Winter Term 2020/21
The Institute for Statistics and Mathematics cordially invites everyone interested to attend the talks in our Research Seminar Series on Fridays at 9:00 am.
Online talks take place via Zoom. A direct link to the respective stream will be posted at each date.
While it is possible to join a Zoom meeting directly from the browser, 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.
Schedule
October 16, 2020
// 9:00-10:30 // online talk
Alejandra Avalos-Pacheco (Harvard-MIT Center for Regulatory Science, Harvard Medical School and Department of Data Science of Dana-Farber Cancer Institute, USA):
Factor Regression for Dimensionality Reduction and Data Integration Techniques with Applications to Cancer Data
> Abstract
> Paper
> Talk
[Host: Sylvia Frühwirth-Schnatter]
October 23, 2020
// 9:00-10:30 // online talk
Klaus Nordhausen (Institute of Statistics and Mathematical Methods in Economics, research group Computational Statistics (CSTAT), TU Wien):
Blind Source Separation for Spatial Data
> Abstract
> Paper
> Talk
[Host: Bettina Grün]
November 6, 2020
// 9:00-10:30 // online talk
Hannes Leeb (Department of Statistics and Operations Research, University of Vienna):
Conditional Predictive Inference for High-Dimensional Stable Algorithms
> Abstract
> Paper
> Talk
[Host: Kory Johnson]
November 11, 2020 - Wednesday evening
// 17:30-19:00 // online talk
Igor Cialenco (Department of Applied Mathematics, Illinois Institute of Technology, USA):
Adaptive Robust Stochastic Control with Applications to Finance
> Abstract
> Paper
> Talk n/a
[Host: Birgit Rudloff]
November 27, 2020
// 9:00-10:30 // online talk
Konstantin Posch (Department of Statistics, University of Klagenfurt):
Correlated Parameters to Accurately Measure Uncertainty in Deep Neural Networks
> Abstract
> Paper
> Talk
[Host: Sylvia Frühwirth-Schnatter]
+++ CANCELLED -> POSTPONED TO March 10, 2021, 12:15-13:30 (Brown Bag Seminar) +++
December 4, 2020
// 9:00-10:30 // online talk
Irene Monasterolo (Institute for Ecological Economics, WU Wien):
On the Dependence of Investor’s Probability of Default to Climate Policy Scenarios
> Abstract
> Paper
[Host: Rüdiger Frey]
December 9, 2020 - Wednesday evening
// 17:30-19:00 // online talk
Johanna G. Nešlehová (Department of Mathematics and Statistics, McGill University, Canada):
On Attainability of Kendall's Tau Matrices and Concordance Signatures
> Abstract
> Paper
> Talk
[Host: Rüdiger Frey]
January 15, 2021
// 9:00-10:30 // online talk
Tilmann Gneiting (Heidelberg Institute for Theoretical Studies (HITS gGmbH) and Karlsruhe Institute of Technology (KIT)):
Isotonic Distributional Regression (IDR): Leveraging Monotonicity, Uniquely So!
> Abstract
> Paper
> Talk
[Host: Tobias Fissler]
January 22, 2021
// 9:00-10:30 // online talk
Christa Cuchiero (Department of Statistics and Operations Research, University of Vienna):
From Signature SDEs to Affine and Polynomial Processes and Back
> Abstract
> Talk
[Host: Rüdiger Frey]
January 29, 2021
// 9:00-10:30 // online talk
Immanuel M. Bomze (Department of Statistics and Operations Research, University of Vienna):
Towards Responsible Game Theory - From Kant to a Copositive View on a Parametric QP
> Abstract
> Paper
> Talk
[Host: Birgit Rudloff]