Conference Agenda
Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).
Location indicates the building first and then the room number!
Click on "Floor plan" for orientation in the builings and on the campus.
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Session Overview |
| Date: Thursday, 13/Mar/2025 | |||||||||
| 9:00 am - 10:00 am |
Plenary III Location: POT 81 Floor plan Chair: René Schilling Homogenization of jump processes in random media |
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| 10:00 am - 10:30 am |
Coffee Break Location: Foyer Potthoff Bau Floor plan |
Coffee Break Location: POT 168 Floor plan |
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| 10:30 am - 11:20 am |
S12 Keynote: Computational, functional and high-dimensional statistics Location: POT 81 Floor plan Chair: Jan Gertheiss Physics-Informed Statistical Learning |
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| 10:30 am - 12:10 pm |
S 2 (5): Spatial stochastics, disordered media, and complex networks Location: POT 251 Floor plan Chair: Chinmoy Bhattacharjee Chair: Benedikt Jahnel Strong limit theorems for empirical halfspace depth trimmed regions 10:55 am - 11:20 am Random Laguerre tessellations: Convergence of the $\beta$- Voronoi to the Poisson-Voronoi tessellation 11:20 am - 11:45 am Stein's method for spatial random graphs 11:45 am - 12:10 pm Functional central limit theorems for stabilising functionals |
S 3 (5): Stochastic Analysis and S(P)DEs Location: POT 151 Floor plan Chair: Vitalii Konarovskyi Chair: Aleksandra Zimmermann Quantitative relative entropy estimates for interacting particle systems with common noise 10:55 am - 11:20 am Weak well-posedness of energy solutions to singular SDEs with supercritical distributional drift 11:20 am - 11:45 am Reduced Inertial PDE models for Cucker-Smale flocking dynamics 11:45 am - 12:10 pm Time-Changed White Noise Calculus and its Malliavin-Watanabe Regularity Theory |
S 4 (6): Limit theorems, large deviations and extremes Location: ZEU 160 Floor plan Chair: Jan Nagel Chair: Marco Oesting Extremal Process of Last Progeny Modified Branching Random Walks 10:55 am - 11:20 am Central limit theorem for a random walk on Galton-Watson trees with random conductances 11:20 am - 11:45 am Sums of i.i.d. random variables with exponential weights 11:45 am - 12:10 pm Law of Large Numbers and Central Limit Theorem for Ewens-Pitman Model |
S 7 (9): Stochastic processes: theory, statistics and numerics Location: POT 51 Floor plan Chair: Andreas Neuenkirch Chair: Jakob Söhl Collisions in one-dimensional particle systems 10:55 am - 11:20 am The level of self-organized criticality in oscillating Brownian motion: stable limiting distribution theory for the MLE 11:20 am - 11:45 am Brownian motion conditioned to have restricted $L_2$-norm 11:45 am - 12:10 pm Non-parametric estimation for linear SPDEs on arbitrary bounded domains based on discrete observations |
S 8 (7): Finance, insurance and risk: Modelling Location: POT 361 Floor plan Chair: Peter Hieber Chair: Frank Seifried Representation theorems for convex expectations on path space 10:55 am - 11:20 am Global approximation theorem on the Wiener space via signatures 11:20 am - 11:45 am Representation property for 1d general diffusion semimartingales 11:45 am - 12:10 pm The fundamental theorem of weak optimal transport |
S 9 (2): is dropped Location: POT 112 Floor plan Chair: Nils-Christian Detering Chair: Peter Ruckdeschel |
S10 (4): Stochastic optimization and operation research Location: POT 13 Floor plan Chair: Nikolaus Schweizer Chair: Ralf Werner The oriented derivative in stochastic control 10:55 am - 11:20 am The role of correlation in diffusion control ranking games 11:20 am - 11:45 am Cost-Optimal management of a Standalone Micro-grid Equipped With Renewable Production and Battery 11:45 am - 12:10 pm Stochastic Optimal Control of Epidemics Under Partial Information |
S11 (3): Time series - Functional and High-Dimensional Time Series Location: POT 06 Floor plan Chair: Martin Wendler An operator-level GARCH Model 10:55 am - 11:20 am Towards a bootstrap uniform functional central limit theorem for nonstationary time series 11:20 am - 11:45 am High-dimensional Gaussian linear processes: Marchenko-Pastur beyond simultaneous diagonalizability |
