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Past talks

2023


Colloquium for statistics
Speaker:	Alexandre Tsybakov
Title:	Gradient-free optimization from noisy data and nonparametric regression - Show abstract Abstract: We study the problem of estimating the minimizer or the minimal value of a smooth function by exploration of its values under possibly adversarial noise. We consider active (sequential) and passive settings of the problem and various approximations of the gradient descent algorithm, where the gradient is estimated by procedures involving function evaluations in randomized points and a smoothing kernel based on the ideas from nonparametric regression. The objective function is assumed to be either Hölder smooth or Hölder smooth and satisfying additional assumptions such as strong convexity or Polyak-Lojasiewicz condition. In all scenarios, we suggest polynomial time algorithms achieving non-asymptotic minimax optimal or near minimax optimal rates of convergence. The talk is based on a joint work with Arya Akhavan, Evgenii Chzhen, Davit Gogolashvili and Massimiliano Pontil.
Schedule:	Thu, 26.10.2023 : 14:15 - in INF 205, SR 7

Colloquium for statistics
Speaker:	Mark Podolski Markus Reiß Tilman Gneiting
Title:	Kolloquium Mathematische Statistik
Schedule:	Thu, 26.01.2023 : 14:00 - 18:00 in INF 205, HS

2018


RTG Seminar
Speaker:	Alexandre Tsybakov
Title:	Estimation of functionals and testing under sparsity, Part 2 - Show abstract Abstract: These two talks will focus on estimation of functionals in sparse mean model and in Gaussian regression model under sparsity. Rate optimal estimation, adaptation and robustness issues will be discussed, as well as a connection with tests and, if time permits, a connection with adaptive confidence inference. The exposition will be mainly based on papers co-authored with Olivier Collier and Laetitia Comminges.
Schedule:	Tu, 30.10.2018 : 14:15 - 15:15 in INF 205, 4/414

Colloquium for statistics
Speaker:
Title:	Convergence Rates for the Generalized Fréchet Mean - Show abstract Abstract: The expectation of a real random variable is the constant that minimizes the expected squared Euclidean distance to the random variable. This property can be used to generalize the notion of 'mean' to random variables with values in a metric space: A Fréchet mean is an element of the metric space that minimizes the expected squared distance to the random variable. Convergence rates for the plug-in estimator of the Fréchet mean (among other results) are established in Petersen, Müller (2018). By a careful examination of the used proof techniques, we obtain stronger, more general results under less strict assumptions. To this end, we introduce a 'quadruple property' as a condition on the metric space and justify this assumption by showing its validity for a large class of spaces.
Schedule:	Thu, 25.10.2018 : 14:00 - 14:30 in INF 205, SR 7

RTG Seminar
Speaker:	Alexandre Tsybakov
Title:	Estimation of functionals and testing under sparsity, Part 1 - Show abstract Abstract: These two talks will focus on estimation of functionals in sparse mean model and in Gaussian regression model under sparsity. Rate optimal estimation, adaptation and robustness issues will be discussed, as well as a connection with tests and, if time permits, a connection with adaptive confidence inference. The exposition will be mainly based on papers co-authored with Olivier Collier and Laetitia Comminges.
Schedule:	Thu, 25.10.2018 : 15:00 - 16:00 in INF 205, SR 7

Colloquium for statistics
Speaker:	Wolfgang Polonik
Title:	Limit theorems for random Betti numbers - Show abstract Abstract: Betti numbers are important quantities in topological data analysis (TDA). Novel limit theo- rems for Betti numbers based on random simplicial complexes will be presented. Both laws of large numbers and asymptotic normality results will be considered. Relevant TDA-related background mate- rial will be reviewed, and statistical applications will be discussed. This is joint work with V. Divol, INRIA, Saclay, and J. Krebs, UC Davis.
Schedule:	Thu, 18.10.2018 : 14:15 - 15:15 in INF 205, SR 7

2017


Colloquium for statistics
Speaker:	Thomas Schuster
Title:	Solving nonlinear inverse problems by sequential subspace optimization with an application to terahertz tomography
Schedule:	Fr, 27.10.2017 : 14:00 - 16:00 in INF 205

RTG Seminar
Speaker:	Wolfgang Polonik
Title:	Short course on Topological Data Analysis
Schedule:	Thu, 20.07.2017 : 09:00 - 10:30 in INF 205, Cellar Thu, 20.07.2017 : 11:00 - 12:30 in INF 205, Cellar Thu, 20.07.2017 : 14:00 - 15:30 in INF 205, Cellar

