Seminars of the Focus Area Complex Systems

Prof. Dr. C. Beta, Prof. Dr. K. Dethloff, Prof. Dr. R. Engbert, Prof. Dr. M. Holschneider, Prof. Dr. W. Huisinga, Prof. Dr. Ralf Metzler, Prof. Dr. A. Pikovsky, Prof. Dr. S. Reich, Prof. Dr. M. Rosenblum, Prof. Dr. G. Rüdiger, Prof. Dr. T. Scheffer, Prof. Dr. F. Scherbaum, Prof. Dr. J. Selbig, Prof. Dr. F. Spahn

Seminar

Speaker: Jan van Waaij , Faculteit der Natuurwetenschappen, Wiskunde en Informatica Korteweg-de Vries Instituut, University of Amsterdam, Netherlands

Title: Adaptive convergence results for numerical efficient Bayesian methods * SFB 1294 joint seminar with Colloquium on Complex and Biological Systems

Time: Fri, Jul 14, 2017, 10:15am

Place: bldg 28, room 0.108

Abstract:
Abstract link .

This is collaborative work with: Moritz Schauer (Leiden University), Frank van der Meulen (Delft University of Technology) and Harry van Zanten (University of Amsterdam).

References:

van der Meulen, F.H., M.R. Schauer, and J. van Waaij (2016). “Adaptive nonparametric drift estimation for diffusion processes using Faber-Schauder expansions”. In: ArXiv e-prints. arXiv: 1612.05124 [math.ST].

van der Meulen, F.H., M.R. Schauer, and J.H. van Zanten (2014). “Reversible jump MCMC for nonparametric drift estimation for diffusion processes”. In: Comput. Statist. Data Anal. 71, pp. 615–632. issn: 0167-9473. doi: 10.1016/j.csda.2013.03.002.

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Past NLD Seminars (1994-2007) & (2008 ...)

Students' seminar: Theoretical Physics, PIK, Modeling & TSA Berlin-Potsdam-Colloquia: PhysGesellschaft Berlin, TU Berlin, Pro Physik, AIP, AEI, MPI-KGF, GFZ, HMI, PIK, AWI, Max Planck Institute for the History of Science, Mathematik, DPG Disputationen, & Vorschau UP

Udo Schwarz, Zentrum für Dynamik komplexer Systeme,
Universität Potsdam, Campus Golm Karl-Liebknecht-Str. 24, 14476 Potsdam, building 28, room 2.107
Phone: (+49-331) 977-1658, Fax : (+49-331) 977-1045

Email: Udo.Schwarz AT uni-potsdam.de

DFG SFB 1294

DFG Sonderforschungsbereich 1294 Data assimilation

DFG SPP 1488

DFG Schwerpunktprogramm 1488 Planetmag


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