Kolloquium für Statistik Heidelberg
The statistics colloquium of the University of Heidelberg takes place every thursday in the Mathematikon Heidelberg.
Fall 2018
| 22.11.2018 | Ndaoud Mohamed (CREST) | Interplay of minimax estimation and minimax support recovery under sparsity |
| 18.10.2018 | Wolfgang Polonik (Davis) | Limit theorems for random Betti numbers |
Spring 2018
| 19.07.2018 | Ester Mariucci (Otto-von-Guericke Universität Magdeburg) | Wasserstein and total variation distance for Lévy processes |
| 21.06.2018 | Céline Duval (Université Paris Descartes) | Nonparametric adaptive estimator for grouped data and some generalizations |
Spring 2017
| 17.05.2017 | Richard Nickl (Cambridge) | Optimal statistical inference for non-linear inverse problems: The hard-working frequentist |
| 27.04.2017 | Alexey Onatskiy (Cambridge) | Alternative asymptotics for cointegration tests in large VARs |
Fall 2016
| Date | Speaker | Title |
| 02.02.2017 | Siegfried Hörmann (Brüssel) | Detection of periodicity in functional time series |
| 19.01.2017 | Alexander Aue (Davis) | Spectral analysis of high-dimensional time series with applications to estimating the mean-variance frontier |
| 17.11.2016 | Sandra Schluttenhofer (Heidelberg) | Nonparametric regression estimation in a nonstationary framework |
| 10.11.2016 | Lionel Truquet (Ensai) | Local stationarity and time inhomogeneous Markov chains |
| 03.11.2016 | ***HeiKaMEtrics workshop*** | |
| 27.10.2016 | Thomas Schuster (Saarbrücken) | Solving nonlinear inverse problems by sequential subspace optimization with an application to terahertz tomography |
| 20.10.2016 | Wolfgang Polonik (Davis) | Nonparametric Confidence Regions for Level Sets |
Spring 2016
| Date | Speaker | Title |
| 23.07.2016 | Anne van Delf (Maastricht) | Locally stationary functional time series |
| 21.07.2016 | Jürgen Franke (Kaiserslautern) | Sudden Changes in the Structure of Time Series |
| 07.07.2016 | Fabienne Comte (Paris) | Laplace deconvolution (and its application to Dynamic Contrast Enhanced imaging |
| 05.07.2016 | Mark Podolski (Aarhus) | Edgeworth expansion for Euler approximation of continuous diffusion processes |
| 05.07.2016 | Bartek Knapik (Amsterdam) | Bayesian asymptotics and nonparametric inverse problems |
| 23.05.2016 | Stefan Superrich (Genève) | Semi-mixed effects models: what they are and where they are good for |
| 21.04.2016 | Martin Spindler (MEA) | L_2 Boosting in High-Dimensions: Rate Convergence |
| 21.04.2016 | Dietrich Werner Müller (Heidelberg) | Die Likelihood-Idee: eine Neubewertung |
| 18.02.2016 | Boaz Nadler (Weizmann Institute) | Unsupervised Ensemble Learning |
Fall 2015
| 19.11.2015 | Anna Simoni (Paris) | Gaussian processes and Bayesian moment estimation |
| 12.11.2015 | Angelina Roche (Paris) | Adaptive estimation of the conditional law given a functional covariates |
| 05.11.2015 | Jan Johannes (Heidelberg) | Statistics of Inverse Problems: Motivations, methods and theory |
| 22.10.2015 | Wolfgang Polonik (Davis) | Multiscale Shape Extrction: Between Depth and Density |
| 15.10.2015 | Christian Weiß (Hamburg) | An Introduction to Categorical Time Series Analysis |
Spring 2015
| 16.07.2015 | Harrison Huibin Zhou (Yale) | Community Detection: Minimaxity and Computational Algorithms |
| 18.06.2015 | Joseph Tadjuidje Kamgaing (Kaiserslautern) | On the use of estimating functions in monitoring time series for change points |
| 17.06.2015 | Giovanni Motta (New York) | Local Polynomials for time-varying correlations: adaptivity versus positivity |
| 05.05.2015 | Peter M. Robinson (London) | Semiparametric estimation with nonparametric regression and long memory |
| 23.04.2015 | Valentin Konakov (Moscow) | Random Flights and Parametrix Method |
Fall 2014
| 04.12.2014 | Guang Cheng (Purdue) | Nonparametric Bernstein-von Mises Phenomenon: A Tuning Prior Perspective |
| 13.11.2014 | Wolfgang Polonik (Davis) | Multivariate switching relations and asymptotic distributions of order restricted NPMLEs |
| 23.09.2014 | Axel Bücher (Bochum) | Extreme value copula estimation based on block maxima of a multivariate stationary time series |