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Winter Term 2015/16

Der Inhalt dieser Seite ist aktuell nur auf Englisch verfügbar.

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