Probability & Statistics Group Heidelberg-Mannheim

Heidelberg (Oktober 2017-February 2018)

Lecturer: Prof. Dr. Enno Mammen

Topics include

  • Statistische Inferenz im linearen Modell
  • Nichtparametrische Statistik
  • Entscheidungstheorie

More information on the course website.

Lecturer: Prof. Dr. Rainer Dahlhaus

Topics include

  • Asymptotics of Mamximum Likelihood Estimators
  • Test Theory: Likelihood-Ratio-Test, Wald-Test, Score-Test
  • Local Asymptotic Normality (LAN)
  • Contiguity
  • Asymptotic Efficiency of Tests
  • Ranktests
  • Efficiency of Estimators - Cramer Rao Bound
  • LASSO Estimator

More information on the course website.

Lecturer: Prof. Dr. Jan Johannes

Topics include

  •  

Lecturer: Prof. Dr. Jan Johannes

Topics include

  •  

Lecturer: Prof. Dr. Enno Mammen

Topics include

  •  

Lecturer: Prof. Dr. Rainer Dahlhaus

Topics include

  • spectral analysis
  • state space models for time series
  • signal processing

More information on the course website.

Mannheim (September-December 2017)

Lecturer: Prof. Dr. Martin Schlather

Topics include

    • descriptive statistics
    • lineare models
    • estimation and testing

    More information on the course website.

    Lecturer: Prof. Dr. Martin Schlather

    Topics cover

    • time-series
    • random fields
    • point processes

    More information on the course website.

    Lecturer: Prof. Dr. Leif Döring

    Topics cover

    • Lévy-Khintching formula
    • Poisson measures and Lévy-Ito representation
    • fluctuation theory
    • continuous state branching processes

    More information on the course website.

    Lecturer: Prof. Dr. Martin Schlather

    Topics cover

    •  

    More information on the course website.

    Lecturer: Prof. Dr. Martin Schlather

    Topics include

      •  

      Lecturer: Prof. Dr. Claudia Schilings and Dr. Björn Sprungk

      Topics include

      • Theory and regularization for ill-posed inverse problems
      • numerical schemes for regularisation
      • Bayesian inverse problems

      More information on the course website.

      Lecturer: Prof. Dr. Claudia Strauch

      Topics include

      •  

      Lecturers Dr. Peter Parczewski and Dr. Taras Shalaiko

      Topics include

      • numerical schemes for stochastic differential equations
      • Multilevel Monte Carlo methods
      • Wong-Zakai approximations
      • optimal convergence rates

      More information on the course website.

      Lecturer: Dr. Florian Werner

      Topics include

      • local martingale theory
      • semimartingales
      • stochastic integrals
      • Ito-formula