Statistical Inference for Stochastic PDEs
18-20 September 2019
Venue
Room 144
Luisenstraße 56
10115 Berlin
Registration
Because of restricted capacities registration is strictly required. On arrival, a mandatory registration fee of 40 Euros (covering catering, social event and dinner) will be collected. For registration please send an email to altmeyrx@math.hu-berlin.de.
Speakers
| Randolf Altmeyer (Berlin) | Annika Lang (Gothenburg) |
| Till Bretschneider (Warwick) | Gabriel Lord (Nijmegen) |
| Carsten Chong (Lausanne) | Richard Nickl (Cambridge) |
| Dan Crisan (London) | Gregor Pasemann (Berlin) |
| Leo Dostal (Hamburg) | Mathias Trabs (Hamburg) |
| Ruoting Gong (Chicago) | Ciprian Tudor (Lille) |
| Pavel Kriz (Prague) | Frederi Viens (Michigan State) |
Schedule
Click here to download the slides (password protected).
|
Wednesday, September 18 |
|
| 13:30 | Coffee and registration |
| 14:00 |
Ciprian Tudor Hurst index estimation for SPDE with fractional noise |
| 14:50 |
Till Bretschneider Applications of modelling in cell motility research |
| 15:40 | Coffee break |
| 16:10 |
Ricardo Carrizo The SPDE approach in Geostatistics: review and theoretical advances |
| 16:25 |
Pavel Kriz Minimum-Contrast Estimators in Evolution Equations with Fractional Noise – Energy and Spectral Versions |
| 17:15-18:05 |
Mathias Trabs Parameter estimation for SPDEs based on discrete observations in time and space |
| 19:00- | Possibility to join a small city walk |
|
Thursday, September 19 |
|
| 9:00 |
Carsten Chong Volatility estimation for parabolic stochastic PDEs: The case of multiplicative noise |
| 9:50 |
Leo Dostal Behavior of Nonlinear Water Waves in the Presence of Random Wind Forcing |
| 10:40 | Coffee break |
| 11:10 |
Richard Nickl Bayesian inverse problems and PDEs |
| 12:00 |
Annika Lang Efficient computation of quadratic functionals of SPDE solutions |
| 12:50 | Lunch break |
| 14:00 |
Randolf Altmeyer Nonparametric estimation for linear SPDEs from local measurements |
| 14:50 |
Coffee break |
| 15:15 |
Josef Janák Parameter estimation for SPDEs of hyperbolic type |
| 15:30 |
Dan Crisan Uncertainty quantification and data assimilation for Stochastic Euler Equation |
| 16:20- | Social event / dinner |
|
Friday, September 20 |
|
| 9:00 |
Gabriel Lord Numerics, a model and statistics for the stochastically forced vorticity equation |
| 9:50 |
Ruoting Gong Bayesian estimations for diagonalizable bilinear SPDEs |
| 10:40 | Coffee break |
| 11:10 |
Gregor Pasemann Drift Estimation for Stochastic Reaction-Diffusion Systems |
| 12:00 |
Frederi Viens Can analysis on Wiener space bridge a gap from spatial statistics to stochastic PDEs? |
| 12:50-13:00 |
Closing |
Organizers
Randolf Altmeyer (Berlin)
Igor Cialenco (Chicago)
Markus Reiß (Berlin)
Wilhelm Stannat (Berlin)
Supported by