S13 (7): Nonparametric and asymptotic statistics Location: ZEU 250 Floor plan Chair: Alexander Kreiss Chair: Leonie Selk Efficient Estimation of a Gaussian Mean with Local Differential Privacy 10:55 am - 11:20 am Quantum statistical inference under locally gentle measurements 11:20 am - 11:45 am Estimation for the convolution of several multidimensional densities 11:45 am - 12:10 pm Minimax-optimal data-driven estimation in multiplicative inverse problems |
| 12:10 pm - 1:40 pm |
Lunch |
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| 1:40 pm - 2:30 pm |
S11 (4): Time series - New Developments in Time Series Analysis Location: POT 81 Floor plan Chair: Tim Manfred Kutta Artificial Neural Network small-sample-bias-corrections of the AR(1) parameter close to unit root 2:05 pm - 2:30 pm Nonparametric spectral density estimation under local differential privacy |
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| 1:40 pm - 3:20 pm |
S 2 (6): Spatial stochastics, disordered media, and complex networks Location: POT 251 Floor plan Chair: Chinmoy Bhattacharjee Chair: Benedikt Jahnel Multidimensional compound Poisson approximation for the Gilbert graph 2:05 pm - 2:30 pm Poisson approximation for cycles in the generalised random graph 2:30 pm - 2:55 pm Rectangular Gilbert Tessellation 2:55 pm - 3:20 pm Intersection processes of $k$-flats in hyperbolic space: New limits and convergence rates for observations in spherical windows |
S 3 (6): Stochastic Analysis and S(P)DEs Location: POT 151 Floor plan Chair: Vitalii Konarovskyi Chair: Aleksandra Zimmermann A stochastic approach to time-dependent BEC 2:05 pm - 2:30 pm McKean—Vlasov SDEs: New results on existence of weak solutions and on propagation of chaos 2:30 pm - 2:55 pm Mean-field stochastic differential equations with local interactions 2:55 pm - 3:20 pm Brownian Motion with Occupation Time Restrictions Outside a Compact Interval: Extreme Entropic Repulsion |
S 4 (7): Limit theorems, large deviations and extremes Location: ZEU 160 Floor plan Chair: Jan Nagel Chair: Marco Oesting Limit Theorems for Open Quantum Dynamics In A Random Environment 2:05 pm - 2:30 pm On fluctuations of complexity measures for the QuickSelect algorithm 2:30 pm - 2:55 pm Randomized Geodesic Flow on Hyperbolic Groups 2:55 pm - 3:20 pm Limit Theorems for Multiscale Ergodic Diffusion Processes |
S 7 (10): Stochastic processes: theory, statistics and numerics Location: POT 51 Floor plan Chair: Mathias Trabs Persistence for Spherical Fractional Brownian Motion 2:05 pm - 2:30 pm Multivariate Fractional Brownian Motion: Correlation structure, statistics and applications to improve forecasting 2:30 pm - 2:55 pm Sampling inverse subordinators and subdiffusions 2:55 pm - 3:20 pm On a finite-velocity random motion related to a modified Euler-Poisson-Darboux equation |
S 8 (8): Finance, insurance and risk: Modelling Location: POT 361 Floor plan Chair: Peter Hieber Chair: Frank Seifried Control of Drawdowns with Random Inspection 2:05 pm - 2:30 pm On the Bailout Dividend Problem with Periodic Dividend Payments and Fixed Transaction Costs 2:30 pm - 2:55 pm Framework for asset-liability management with liquid and fixed-term assets |
S 9 (3): Finance, insurance and risk: Quantitative methods Location: POT 112 Floor plan Chair: Nils-Christian Detering Chair: Peter Ruckdeschel Practical Challenges of Interest Rate Model Calibration 2:05 pm - 2:30 pm Term structure shapes and their consistent dynamics in the Svensson family 2:30 pm - 2:55 pm Efficient simulation and valuation of equity-indexed annuities under a two-factor G2++ model 2:55 pm - 3:20 pm Fast Bayesian calibration of option pricing models based on sequential Monte Carlo methods and deep learning |
S10 (5): Stochastic optimization and operation research Location: POT 13 Floor plan Chair: Nikolaus Schweizer Chair: Ralf Werner Common Noise by Random Measures: Mean-Field Equilibria for Competitive Investment and Hedging 2:05 pm - 2:30 pm Continuous-time Mean Field Markov Decision Models 2:30 pm - 2:55 pm A mean field search game 2:55 pm - 3:20 pm Mean-field analysis of a bipartite queueing model for threshold-based mobile edge computing |
