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.

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