Winter Term 2019/20

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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 18, 2019

Gareth Roberts (Department of Statistics, University of Warwick):
Principled subsampling and super-efficiency for Bayesian inference
> Abstract
> Paper 1, Paper 2

[Host: Sylvia Frühwirth-Schnatter]

October 25, 2019

Lukas Gonon (Faculty of Mathematics and Statistics, University of St. Gallen):
Dynamic learning based on random recurrent neural networks and reservoir computing systems
> Abstract
[Hosts: Christa Cuchiero, Rüdiger Frey]

November 8, 2019

Christoph Belak (Institute for Mathematics, Technische Universität Berlin):
Stochastic Impulse Control: Recent Progress and Applications
> Abstract
> Paper 1, Paper 2, Paper 3
[Host: Rüdiger Frey]

November 15, 2019

Patrick Cheridito (Department of Mathematics, ETH Zurich):
Deep optimal stopping
> Abstract
[Host: Birgit Rudloff]

November 22, 2019

Keefe Murphy (School of Mathematics and Statistics, University College Dublin):
Infinite Mixtures of Infinite Factor Analysers
> Abstract
> Paper
[Host: Sylvia Frühwirth-Schnatter]

November 29, 2019

Kenneth Benoit (Department of Methodology, London School of Economics and Political Science):
More than Unigrams Can Say: Detecting Meaningful Multi-word Expressions from Political Texts
> Abstract
[Host: Kurt Hornik]

December 4, 2019 - WEDNESDAY, 12:15

Dan Zhu (Monash University, Melbourne, Australia):
Automated IPA for Bayesian MCMC: A New Approach for Local Prior Robustness and Convergence Analysis with Application to Multidimensional Macroeconomic Time Series with Shrinkage Priors
> Abstract
[Host: Gregor Kastner]

December 6, 2019

Cinzia Viroli (Department of Statistical Sciences "Paolo Fortunati", University of Bologna):
Recent advances in Deep Mixture Models
> Abstract
[Host: Sylvia Frühwirth-Schnatter]

December 13, 2019

Michael Hecht (MOSAIC Group, Center for Systems Biology Dresden & Max Planck Institute of Molecular Cell Biology and Genetics, Dresden):
Multivariate Newton & Lagrange Interpolation
> Abstract
[Host: Josef Leydold]

(December 20, 2019)
January 10, 2020
January 17, 2020

Nathalie Packham (Department of Business and Economics, Berlin School of Economics and Law)
[Host: Rüdiger Frey]

January 24, 2020