Mannheim Probability and Statistics Seminar
The seminar is jointly organized by the groups of Leif Döring (probability theory), Andreas Neuenkirch (computational stochastics), Claudia Schillings (mathematical optimization), Claudia Strauch (mathematical statistics), and Klaus D. Schmidt (actuarial science) at the University of Mannheim. Wednesday, 12.00-12.45, Digital
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09.12.2021
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Simon Weissmann (Heidelberg)
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A multilevel subset simulation for estimating rare events via shaking transformations
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24.02.2021
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Clément Foucart (Paris)
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Ancestral lineages of continuous-state branching population
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03.03.2021
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Gabriel Berzunza (Liverpool)
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Fragmentation Process derived from alpha-stable Galton-Watson trees
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10.03.2021
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Stefan Richter (Heidelberg)
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Forecasting time series with neural networks
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17.03.2021
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Quan Shi (Mannheim)
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Interval-partition evolutions as limits of random walks on compositions, and their applications
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24.03.2021
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Phillipp Gut (Mannheim)
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One-shot optimization using neural network surrogates in forward and inverse UQ
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14.04.2021
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Matyas Barczy (Szeged)
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Asymptotic behaviour of critical decomposable 2-type Galton-Watson processes with immigration
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21.04.2021
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Christian Hirsch (Groningen)
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Quenched invariance principle for random walks on dynamically averaging random conductances
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28.04.2021
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Jean-Jil Duchamps (Besançon)
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Nested coalescent and fragmentation processes
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05.05.2021
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Wenpin Tang (Columbia University)
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Mallows ranking (permutation) -- Old and New
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12.05.2021
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19.05.2021
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26.05.2021
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26.02.2020
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Ari-Pekka Perkkiö (München)
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Dynamic programming and duality in convex stochastic optimization
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11.03.2020
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Nicole Bäuerle (KIT)
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Portfolio optimization in fractional and rough Heston models
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18.03.2020
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25.03.2020
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No seminar
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GPSD in Dresden
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01.04.2020
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Julien Berestycki (Oxford)
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22.04.2020
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Sam Baguley (Mannheim)
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29.04.2020
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Xiaolin Zeng (Strassbourg)
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06.05.2020
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13.05.2020
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Andrew Allan (ETH Zurich)
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20.05.2020
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Igor Kortchemski (Paris)
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27.05.2020
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Matyas Barczy (Debrecen)
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04.09.2019
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Peter Mörters (Köln)
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Metastability of the contact process on evolving scale-free networks
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11.09.2019
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Martin Möhle (Tübingen)
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On the block counting process and the fixation line of the Bolthausen-Sznitman coalescent
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19.09.2019
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Michael Neumann (Jena)
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A central limit theorem for weakly dependent random variables
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25.09.2019
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Robert Denk (Konstanz)
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A semigroup approach to nonlinear Lévy processes
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25.09.2019
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Rasmus Waagepetersen (Aalborg)
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Multinomial logistic regression for multivariate point processes
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02.10.2019
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Lisa Hartung (Mainz)
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High points of a random model of the Riemann-Zeta function and Gaussian multiplicative chaos
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09.10.2019
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UQ-talks, Philipp Wacker (Erlangen)
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Wavelet-based priors for Bayesian inference with an application to hydraulic tomography
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16.10.2019
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Oleg Butkowskiy (Berlin)
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Regularization by noise for SDEs and related systems: a tale of two approaches
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23.10.2019
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Masoumeh Dashti (Sussex)
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Posterior consistency in Bayesian inference with exponential priors
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23.10.2019
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Vesa Kaarnioja (UNSW Sidney)
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Higher order quasi-Monte Carlo rules for uncertainty quantification using periodic random variables
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30.10.2019
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Matti Kiiski (Mannheim)
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Martingale Optimal Transport Duality
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06.11.2019
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Kirstin Strokorb (Cardiff)
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Geometry of extreme values and max-stable processes
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13.11.2019
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Günter Last (Karlsruhe)
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Lace Expansion and Mean-Field Behavior for the Random Connection Model
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27.11.2019
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Michael Kupper (Konstanz)
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Homogeneous martingale optimal transport
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11.12.2019
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Matyas Barczy (Szeged)
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Date
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Speaker
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Title