RTG Seminar
Speaker:	Wolfgang Polonik
Title:	Short course on Topological Data Analysis
Schedule:	Thu, 20.07.2017 : 09:00 - 10:30 in INF 205, Cellar Thu, 20.07.2017 : 11:00 - 12:30 in INF 205, Cellar Thu, 20.07.2017 : 14:00 - 15:30 in INF 205, Cellar

RTG Seminar
Speaker:	Wolfgang Polonik
Title:	Short course on Topological Data Analysis
Schedule:	Thu, 20.07.2017 : 09:00 - 10:30 in INF 205, Cellar Thu, 20.07.2017 : 11:00 - 12:30 in INF 205, Cellar Thu, 20.07.2017 : 14:00 - 15:30 in INF 205, Cellar

Uncertainty in the World of Mathematics
Speaker:	Dietrich Werner Müller
Title:	Retrospect of a Statistician
Schedule:	Wed, 19.07.2017 : 13:10 - 13:40 in INF 205, Konferenzraum

Stochastics Seminar Heidelberg-Mannheim
Speaker:	Rainer von Sachs
Title:	Time-frequency analysis of locally stationary Hawkes processes
Schedule:	Thu, 06.07.2017 : 15:00 - 16:00 in INF 205, SR 7

Stochastics Seminar Heidelberg-Mannheim
Speaker:	Richard Nickl
Title:	Optimal statistical inference for non-linear inverse problems: The elegant Bayesian?
Schedule:	Thu, 18.05.2017 : 15:00 - 16:00 in INF 205, Conf Room 5th floor

Colloquium for statistics
Speaker:	Richard Nickl
Title:	Optimal statistical inference for non-linear inverse problems: The hard-working frequentist
Schedule:	Wed, 17.05.2017 : 14:00 - 16:00 in INF 205

Stochastics Seminar Heidelberg-Mannheim
Speaker:	Ingrid van Keilegom
Title:	Flexible parametric approach to classical measurement error variance estimation without auxiliary data
Schedule:	Thu, 04.05.2017 : 15:00 - 16:00 in INF 205, SR B

Colloquium for statistics
Speaker:	Alexey Onatskiy
Title:	Alternative asymptotics for cointegration tests in large VARs
Schedule:	Thu, 27.04.2017 : 14:00 - 16:00 in INF 205

Stochastics Seminar Heidelberg-Mannheim
Speaker:	Tim Patschkowski
Title:	Locally adaptive confidence bands
Schedule:	Thu, 23.03.2017 : 15:00 - 16:00 in INF 205, SR B

Colloquium for statistics
Speaker:	Björn Sprungk
Title:	MCMC methods for Bayesian Inference in Hilbert spaces
Schedule:	Thu, 23.02.2017 : 15:00 - 16:00 in INF 205, Conf Room 5th floor

Colloquium for statistics
Speaker:	Siegfried Hörmann
Title:	Detection of periodicity in functional time series
Schedule:	Thu, 02.02.2017 : 14:00 - 16:00 in INF 205

Stochastics Seminar Heidelberg-Mannheim
Speaker:	Alexander Meister
Title:	Strong Gaussian approximation of mixture Rasch models
Schedule:	Thu, 26.01.2017 : 15:30 - 16:30 in INF 205, Conf Room 5th floor

Colloquium for statistics
Speaker:	Alexander Aue
Title:	Spectral analysis of high-dimensional time series with applications to estimating the mean-variance frontier
Schedule:	Thu, 19.01.2017 : 14:00 - 16:00 in INF 205

2016


Colloquium for statistics
Speaker:	Lionel Truquet
Title:	Local stationarity and time inhomogeneous Markov chains
Schedule:	Thu, 10.11.2016 : 14:00 - 16:00 in INF 205

Stochastics Seminar Heidelberg-Mannheim
Speaker:	Wolfgang Polonik
Title:	Nonparametric Confidence Regions for Level Sets
Schedule:	Thu, 20.10.2016 : 15:00 - 16:00 in INF 205, Conf Room 5th floor

Colloquium for statistics
Speaker:	Wolfgang Polonik
Title:	Nonparametric Confidence Regions for Level Sets
Schedule:	Thu, 20.10.2016 : 14:00 - 16:00 in INF 205

