Probability & Statistics Group Heidelberg-Mannheim

Stochastics Seminar Heidelberg-Mannheim

The Heidelberg-Mannheim Stochastics Seminar is a biweekly seminar alternating between the Universities in Heidelberg and Mannheim. At each occasion there is an invited talk and a talk of a local PhD students. Once a month additionally the internal PhD seminar takes place: organized by the PhD students from Heidelberg and Mannheim an extra topic (or key skill event) is presented. Coordinator of the seminar is Mehmet Madensoy.

30.07.2021, ZOOM-ROOM-02

15.00-15.30 Munir Hiabu Estimating and modelling mortality rates in the absence of population data

25.06.2021, ZOOM-ROOM-01

14.30-15.00 Sergio Filipe Brenner Miguel (Heidelberg) Survival analysis under dependency and multiplicative measurement errors
15.00-16.00 Céline Duval (Paris) Spectral-free estimation of Lévy densities in high-frequency regime

30.04.2021, ZOOM-ROOM-01

14.00- Stefan Wager Diffusion Asymptotics for Sequential Experiments

09.04.2021, ZOOM-ROOM-05

14.00- Martin Slowik (Mannheim) From stochastic interface models to random walks in time-dependent random environments -- and back?

23.01.2020, Heidelberg, Mathematikon, conference room, 5th floor

14.00-14.30 Enrique Fita Sanmartín (Heidelberg) Probabilistic Watershed
14.30-15.00 Coffee break  
15.00-16.00 Christoph Rothe (Mannheim) Bias-Aware Inference in Fuzzy Regression Discontinuity Designs

09.01.2020, Heidelberg, Mathematikon, Seminarraum 11

14.00-14.30 Stefan Stein (Warwick University) Analysis of annotated networks via the sparse \beta-model
14.30-15.00 Coffee break  
15.00-16.00 Fred Hamprecht (Heidelberg) Signed graph partitioning: an important computer vision primitive

05.12.2019, Mannheim, B6, 23-25, room A204

15.30-16.00 Sandra Schluttenhoffer (Heidelberg) Adaptive minimax testing in inverse Gaussian sequence space models
16.00-16.30 Coffee break  
16.30-17.30 Holger Dette (Bochum) Potential theory and the Brownian Motion
17.30- Christmas party  

07.11.2019, Heidelberg, Mathematikon, conference room, 5th floor

14.00-15.00 Niklas Dexheimer (Mannheim) Stochastic Integration and SDEs: An Introduction
15.00-15.30 Coffee break  
15.30-16.30 David Prömel (Mannheim) Robust Finance and Martingale Optimal Transport

17.10.2019, Mannheim, B6, 23-25, room A303

14.00-15.00 Robert Scheichl (Heidelberg) Introduction to Uncertainty Quantification
15.00-15.30 Coffee break  
15.30-16.00 Samuel Baguley (Mannheim) Potential Theory and Brownian motion

26.09.2019, Heidelberg, HS Hörsaal

14.00-14.30 Simon Weißmann (Mannheim) Tikhonov regularization scheme for ensemble Kalman inversion
14.30-15.00 Coffee break  
15.00-16.00 Ingrid van Keilegom (Leuven) Bootstrap of residual processes in regression: to smooth or not to smooth?

14.06.2019, Heidelberg, HS basic floor

14.00-14.30 Sergio Filip Brenner Miguel (Heidelberg) Data-driven aggregation of Laguerre density estimates
14.30-15.00 coffee break  
15.00-16.00 Steve Marron (University of North Carolina) Object Oriented Data Analysis

09.05.2019, Mannheim, B6, 23-25, room A304

14:00-14:30 Philipp Guth (Mannheim) A Quasi-Monte Carlo Method for PDE-Constrained Optimization
14.30-15.00 Coffee break  
15.00-16.00 Ingo Steinwart (Stuttgart) Efficient Kernel-Based Learning by Localization

28.03.2019, Mannheim, B6, 23-25, room A304

14.00-14.30 Lukas Trottner (Mannheim) Overshoots of Lévy processes from a Markov perspective
14.30-15.00 Coffee break  
15.00-16.00 Daniel Heck (Mannheim) Multinomial Models with Convex Linear Inequality Constraints

10.01.2018, Heidelberg, Mathematikon, conference room, 5th floor

14:00-14:30 Jonas Brehmer (Mannheim) Extreme Value Theory and the Scoring Framework
14.30-15.00 Coffee break  
15.00-16.00 Vladimir Spokoiny (Berlin) Bootstrap confidence sets for spectral projectors of sample covariance

06.12.2018, Heidelberg, Mathematikon, conference room, 5th floor

14.00-14.30 Stefan Koch (Mannheim) Malliavin derivatives: An introduction and a characterization of independence
14.30-15.00 Coffee break  
15.00-16.00 Stephan Huckemann (Göttingen) On Noneucliden Dimension Reduction and Their Asymptotics

