Data-driven inference for stochastic models

Aarhus University Seal
 Projects Data-driven inference for stochastic models Talks/events

Talks/events

Upcoming events

Contact

Claudia Strauch

Associate Professor (on leave)
M
H 1535, 316
P +4587155674

Recent events

Parameter estimation for i.i.d. paths of diffusion processes under local differential privacy constraints
Chiara Amorino (Pompeu Fabra University, Barcelona)
Tuesday 18 June 2024 13:15–14:00 Aud. D2 (1531-119)
Stochastics Seminar (Stochastics Group)
Stochastic Localization via Iterative Posterior Sampling
Alain Durmus (École polytechnique)
Tuesday 28 May 2024 13:15–14:00 Aud. D2 (1531-119)
Stochastics Seminar (Stochastics Group)
Multiplicative deconvolution under unknown error distribution
Maximilian Siebel (Heidelberg University)
Wednesday 8 May 2024 13:15–14:00 Aud. F (1534-125)
Stochastics Seminar (Stochastics Group)
Randomized equilibria in Markovian games of stopping
Boy Schultz (Christian-Albrechts-Universität zu Kiel)
Thursday 2 May 2024 13:15–14:00 Aud. D3 (1531-215)
Stochastics Seminar (Stochastics Group)
Nonparametric estimation for the stochastic wave equation
Eric Ziebell (Humboldt-Universität zu Berlin)
Thursday 2 May 2024 12:15–13:00 Aud. D3 (1531-215)
Stochastics Seminar (Stochastics Group)
From wave and plate equations: Parameter estimation in hyperbolic equations
Anton Tiepner (Aarhus University)
Thursday 14 March 2024 12:15–13:00 Aud. D3 (1531-215)
Stochastics Seminar (Stochastics Group)
Are American options European after all?
Sören Christensen (Christian-Albrecht University of Kiel)
Thursday 7 March 2024 13:15–14:00 Aud. D3 (1531-215)
Stochastics Seminar (Stochastics Group)
Stereographic Barker's MCMC Proposal: Efficiency and Robustness at Your Disposal
Jun Yang (University of Copenhagen)
Thursday 22 February 2024 14:15–15:00 Aud. F (1534-125)
Stochastics Seminar (Stochastics Group)
Revised 24.10.2024
-
Lars Madsen