Working Group Seminar - Mathematical Statistics - Prof. Dr. Markus Reiß & Dr. Sascha Gaudlitz
General information
- Fridays, 13:15h - 14:45h, on-site, Johann von Neumann-Haus (Rudower Chaussee 25 - RUD25), room: 3.006
- No seminars on days when an SFB Colloquium takes place.
- If you have any questions regarding the seminar, please contact Sascha Gaudlitz <gaudlisa [at] hu-berlin.de>.
- The allocation of the presentation dates will be discussed on Thursday, 17 April 2025, 15:15h, in RUD25 room 3.006 . If you cannot make it there, please send an email to <gaudlisa [at] hu-berlin.de> by 16 April 2025 with the dates that suit you.
- One week before the talk, speakers have to submit title and abstract of their talk to <gaudlisa [at] hu-berlin.de>.
Schedule
| Date | Speaker | Title |
|---|---|---|
| 17.04.2025 (Thursday) 15-17 | Organisational Meeting / Max Daniels | |
| 18.04.2025 | Good Friday (holiday) | |
| 25.04.2025 | ||
| 02.05.2025 | Allocation of presentation slots for master students | |
| 09.05.2025 | Sascha Gaudlitz | Spike-time dependent Hebbian learning as stochastic gradient descent |
| 16.05.2025 | Gregor Pasemann | Hurst Parameter Estimation for a Fractional Stochastic Heat Equation in the Local Approach |
| 23.05.2025 | Han Ho Chu / Arthur Berns / Marcin Tabisz | Doob's Theorem on Consistent Estimation and Posterior Consistency / The Speed of Mean Glivenko-Cantelli Convergence / Asymptotic Equivalence of Nonparametric Regression and White Noise |
| 30.05.2025 | Eric Ziebell | Statistics for the stochastic wave equation with Riesz noise based on discrete observations |
| 06.06.2025 | ||
| 13.06.2025 | Richard von Mises Lecture | |
| 20.06.2025 | Shanshan Meng | Supervised classification with separation condition in Ornstein-Uhlenbeck case with i.i.d. paths |
| 27.06.2025 | Janine Steck | Hypothesis Tests for the Rank of Covariance Matrices Using High-Frequency Data |
| 04.07.2025 | Duc Hoang | Nonparametric Lower Bounds in the Estimation of Holomorphic Functions and Operators |
| 09.07.2024 Room 3.011 15-17 | Oskar Beckmann / Laura Kluge | Spectral Threshholding for Markov Chain Transition Operators / Lepski’s Method |
| 10.07.2024 Room 3.006 10-11 | Tiantong Jiang | Asymptotic MLE Behavior in 2-dim. OU Processes: Eigenvalue Effects and Stable Limits |
| 10.07.2024 Room 3.011 15-17 | Mert Gökalp / Dunjian Li | Maximum Likelihood Estimation of the Coupling Parameter in a Partially Observed Ornstein–Uhlenbeck Process / Stochastic differential equations on manifolds using rough path techniques |
| 18.07.2025 | Dennis Nieman | Input estimation from discrete workload observations in a Lévy-driven storage system |