S12 (4): Computational, functional and high-dimensional statistics Location: ZEU 260 Floor plan Chair: Jan Gertheiss MULTIPLE CHANGE POINT DETECTION IN FUNCTIONAL DATA WITH APPLICATIONS TO BIOMECHANICAL FATIGUE DATA 2:05 pm - 2:30 pm Statistical inference for the error distribution in functional linear models 2:30 pm - 2:55 pm Testing for white noise in multivariate locally stationary functional time series 2:55 pm - 3:20 pm A goodness-of-fit test for geometric Brownian motion |
S13 (8): Nonparametric and asymptotic statistics Location: ZEU 250 Floor plan Chair: Alexander Kreiss Chair: Leonie Selk Bootstrap-based Goodness-of-Fit Test for Parametric Families of Conditional Distributions 2:05 pm - 2:30 pm Tests of independence based on correlations 2:30 pm - 2:55 pm Goodness-of-fit testing based on graph functionals for homogeneous Erdös-Rényi graphs 2:55 pm - 3:20 pm Bootstrap-based inference for pseudo-value regression models |
| 2:30 pm - 3:20 pm |
S11 Keynote: Time series Location: POT 81 Floor plan Chair: Annika Betken Chair: Marie Düker High-Dimensional Dynamic Pricing under Non-Stationarity: Learning and Earning with Change-Point Detection |
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| 3:20 pm - 3:50 pm |
Coffee Break Location: Foyer Potthoff Bau Floor plan |
Coffee Break Location: POT 168 Floor plan |
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| 3:50 pm - 4:40 pm |
S 2 (7): Spatial stochastics, disordered media, and complex networks Location: POT 251 Floor plan Chair: Chinmoy Bhattacharjee Chair: Benedikt Jahnel A Gaussian approximation result for weakly dependent random fields using dependency graphs 4:15 pm - 4:40 pm Diffusion Means and their Relation to Intrinsic and Extrinsic Means |
S 3 (7): Stochastic Analysis and S(P)DEs Location: POT 151 Floor plan Chair: Vitalii Konarovskyi Chair: Aleksandra Zimmermann Landau-Lifschitz-Navier-Stokes Equations: Large Deviations and Relationship to the Energy Equality 4:15 pm - 4:40 pm Asymptotic Exit Problems for a Singular Stochastic Reaction-Diffusion Equation |
S 4 (8): Limit theorems, large deviations and extremes Location: ZEU 160 Floor plan Chair: Jan Nagel Chair: Marco Oesting Percolation and geometry of Cayley graphs 4:15 pm - 4:40 pm Stein's Method for Networks |
S 7 (11): Stochastic processes: theory, statistics and numerics Location: POT 51 Floor plan Chair: Andreas Neuenkirch Chair: Jakob Söhl Approximating nonlinear dynamics by low-dimensional linear SDEs 4:15 pm - 4:40 pm Deep Operator BSDE: a Numerical Scheme to Approximate the Solution Operators |
S 8 Keynote: Finance, insurance and risk: Modelling Location: POT 81 Floor plan Chair: Peter Hieber Chair: Frank Seifried On optimality criteria for dynamic investment and their connections |
S 9 (4): Finance, insurance and risk: Quantitative methods Location: POT 112 Floor plan Chair: Nils-Christian Detering Chair: Peter Ruckdeschel A network approach to macroprudential buffers 4:15 pm - 4:40 pm Computing Systemic Risk Measures with Graph Neural Networks |
S10 (6): Stochastic optimization and operation research Location: POT 13 Floor plan Chair: Nikolaus Schweizer Chair: Ralf Werner Stationary Mean-Field Games of Singular Control under Knightian Uncertainty 4:15 pm - 4:40 pm Existence of Bayesian Equilibria in Incomplete Information Games Without Common Priors |
S13 (9): Nonparametric and asymptotic statistics Location: ZEU 250 Floor plan Chair: Alexander Kreiss Chair: Leonie Selk The Weak Feature Impact Scenario and its Effects on Monotone Binary Regression 4:15 pm - 4:40 pm Approximation by totally positive distributions |
S14 (1): History of Probability and Statistics Location: POT 361 Floor plan Chair: Hans Fischer Chair: Tilman Sauer Chair: René Schilling The first 20 years of Brownian Motion (1905 - 1925) 4:15 pm - 4:40 pm The "Bernstein-von-Mises Theorem": historical aspects |
| 4:50 pm - 5:50 pm |
Plenary IV Location: POT 81 Floor plan Chair: Mathias Trabs Bayesian estimation in high dimensional Hawkes processes |
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| 7:00 pm - 10:00 pm |
Conference Dinner Location: Carolaschlösschen Floor plan |
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Contact and Legal Notice · Contact Address:  Conference: GPSD 2025 |
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