Probability & Statistics Group Heidelberg-Mannheim

Summer school on statistics for stochastic processes

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

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

Date: September, 12th-16th, 2016

Venue: Heidelberg University, Mathematikon, Seminarroom A

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