Stochastik, Statistik und Finanzmathematik

Montag 23.9.
SR 2.067
15:30Fadoua BalabdaouiLeast squares estimation of a completely monotone pmf: from Analysis to Statistics
16:10Rebecca DaumEfficient Design of Large Sliced Latin Hypercube Samples
16:30Jürgen KampfTesting for affinity of the regression function in boundary regression
16:50 Henryk ZähleDonsker results for the smoothed empirical process
Mittwoch 25.9.
SR 2.067
15:30Max von Renesse
Coalescing-fragmentating Wasserstein dynamics
16:10Sandra KliemThe one-dimensional KPP equation driven by space-time white noise
16:30Lutz MattnerA convolution inequality, yielding a sharper Berry-Esseen theorem for summands Zolotarev-close to normal
16:50Jan NagelThe speed of biased random walk among random conductances
17:10Wolfgang LöhrA new Space of Algebraic Measure Trees as State-Space for Stochastic Processes
Donnerstag 26.9.
SR 2.067
10:00Thorsten SchmidtAffine processes under parameter uncertainty
11:00Sophie LangerDeep versus Deeper Learning
11:20Sebastian LerchPredictive Inference Based on Markov Chain Monte Carlo Output
11:40Tobias FisslerElicitability and Identifiability of Systemic Risk Measures and other Set-Valued Functionals

Sektionsleitung: Hajo Holzmann, Anita Winter