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Die Erholunsgzone vor dem D4 Gebäude über dem Brunnen.

Winter Term 2019/20

The Institute for Statistics and Mathematics cordially invites everyone interested to attend the talks in our Research Seminar Series in seminar room D4.4.008 (Building D4, Entrance A, Level 4) on Fridays at 9:00am.
No registration required.

October 18, 2019

Gareth Roberts (Department of Statistics, University of Warwick):
Principled subsampling and super-efficiency for Bayesian inference
> Abstract
> Paper 1, Paper 2
> Talk
[Host: Sylvia Frühwirth-Schnatter]

October 25, 2019

Lukas Gonon (Faculty of Mathematics and Statistics, University of St. Gallen):
Dynamic learning based on random recurrent neural networks and reservoir computing systems
> Abstract
> Talk n/a
[Hosts: Christa Cuchiero, Rüdiger Frey]

November 8, 2019

Christoph Belak (Institute of Mathematics, Technische Universität Berlin):
Stochastic Impulse Control: Recent Progress and Applications
> Abstract
> Paper 1, Paper 2, Paper 3
> Talk
[Host: Rüdiger Frey]

November 15, 2019

Patrick Cheridito (Department of Mathematics, ETH Zurich):
Deep optimal stopping
> Abstract
> Talk
[Hosts: Birgit Rudloff, Rüdiger Frey]

November 22, 2019

Keefe Murphy (School of Mathematics and Statistics, University College Dublin):
Infinite Mixtures of Infinite Factor Analysers
> Abstract
> Paper
> Talk
[Host: Sylvia Frühwirth-Schnatter]

November 29, 2019

Kenneth Benoit (Department of Methodology, London School of Economics and Political Science):
More than Unigrams Can Say: Detecting Meaningful Multi-word Expressions from Political Texts
> Abstract
> Talk
[Host: Kurt Hornik]

December 4, 2019 - WEDNESDAY, 12:15

Dan Zhu (Department of Econometrics and Business Statistics, Monash University, Melbourne, Australia):
Automated IPA for Bayesian MCMC: A New Approach for Local Prior Robustness and Convergence Analysis with Application to Multidimensional Macroeconomic Time Series with Shrinkage Priors
> Abstract
> Talk
[Host: Gregor Kastner]

December 6, 2019

Cinzia Viroli (Department of Statistical Sciences "Paolo Fortunati", University of Bologna):
Recent advances in Deep Mixture Models
> Abstract
> Talk
[Host: Sylvia Frühwirth-Schnatter]

December 13, 2019

Michael Hecht (MOSAIC Group, Center for Systems Biology Dresden & Max Planck Institute of Molecular Cell Biology and Genetics, Dresden):
Multivariate Newton & Lagrange Interpolation
> Abstract
> Talk
[Host: Josef Leydold]

January 17, 2020

Natalie Packham (Department of Business and Economics, Berlin School of Economics and Law):
Correlation stress testing of stock and credit portfolios
> Abstract
> Talk
[Host: Rüdiger Frey]