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Winter Term 2023/24

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On-campus talks take place in building D4, with the speaker present.
We aim to stream all on-campus talks via Zoom. A direct link will be posted at each date.

Online talks take place via Zoom. A direct link will be posted at each date. 
While it is possible to join a Zoom meeting directly from select browsers (Chrome or Edge), it is recommended to download the Zoom desktop or mobile app.
Members of WU may find more information here and download/sign in to Zoom here.
Zoom meetings open for the audience shortly before the scheduled beginning.

The Institute for Statistics and Mathematics cordially invites everyone interested to attend the talks in our Research Seminar Series.

Schedule:

  • Friday, November 17, 2023
    // 09:00-10:30 //     on-campus talk: room D4.0.127 & stream
    Christian Genest (Department of Mathematics and Statistics, McGill University, Montréal, Canada):
    Bayesian Hierarchical Modeling of Spatial Extremes
    > Abstract
    > Paper
    > Talk n/a
    [Hosts: Rüdiger Frey, Johanna Neslehova]
     

  • Wednesday, November 29, 2023
    // 17:00-18:15 // online talk
    Jakša Cvitanić (Division of the Humanities and Social Sciences, Caltech California Institute of Technology, USA):
    Truth-Incentive Surveys
    > Abstract
    > Paper 1, Paper 2
    > Talk
    [Host: Birgit Rudloff]
     

  • Wednesday, December 6, 2023
    // 17:00-18:15 // online talk
    Patrick Mair (Department of Psychology, Harvard University, USA):
    Multidimensional Scaling in Action: Recent Developments and Implementation
    > Abstract
    >     Paper
    > Talk
    [Host: Kurt Hornik]
     

  • Wednesday, December 13, 2023
    // 17:00-18:15 //     online talk
    René Carmona (Department of Operations Research and Financial Engineering, Princeton University, USA):
    Non-Standard Stochastic Control With Nonlinear Feynman-Kac Costs
    > Abstract
    > Paper
    > Talk n/a
    [Host: Birgit Rudloff]
     

  • Friday, January 12, 2024
    // 10:30-12:00 // on-campus talk: room D4.0.127 & stream
    Petros Dellaportas (Department of Statistical Science, University College London; Department of Statistics, Athens University of Economics and Business):
    Can Independent Metropolis beat Monte Carlo?
    > Abstract
    > Paper n/a yet
    > Talk n/a yet
    [Host: Gertraud Malsiner-Walli]
     

  • Friday, January 19, 2024
    // 10:30-12:00 // on-campus talk: room D4.0.127 & stream
    Ralf Wunderlich (Institute of Mathematics, BTU Brandenburg University of Technology Cottbus-Senftenberg):
    Stochastic Models and Optimal Control of Epidemics Under Partial Information
    > Abstract
    > Paper n/a
    > Talk
    [Host: Rüdiger Frey]
     

  • Wednesday, January 24, 2024
    // 18:15-19:30 // online talk
    Balasubramanian Narasimhan (Department of Statistics, Stanford University, USA):
    Elastic Net Regularization for GLMs and Extensions
    > Abstract
    > Papers
    > Talk
    [Host: Kurt Hornik]
     

  • Friday, February 2, 2024
    // 10:30-12:00 // on-campus talk: room D4.0.127 & stream
    Giorgia Callegaro (Department of Mathematics, University of Padova):
    Functional Quantization of Rough Volatility and Applications to the VIX
    > Abstract
    > Paper on SSRN, Paper on arXiv
    > Talk
    [Host: Rüdiger Frey]



Contact:
Katrin Artner
katrin.artner@wu.ac.at
T: +43 1 31336 4469