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Humboldt-Universität zu Berlin - Mathematisch-Naturwissenschaftliche Fakultät - Institut für Mathematik

Young Researchers' Meeting in Mathematical Statistics

28-30 September 2016



Richard Nickl (University of Cambridge)

Markus Reiß (Humboldt-Universität zu Berlin)




Humboldt Graduate School

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'



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



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)



Sebastian Holtz

holtz (at) math.hu-berlin.de