Institute for Mathematical Stochastics

 

The Institute for Mathematical Stochastics (IMS) was founded in 1918 (at the time as the Institute for Mathematical Statistics and Insurance Mathematics) by Felix Bernstein, encouraged by David Hilbert. Today, the IMS features four research groups focusing on varoius areas of probability theory and mathematical statistics with strong interactions to bio- and life sciences and the Felix-Bernstein Institute for Mathematical Statistics in the Biosciences.

In addition to a basic curriculum in probability, mathematical statistics and insurance mathematics for the Bachelor/Master Degree Programms in Mathematics and the newly founded Bachelor Degree Programme Mathematical Data Science, the IMS provides PhD training in "Mathematical Sciences" (within the GAUSS program), amongst others in the Reseach Training Group 2088 and varoius Collaborative Research Centres funded by the DFG.

News:

Next talk in the Stochastics Colloquium:
20.09.2024, 11:15, Prof. Dr. Wei Biao Wu (University of Chicago)

"Concentration bounds for statistical learning for time dependent data" (Abstract).
Seminar on Statistical Extreme Value Theory (winter term 2024/2025):

Key information

Time:                        
01/11/2024 – 07/02/2025, on Fridays, 10:15–11:45
Format:                     
in person, room 5.101 (Institute for Mathematical Stochastics)
Possible Modules:    

  • B.Mat.3444: Seminar on mathematical statistics
  • M.Mat.4844: Seminar on mathematical statistics
  • B.Mat.3447: Seminar on statistical foundations of data science
  • M.Mat.4847: Seminar on statistical foundations of data science

Instructor:               
Michel Groppe, Prof. Dr. Axel Munk
Intended Audience:  
Advanced Bachelor and beginning Master students
Language:                
English


For more information, please click here.
ICSDS 2023 travel award to Michel Groppe:

We are excited to congratulate Michel Groppe for receiving the 2023 ICSDS student travel award! Michel will present his paper on
“Lower Complexity Adaptation for Empirical Entropic Optimal Transport” in 2023 IMS International Conference on Statistics and Data Science (ICSDS) in Lisbon, Portugal where also a ceremonie will be held on this occasion.  
For details, see: https://sites.google.com/view/icsds2023/student-award
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