The probability and statistics group offers a large teaching program on probability theory, mathematical statistics and applications from numerics over uncertainty quantification to econometrics on undergraduate and graduate level. The focus in Heidelberg lies on mathematical statistics whereas in Mannheim the focus lies on probability theory and applied probability.
Regular lectures contain topics on
- probability theory
- stochastic simulation
- Markov processes and stochastic differential equations
- inverse problems
- computational stochastics
- insurance mathematics
- high-dimensional statistics
- non-parametric statistics
- time-series analysis
- mathematical aspects of big data analysis
All lectures are part of the Masters programs "Mathematik" in Heidelberg and "Wirtschaftsmathematik" in Mannheim. Students of both universities can attend all lectures as part of their study programs. Interested future students might be interested to check further information for Mannheim and Heidelberg.
The group also offers courses for the graduate school of economic and social science (GESS).