Probability & Statistics Group Heidelberg-Mannheim

PhD Seminar

The informal seminar of PhD students is organized by the group of all PhD students of the RTG. Currently it runs on a biweekly basis after the Heidelberg-Mannheim Statistics Seminar.

2017

18.05.2017 Alexander Kreiß (Heidelberg) How to win a Fields Medal? Triangular Percolation and Smirnov's Theorem II
04.05.2017 Alexander Kreiß (Heidelberg) How to win a Fields Medal? Triangular Percolation and Smirnov's Theorem I
06.04.2017 Jessica Kaiser, Philipp Zumstein (Mannheim) On the general form of research articles
23.03.2017 Mehmet Madensoy (Mannheim) Extensions and statistical applications of the fourth moment theorem
09.03.2017 Philip Weissmann (Mannheim) On general Markov processes
23.02.2017 Peter Parczewski (Mannheim) Malliavin calculus - Some exemplary applications
09.02.2017 Peter Parczewski (Mannheim) A Brief story of Malliavin Calculus
26.01.2017 Mehmet Madensoy (Mannheim) Characteristics of Semimartingales

2016

15.12.2016 Alexander Kreiß (Heidelberg) A Model for Dynamic Networks Based on Counting Processes
07.12.2016 Alexander Kalinin (Mannheim) Mild solutions to quasilinear parabolic path-dependent PDEs
01.12.2016 Lena Reichmann (Mannheim) Conditional density estimation of categorical data given functional
17.11.2016 Martin Kroll (Mannheim) From density estimation to Poisson inverse problems
20.10.2016 Malte Schierholz (Mannheim) Occupation Coding during the Interview
06.10.2016 Yiqi Li (Mannheim) A Markovian queueing model of visual search
28.09.2016 Christof Schötz (Freiburg) Concentration Inequalities with Applications
15.09.2016 Stefan Koch (Karlsruhe) Goodness of fit tests based on the empirical moment generaMng funcMon with applicaMons to testing for normality
10.09.2016 Sam Baguley (Bath) Branching Brownian motion
31.05.2016 Xavier Loizeau (Heidelberg) Minimax-optimal concentration rate: confronting Bayesian and frequentist points of view
31.05.2016 Alexander Kreiß (Heidelberg) A Model for Dynamic Networks Based on Counting Processes
24.03.2016 Artem Makarov (Mannheim) Nonparametric estimation for Hawkes processes
15.03.2016 Iryna Voloshchenko (Mannheim) Model-free Portfolio Theory and Pathwise no-arbitrage in a class of Delta hedging strategies
09.03.2016 Philip Weissmann (Mannheim) Gaussian Random Fields
18.02.2016 Moritz von Rohrscheid (Heidelberg) Stationary Tensor-Measures
26.01.2016 Olga Moreva (Mannheim) Simulation of Gaussian random fields with modified de Wijsian variorum
02.01.2016 Martin Dirrler (Mannheim) Conditionally Max-stable Random Fields

2015

15.12.2015 Alexander Kalinin (Mannheim) Mild Solutions of Parabolic Partial Differential Equations
24.11.2015 Stefan Schnabel (Mannheim) Simulation of max-stable rando m fields
05.11.2015 Anna Kozhina (Heidelberg, Moscow) Parametrix method. Introduction
20.10.2015 Maria Marchenko (Mannheim) Endogenous Shocks in the Social Networks: Effect of Students´ Exam Retakes on their Friends` Future Performance
11.06.2015 Xavier Loizeau (ENSAI) Comparing prior choices in terms of their posterior concentration
26.05.2015 Dmitrii Lisovskii (Moscow) Bid and ask prices of the securities market
13.05.2015 Mehmet Madensoy (Saarland) Volatility estimation for noisy fractional integral processes
11.05.2015 Christian Dehm (Karlsruhe) Der Brown-Resnick Prozess
24.03.2015 Martin Wahl (Heidelberg) On the mod-Gaussian convergence of a sum over primes
24.02.2015 Alexander Kalinin (Mannheim) Mild and Viscosity Solutions of Parabolic Path-Dependent Partial Differential Equations
22.01.2015 Alexander Kreiß (Darmstadt) Piecewise constant mean regression under mild assumptions to the noise distribution

2014

23.03.2014 Anna Kozhina (Heidelberg, Moscow) Approximations for SDE’s Solutions by their Wiener Chaos Expansions with Examples from Mathematical Finance
23.05.2014 Sebastian Lerch (Heidelberg) Forecaster‘s dilemma: Extreme events and forecast evaluation
27.05.2014 Martin Wahl (Mannheim) Estimation of components in high-dimensional additive models
15.07.2014 Olga Moreva (Ulm) Estimation of the characteristic triplet of the infinitely divisible random measure in the spectral representation of infinitely divisible random fields
26.08.2014 Maryam Zolghadr (Waterloo) Optimal design of dilution experiments under volume constraints
16.12.2014 Carolin Margraf (London) Empowering Chain Ladder