaware)
Title: Small Value Probabilities and Branching Processes (Abstract)
- 04.05.2011: Dr. Patricia Reynaud-Bouret (Université Nice Sophia-Antipolis, France)
Title: Hawkes process as models for some genomic data (Abstract)
- 09.02.2011: Prof. Dr. Mathieu Rosenbaum (Ecole Polytechnique, Paris)
Title: Asymptotic results for time-changed Lévy processes sampled at hitting times (Abstract)
- 19.01.2011: Siegfried Hörmann (Université Libre de Bruxelles)
Title: Functional principal component analysis for sequential and spatial data (Abstract)
- 01.12.2010: Dr. Richard Samworth (Cambridge University, UK)
Title: Maximum Likelihood Estimation of a Multidimensional Log-Concave Density (Abstract)
- 10.11.2010: Prof. Dr. Oscar Sheynin (Berlin)
Title: Russian Probability: The Background (Abstract)
- 23.06.2010: Dr. Richard Nickl (Cambridge University, UK)
Title: Adaptive Confidence Bands (Abstract)
- 19.05.2010: Prof. Dr. Hannes Leeb (Universität Wien)
Title: Shrinkage Estimation of a Univariate Normal Mean (Abstract)
- 13.01.2010: Prof. Dr. Daniel Potts (TU Chemnitz)
Title: Fast Fourier transform at nonequispaced knots and applications (Abstract)
- 16.12.2009: Florian Gach (Universität Wien)
Title: Efficiency in Indirect Inference (Abstract)
- 25.11.2009: Dr. Jan Swart (Institute of Information Theory and Automation of the ASCR, Academy of Sciences of the Czech Republic)
Title: Stochastic flows in the Brownian web and net. (Abstract)
- 20.11.2009: Alexandre Tsybakov (Université Paris VI)
Title: Sparse exponential weighting and matrix recovery
- 18.11.2009: Alexandre Tsybakov (Université Paris VI )
Title: Basic problems of recovery of sparse vectors
- 28.10.2009: Prof. Dr. Victor M. Panaretos (Ecole Polytechnique Fédérale de Lausanne)
Title: Second-Order Functional Comparison of DNA Minicircles (Abstract)
- 08.07.2009: Dr. Mathias Vetter (Ruhr-Universität Bochum)
Title: Inference for Semimartingales Observed at High Frequency (Abstract)
- 17.06.2009: Prof. Marc Hoffmann (École Nationale de la Statistique et de l Administration Économique, Paris)
Title: Financial data modelling across temporal scales: some remarks from the point of view of statistical information. Part III (Abstract)
- 10.06.2009: Prof. Marc Hoffmann (École Nationale de la Statistique et de l Administration Économique, Paris)
Title: Financial data modelling across temporal scales: some remarks from the point of view of statistical information. Part I (Abstract)
- 22.04.2009: Prof. Dr. Laurent Cavalier (Université Aix-Marseille 1 )
Title: Risk Hull Methods for Inverse Problems (Abstract)
- 21.01.2009: Professor Dr. Aad van der Vaart (Vrije Universiteit Amsterdam)
Title: Some frequentist results about posterior distributions on infinite-dimensional parameter spaces (Abstract)
- 14.01.2009: Dr. Ulrike Schneider (Universität Wien)
Title: On the Distribution of the Adaptive LASSO Estimator (Abstract)
- 07.01.2009: Prof. Dr. Nathalie Neumeyer (Universität Hamburg)
Title: Bootstrap Methods in Statistics (Abstract)
- 07.11.2008: Prof. Dr. Nikolaus Hautsch (Humboldt-Universität zu Berlin)
Title: Modelling Financial High-Frequency Data (Abstract)
- 09.07.2008: Dr. Karsten Keller (University of Lübeck)
Title: Distribution of ordinal patterns (Abstract)
- 02.07.2008: Dr. Mark Podolskij (Ruhr Universität Bochum)
Title: Inference for Quadratic Variation of Semimartingales in the Presence of Noise (Abstract)
