Vorlesen

Summer Term 2019

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.

March 1, 2019

Stefan Thurner (Center for Medical Statistics, Informatics, and Intelligent Systems, Medical University of Vienna):
Elimination of systemic risk in financial markets
> Abstract
> Talk
[Host: Birgit Rudloff]

March 8, 2019

Antonietta Mira (Data Science Lab, Institute of Computational Science, Università della Svizzera italiana, Switzerland and Università dell’Insubria, Italy):
Bayesian dimensionality reduction via identifications of data intrinsic dimensions
> Abstract
> Talk
[Host: Sylvia Frühwirth-Schnatter]

March 15, 2019

Harald Baayen (Department of Linguistics, University of Tübingen):
Wide learning in language modeling
> Abstract
> Paper 1, Paper 2
> Talk
[Host: Kurt Hornik]

March 29, 2019

Simon Wood (School of Mathematics, University of Bristol):
Large smooth models for big data and space time modelling of daily pollution data
> Abstract
> Paper 1, Paper 2
> Talk
[Host: Kurt Hornik]

April 5, 2019

Nadja Klein (School of Business and Economics, Humboldt-Universität zu Berlin):
Implicit Copulas from Bayesian Regularized Regression Smoothers
> Abstract
> Paper
> Talk
[Host: Sylvia Frühwirth-Schnatter]

April 12, 2019

Michaela Szölgyenyi (Department of Statistics, University of Klagenfurt):
Convergence order of Euler-type schemes for SDEs in dependence of the Sobolev regularity of the drift
> Abstract
> Paper, Preprint
> Talk
[Host: Rüdiger Frey]

May 3, 2019

Radu Ioan Boţ(Faculty of Mathematics, University of Vienna):
Proximal algorithms for nonconvex and nonsmooth minimization problems
> Abstract
> Paper 1, Paper 2

[Host: Birgit Rudloff]

May 10, 2019

Sylvia Kaufmann (Study Center Gerzensee):
The bank lending channel in Switzerland: Capturing cross-section heterogeneity and asymmetry over time
[Host: Sylvia Frühwirth-Schnatter]

May 17, 2019

Raffaele Argiento (ESOMAS Department, University of Torino):
From infinity to here: a Bayesian nonparametric perspective of finite mixture models
> Abstract
[Host: Gregor Kastner]

May 24, 2019

Katia Colaneri (Faculty of Mathematics and Physical Sciences, University of Leeds):
A class of recursive optimal stopping problems with an application to stock trading
> Abstract
[Hosts: Zehra Eksi-Altay, Rüdiger Frey]