Institute for
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Die Erholunsgzone vor dem D4 Gebäude über dem Brunnen.

Winter Term 2015/16

You are cordially invited to attend the talks in seminar room D4.4.008 (Building D4, Entrance A, Level 4) on Fridays at 9:00am.

October 2

Marius Hofert (Department of Statistics and Actuarial Science, University of Waterloo, Canada):


Improved Algorithms for Computing Worst Value-at-Risk: Numerical Challenges and the Adaptive Rearrangement Algorithm


> Abstract   


> Talk


 

October 9

Claudia Klüppelberg

(Zentrum Mathematik, Technische Universität München):


Modelling, estimation and model assessment of extreme space-time data

> Abstract   
> Talk: Slides n/a

 

October 16

Andreas Hamel(Fakultät für Wirtschaftswissenschaften, Freie Universität Bozen):


From Multi-Utility Representations to Stochastic Orders and Central Regions - A Set Optimization Perspective

> Abstract


> Talk

 

October 23

Nicolas Chopin (CREST-ENSAE ParisTech):


Sequential quasi-Monte Carlo and extensions

> Abstract


> Paper


> Talk

 

November 13

Christian Brownlees (Department of Economics and Business, Universitat Pompeu Fabra):

Realized Networks

> Abstract   
> Paper

   


> Talk

 

November 20

Martyn Plummer (IARC, France):


Cuts in Bayesian Graphical Models

> Abstract

 
> Paper   
> R Vignette


> Talk

 

November 27

Yee Whye Teh

(Department of Statistics, University of Oxford):

Bayesian Nonparametrics in Mixture and Admixture Modelling

> Abstract


> Paper


> Talk
December 4 - ATTENTION!

Room EA.6.026 (Executive Academy, Level 6)


Christian Robert (Ceremade - Université Paris-Dauphine):
/>

Approximate Bayesian computation for model choice via random forests

> Abstract

   


> Paper
> Talk
January 8

Ivan Mizera (Department of Mathematical and Statistical Sciences, University of Alberta, Canada):
Borrowing Strength from Experience: Empirical Bayes Methods and Convex Optimization   

> Abstract   
> Paper   
> Talk

January 15

Omiros Papaspiliopoulos (Department o

f Economics and Business, Universitat Pompeu Fabra):<br />

Building MCMC

> Abstract   
>

404056">Talk