Conference Agenda

Causality in Dynamical Systems

Jonas Peters

Deep Learning of Multivariate Extremes via a Geometric Representation

Callum John Murphy-Barltrop, Reetam Majumder, Jordan Richards

Affine Invariance in Continuous-Domain Convolutional Neural Networks

Ali Mohaddes, Johannes Lederer

PAC-Bayesian optimization for deep stochastic neural networks using spatio-temporal data.

Lorenzo Proietti, Imma Valentina Curato

Survival of an infection under dilutions in space and time

Benedikt Jahnel, Anh Duc Vu

On the contact process on dynamical random graphs with degree dependent dynamics

Anja Sturm, Natalia Cardona Tobon, Marcel Ortgiese, Marco Seiler

Meeting times via singular value decomposition

Anton Klimovsky, Thomas van Belle

A Random Walk Approach to Broadcasting on Random Recursive Trees

Ernst Althaus, Lisa Hartung, Rebecca Steiner

Fitness valleys, pit stops and changing environment

Manuel Esser, Anna Kraut

The two-size Wright--Fisher model: an analysis via (uniform) renewal theory

Gerold Alsmeyer, Fernando Cordero, Hannah Dopmeyer

Coalescents with migration in the moderate regime

Sophia-Marie Mellis, Fernando Cordero, Emmanuel Schertzer

Consistency and Central Limit Results in the (Recent) Admixture Model

Carola Sophia Heinzel

Reconstruction of inhomogeneous turbulence based on stochastic Fourier-type integrals

Markus Antoni, Quinten Kürpick, Felix Lindner, Nicole Marheineke, Raimund Wegener

Stability of travelling wave solutions to reaction-diffusion equations driven by additive noise with Hölder continuous paths

Amjad Saef, Wilhelm Stannat

Analysis of anomalous diffusion processes with random parameters

Hubert Woszczek

Some stochastic aspects of stochastic elliptic inverse problems

Hans-Jörg Starkloff

Uniform ergodicity for the geodesic slice sampler on compact Riemannian manifolds

Mareike Hasenpflug

Multilevel Picard approximations for high-dimensional semilinear second-order PDEs with Lipschitz nonlinearities

Tuan Anh Nguyen

Bounding adapted Wasserstein metrics

Johannes Wiesel, Jose Blanchet, Martin Larsson, Jonghwa Park

Bayesian inference in semi-linear SPDEs using spatial information

Sascha Robert Gaudlitz, Randolf Altmeyer

Parameter estimation for the stochastic Burgers equation

Josef Janák

Parameter estimation in hyperbolic linear SPDEs from multiple measurements

Eric Ziebell, Anton Tiepner

Should I invest in the market portfolio? - A parametric approach

Jan Kallsen

Pathwise stability of log-optimal portfolios

Andrew L. Allan, Anna P. Kwossek, Chong Liu, David J. Prömel

Sufficient Conditions for Utility Functions in Robust Utility Optimization

Philip Biegel, Jörn Saß

Robust Utility Maximization in Continuous Time: Convergence and Updating the Uncertainty Sets

Jörn Sass

A Test of Independence over Periods of Time for Locally Stationary Processes

Carina Beering

Estimation for Markov Chains with periodically missing observations

Ursula U. Müller

Tapered covariance matrix estimation for lattice processes

Antonio Fioravanti, Carsten Jentsch

Modeling multiplex networks

Sofia Charlotta Olhede

Clustering Experts with Bandit Feedback of their Performance in Multiple Tasks

Victor Thuot, Maximilian Graf, Nicolas Verzelen

Permutation Estimation for Crowdsourcing

Maximilian Graf, Alexandra Carpentier, Nicolas Verzelen

A random measure approach to reinforcement learning in continuous time

Christian Bender, Thuan Nguyen

Preferential attachment trees with vertex death

Bas Lodewijks, Markus Heydenreich

Cluster sizes in subcritical soft Boolean models

Benedikt Jahnel, Lukas Lüchtrath, Marcel Ortgiese

Inhomogeneous random graphs of preferential attachment type: Supercritical behaviour

