Univ. Heidelberg
Statistics Group   Institute of Applied Mathematics   Faculty of Mathematics and Computer Science   University Heidelberg
Ruprecht-Karls-Universität Heidelberg Statistics of inverse problems Research Group Seminar Dependent data (WS 2021/22)
german english



Time and location
Seminar program
Requirements
References



Seminar: Data-driven selection of smoothing parameters
Last edited on
2021/10/18 by jj
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Preliminary discussion:
Thursday, October 21st, 2021, 14:00, online
Please register for the seminar on MÜSLI, which we use to send the invitation to the online meeting.

Registration:
Please register for the seminar and the preliminary discussion on MÜSLI.
We use MÜSLI eventually to send the invitation to the online meeting.

Time and location of the seminar:
Blockseminar, beginning/mid-January 2022

Contact:
Sergio Brenner Miguel <brennermiguel[at]math.uni-heidelberg.de>
Jan JOHANNES <johannes[at]math.uni-heidelberg.de>
Questions, please directly by email or by using the contact form.

Language:
The seminar will be in English, if there is at least one non-German speaking participant.

Field:
Applied Mathematics, Stochastics

Description of the seminar:
In the lecture courses Introduction to Probability Theory and Statistics and Probability Theory 1 many main results, like the central limit theorem or the strong law of large numbers, are derived under the assumption of independent random variables. In this seminar, we will instead allow and consider different types of dependency structures on the random variables and compare them to each other. Studying various examples of stochastic processes with dependency structures the participants of this seminars will develop a deeper understanding of dependency and will get familiar with the typical proof techniques of this field. The seminar follows the book [1]


Each participant is expected to give a 60 minutes. A handout containing the most important definitions and results as well as short sketches of the proofs should be prepared for the other participants.

Requirements:
The seminar is for advanced Bachelor students and Master students who want to specialize in statistics and are already familiar with the topics typically covered in the lecture Probability Theory I .

Reference:
[1] J. Dedecker, P. Doukhan, G. Lang, J. R. León R., S. Louhichi, and C. Prieur. Weak dependence: with examples and applications, Lecture Notes in Statistics 190, Springer 2007 Link to PDF file

Contact
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