- 14.05.2008: Prof. Dr. Daniel Cremers (University of Bonn)
Title: Shape Priors and Image Segmentation: Towards Combinatorial Solutions (Abstract)
- 07.05.2008: Prof. Dr. Marc Hoffmann (University of Paris)
Title: The generic problem of estimating the smmothness of a blurred signal (Abstract)
- 23.04.2008: Prof. Dr. A. Futschik (University of Vienna)
Title: Statistical Methods for Quantitative Trait Localization Based on Genome Data (Abstract)
- 09.04.2008: Prof. Dr. Laurent Cavalier (Université Aix-Marseille 1)
Title: Oracle inequalities in inverse problems (Abstract)
- 18.07.2007: Prof. Dr. Norbert Schappacher (Universität Straßburg)
Title: Felix Bernstein - Bemerkungen zu Leben und Werk (Abstract)
- 11.07.2007: Prof. Dr. Hans Rudolf Künsch (ETH Zürich)
Title: Statistik für Atmosphäre und Klima: Ensemble-Methoden und zeitvariiende Parameter (Abstract)
- 30.05.2007: Prof. Dr. Rainer von Sachs (Universite catholique de Louvain)
Title: A multiscale approach for statistical characterization of functional images (Abstract)
- 11.04.2007: Prof. Dr. Olaf Wittich (TU Eindhoven)
Title: Brownian Motion conditioned to Submanifolds (Abstract)
- 22.02.2007: Prof. Dr. Peter Kim (University of Guelph, CA)
Title: On the Statistics of Hermann Weyl and Harish-Chandra (Abstract)
- 06.12.2006: Prof. Dr. Cecilia Mancini (Universität Florenz)
Title: Threshold estimation of jump-diffusion models and interest rate modelling (Abstract)
- 22.11.2006: Prof. Dr. Benedikt Poetscher (Universität Wien)
Title: Model Selection and Inference (Abstract)
- 05.07.2006: Prof. Dr. Robert Bauer (University of Illinois)
Title: Missing the hole: Conformally invariant random curves in ring domains, Missing the hole: Conformally invariant random curves in ring domains, elliptic functions, and random simple loops (Abstract)
- 14.06.2006: Prof. Dr. Walter Philipp (University of Illinois)
Title: Entropy conditions for subsequences of random variables with (Abstract)
- 31.05.2006: Prof. Dr. Ulrich Stadtmüller (Universität Ulm)
Title: Functional Variance Processes and Applications (Abstract)
- 24.05.2006: Dr. Samuel Müller (Universität Bern)
Title: Model selection in regression type models (Abstract)
- 15.02.2006: Dr. Gilles Blanchard (FIRST Berlin)
Title: Oracle inequalities and exact algorithm for dyadic decision trees (Abstract)
- 01.02.2006: Prof. Dr. Mariusz Lemanczyk (Universitaet Torun)
Title: Smooth flows on surfaces and systems of probability origin
- 25.01.2006: Prof. Dr. Jose Manuel Corcuera (Universitaet Barcelona)
Title: Power variation analysis of some integral (Abstract)
- 14.12.2005: PD Dr. Alexander Lindner (TU Muenchen)
Title: Lévy copulas: dynamics and construction of Lévy measures with prescribed properties (Abstract)
- 30.11.2005: Prof. Dr. Joachim Weickert (Universität des Saarlandes, Saarbrücken)
Title: What can we learn from two and four pixels ? (Abstract)
- 16.11.2005: Prof. Dr. Peter Imkeller (Humboldt-Universitaet Berlin)
Title: Lévy noise induced transitions (Abstract)
- 09.11.2005: Prof. Dr. Sergiy Kolyada (National Academy of Sciences of Ukraine)
Title: On Li-Yorke sensitivity and various concepts of chaos (Abstract)
- 02.11.2005: Prof. Dr. Ursula Gather (Universität Dortmund)
Title: Model selection and examples: histogram construction, nonparametric regression (Abstract)
- 08.07.2005: Prof. Dr. Stephen M. Stigler (University of Chicago)
