Vorlesen

Winter Term 2015/16

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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.

October 2

Marius Hofert (Department of Statistics and Actuarial Science, University of Waterloo, Canada):
Improved Algorithms for Computing Worst Value-at-Risk: Numerical Challenges and the Adaptive Rearrangement Algorithm

> Abstract   

> Talk

October 9

Claudia Klüppelberg (Zentrum Mathematik, Technische Universität München):
Modelling, estimation and model assessment of extreme space-time data
> Abstract   
> Talk: Slides n/a

October 16

Andreas Hamel(Fakultät für Wirtschaftswissenschaften, Freie Universität Bozen):
From Multi-Utility Representations to Stochastic Orders and Central Regions - A Set Optimization Perspective
> Abstract
> Talk

October 23

Nicolas Chopin (CREST-ENSAE ParisTech):
Sequential quasi-Monte Carlo and extensions
> Abstract
> Paper

> Talk

November 13

Christian Brownlees (Department of Economics and Business, Universitat Pompeu Fabra):
Realized Networks
> Abstract   
> Paper
   
> Talk

November 20

Martyn Plummer (IARC, France):
Cuts in Bayesian Graphical Models
> Abstract 
> Paper   
> R Vignette

> Talk

November 27

Yee Whye Teh (Department of Statistics, University of Oxford):
Bayesian Nonparametrics in Mixture and Admixture Modelling
> Abstract
> Paper

> Talk

December 4 - ATTENTION!

Room EA.6.026 (Executive Academy, Level 6)
Christian Robert (Ceremade - Université Paris-Dauphine):
Approximate Bayesian computation for model choice via random forests
> Abstract   
> Paper
> Talk

January 8

Ivan Mizera (Department of Mathematical and Statistical Sciences, University of Alberta, Canada):
Borrowing Strength from Experience: Empirical Bayes Methods and Convex Optimization   
> Abstract   
> Paper   
> Talk

January 15

Omiros Papaspiliopoulos (Department of Economics and Business, Universitat Pompeu Fabra):
Building MCMC
> Abstract   
> Talk