Lucas Schätze, Peter Mörters

Loops vs percolation

Andreas Klippel, Volker Betz, Benjamin Lees, Christian Mönch

Information criteria for the number of directions of extremes in high-dimensional data

Lucas Butsch, Vicky Fasen-Hartmann

Principal component analysis for max-stable distributions

Felix Reinbott, Anja Janßen

An Alternative Approach to Power Law Dynamics in Preferential Attachment Models

Anja Janßen, Max Ziegenbalg

Gaussian Approximation and Moderate Deviations of Poisson Shot Noises with Application to Compound Generalized Hawkes Processes

Mahmoud Khabou, Giovanni Luca Torrisi

3D-Analysis of tumor spheroids

Anja Voss-Böhme

A maximum likelihood estimator for composite models

Tamara Schamberger, Florian Schuberth, Yves Rosseel, Jörg Henseler

Robust Multivariate linear models for multivariate longitudinal data

Keunbaik Lee

The interacting Bose gas, loops and interlacements

Wolfgang König, Alexander Zass

Fitting spatial 3D models from stochastic geometry to 2D image data using methods from generative AI

Orkun Furat, Sabrina Weber, Lukas Fuchs, Volker Schmidt

Existence and Non-Existence of Ground States in the Spin-Boson Model

Volker Betz, Benjamin Hinrichs, Mino Nicola Kraft, Steffen Polzer

Enhanced binding for a quantum particle coupled to scalar quantized field

Volker Betz, Tobias Schmidt, Mark Sellke

Numerical Methods for SDEs on Manifolds

Alexander Paul Lewis

Regularizaiton by noise and approximations of singular kinetic SDEs

Chengcheng Ling

Adaptive approximation of jump-diffusion SDEs with discontinuous drift

Verena Schwarz

Stability of geometrically recurrent time-inhomogeneous Markov chains

Vitaliy Golomoziy

Analyticity of the Capacity of the Range of Random Walks

Lorenz Gilch

XVA analysis in incomplete markets

Francesca Biagini, Alessandro Gnoatto, Katharina Oberpriller

Estimation of dynamically recalibrated affine and polynomial models in finance

Ivo Richert, Jan Kallsen

Weak Error Rates for Local Stochastic Volatility Models

Thomas Wagenhofer, Peter K. Friz, Benjamin Jourdain, Alexandre Zhou

Discrete approximation of risk-based pricing under volatility uncertainty

Michael Kupper

Mean field control with infinite dimensional common noise

François Delarue

Kalikow decomposition for the study of neuronal networks: simulation and learning

Patricia Reynaud-Bouret

Effective fluctuating continuum models for SGD with small learning rate, or in overparameterized limits

Benjamin Gess

Learning of deep convolutional network image classifiers via stochastic gradient descent and over-parametrization

Michael Kohler, Adam Krzyżak, Alisha Sänger

Optimal Rates for Forward Gradient Descent based on Multiple Queries

Niklas Dexheimer, Johannes Schmidt-Hieber

Stochastic Modified Flows for Riemannian Stochastic Gradient Descent

Benjamin Gess, Sebastian Kassing, Nimit Rana

$L^1$-compression and percolation on graphs

Konstantin Recke, Chiranjib Mukherjee

Edge Exchangeable Random Graphs: Connectedness, Completeness and Normality

Edward Eriksson

Robustness in the Poisson Boolean model with convex grains

Peter Gracar, Marilyn Korfhage, Peter Mörters

Dimensions of limsup sets on trees

Tobin Johannes Ott

Optimal Control of a fractional Noise-Perturbed Nonlinear Schroedinger Equation

Wilfried Grecksch

Finite Dimensional Projections of HJB Equations in the Wasserstein Space

Andrzej Swiech, Lukas Wessels

On the maximal regularity of SPDEs on non-smooth domains

Petru A. Cioica-Licht

Solution theory for the stochastic thin film equation with spatially colored noise

