Vacancy: Assistant professor in applied probability
Photo credit: Anna Logue
Research Seminar
The seminar is jointly organized by the groups of Leif Döring (probability theory), Andreas Neuenkirch (computational stochastics), David Prömel (mathematical finance), Martin Schlather (applied probability), Klaus D. Schmidt (actuarial science), and Martin Slowik (probability theory) at the University of Mannheim.
Wednesday, 13.00–13.45.
Past Terms
Spring 2021
Date Speaker Title 24.02.2021 Clément Foucart (Paris) Ancestral lineages of continuous-state branching population 03.03.2021 Gabriel Berzunza (Liverpool) Fragmentation Process derived from alpha-stable Galton-Watson trees 10.03.2021 Stefan Richter (Heidelberg) Forecasting time series with neural networks 17.03.2021 Quan Shi (Mannheim)
Interval-partition evolutions as limits of random walks on compositions, and their applications
24.03.2021 Phillipp Gut (Mannheim)
One-shot optimization using neural network surrogates in forward and inverse UQ 14.04.2021 Matyas Barczy (Szeged) Asymptotic behavior of critical decomposable 2-type Galton-Watson processes with immigration 21.04.2021 Christian Hirsch (Groningen) 28.04.2021 Jean-Jil Duchamps (Besançon)
Nested coalescent and fragmentation processes 05.05.2021 Wenpin Tang (Columbia University) Mallows ranking (permutation) -- Old and New 12.05.2021 Xiaolin Zeng (Strasbourg) Dirichlet distribution on decomposable graph 19.05.2021 26.05.2021 Spring 2020
Date Speaker Title 26.02.2020 Ari-Pekka Perkkiö (LMU München) Dynamic programming and duality in convex stochastic optimization 11.03.2020 Nicole Bäuerle (KIT) Portfolio optimization in fractional and rough Heston models 25.03.2020 No seminar GPSD in Dresden 01.04.2020 Julien Berestycki (Oxford) 22.04.2020 Sam Baguley (Mannheim)
29.04.2020 Xiaolin Zeng (Strassbourg) 13.05.2020 Andrew Allan (ETH Zurich) 20.05.2020 Igor Kortchemski (Paris) 27.05.2020 Matyas Barczy (Debrecen) Autumn 2019
Date Speaker Title 04.09.2019 Peter Mörters (Köln) Metastability of the contact process on evolving scale-free networks 11.09.2019 Martin Möhle (Tübingen) On the block counting process and the fixation line of the Bolthausen-Sznitman coalescent 19.09.2019 (Donnerstag, 12.00, A303) Michael Neumann (Jena) A central limit theorem for weakly dependent random variables 25.09.2019 Robert Denk (Konstanz) A semigroup approach to nonlinear Lévy processes 25.09.2019 Rasmus Waagepetersen (Aalborg) Multinomial logistic regression for multivariate point processes 02.10.2019 Lisa Hartung (Mainz) High points of a random model of the Riemann-Zeta function and Gaussian multiplicative chaos 09.10.2019 Philipp Wacker (Erlangen) Wavelet-based priors for Bayesian inference with an application to hydraulic tomography
16.10.2019 Oleg Butkovskiy (Berlin) Regularization by noise for SDEs and related systems: a tale of two approaches 23.10.2019 Masoumeh Dashti (Sussex) Posterior consistency in Bayesian inference with exponential priors 23.10.2019 Vesa Kaarnioja (Sydney)
Higher order quasi-Monte Carlo rules for UQ using periodic random vartiables 30.10.2019 Matti Kiiski (Mannheim) Martingale Optimal Transport Duality 06.11.2019 Kirstin Strokorb (Cardiff) 13.11.2019, 10:30 Uhr! Günter Last (Karlsruhe) On the lace expansion for the random connection model 20.11.2019 Michael Kupper (Konstanz) Homogeneous martingale optimal transpor
Spring 2019
Date Speaker Title 20.02.2019 Peter Parczewski (Mannheim) Optimal Approximation of Wiener Functionals 27.02.2019 Christian Hirsch (Mannheim) Random Networks in Topological Data Analysis & Materials Science 27.03.2019 Helmut Pitters (Mannheim) 03.04.2019 Markus Heydenreich (München) 08.05.2019 Jonas Krampe (Mannheim) Bootstrap Based Inference for Sparse High-Dimensional Times Series Models 15.05.2019 Matthias Schulte (Bern) Component Counts in the random connection model 22.05.2019 Philip Weißmann (Mannheim) Completely asymmetric stable processes conditioned to avoid an interval 29.05.2019 Alex Drewitz (Köln) Branching random walk in random environment and the parabolic Anderson model Autumn 2018
