Probability & Statistics Group Heidelberg-Mannheim

Summer school on statistics for stochastic processes

Speakers and Titles

  • Alexander Watson (University of Manchester): Introduction to Lévy Processes
  • Rasmus Waagepetersen (University of Aalborg): Statistical models and methods for spatial point processes  
  • Denis Belomestny (University of Duisburg-Essen): Estimation and calibration of Lévy models via Fourier methods
  • Claudia Strauch (Heidelberg): Statistics for diffusion processes

Monday (Introduction to Lévy processes)

09.00-09.45 Alex Watson
10.00-10.45 Alex Watson
10.45-11.15 coffee break
11.15-12.00 Alex Watson
12.15-13.00 Alex Watson
13.00-14.30 lunch break
14.30-15.15 Alex Watson
15.30-16.15 Alex Watson
16.15-16.45 coffee break
16.45-17.30 Alex Watson

Tuesday (Statistical models and methods for spatial point processes)

09.00-10.00 Rasmus Waagepetersen
10.00-10.30 coffee break
10.30-11.30 Rasmus Waagepetersen
11.30-12.30 PhD-student meeting
12.30-14.00 lunch break
14.00-15.00 Rasmus Waagepetersen
15.00-15.30 coffee break
15.30-16.30 Rasmus Waagepetersen

Wednesday (Talks of PhD-Students)

09.00-09.30 Mehmet Madensoy Change Point Inference in Volatility
09.30-10.00 Anna Kozhina Parametrix and it's applications
10.00-10.30 Moritz von Rohrscheidt Bayesian Inference for M/G/1 based on Observations of Departure-Processes
10.30-11.00 coffee break
11.00-11.30 Artem Makarov Estimation of Hawkes processes
11.30-11.40 Dimitri Schwab Random Fields on the Sphere, Continuity and Simulation
11.40-11.50 Britta Velten The Lasso for Feature Selection and Prediction in High-Dimensional Multi-Omic Datasets
11.50-12.00 Martin Dirrler Conditionally Max-stable Random Fields
12.00-13.30 lunch break
13.30-14.00 Martin Kroll Concentration inequalities for Poisson point processes with application to intensity estimation
14.00-14.30 Xavier Loizeau A Bayesian interpretation of model selection
14.30-15.00 Olga Moreva Modelling and Simulation of Bivariate Gaussian Random Fields
15.00-15.30 coffee break
15.30-15.40 Alexander Jordan Stability of Forecast Rankings
15.40-15.50 Lena Reichmann Time Series Modeling of Dynamic Networks
15.50-16.00 Stefan Schnabel Efficient simulation algorithm for stationary max-stable random fields
16.00-16.10 Philip Weißmann Self-similar Markov processes
16.10-16.20 Kira Feldmann Spatial post-processing of ensemble weather forecasts
RTG foto session
BBQ at Neuenheimer Feld

Thursday (Estimation and calibration of Lévy models via Fourier methods)

09.00-10.00 Denis Belomestny
10.00-10.30 coffee break
10.30-11.30 Denis Belomestny
11.30-12.30 RTG-meeting
12.30-14.00 lunch break
14.00-15.00 Denis Belomestny
15.00-15.30 coffee break
15.30-16.30 Denis Belomestny
16.30-17.30 Board meeting

Friday (Statistics for diffusion processes)

09:00-10.00 Claudia Strauch
10.00-10.30 coffee break
10.30-11.30 Claudia Strauch
11.30-13.00 lunch break
13.00-14.00 Claudia Strauch
14.00-14.30 coffee break
14.30-15.30 Claudia Strauch

Practical Information

Date: September, 12th-16th, 2016

Venue: Heidelberg University, Mathematikon, Seminarroom A

Organizers

Research training group "Statistical modeling of complex systems and processes"