Working Group Seminar - Mathematical Statistics - Prof. Dr. Markus Reiß
Winter 2023/24
Schedule
| Date | Speaker | Title |
|---|---|---|
| 20.10.2023 | Organisational Meeting | |
| 27.10.2023 | Sven Wang | On polynomial-time mixing for high-dimensional MCMC in inverse problems (SFB-Colloquium, 10:15h-11:15h) |
| 03.11.2023 | Ratmir Miftachov | Early Stopping for Random Planted Forest |
| 10.11.2023 | Gregor Pasemann | Diffusivity Estimation for a Stochastic Heat Equation from Noisy Observations: Nonparametric Theory and Semigroup Approximation |
| 17.11.2023 | Anton Tiepner | From the (damped) wave equation to general second-order Cauchy Problems: Estimating speed and damping coefficients from local measurements |
| 24.11.2023 | Markus Bibinger | Jump detection and inference on the spot volatility from high-frequency order prices |
| 01.12.2023 | Bernhard Stankewitz | Contraction rates for a Lanczos-approximate posterior in Gaussian process regression |
| 08.12.2023 | Sven Wang | Likelihood computations, MCMC and gradient-based algorithms in low-frequency SDE models |
| 15.12.2023 | Thorsten Wagner | Uncertainty Quantification and Attribution in Models of the Earth System (SFB-Colloquium, 10:15h-11:30h) |
| 22.12.2023 | Eric Ziebell | From noise transformations to matrix inequalities |
| 29.12.2023 | Academic holidays | |
| 05.01.2024 | Academic holidays | |
| 12.01.2024 | Igor Cialenco | Statistical analysis of SPDEs – exploring singularities (SFB-Colloquium, 10:15h-11:30h) |
| 19.01.2024 | Shanshan Meng / Hanke Guo | Error analysis of diffusion models with density function in Besov space / Locating events in air quality sensor data using a Ornstein-Uhlenbeck based model |
| 26.01.2024 | Laura Hucker, Ratmir Miftachov, Bernhard Stankewitz, Eric Ziebell | Implementation of early stopping for iterative estimation procedures |
| 02.02.2024 | Rosario Tomasello | From Neurons to Symbolic Representation and Rapid Learning in Mind and Brain: A Brain-Constrained Neural Model (SFB-Colloquium, 10:15h-11:30h) |
| 09.02.2024 | Sascha Gaudlitz | Bayesian inference for the reaction term in semi-linear SPDEs with spatial ergodicity |
| 16.02.2024 | Janine Steck | Testing the rank of the spot covariance matrix of a multi-dimensional semi-martingale with drift |
Sommer 2023
Schedule
| Date | Speaker | Title |
|---|---|---|
| 21.04.2023 | Antje Weisheimer | Seasonal forecasting - opportunities and challenges (SFB-Colloquium, 10:15h-11:30h) |
| 28.04.2023 | Organisational Meeting / Pavel Kříž | Hurst index estimation for SPDEs |
| 05.05.2023 | No Seminar | |
| 12.05.2023 | Janine Steck / Jannis Dause | Fourier-type density estimation in a tomography problem / Asymptotic equivalence of nonparametric regression under random design |
| 19.05.2023 | Jannis Dause / Alexandre Mayer | Asymptotic equivalence of nonparametric regression under random design / The Gelfand representation and functional calculus for normal operators |
| 26.05.2023 | Vitalii Konarovskyi | Conservative SPDEs as fluctuating mean field limits of stochastic gradient descent (SFB-Colloquium, 10:15h-11:30h) |
| 02.06.2023 | Eric Ziebell | Non-parametric estimation for the stochastic wave equation from local measurements |
| 09.06.2023 | Sascha Gaudlitz | Finite time non-parametric inference on the reaction term in semi-linear SPDEs |
| 16.06.2023 | Pavel Kříž / Gregor Pasemann | Hurst index estimation for the stochastic heat equation |
| 23.06.2023 | SFB Z03 | SFB Colloquium with MaRDI (SFB-Colloquium, 10:15h-11:30h) |
| 30.06.2023 | No Seminar | |
| 07.07.2023 | Maximilian Graf | Permutation Estimation for Crowdsourcing |