Autumn 2018
Date Speaker Title 26.09.2018 Philip Weißmann (Mannheim) Lévy processes conditioned to avoid and hit intervals 10.10.2018 Sam Baguley (Mannheim) On stable SDEs 17.10.2018 Clément Foucart (Paris) Continuous-state branching processes with competition: duality and reflection at infinity 17.10.2018 Cyril Labbé (Paris) Localisation of the continuous Anderson hamiltonian in 1d 07.11.2018 Sebastian Fuchs (Dortmund) Extreme Negative Dependence and Kandell's Tau 14.11.2018 Helmut Pitters (Mannheim) The number of segregating sites converges to the Brownian sheet 21.11.2018 Caroline Geiersbach (Wien) Stochastic Approximation for Shape Optimization 28.11.2018 Matthias Löffler (Cambridge) Spectral Thresholding for the estimation of Markov chain transition operators 05.12.2018 Volker Betz (Darmstadt) The number of cycles in random permutations without long cycles 05.12.2018 Kolyan Ray (London) 11.12.2018 Maite Wilke Berenguer (Bochum) Simultaneous migration in the seed bank coalescent Spring 2018
Spring 2018
Date Speaker Title 21.02.2018 Philip Weißmann (Mannheim) Lévy processes conditioned to avoid an interval 28.02.2018 Stochastiktage Freiburg ***** 14.03.2018 Leif Döring (Mannheim) Entrance and Exit from Infinity for Stable SDEs 19.03.2018 Helmut Pitters (Dresden) Lifting preferential attachment trees yields beta coalescents 10.04.2018 Johannes Schmidt-Hieber (Leiden) Statistical theory for deep neural networks with ReLU activation function 25.04.2018 Marco Meyer (Hamburg) A Frequency Domain Hybrid Bootstrap for Spectral Means and General Stationary Processes 09.05.2018 Moritz Schauer (Leiden) Continuous-discrete smoothing of diffusions 23.05.2018 Claudia Strauch (Mannheim) Sub-Norm adaptive estimation of the characteristics of scalar ergodic diffusions 23.05.2018 Markus Bibinger (Marburg) Volatility estimation for stochastic PDEs using high-frequency observations 23.05.2018 Mathias Vetter (Kiel) A universal approach to estimate the conditional variance in semimartingale limit theorems 23.05.2018 Mathias Trabs (Hamburg) Low-rank diffusion matrix estimation for high dimensional time-changed Lévy Processes 30.05.2018 Ingmar Schuster (Berlin) Markov chain importance sampling: efficient estimators for Metropolis Hastings and discretized Langevin 30.05.2018 Aretha Teckentrup (Edinburgh) Surrogate Models in Large-Scale Bayesian Inverse Problems 30.05.2018 Simon Weißmann (Mannheim) Continuous time limit of the Ensemble Kalman filter for inverse problems Autumn 2017
Date Speaker Title 13.09.2017 Sören Christensen (Hamburg) Are American Options European after all? 20.09.2017 Christian Mönch (Mannheim) Persistence and Decorrelation for the Rosenblattprocess 25.10.2017 Kirstin Strokorb (Cardiff) Local variance reduction for intrinsically stationary Gaussian random fields and its use for the simulation of Brown-Resnick processes 30.10.2017 Vlad Vysotskiy (Sussex), 16.00, C116 Stability of overshoots of recurrent random walks 08.11.2017 Dirk Blömker (Augsburg) A strongly convergent numerical scheme from EnKF continuum analysis 22.11.2017 Kweku Abraham und Sven Wang (Cambridge) 22.11.2017 Jonas Latz (München) Multilevel Sequential Monte Carlo for Bayesian Inverse Problems 29.11.2017 Randalf Altmeyer (Berlin) Estimation of Occupation Time Functionals 29.11.2017 Alex Watson (Manchester) A probabilistic approach to spectral analysis of growth-fragmentation equations 06.12.2017 Stavros Vakeroudis (Samos) Windings of Stochastic Processes Spring 2017