Title: Maximizing Likelihood, From Lambert and Lagrange to Fisher and LeCam (Abstract)
- 29.06.2005: Prof. Dr. Holger Drees (Universität Hamburg)
Title: Modelling Extremal Dependence (Abstract)
- 22.06.2005: Dr. Christian Hafner (Universität Rotterdam)
Title: Semiparametric multivariate volatility models (Abstract)
- 15.06.2005: Prof. Dr. Ludwig Fahrmeir (LMU München)
Title: Structured Additive Regression (Abstract)
- 01.06.2005: Prof. Dr. Laurie Davis (Universität Essen)
Title: Approximating Data (Abstract)
- 25.05.2005: Prof. Dr. Ludger Rueschendorf (Universität Freiburg)
Title: On the ordering of option prices (Abstract)
- 11.05.2005: Prof. Dr. Chris Klaassen (Universität Amsterdam)
Title: Semiparametric transformation models (Abstract)
- 27.04.2005: Prof. Dr. Christoph Kühn (Universität Frankfurt)
Title: Convertible bonds in jump-diffusion models (Abstract)
- 20.04.2005: Dr. Peter Mathe (WIAS Berlin)
Title: Uniform function estimation under general smoothness (Abstract)
- 09.03.2005: Jon A. Wellner (University of Washington, Seattle)
Title: Goodness of Fit via Pointwise Likelihood Ratios: Some Results of Berk and Jones Revisited (Abstract)
- 02.02.2005: Dr. Fadoua Balabdaoui (Universität Göttingen)
Title: Nonparametric estimation of a k-monotone density: A new asymptotic distribution theory (Abstract)
- 26.01.2005: Prof. Dr. Enno Mammen (Universität Mannheim)
Title: Quantiles and Averages: Another Look on Nonseparable Models with an Application to Demand (Abstract)
- 05.01.2005: Prof. Dr. Vladimir Spokoiny (WIAS Berlin)
Title: Spatial stagewise aggregation with applications to regression and density estimation and classification (Abstract)
- 15.12.2004: Prof. Dr. Michael Scheutzow (TU Berlin)
Title:
- 08.12.2004: Prof. Dr. Ildar Ibragimov (St. Petersburg)
Title: On the estimation of analytic functions
- 03.11.2004: Dr. Stephan Huckemann (Universität Kassel)
Title: Principal Component Analysis for Shape Spaces Based on Geodesics (Abstract)
- 27.10.2004: Prof. Dr. Davy Paindaveine (Université Libre de Bruxelles)
Title: Optimal Rank-Based Tests for Sphericity (Abstract)
- 29.07.2004: Dr. V. Liebscher (Institute of Biomathematics and Biometry Neuherberg)
Title: Variationelle Ansätze zur Sprungerhaltenden Glättung und Nichtlineare Approximation (Abstract)
- 21.07.2004: Prof. Dr. Youri Davydov (Université des Sciences et Technologies de Lille)
Title: Strictly stable distributions on convex cones (Abstract)
- 14.07.2004: Prof. Dr. M. Pawlak (University of Manitoba)
Title: NON-PARAMETRIC FUNCTION ESTIMATION DEFINED ON A CONVEX DOMAIN (Abstract)
- 30.06.2004: Dr. Lorens Imhof (RWTH Aachen)
Title: Stochastische Modelle in der evolutionären Spieltheorie (Abstract)
- 23.06.2004: Prof. Dr. Arnold Janssen (Universität Düsseldorf)
Title: Globale Gütefunktion für Anpassungstests: lokale Alternativen versus nicht benachbarte Alternativen (Abstract)
- 02.06.2004: Prof. Anil K. Jain (Michigan State University)
Title: Biometric Recognition: How Do I Know Who You Are? (Abstract)
- 19.05.2004: Prof. Dr. Sara van de Geer (University of Leiden)
Title: Adaptive methods in classification (Abstract)
- 05.05.2004: Alexander Danilov (Universität St. Petersburg)
Title: Asymptotically minimax problems of testing a simple hypothesis against nonparametric alternatives
- 04.02.2004: Prof. Dr. Gerda Claeskens (Texas A&M University)
Title: t.b.a.