Antonio Agresti, Konstantinos Dareiotis, Benjamin Gess, Manuel Victor Gnann, Max Sauerbrey

On multi-type Cannings models and their multi-type limiting coalescents

Martin Möhle

A conditional coalescent limit in fixed pedigrees

Frederic Alberti, Matthias Birkner, Wai Tong Fan, John Wakeley

A central limit theorem for measure-valued Reed–Frost epidemics

Tobias Bernstein

Physical origin of the fractional Brownian motion and related Gaussian processes arising in the models of anomalous diffusion

Yana A. Kinderknecht, Christian Bender, Mirko D'ovidio, Gianni Pagnini

A probabilistic study of the set of stationary solutions to spatially kinetic-type equations

Glib Verovkin, Sebastian Mentemeier

Analysis of a strongly repulsive particle system chemically interacting with the environment: a stochastic model for the sulphation phenomenon.

Giulia Rui, Daniela Morale, Stefania Ugolini, Adrian Muntean, Nicklas Javergard

Risk measures based on target risk profiles

Jascha Alexander, Christian Laudagé, Jörn Saß

Multi-asset return risk measures

Christian Laudagé, Felix-Benedikt Liebrich, Jörn Sass

Some remarks on the effect of risk sharing and diversification for infinite mean risks

Alfred Müller

Perpetual American Options in a Two-Dimensional Black-Merton-Scholes Model

Pavel V. Gapeev, Goran Peskir

Asymptotics for large-dimensional projection matrices

Stanislav Anatolyev, Maksim Smirnov

Change point detection in the mean of functional data with covariance operator offsetting

Hedvika Ranošová, Claudia Kirch, Martin Wendler

Asymptotic Behavior of PCA Projections for Multivariate Extremes

Holger Drees

On uniqueness of the set of $k$-means

Javier Cárcamo, Antonio Cuevas, Luis Alberto Rodríguez Ramírez

Siegmund Duality and Time Reversal of Lévy-type Processes

Anita Behme, Henriette Heinrich, Alexander Lindner

Parameter estimation for polynomial models

Henrik Valett, Jan Kallsen

Optimal Control of McKean-Vlasov Stochastic Partial Differential Equations

Johan Benedikt Spille, Wilhelm Stannat

Limit Theorem for Trace of the Squared Sample Correlation Matrices in High Dimensions

Johannes Heiny, Xuechun Hu

Multiple Contrast Test for Youden-Indices in Factorial Diagnostic Trials

Dirk Schomburg, Frank Konietschke

Mixed moving average field guided learning with unbounded losses

Jasmin Sternkopf, Imma Valentina Curato

Stable convergence in law in approximation of stochastic integrals with respect to diffusions

Snježana Lubura Strunjak

Perpetual American standard and lookback options in models with progressively enlarged filtrations

Pavel V. Gapeev, Libo Li

A comparison of multiple imputation algorithms

Jürgen Kampf, Iryna Dykun, Tienush Rassaf, Amir Abbas Mahabadi

Efficient Estimation of a Gaussian Mean with Local Differential Privacy

Nikita P. Kalinin, Lukas Steinberger

STATISTICAL GUARANTEES FOR APPROXIMATE STATIONARY POINTS OF SHALLOW NEURAL NETWORKS

Mahsa Taheri, Fang Xie, Johannes Lederer

Adaptive Kernel Density Estimation in L2-norm using artificial data

Alejandro Emilio Pereira, Karine Bertin, Vincent Rivoirard

Measuring Dependence between Events

Marc-Oliver Pohle, Timo Dimitriadis, Jan-Lukas Wermuth

Testing Monotonicity of Regression in Sublinear Time

Zhi Liu, Housen Liu, Axel Munk

Some results on statistical classification

Lea Willems