Date Speaker Title 01.03.2017 Daria Khromenkova (Mannheim, economics) Restless Strategic Experimentation 05.04.2017 Lorenzo Taggi (Darmstadt) Ensembles of self-avoiding polygons 03.05.2017 Matthias Krause (Mannheim, computer science) Über Flusschiffren mit beweisbarer „Beyond the Birthday Bound“ -Sicherheit gegenüber generischen Angriffen 10.05.2017 Konrad Kolesko (Darmstadt) Fixed points of the multivariate smoothing transform 17.05.2017 Daniel Heck (Mannheim, psychology) Quantifying Uncertainty in Transdimensional Markov Chain Monte Carlo 24.05.2017 Philip Weißmann (Mannheim) Stochastic potential theory and applications to Lévy proce Autumn 2016
Autumn 2016
Date Speaker Title 21.09.2016 Antonis Papapantoleon (Mannheim) Fréchet-Hoeffding bounds and model-free finance 05.10.2016 Wim Schoutens (Leuven) Applied Conic Finance 12.10.2016 Elias Strehle (Mannheim) Order Anticipation Strategies in a Model of Transient Price Impact 19.10.2016 Lukas Gonon (Zürich) Skorokhod Embedding for Lévy Processes 26.10.2016 Claudia Strauch (Heidelberg) Martingale approximation, exponential inequalities and their statistical applications in Markov diffusion models 02.11.2016 Dominik Schuhmacher (Göttingen) Convergence rates for the degree distribution in a dynamic network model 09.11.2016 Ilya Molchanov (Bern) Set-valued portfolios and set-valued risks 09.11.2016 Juri Hinz (UT Sydney) Solving Stochastic Switching Problems -- Novel Methods in Applications 15.11.2016 Hajo Holzmann (Marburg) Nonparametric Identification and Estimation in a Triangular Random Coefficient Regression Model 23.11.2016 Philipp Harms (Freiburg) Markovian representation of fractional Brownian motion and some
applications in finance07.12.2016 Alexander Kalinin (Mannheim) Mild solutions to quasilinear parabolic path-dependent PDEs 14.12.2016 Mathieu Rosenbaum (Paris) Rough Heston Model Spring 2016
Spring 2016
Date Speaker Title 17.02.2016 Philip Weißmann (Mannheim) Composite Likelihood 24.02.2016 Martin Dirrler (Mannheim) Conditionally Max-stable Random Fields 13.04.2016 Jerome Blauth (Mainz) Infinite rate mutually catalytic branching driven by alpha-stabler Lévy processes 20.04.2016 Mario Hefter (Kaiserslautern) Optimal Strong Approximation of the One-dimensional Squared Bessel Process 27.04.2015 Andreas Neuenkirch (Mannheim) Rough Paths in a nutshell 04.05.2016 Taras Shalaiko (Mannheim) Integral Representations for Fractional Brownian Motion 11.05.2015 Matthias Hammer (Berlin) A new look at the symbiotic branching model 25.05.2016 Matthias Schulte (Karsruhe) Malliavin-Stein method for Poisson functionals 01.06.2016 Andrea Kuntschik (Frankfurt) Balanced Irreducible 2x2 Pólya Urns: Rates of convergence Autumn 2015
Autumn 2015
Date Speaker Title 01.10.2015 Andreas Neuenkirch (Mannheim) Multi-Level Quadrature of Discontinuous Payoffs in the Heston Model 08.10.2015 Leif Döring (Mannheim) Perpetual Integrals for Lévy Processes 15.10.2015 Sebastian Riedel (Berlin) Random dynamical systems and rough paths 22.10.2015 Frank Aurzada (Darmstadt) Persistence probabilities 29.10.2015 Anita Behme (München) Invariant distributions of Ito-Lévy processes 05.11.2015 Peter Parczewski (Mannheim) Approximation of Skorohod integrals and the Poincaré lemma for Brownian motion 12.11.2015 Dimitri Schwab (Mannheim) Mosaic Random Fields on the Sphere 19.11.2015 Matti Leimbach (Berlin) Noise-induced Stochastic Stabilization 23.11.2015 Vicky Fasen (Karlsruhe) Risk contagion under multivariate regular variation and asymptotic tail independence 26.11.2015 *** Kolloquium Heidelberg *** 03.12.2015 Lisa Beck (Augsburg) Regularization by Noise for the Stochastic Transport Equation 10.12.2015 Jürgen Potthoff (Mannheim) Brownian Motion on Metric Graphs I 17.12.2015 Florian Werner (Mannheim) Brownian Motion on Metric Graphs II Spring 2015
Spring 2015
Date Speaker Title 20.04.2015 Leif Döring (Mannheim) Self-Similar Markov Processes 27.04.2015 Andrej Depperschmidt (Freiburg) Behavior of Ancestral Lineages in a Simple Locally Regulated Population Model 04.05.2015 Matthias Meiners (Darmstadt) Solutions to Complex Smoothing Equations 11.05.2015 Martin Schlather (Mannheim) Simulation of Random Fields 18.05.2015 Kirstin Strokorb (Mannheim) Tail Chains for Markov Chains