25.10.2018, Heidelberg, Mathematikon, Seminarraum 7

14:00-14:30 Christof Schötz (Heidelberg) Convergence Rates for the Generalized Fréchet Mean
14.30-15.00 Coffee break  
15.00-16.00 Alexandre Tsybakov (CREST, ENSAE) Estimation of functionals and testing under sparsity 1

19.07.2018, Heidelberg, IWH, Hauptstrße 242, Hörsaal - DIFFERENT PLACE AS USUAL

14:00-14:30 Claudia Noack (Mannheim) Sensitivity of LATE Estimates to Violations of the Monotonicity Assumption
14.30-15.00 Coffee break  
15.00-16.00 Ester Mariucci (Magdeburg) Wasserstein and total variation distance for Lévy Processes

28.05 & 01.06.2018, HeiKaMEtrics & RTG 1953 workshop in Heidelberg, Mathematikon, SR C and conference room, 5th floor

01.06.2018 09.00-10.00 Stefan Wager (Stanford University) Optimized Regression Discontinuity Designs
  10.00-10.30 Coffee break  
  10.30-11.30 Stefan Wager (Stanford University) Augmented Minimax Linear Estimation
28.05.2018 11.15-12.15 Victor Chernozhukov (MIT) Double/Debiased Machine Learning

24.05.2018, Mannheim, A5 room C015 - DIFFERENT TIME AS USUAL

13.30-14.30 Irene Schlünder (Berlin) Sharing and Reuse of Sensitive Data and Samples: Supporting Researchers in Identifying Ethical and Legal Requirements
14.30-15.00 Coffee break  
15.00-16.00 Mathias Trabs (Hamburg) Bayesian inverse problems with unknown operators

12.04.2018, Mannheim, B6, 23-25, Room A103 - DIFFERENT TIME AS USUAL

10:00-10:30 Stefan Koch (Mannheim) Smooth Dependence on Hurst Parameters
10.30-11.00 Coffee break  
11.00-12.00 Sören Christensen (Hamburg) Einige statistische Aspekte des Zensus 2011

08.02.2018, Mannheim, A5 Room C012

14:00-14:30 Anna Kozhina (Heidelberg) Weak error for the Euler scheme approximation of degenerate diffusions with non-smooth coefficients
14.30-15.00 Coffee break  
15.00-16.00 Wolfgang Huber (EMBL Heidelberg) Better false discovery rates: Using co-data to for hypothesis weighting in multiple testing

07.12.2017, Mannheim, A5, room C014

14:00-14:30 Marco Lambrecht (Heidelberg) Measuring Skill and Chance in Games
14.30-15.00 Coffee break  
15.00-16.00 Thomas Royen (retired) Die Gaußsche Korrelationsungleichung und ihre Verallgemeinerung auf eine Klasse multivariater Gammaverteilungen
16.00- Christmas party  

09.11.2017, Heidelberg, Mathematikon, conference room, 5th floor

14:00-14:30 Felix Beroud (Lyon) A direct procedure for goodness-of-fit testing with unknown error density and additional data
14.30-15.00 Coffee break  
15.00-16.00 Clément Marteau (Lyon) Testing inverse problems: a direct or an indirect problem?

26.10.2017, Heidelberg, Mathematikon, conference room, 5th floor

14.00-14.30 Mehmet Madensoy (Mannheim) Change point inference on volatility in noisy Itô semimartingales
14.30-15.00 coffee break  
15.00-16.00 Barry Quinn (Macquarie University ) Novel frequency estimation techniques

13.09.2017, Heidelberg, Mathematikon, conference room, 5th floor

09.00-10.0 Leif Döring (Mannheim), Jan Johannes (Heidelberg) What's next after the PhD? - How to continue an academic career.
10.00-11.00 Hira Koul (Michigan) Residual empirical processes

06.07.2017, Heidelberg, Mathematikon, Seminarraum 7

14.00-14.30 Moritz von Rohrscheidt (Heidelberg) Bayesian Inference for Stationary Data on finite State Spaces
14.30-15.00 coffee break  
15.00-16.00 Rainer von Sachs (Louvain-la-Neuve) Time-frequency analysis of locally stationary Hawkes processes

29.06.2017, Mannheim, A5, room C112

14.00-14.30 Sam Baguley Estimating stable indices via fluctuation theory
14.30-15.00 coffee break  
15.00-16.00 Jessica Kaiser, Philipp Zumstein (Library Mannheim) How to write a scientific article

18.05.2017, Heidelberg, Mathematikon, conference room, 5th floor

14.00-14.30 Britta Velten (Heidelberg) Adaptive penalization for high-dimensional regression and classification with non-exchangeable features
14.30-15.00 coffee break  
15.00-16.00 Richard Nickl (Cambridge) Optimal statistical inference for non-linear inverse problems: The elegant Bayesian?
16.00-16.45 Alexander Kreiß (Heidelberg) How to win a Fields Medal? Triangular Percolation and Smirnov's Theorem II

