Aktivitäten

21.10.2019, 10:15-11:15  –  Campus Golm, Haus 14, Raum 0.09
SFB-Seminar

Data assimilation for the stochastic one-layer rotating shallow water system driven by transport noise

Oana Lang (Imperial College London, UK)

In this talk we will present a data assimilation problem based on a new stochastic rotating shallow water (SRSW) signal and an adaptive tempering particle filter algorithm. The model has been obtained... 

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25.10.2019, 10:15-11:15  –  Campus Golm, Haus 28, Raum 0.108
SFB-Kolloquium

Numerical integrators for the Hamiltonian Monte Carlo sampler

Jesus Sanz-Serna (Universidad Carlos III de Madrid, Spain)

The Hamiltonian Monte Carlo (HMC) method is a widely used Markov Chain Monte Carlo algorithm that offers the possibility of combining high acceptance rates and nonlocal moves. Most of the... 

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08.11.2019, 10:15-11:15  –  tba
SFB-Seminar

Regret analysis of the Piyavskii-Shubert algorithm

Sébastien Gerchinowitz (Université de Toulouse)

We consider the problem of maximizing a non-concave Lipschitz function f over a bounded domain in dimension d. In this talk we provide regret guarantees for a decade-old algorithm due to Piyavskii and... 

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22.11.2019, 10:15-11:15  –  Campus Golm, Haus 28, Raum 0.108
SFB-Kolloquium

Distances for discretely observed jump processes and applications in nonparametric statistics

Ester Mariucci (Universität Potsdam)

The concept of distance is ancient and ubiquitous. Being able to quantify the distance between objects has important applications everywhere in mathematics; just think of approximation theory,... 

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13.12.2019, 10:15-11:15  –  Campus Golm, Haus 28, Raum 0.108
SFB-Kolloquium

Low dimensional approximation of weak constraint variational data assimilation

Melina Freitag (Universität Potsdam)

tba

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24.01.2020, 10:15-11:15  –  tba
SFB-Kolloquium

tba

Katharina Morik (TU Dortmund)

tba

Invited by Tobias Scheffer

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31.01.2020, 10:15-11:15  –  Campus Golm, Haus 26, Raum 0.76
SFB-Seminar

tba

Marc Bocquet (École des Ponts ParisTech)

tba

Invited by Jana de Wiljes

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