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: Friday, 14/Mar/2025 | |||||||||
| 9:00 am - 10:00 am |
Plenary LT: Plenary Lehrkräftetag Location: POT 81 Floor plan Chair: Andrea Hoffkamp (Angewandte) Statistik – was ist das? |
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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 |
S14 Keynote: History of Probability and Statistics Location: POT 81 Floor plan Chair: Hans Fischer Chair: Tilman Sauer Chair: René Schilling Richard von Mises, the forgotten Bayesian |
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| 10:30 am - 12:10 pm |
S 2 (8): Spatial stochastics, disordered media, and complex networks Location: POT 251 Floor plan Chair: Chinmoy Bhattacharjee Chair: Benedikt Jahnel On the chaos expansion for a Dirichlet process 10:55 am - 11:20 am Transports of Stationary Random Measures: Asymptotic Variance, Hyperuniformity, and Examples 11:20 am - 11:45 am Hierarchical cubes: Gibbs measures and decay of correlations 11:45 am - 12:10 pm Lifschitz tail for long-range alloy-type models with Levy operators |
S 3 (8): Stochastic Analysis and S(P)DEs Location: POT 151 Floor plan Chair: Vitalii Konarovskyi Chair: Aleksandra Zimmermann Invariant submanifolds for solutions to rough differential equations 10:55 am - 11:20 am Rough backward SDEs of Marcus-type with discontinuous Young drivers 11:20 am - 11:45 am Pathwise convergence of the Euler scheme for rough and stochastic differential equations 11:45 am - 12:10 pm Rough Functional It\^o Formula |
S 4 (9): Limit theorems, large deviations and extremes Location: ZEU 160 Floor plan Chair: Jan Nagel Chair: Marco Oesting Asymptotic theory of Schatten classes 10:55 am - 11:20 am Limit theorems for the volume of random projections and sections of $\ell_p^N$-balls 11:20 am - 11:45 am Concentration inequalities for Poisson $U$-statistics 11:45 am - 12:10 pm Large deviation principle for binomial Gibbs processes |
S 7 (12): Stochastic processes: theory, statistics and numerics Location: POT 51 Floor plan Chair: Vitalii Golomoziy Estimates of kernels and ground states for Schrödinger semigroups 10:55 am - 11:20 am Progressive intrinsic ultracontractivity and ergodicity properties of discrete Feynman-Kac semigroups and related operators 11:20 am - 11:45 am Intrinsic ultracontractivity of Feynman-Kac semigroups for cylindrical stable processes 11:45 am - 12:15 pm Kato bounded Harnack inequality for Schrödinger operators on manifolds |
S 9 (5): Finance, insurance and risk: Quantitative methods Location: POT 112 Floor plan Chair: Nils-Christian Detering Chair: Peter Ruckdeschel Shrinking the Covariance Matrix: A Portfolio Perspective 10:55 am - 11:20 am Over-confidence and subjective mortality beliefs in pooled annuity funds 11:20 am - 11:45 am Thin-thick approach to martingale representations on progressively enlarged filtrations 11:45 am - 12:10 pm Forecasting Agricultural Financial Risk Using Singular Spectrum Analysis: Case Study of Rainfall and Paddy Rice Crops in Indonesia |
S10 (7): Stochastic optimization and operation research Location: POT 13 Floor plan Chair: Nikolaus Schweizer Chair: Ralf Werner An optimal multibarrier strategy for a singular stochastic control problem with a state-dependent reward 10:55 am - 11:20 am An Analytic Characterisation of Markov Perfect Equilibria in Stochastic Timing Games 11:20 am - 11:45 am Stochastic Modeling and Optimal Control of an Industrial Energy System |
S11 (5): Time series - Ordinal Pattern and Discrete Time Series Location: POT 06 Floor plan Chair: Annika Betken Classes of multivariate motion patterns and applications to environmental data 10:55 am - 11:20 am The Symbolic Correlation Integral: Measuring Complexity in Short-range Dependent Time Series. 11:20 am - 11:45 am Weighted Discrete ARMA Models for Categorical Time Series 11:45 am - 12:10 pm Predictive inference for discrete-valued time series |
S12 (5): Computational, functional and high-dimensional statistics Location: ZEU 260 Floor plan Chair: Jan Gertheiss A Statistical Method for Anomaly Detection in Multivariate EEG Time Series 10:55 am - 11:20 am Exact Representation for Product of Two Normals via Non-Central Chi-Square Distribution 11:20 am - 11:45 am On the Stress-Strength Models for the Dagum Distribution under Adaptive Type-II Progressively Hybrid Censoring |
S13 (10): Nonparametric and asymptotic statistics Location: ZEU 250 Floor plan Chair: Alexander Kreiss Chair: Leonie Selk Bayesian nonparametric estimation and inference using optimal transport divergences 10:55 am - 11:20 am Decompounding under general mixing distributions 11:20 am - 11:45 am Statistical Optimal Transport and its Entropic Regularization: Compared and Contrasted 11:45 am - 12:10 pm Distributional convergence of empirical entropic optimal transport and applications |
| 11:20 am - 12:10 pm |
S14 (2): History of Probability and Statistics Location: POT 81 Floor plan Chair: Hans Fischer Chair: Tilman Sauer Chair: René Schilling Leibniz on the Problem of Points (1676–78) 11:45 am - 12:10 pm Some elements for a (pre)history of martingales |
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| 12:10 pm - 1:40 pm |
Lunch |
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| 1:40 pm - 2:30 pm |
S 2 (9): Spatial stochastics, disordered media, and complex networks Location: POT 251 Floor plan Chair: Chinmoy Bhattacharjee Chair: Benedikt Jahnel Power-like divergence of the diameter of the transition front of the solution to the F-KPP equation in heterogeneous medium 2:05 pm - 2:30 pm On Random Simplex Picking |
S 3 (9): is dropped Location: POT 151 Floor plan Chair: Vitalii Konarovskyi Chair: Aleksandra Zimmermann |
S 4 Keynote: Limit theorems, large deviations and extremes Location: POT 81 Floor plan Chair: Jan Nagel Chair: Marco Oesting Normal and α-stable convergence in weight-dependent random connection models |
S 7 (13): Stochastic processes: theory, statistics and numerics Location: POT 51 Floor plan Chair: Andreas Neuenkirch Chair: Jakob Söhl Quasi-infinitely divisible distributions 2:05 pm - 2:30 pm Divisibility of probability measures |
S10 (8): Stochastic optimization and operation research Location: POT 13 Floor plan Chair: Nikolaus Schweizer Chair: Ralf Werner Alternative Transient Solutions for M/G/1 System with Multiple Server Vacations 2:05 pm - 2:30 pm Optimal sequential sampling for attributive tests at consecutive times |
S13 (11): Nonparametric and asymptotic statistics Location: ZEU 250 Floor plan Chair: Alexander Kreiss Chair: Leonie Selk Nonparametric isotropy test for spatial point processes using random rotations |
S14 (3): History of Probability and Statistics Location: POT 361 Floor plan Chair: Hans Fischer Chair: Tilman Sauer Chair: René Schilling Early Visualizations of Electron Probability Densities |
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| 2:40 pm - 3:40 pm |
Plenary V Location: POT 81 Floor plan Chair: Anita Behme Random walks in dynamical random environments |
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| 3:40 pm - 4:00 pm |
Closing Location: POT 81 Floor plan |
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Contact and Legal Notice · Contact Address:  Conference: GPSD 2025 |
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