| 14.07.2023 | Karen Veroy-Grepl | Model Order Reduction in Data Assimilation (SFB-Colloquium, 10:15h-11:30h) |
| 21.07.2023 | Laura Hucker | Optimal adaptation of early stopping for conjugate gradients |
Winter 2022/23
Schedule
| Date | Speaker | Title |
|---|---|---|
| 21.10.2022 | Geoff D. Reeves | Using 'Data-Intelligence' to Understand the Physics of the Inner Magnetosphere (SFB-Colloquium, 10:15h-11:15h) |
| 28.10.2022 | Organisational Meeting / Jannis Dause | On asymptotic equivalence for nonparametric regression with non-uniform random design |
| 04.11.2022 (11:15 in RUD 25 3.007) | Pavel Kříž | Pathwise least-squares estimator for linear SPDEs with additive fractional noise |
| 11.11.2022 | Ulrich Parlitz | Challenges of data driven modelling in cardiac dynamics (SFB-Colloquium, 10:00h-12:00h) |
| 18.11.2022 | Petr Zamolodtchikov | Local convergence rates of the nonparametric least squares estimator with applications to transfer learning |
| 25.11.2022 | Gregor Pasemann | Parameter Estimation from Noisy Observations of a Stochastic Heat Equation |
| 02.12.2022 | Eric Ziebell | Statistics for the stochastic wave equation - From spectral to local observations |
| 09.12.2022 | Claudia Schillings | One-shot Learning of Surrogates in PDE-constrained Optimization Under Uncertainty (SFB-Colloquium, 10:15h-11:15h) |
| 16.12.2022 | Sascha Gaudlitz | Finite-time non-parametric inference on the reaction term in 1-d semi-linear SPDEs |
| 23.12.2022 | Akademische Ferien | |
| 30.12.2022 | Akademische Ferien | |
| 06.01.2023 | ||
| 13.01.2023 13:00-14:00 | Lasse Vuursteen | The cost of privacy and bandwidth constraints in nonparametric distributed hypothesis testing |
| 20.01.2023 | Tim Jahn | Discretisation-adaptive regularisation of statistical inverse problems |
| 27.01.2023 | Sascha Gaudlitz | A second order SPDE for term structure modelling |
| 03.02.2023 | ||
| 10.02.2023 | Claire Vernade | Understanding and Applying Reinforcement Learning (SFB-Colloquium, 10:15h-11:30h) |
| 17.02.2023 | Laura Hucker | Early stopping for conjugate gradients in statistical inverse problems |
Summer 2022
Schedule
| Date | Speaker | Title |
|---|---|---|
| 21.04.2022 (Thursday) 14:00h | Organisational Meeting | |
| 22.04.2022 | Jonas Latz | Stochastic gradient descent in continuous time: discrete and continuous data (SFB-Colloquium, 10:00h-12:00h) |
| 29.04.2022 | Susanne Ditlevsen | Time scales in early warnings: a probabilistic approach (SFB-Colloquium, 10:15h-11:15h) |
| 06.05.2022 | Sophie Langer | On the advancements of deep learning theory |
| 13.05.2022 | Bernhard Stankewitz | Fast noise estimation in high dimensional linear models |
| 20.05.2022 | tba | tba (SFB-Colloquium, 10:15h-11:15h) |
| 27.05.2022 | Sascha Gaudlitz | Asymptotic analysis of neural networks |
| 03.06.2022 | ||
| 10.06.2022 | Markus Reiß / Martin Wahl | On Gaussian minimax lower bounds with applications to noisy SPDE observations / On the prediction error of PCR |
| 17.06.2022 | Marie-Therese Wolfram | Collective dynamics in the social and data science (SFB-Colloquium, 10:15h-11:30h) |
| 24.06.2022 | Gregor Pasemann | Diffusivity Estimation from Noisy Observations of a Stochastic Heat Equation |
| 01.07.2022 | No seminar | |
| 08.07.2022 | Jörn Dunkel | Symmetry-informed model inference for active matter (SFB-Colloquium, 10:15h-11:15h) |
| 15.07.2022 | Anton Tiepner | Nonparametric velocity estimation in stochastic convection-diffusion equations from multiple local measurements |
| 22.07.2022 | Yuliia Dronova, Martin Wahl | Inference on the maximal rank of time-varying covariance matrices using high-frequency data / An RKHS approach to minimax lower bounds for SPDEs |