Colloquium for statistics
Speaker:	Jürgen Franke
Title:	Sudden Changes in the Structure of Time Series
Schedule:	Thu, 21.07.2016 : 14:00 - 16:00 in INF 205

Colloquium for statistics
Speaker:	Fabienne Comte
Title:	Laplace deconvolution (and its application to Dynamic Contrast Enhanced imaging
Schedule:	Thu, 07.07.2016 : 14:00 - 16:00 in INF 205

Colloquium for statistics
Speaker:	Bartek Knapik
Title:	Bayesian asymptotics and nonparametric inverse problems
Schedule:	Tu, 05.07.2016 : 16:00 - 18:00 in INF 205

Colloquium for statistics
Speaker:	Mark Podolski
Title:	Edgeworth expansion for Euler approximation of continuous diffusion processes
Schedule:	Tu, 05.07.2016 : 14:00 - 16:00 in INF 205

Colloquium for statistics
Speaker:	Anne van Delft
Title:	Locally stationary functional time series
Schedule:	Thu, 23.06.2016 : 14:00 - 16:00 in INF 205

Colloquium for statistics
Speaker:	Stefan Superrich
Title:	Semi-mixed effects models: what they are and where they are good for
Schedule:	Mo, 23.05.2016 : 14:00 - 16:00 in INF 205

Colloquium for statistics
Speaker:	Martin Spindler
Title:	L_2 Boosting in High-Dimensions: Rate Convergence
Schedule:	Thu, 21.04.2016 : 14:00 - 16:00 in INF 205

Colloquium for statistics
Speaker:	Boaz Nadler
Title:	Unsupervised Ensemble Learning
Schedule:	Thu, 18.02.2016 : 14:00 - 16:00 in INF 205

2015


Colloquium for statistics
Speaker:	Anna Simoni
Title:	Gaussian processes and Bayesian moment estimation
Schedule:	Thu, 19.11.2015 : 14:00 - 16:00 in INF 205

Colloquium for statistics
Speaker:	Angelina Roche
Title:	Adaptive estimation of the conditional law given a functional covariates
Schedule:	Thu, 12.11.2015 : 14:00 - 16:00 in INF 205

Colloquium for statistics
Speaker:	Wolfgang Polonik
Title:	Multiscale Shape Extrction: Between Depth and Density
Schedule:	Tu, 20.10.2015 : 14:00 - 16:00 in INF 205

Colloquium for statistics
Speaker:	Christian Weiß
Title:	An Introduction to Categorical Time Series Analysis
Schedule:	Thu, 15.10.2015 : 14:00 - 16:00 in INF 205

Colloquium for statistics
Speaker:	Harrison Huibin Zhou
Title:	Community Detection: Minimaxity and Computational Algorithms
Schedule:	Thu, 16.07.2015 : 14:00 - 16:00 in INF 205

Colloquium for statistics
Speaker:	Joseph Tadjuidje Kamgaing
Title:	On the use of estimating functions in monitoring time series for change points
Schedule:	Thu, 18.06.2015 : 14:00 - 16:00 in INF 205

Colloquium for statistics
Speaker:	Giovanni Motta
Title:	Local Polynomials for time-varying correlations: adaptivity versus positivity
Schedule:	Wed, 17.06.2015 : 14:00 - 16:00 in INF 205

Colloquium for statistics
Speaker:	Peter M. Robinson
Title:	Semiparametric estimation with nonparametric regression and long memory
Schedule:	Tu, 05.05.2015 : 14:00 - 16:00 in INF 205

Colloquium for statistics
Speaker:	Valentin Konakov
Title:	Random Flights and Parametrix Method
Schedule:	Thu, 23.04.2015 : 14:00 - 16:00 in INF 205

2014


Colloquium for statistics
Speaker:	Guang Cheng
Title:	Nonparametric Bernstein-von Mises Phenomenon: A Tuning Prior Perspective
Schedule:	Thu, 04.12.2014 : 14:00 - 16:00 in INF 205

Colloquium for statistics
Speaker:	Wolfgang Polonik
Title:	Multivariate switching relations and asymptotic distributions of order restricted NPMLEs
Schedule:	Thu, 13.11.2014 : 14:00 - 16:00 in INF 205

Colloquium for statistics
Speaker:	Axel Bücher
Title:	Extreme value copula estimation based on block maxima of a multivariate stationary time series
Schedule:	Tu, 23.09.2014 : - in INF 205