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20.02.2019
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Peter Parczewski (Mannheim)
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27.02.2019
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Christian Hirsch (Mannheim)
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Random Networks in Topological Data Analysis & Materials Science
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27.03.2019
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Helmut Pitters (Mannheim)
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Number of blocks in large random non-crossing partitions
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03.04.2019
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Markus Heydenreich (München)
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The Random Connection Model at Criticality
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08.05.2019
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Jonas Krampe (Mannheim)
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Bootstrap Based Inference for Sparse High-Dimensional Time Series Models
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15.05.2019
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Matthias Schulte (Bern)
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Component counts in the random connection model
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22.05.2019
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Philip Weißmann (Mannheim)
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Completely asymmetric stable processes conditioned to avoid an interval
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29.05.2019
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Alex Drewitz (Köln)
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The maximum particle of branching random walk in spatially random branching environment
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Date
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Speaker
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Title
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26.09.2018
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Philip Weißmann (Mannheim)
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Lévy processes conditioned to avoid and hit intervals
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10.10.2018
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Samuel Baguley (Mannheim)
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Existence and uniqueness of stable SDEs
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17.10.2018, 15:30, A5 C116
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Cyril Labbé (Paris)
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Localisation of the continuous Anderson hamiltonian in 1d
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17.10.2018, 15:30, A5 C116
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Clement Foucard (Paris)
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Continuous-state branching processes with competition: duality and reflection at infinity
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07.11.2018
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Sebastian Fuchs (Dortmund)
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Extreme Negative Dependence and Kendall's Tau
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21.11.2018
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Caroline Geiersbach (Wien)
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Stochastic Approximation for Shape Optimization
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28.11.2018
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Matthias Löffler (Cambridge)
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Spectral Thresholding for the estimation of Markov chain transition operators
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05.12.2018
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Volker Betz (Darmstadt)
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Cycle structure in random permutations without long cycles
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05.12.2018
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Kolyan Ray (London)
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Nonparametric statistical inference for drift vector fields of multidimensional diffusions
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11.12.2018
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Maite Wilke Berenguer (Bochum)
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Simultaneous migration in the seed bank coalescent
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Date
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Speaker
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Title
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21.02.2018
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Philip Weißmann (Mannheim)
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Lévy processes conditioned to avoid an interval
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28.02.2018
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*** Stochastic days Freiburg ***
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07.03.2018
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Simon Weißmann (Mannheim)
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Analysis of the ensamble Kalman inversion
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14.03.2018
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Leif Döring (Mannheim)
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Entrance and Exit from Infinity for Stable SDEs
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10.04.2018
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Johannes Schmidt-Hieber (Leiden)
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Statistical theory for deep neural networks with ReLU activation function
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25.04.2018
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Marco Meyer (Hamburg)
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A Frequency Domain Hybrid Bootstrap for Spectral Means and General Stationary Processes
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09.05.2018
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Moritz Schauer (Leiden)
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Continuous-discrete smoothing of diffusions
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23.05.2018, 12.15-13.00
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Claudia Strauch (Mannheim)
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Sup-norm adaptive estimation of the charcteristics of scalar ergodic diffusions
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23.05.2018, 13.00-13.45
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Markus Bibinger (Marburg)
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Volatility estimation for stochastic PDEs using high-frequency observations
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23.05.2018, 14.30-15.15
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Mathias Vetter (Kiel)
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A universal approach to estimate the conditional variance in semimartingale limit theorems
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23.05.201, 15.15-16.00
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Mathias Trabs (Hamburg)
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Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes
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30.05.2018, 11.30-12.00
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Aretha Teckentrup (Edinburgh)
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Surrogate Models in Large-Scale Bayesian Inverse Problems
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30.05.2018, 12.00-12.30
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Ingmar Schuster (Berlin)
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Markov chain importance sampling: efficient estimators for Metropolis Hastings and discretized Langevin
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30.05.2018, 12.30-13.00
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Simon Weißmann (Mannheim)
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Continuous time limit of the Ensemble Kalman filter for inverse problems
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Date
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Speaker
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Title
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13.09.2017
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Sören Christensen (Hamburg)
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Are American Options European after all?