04.05.2017, Heidelberg, Mathematikon, Seminarraum B, ground floor

14.00-14.30 Kira Feldmann (Heidelberg) Statistical post-processing for weather forecasts and its spatial extension
14.30-15.00 coffee break  
15.00-16.00 Ingrid van Keilegom (Louvain) Flexible parametric approach to classical measurement error variance estimation without auxiliary data
16.00-16.45 Alexander Kreiß (Heidelberg) How to win a Fields Medal? Triangular Percolation and Smirnov's Theorem I

06.04.2017, Mannheim, B6, 23-25, A305

14.00-14.30 Alex Kalinin (Mannheim) Mild solutions to semilinear parabolic path-dependent PDEs
14.30-15.00 coffee break  
15.00-16.00 Rüdiger Hewer A Matern based multivariate Gaussian random process for a consistent model of the horizontal wind components and related variables
16.00-17.30 Jessica Kaiser, Philipp Zumstein (Mannheim) On the general form of research articles

23.03.2017, Heidelberg, Mathematikon, Seminarraum B, ground floor

14.00-14.30 Philip Weissmann (Mannheim) Harmonic functions and stationary overshoots
14.30-15.00 coffee break  
15.00-16.00 Tim Patschkowski (Bochum) Locally adaptive confidence bands
16.00-17.30 Mehmet Madensoy (Mannheim) Extensions and statistical applications of the fourth moment theorem

09.03.2017, Mannheim, A5, room C112

14.00-14.30 Xavier Loizeau (Heidelberg) Bayesian minimax and oracle optimality in an inverse Gaussian sequence space model
14.30-15.00 coffee break  
15.00-16.00 Marco Oesting (Siegen) Likelihood-Based Inference for Multivariate Extreme Value Distributions
16.00-17.30 Philip Weissmann (Mannheim) On general Markov processes

23.02.2017, Heidelberg, Mathematikon, conference room, 5th floor

14.00-14.30 Stefan Schnabel (Mannheim) Simulation algorithm for stationary max-stable random fields
14.30-15.00 coffee break  
15.00-16.00 Björn Sprungk (Chemnitz) MCMC methods for Bayesian Inference in Hilbert spaces
16.00-17.30 Peter Parczewski (Mannheim) Malliavin calculus - Some exemplary applications

09.02.2017, Mannheim, L9, 7, room 308

14.00-15.00 Ana Ferreira (Lissabon) Estimation under Block Maxima and Peaks-over-Threshold methods
15.00-15.30 coffee break  
15.30-16.00 Martin Dirrler (Mannheim) Conditionally Max-stable Random Fields
16.00-17.30 Peter Parczewski (Mannheim) A Brief story of Malliavin Calculus

26.01.2017, Heidelberg, Mathematikon, conference room, 5th floor

14.00-15.00 Enno Mammen (Heidelberg) Optimal Estimation of sparse high-dimensional additive models
15.00-15.30 coffee break  
15.30-16.30 Alexander Meister (Rostock) Strong Gaussian approximation of mixture Rasch models
16.30-18.00 Mehmet Madensoy (Mannheim) Characteristics of Semimartingales

15.12.2016, Mannheim, A5, C013

14.00-14.30 Alexander Kreiß (Heidelberg) A Model for Dynamic Networks Based on Counting Processes
14.30-15.00 coffee break  
15.00-16.00 Leif Döring (Mannheim) Skorokhod Embeddig Problem

After the seminar we have our Christmas party in room C012

01.12.2016, Mannheim, L9, 7, room 308

14.00-14.30 Lena Reichmann (Mannheim) Conditional density estimation of categorical data given functional
14.30-15.00 coffee break  
15.00-16.00 Claudia Schillings (Berlin) Analysis of the Ensemble Kalman

17.11.2016, Heidelberg, Mathematikon, conference room, 5th floor

14.00-14.30 Martin Kroll (Mannheim) From density estimation to Poisson inverse problems
14.30-15.00 coffee break  
15.00-16.00 Stefan Richter (Heidelberg) Minimax optimal local bandwidth selection for stationary processes
16.00-17.30 Mehmet Madensoy (Mannheim) Semimartingales and General stochastic integration

03.11.2016 no seminar

HeiKaMEtric workshop in Mannheim

20.10.2016, Heidelberg, Mathematikon, conference room, 5th floor

14.00-14.30 Malte Schierholz (Mannheim) Occupation Coding during the Interview
14.30-15.00 coffee break  
15.00-16.00 Wolfgang Polonik (Davis) Nonparametric Confidence Regions for Level Sets
16.00-17.30 Leif Döring & Jan Johannes (Heidelberg) How to give a math talk?

06.10.2016, Mannheim, L9, 7, room 308

14.00-14.30 Yiqi Li (Mannheim) A Markovian queueing model of visual search
14.30-15.00 coffee break  
15.00-16.00 Martin Schlather (Mannheim) Mathematical Problems in Animal Breeding