Kolloquium für Statistik Heidelberg
The statistics colloquium of the University of Heidelberg takes place every thursday in the Mathematikon Heidelberg.
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16.01.2020
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Davide La Vecchia (Geneva)
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Some unexplored connections between measure transportation theory and statistical inference
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18.07.2019
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Christian Hirsch (Mannheim)
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Testing goodness of fit for point processes via topological data analysis
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11.07.2019
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Johannes Krebs (Heidelberg)
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Advances on the asymptotic normality of Betti numbers
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04.07.2019
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Rainer von Sachs (UCLouvain)
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Intrinsic wavelet smoothing of curves and surfaces of Hermitian positive definite matrices
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23.05.2019
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Hervé Cardot (Université de Bourgogne)
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Online Robust Principal Components Analysis in Hilbert Spaces
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16.05.2019
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Suhasini Subba Rau (Texas A&M)
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Feature estimation and testing for linear regression with time series regressors
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17.01.2019
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Michael Kohler (Darmstadt)
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Statistical theory for deep neural networks
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22.11.2018
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Ndaoud Mohamed (CREST)
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Interplay of minimax estimation and minimax support recovery under sparsity
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18.10.2018
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Wolfgang Polonik (Davis)
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Limit theorems for random Betti numbers
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19.07.2018
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Ester Mariucci (Otto-von-Guericke Universität Magdeburg)
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Wasserstein and total variation distance for Lévy processes
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21.06.2018
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Céline Duval (Université Paris Descartes)
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Nonparametric adaptive estimator for grouped data and some generalizations
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17.05.2017
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Richard Nickl (Cambridge)
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Optimal statistical inference for non-linear inverse problems: The hard-working frequentist
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27.04.2017
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Alexey Onatskiy (Cambridge)
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Alternative asymptotics for cointegration tests in large VARs
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Date
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Speaker
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Title
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02.02.2017
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Siegfried Hörmann (Brüssel)
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Detection of periodicity in functional time series
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19.01.2017
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Alexander Aue (Davis)
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Spectral analysis of high-dimensional time series with applications to estimating the mean-variance frontier
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17.11.2016
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Sandra Schluttenhofer (Heidelberg)
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Nonparametric regression estimation in a nonstationary framework
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10.11.2016
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Lionel Truquet (Ensai)
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Local stationarity and time inhomogeneous Markov chains
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03.11.2016
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***HeiKaMEtrics workshop***
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27.10.2016
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Thomas Schuster (Saarbrücken)
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Solving nonlinear inverse problems by sequential subspace optimization with an application to terahertz tomography
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20.10.2016
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Wolfgang Polonik (Davis)
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Nonparametric Confidence Regions for Level Sets
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Date
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Speaker
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Title
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23.07.2016
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Anne van Delf (Maastricht)
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Locally stationary functional time series
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21.07.2016
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Jürgen Franke (Kaiserslautern)
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Sudden Changes in the Structure of Time Series
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07.07.2016
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Fabienne Comte (Paris)
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Laplace deconvolution (and its application to Dynamic Contrast Enhanced imaging
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05.07.2016
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Mark Podolski (Aarhus)
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Edgeworth expansion for Euler approximation of continuous diffusion processes
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05.07.2016
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Bartek Knapik (Amsterdam)
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Bayesian asymptotics and nonparametric inverse problems
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23.05.2016
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Stefan Superrich (Genève)
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Semi-mixed effects models: what they are and where they are good for
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21.04.2016
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Martin Spindler (MEA)
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L_2 Boosting in High-Dimensions: Rate Convergence
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21.04.2016
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Dietrich Werner Müller (Heidelberg)
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Die Likelihood-Idee: eine Neubewertung
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18.02.2016
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Boaz Nadler (Weizmann Institute)
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Unsupervised Ensemble Learning
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19.11.2015
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Anna Simoni (Paris)
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Gaussian processes and Bayesian moment estimation
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12.11.2015
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Angelina Roche (Paris)
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Adaptive estimation of the conditional law given a functional covariates
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05.11.2015
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Jan Johannes (Heidelberg)
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Statistics of Inverse Problems: Motivations, methods and theory
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22.10.2015
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Wolfgang Polonik (Davis)
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Multiscale Shape Extrction: Between Depth and Density
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15.10.2015
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Christian Weiß (Hamburg)
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An Introduction to Categorical Time Series Analysis
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16.07.2015
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Harrison Huibin Zhou (Yale)
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Community Detection: Minimaxity and Computational Algorithms
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18.06.2015
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Joseph Tadjuidje Kamgaing (Kaiserslautern)
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On the use of estimating functions in monitoring time series for change points
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17.06.2015
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Giovanni Motta (New York)
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Local Polynomials for time-varying correlations: adaptivity versus positivity
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05.05.2015
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Peter M. Robinson (London)
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Semiparametric estimation with nonparametric regression and long memory
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23.04.2015
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Valentin Konakov (Moscow)
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Random Flights and Parametrix Method
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04.12.2014
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Guang Cheng (Purdue)
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Nonparametric Bernstein-von Mises Phenomenon: A Tuning Prior Perspective
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13.11.2014
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Wolfgang Polonik (Davis)
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Multivariate switching relations and asymptotic distributions of order restricted NPMLEs
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23.09.2014
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Axel Bücher (Bochum)
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Extreme value copula estimation based on block maxima of a multivariate stationary time series
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