- 30.01.2004: Prof. Dr. Michael Neumann (Institut für Mathematische Stochastik, TU Braunschweig)
Title: t.b.a.
- 19.01.2004: Prof. Dr. Joachim Buhmann (ETH Zürich)
Title: Statistical Models for Image Segmentation and Clustering in Computer Vision (Abstract)
- 14.01.2004: Dr. Jörg Polzehl (Weierstraß-Institute für Angewandte Analysis und Stochastik, Berlin)
Title: Structural adaptive smoothing methods (Abstract)
- 16.12.2003: Prof. Dr. Steffen Rohde (University of Washington, Seattle)
Title: The Loewner Differential Equation and Stochastic Processes (Abstract)
- 03.12.2003: Dr. E. A. Cator (Technische Universiteit Delft)
Title: On the testability of the CAR assumption (Abstract)
- 09.07.2003: Prof. Steven Portnoy (University of Illinois)
Title: Nonparametric regression quantiles
- 02.07.2003: Prof. Steven Portnoy (University of Illinois)
Title: Some theory for regression quantiles: Bahadur representation
- 25.06.2003: Prof. Dr. Michael Dellnitz (Universität Paderborn)
Title: Set oriented numerical methods in space mission design
- 16.06.2003: Dr. Uta Freiberg (Friedrich-Schiller-Universität Jena)
Title: Spectral asymptotics of Laplacians on fractals
- 05.06.2003: Prof. Isaac Kornfeld (North Dakota State University)
Title: Measurable coboundaries and topological Kakutani-Rokhlin multitowers
- 04.06.2003: Prof. Dr. Gesine Reinert (University of Oxford)
Title: t.b.a.
- 28.05.2003: Prof. Dr. Hans Ulrich Simon (Ruhr Universität Bochum)
Title: On the Smallest Dimension and the Largest Margin of Linear Arrangements for Matrices (Abstract)
- 12.02.2003: PD Dr. Michael Kohler (Universität Stuttgart)
Title: Nonasymptotic bounds on the L_2 error of neural network regression estimates. (Abstract)
- 05.02.2003: Dr. O. Wittich (Institute für Biomathematik und Biometrie, München)
Title: Potts Model and Discontinuities in 1-dim Data (Abstract)
- 29.01.2003: Prof. Dr. H. Dette (Ruhr-Universität Bochum)
Title: Optimal designs for polynomials, continued fractions and some applications to random matrices (Abstract)
- 15.01.2003: Prof. Dr. J.-P. Kreiss (Universität Braunschweig)
Title: Autoregressive Aided Periodogram Bootstrap for Time Series. (Abstract)
- 08.01.2003: Dmitriy Zaporozhets (St. Petersburg State University)
Title: On Random Algebraic Structures. (Abstract)
- 07.01.2003: Prof. A. Frolov (St. Petersburg State University)
Title: Universal strong laws for increments of sums of i.i.d. random variables. (Abstract)
- 04.12.2002: Dr. R. Simon (Universität Göttingen)
Title: Two-person stochastic games with infinitely many states.
- 27.11.2002: Prof. Dr. H. Ziezold (Universität Kassel)
Title: Some Statistical Procedures in Shape Analysis
- 06.11.2002: Prof. Dr. U. Stadtmüller (Universität Ulm)
Title: Generalized linear models with functional data
- 23.10.2002: Dr. ir. G. Jongbloed (Vrije Universiteit Amsterdam)
Title: The support reduction algorithm for computing nonparametric M-estimators in mixture models (Abstract)







