Statistical Modeling of Complex Systems and Processes

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.

06.07.2017, Heidelberg, Mathematikon, Seminarraum 7

14.00-14.30
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
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