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

WS20/21 Ausgewählte Kapitel der Statistik und Stochastik (Statistics Seminar)

Prof. Markus Reiß

 

 

If you have any questions concerning the seminar, please contact Cassandra Milbradt (cassandra.milbradt@gmail.com).

 

Time and Place

  • Friday, 13:15 - 14:45
  • Currently, all talks will be given via Zoom (link will be send via email)

 

Schedule

The allocation of the presentation dates will be discussed on the first date (Friday, 13th November 2020, 13:15). If it is not possible for you to be there, please send me an email beforehand with the dates that suit you.

 

A week before the talk, speakers should send me title + abstract of their talk (per email at cassandra.milbradt@gmail.com).

 

Date Speaker Title
06.11.20 Math+Day, no seminar  
13.11.20 Cassandra Milbradt A cross-border market model based on multiple limit order book models with limited transmission capacities
20.11.20

Masoumeh Dashti (SFB-Colloquium, 10:15-11:15, online)

Posterior consistency in Bayesian inference with exponential priors

 

27.11.20

Jochen Blath


Randolf Altmeyer

 

Nikolaus Kriegeskorte (SFB-Colloquium, 15:00-16:00, online)

Probabilistic structures emerging from dormancy
 

Statistical inference form stochastic PDEs: Local measurementes and application to cell biology

 

Cognitive computational neuroscience of vision

04.12.20

Jakob Söhl

A new information criterion for the Sharpe ratio
11.12.20 Judith Rousseau (SFB-Colloquium, 10:15-11:15, online)

Bayesian nonparametric estimation in multivariate non linear Hawkes processes

18.12.20 no seminar  
08.01.21 Mike Nguyen An adaptive, rate-optimal test of a parametric, inverse model against a nonparametric alternative
15.01.21 no seminar  
22.01.21 Valeriia Seymda


Maximilian Graf

Simple simulation of diffusion bridges with application to likelihood inference for diffusions

Approximation of Eigenvalues and Eigenfunctions of the Laplace-Beltrami Operator

29.01.21

Bernhard Stankewitz

 

Early stopping for Boosting in high dimensional linear models
05.02.21 Josepf Janak Stochastic partial differential equations with multiplicative noise and parameter estimation
12.02.21    
19.02.21 Bernhard Stankewitz and Nicole Mücke First results for (stochastic) gradient descent learning under convex losses
26.02.21 no seminar