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20.09.2017
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Christian Mönch (Mannheim)
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25.10.2017
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Kirstin Strokorb (Cardiff)
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Local variance reduction for intrinsically stationary Gaussian random fields and its use for the simulation of Brown-Resnick processes
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08.11.2017
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Dirk Blömker (Augsburg)
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A strongly convergent numerical scheme from EnKF continuum analysis
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22.11.2017, 11.00-12.00
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Kweku Abraham und Sven Wang (Cambridge)
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An introduction to Bayesian contraction rates, The LAN expansion for discretely observed diffusions
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22.11.2017
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Jonas Latz (München)
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Multilevel Sequential² Monte Carlo for Bayesian Inverse Problems
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29.11.2017
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Alex Watson (Manchester)
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A probabilistic approach to spectral analysis of growth-fragmentation equations
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06.12.2017
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Stavros Vakeroudis (Samos)
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Windings of Planar Processes
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Date
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Speaker
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Title
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01.03.2017
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Daria Khromenkova (Mannheim, economics)
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Restless Strategic Experimentation
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05.04.2017
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Lorenzo Taggi (Darmstadt)
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Ensembles of self-avoiding polygons
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26.04.2017
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Sam Baguley (Mannheim)
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Maximum Likelihood for stable processes via Overshoots
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03.05.2017
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Matthias Krause (Mannheim, computer science)
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Über Flusschiffren mit beweisbarer "Beyond the Birthday Bound" -Sicherheit gegenüber generischen Angriffen
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10.05.2017
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Konrad Kolesko (Darmstadt)
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Convergence of complex Biggins martingales on the phase boundary
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17.05.2017
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Daniel Heck (Mannheim, psychology)
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Quantifying Uncertainty in Transdimensional Markov Chain Monte Carlo
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24.05.2017
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Philip Weißmann (Mannheim)
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Stochastic potential theory and applications to Lévy processes
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Date
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Speaker
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Title
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21.09.2016
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Antonis Papapantoleon (Mannheim)
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Fréchet-Hoeffding bounds and model-free finance
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05.10.2016
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Wim Schoutens (Leuven)
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Applied Conic Finance
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12.10.2016
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Elias Strehle (Mannheim)
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Order Anticipation Strategies in a Model of Transient Price Impact
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19.10.2016
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Lukas Gonon (Zürich)
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Skorokhod Embedding for Lévy Processes
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26.10.2016
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Claudia Strauch (Heidelberg)
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Martingale approximation, exponential inequalities and their statistical applications in Markov diffusion models
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02.11.2016
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Dominik Schuhmacher (Göttingen)
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Convergence rates for the degree distribution in a dynamic network model
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09.11.2016, 10.45-11.45, A5 C015
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Ilya Molchanov (Bern)
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Set-valued portfolios and set-valued risks
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09.11.2016
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Juri Hinz (UT Sydney)
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Solving Stochastic Switching Problems -- Novel Methods in Applications
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15.11.2016
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Hajo Holzmann (Marburg)
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Nonparametric Identification and Estimation in a Triangular Random Coefficient Regression Model
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23.11.2016
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Philipp Harms (Freiburg)
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Markovian representation of fractional Brownian motion and some applications in finance
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30.11.2016
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***Mini Workshop on Statistics for Stochastic Processes***
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07.12.2016
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Damien Ackerer (Lausanne)
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The Jacobi stochastic volatility model and some variants
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07.12.2016
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Alexander Kalinin (Mannheim)
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Mild solutions to quasilinear parabolic path-dependent PDEs
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14.12.2016
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Mathieu Rosenbaum (Paris)
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About the rough Heston model
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Date
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Speaker
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Title
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17.02.2016
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Philip Weißmann (Mannheim)
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Composite Likelihood
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24.02.2016
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Martin Dirrler (Mannheim)
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Conditionally Max-stable Random Fields
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02.03.2016
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*** Stochastik Tage Bochum ***
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23.03.2016
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*** Easter break ***
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30.03.2016
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*** Easter break ***
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13.04.2016
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Jerome Blauth (Mainz)
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Infinite rate mutually catalytic branching driven by alpha-stabler Lévy processes
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20.04.2016
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Mario Hefter (Kaiserslautern)
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Optimal Strong Approximation of the One-dimensional Squared Bessel Process
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27.04.2016
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Andreas Neuenkirch (Mannheim)
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Rough Paths in a nutshell
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04.05.2016
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Taras Shalaiko (Mannheim)
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Integral Representations for Fractional Brownian Motion
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11.05.2016
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Matthias Hammer (Berlin)
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A new look at the symbiotic branching model
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25.05.2016
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Matthias Schulte (Karsruhe)
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Malliavin-Stein method for Poisson functionals
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01.06.2016
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Andrea Kuntschik (Frankfurt)
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Balanced Irreducible 2x2 Pólya Urns: Rates of convergence
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Date
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Speaker
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Title
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01.10.2015
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Andreas Neuenkirch (Mannheim)
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Multi-Level Quadrature of Discontinuous Payoffs in the Heston Model
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08.10.2015
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Leif Döring (Mannheim)
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Perpetual Integrals for Lévy Processes
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15.10.2015
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Sebastian Riedel (Berlin)
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Random dynamical systems and rough paths
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22.10.2015
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Frank Aurzada (Darmstadt)
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Persistence probabilities
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29.10.2015
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Anita Behme (München)
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Invariant distributions of Ito-Lévy processes
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05.11.2015
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Peter Parczewski (Mannheim)
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Approximation of Skorohod integrals and the Poincaré lemma for Brownian motion
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12.11.2015
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Dimitri Schwab (Mannheim)
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Mosaic Random Fields on the Sphere
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19.11.2015
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Matti Leimbach (Berlin)
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Noise-induced Stochastic Stabilization
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23.11.2015
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Vicky Fasen (Karlsruhe)
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Risk contagion under multivariate regular variation and asymptotic tail independence
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26.11.2015
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*** Kolloquium Heidelberg ***
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03.12.2015
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Lisa Beck (Augsburg)
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Regularization by Noise for the Stochastic Transport Equation
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10.12.2015
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Jürgen Potthoff (Mannheim)
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Brownian Motion on Metric Graphs I
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17.12.2015
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Florian Werner (Mannheim)
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Brownian Motion on Metric Graphs II
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