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Seminar series in Probability and Statistics

We are happy to announce that our seminar series is back to its physical, on-campus format.

The Seminar Series in Probability and Statistics is a lecture series of invited speakers in the fields of probability, statistics, and related fields, organized every second week. The talks are in seminar format, aimed at a broad audience ranging from graduate students of probability and statistics to advanced researchers of these and related fields. The seminar usually lasts an hour with roughly 35-45 minutes of presentation and the remaining time spent on questions and discussion. This year we introduce an informal gathering immediately after the seminar, with some drinks and snacks/cookies triggering further discussion.

PhD students from EEMCS will receive 1 Graduate School credit from the Graduate School for attending 6 seminars of the series.

Gebruik de volgende webcal om de feed toe te voegen aan de kalender of kopieer de link om handmatig te abonneren.

webcal://www.tudelft.nl/ewi/over-de-faculteit/afdelingen/applied-mathematics/applied-probability/events/seminars-in-probability-and-statistics?tx_lookupfeed_feed%5Baction%5D=ical&tx_lookupfeed_feed%5Bcontroller%5D=Feed&tx_lookupfeed_feed%5Blimit%5D=15&tx_lookupfeed_feed%5BlookupUid%5D=1095775&type=1657271091&cHash=b7bcce2c2bd66deb584cdbbfa7abcbbd

Meer info over webcal.

25 november 2024 15:45 t/m 16:45

[STAT/AP] Julia Olkhovskaya: TBA

TBA

02 december 2024 15:45 t/m 16:45

[STAT/AP] Sonja Cox: TBA

TBA

16 december 2024 15:45 t/m 16:45

[STAT/AP] Frank Röttger: Graphical models in extremes from threshold exceedances

The recent introduction of conditional independence for multivariate extremes from threshold exceedances has inspired a new line of research in extremal dependence modeling. In this talk we summarize recent developments and try to highlight connections with related fields. In particular we discuss undirected and directed graphical models for multivariate extremes from threshold exceedances, as well as approaches for structure and parameter learning. Here, a central tool is the parametric family of Hüsler--Reiss distributions, which can be characterized via Laplacian-constrained Gaussian graphical models, i.e. degenerate Gaussians with graph Laplacian inverse covariance matrix. This characterization allows to describe extremal conditional independence parametrically and therefore leads to a parametric encoding of extremal graphical models. Finally, we introduce colored Hüsler--Reiss graphical models and discuss statistical methodology for those, which we demonstrate on a real data example.

13 januari 2025 15:45 t/m 16:45

[STAT/AP] Rianne de Heide: Recent developments in e-value-based multiple testing

When:

Mondays from 4pm to 5 pm
(unless otherwise specified)

Give a talk?

We are excited to hear from you! Please click here or contact us directly.

Organizers

J. (Júlia) Komjáthy

F. (Fabian) Mies

Past talks

Seminar Archives
Photo by Edge2Edge Media on Unsplash