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 |