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.
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 |
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) |
|
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 |
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 |
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 |
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 |
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 |
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 |
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 finance |
07.12.2016 | Alexander Kalinin (Mannheim) | Mild solutions to quasilinear parabolic path-dependent PDEs |
14.12.2016 | Mathieu Rosenbaum (Paris) | Rough Heston Model |
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 |
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 |
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 |