Young Researchers' Meeting in Mathematical Statistics
28-30 September 2016
Organisers
Richard Nickl (University of Cambridge)
Markus Reiß (Humboldt-Universität zu Berlin)
Venue
Luisenstraße 56
10115 Berlin
Wednesday: Room 144
Thursday & Friday: Room 122
Lecture Series
Part of the progamme is a lecture series by Ismael Castillo (Université Paris 6):
Bayesian nonparametrics: contraction rates and limiting shape results. Slides
Social event
16:20-17:25h Boat trip from stop 'Bahnhof Friedrichstraße, Reichstagsufer' to 'Schlossbrücke'
17:30-18:30h Guided tour outside of the Charlottenburg Palace
18:30/45h Dinner at 'Trattoria Toscana'
Schedule
Wednesday, September 28th
| 13:30h | Tea and coffee | |
| 14-15h | Ismael Castillo | Bayesian nonparametrics: 1st part |
| 15-15:30h | Break | |
| 15:30-16:10h | Elodie Vernet | Non Parametric Hidden Markov Models with Finite State Space: Posterior Concentration Rates |
| 16:10-16:50h | Maurilio Gutzeit | Minimax Separation Rates for Testing Convex Hypotheses in R^d |
| 16:50-17:30h | Martin Wahl | Non-asymptotic upper bounds for the reconstruction error of PCA |
Thursday, September 29th
| 9:30-10:30h | Ismael Castillo | Bayesian nonparametrics: 2nd part |
| 10:30-11h | Break | |
| 11-11:40h | Romain Mismer | On the Spike and Slab Prior for the Gaussian Sequence model |
| 11:40-12:20h | Nikolay Baldin | Statistical and computational issues in one high-dimensional regression model |
| 12:20-13:30h | Lunch | (not organised) |
| 13:30-14:10h | Franziska Göbel | Construction of wavelet-like frames on graphs and application |
| 14:10-14:50h | Jakub Chorowski | Frequency optimal volatility estimation in scalar diffusions |
| 14:50-15:30h | Matthias Löffler | Confidence sets for matrix completion |
| After 16h | Social event |
Friday, September 30th
| 9:30-10:30h | Ismael Castillo | Bayesian nonparametrics: 3rd part |
| 10:30-11h | Break | |
| 11-11:40h | Alberto Coca | Efficient nonparametric estimation of discretely observed compound Poisson processes |
| 11:40-12:20h | Egor Klochkov | Sieve maximum likelihood estimation in semi-parametric regression with errors in variables |
| 12:20-12:50h | Sebastian Holtz | Parametric covariation from noisy observations: equivalence, efficiency and estimation |
Participants
Kweku Abraham (University of Cambridge)
Larisa Adamyan (WIAS Berlin)
Randolf Altmeyer (Humboldt-Universität zu Berlin)
Valery Avanesov (WIAS Berlin)
Nikolay Baldin (University of Cambridge)
Gilles Blanchard (Universität Potsdam)
Nazar Buzun (WIAS Berlin)
Alexandra Carpentier (Universität Potsdam)
Ismael Castillo (Université Paris 6)
Jakub Chorowski (Humboldt-Universität zu Berlin)
Alberto Coca (University of Cambridge)
Kirill Efimov (WIAS Berlin)
Franziska Göbel (Universität Potsdam)
Maurilio Gutzeit (Universität Potsdam)
Sebastian Holtz (Humboldt-Universität zu Berlin)
Moritz Jirak (Technische Universität Braunschweig)
Egor Klochkov (WIAS Berlin)
Andzhey Koziuk (WIAS Berlin)
Andrea Locatelli (Universität Potsdam)
Matthias Löffler (University of Cambridge)
Gwennaelle Mabon (Humboldt-Universität zu Berlin)
Ester Mariucci (Humboldt-Universität zu Berlin)
Romain Mismer (Université Paris 6)
Nicole Mücke (Universität Potsdam)
Richard Nickl (University of Cambridge)
Katerina Papagiannouli (Humboldt-Universität zu Berlin)
Markus Reiß (Humboldt-Universität zu Berlin)
Vladimir Spokoiny (WIAS Berlin)
Elodie Vernet (University of Cambridge)
Martin Wahl (Humboldt-Universität zu Berlin)
Oleksandr Zadorozhnyi (Universität Potsdam)
Contact
Sebastian Holtz
holtz (at) math.hu-berlin.de
