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.

07.12.2017, Mannheim, A5, room C014

14:00-14:30 Marco Lambrecht (Heidelberg) Measuring Skill and Chance in Games
14.30-15.00 Coffee break
15.00-16.00 Thomas Royen (retired) Die Gaußsche Korrelationsungleichung und ihre Verallgemeinerung auf eine Klasse multivariater Gammaverteilungen
16.00- Christmas party

09.11.2017, Heidelberg, Mathematikon, conference room, 5th floor

14:00-14:30 Felix Beroud (Lyon) A direct procedure for goodness-of-fit testing with unknown error density and additional data
14.30-15.00 Coffee break
15.00-16.00 Clément Marteau (Lyon) Testing inverse problems: a direct or an indirect problem?

26.10.2017, Heidelberg, Mathematikon, conference room, 5th floor

14.00-14.30 Mehmet Madensoy (Mannheim) Change point inference on volatility in noisy Itô semimartingales
14.30-15.00 coffee break
15.00-16.00 Barry Quinn (Macquarie University ) Novel frequency estimation techniques

13.09.2017, Heidelberg, Mathematikon, conference room, 5th floor

09.00-10.0 Leif Döring (Mannheim), Jan Johannes (Heidelberg) What's next after the PhD? - How to continue an academic career.
10.00-11.00 Hira Koul (Michigan) Residual empirical processes

06.07.2017, Heidelberg, Mathematikon, Seminarraum 7

14.00-14.30 Moritz von Rohrscheidt (Heidelberg) Bayesian Inference for Stationary Data on finite State Spaces
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 Estimating stable indices via fluctuation theory
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