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 | |
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Location: POT 81 Potthoff Bau |
| Date: Tuesday, 11/Mar/2025 | |
| 9:00 am - 9:15 am |
Opening Ceremony Location: POT 81 Floor plan |
| 9:15 am - 10:15 am |
Plenary I Location: POT 81 Floor plan Chair: Claudia Kirch Causality in Dynamical Systems |
| 2:00 pm - 2:50 pm |
S13 Keynote: Nonparametric and asymptotic statistics - presented by MDPI Location: POT 81 Floor plan Chair: Alexander Kreiss Chair: Leonie Selk Modeling multiplex networks |
| 2:50 pm - 3:40 pm |
S 3 Keynote: Stochastic Analysis and S(P)DEs Location: POT 81 Floor plan Chair: Vitalii Konarovskyi Chair: Aleksandra Zimmermann Mean field control with infinite dimensional common noise |
| 4:20 pm - 5:10 pm |
S 7 Keynote: Stochastic processes: theory, statistics and numerics Location: POT 81 Floor plan Chair: Andreas Neuenkirch Chair: Jakob Söhl Kalikow decomposition for the study of neuronal networks: simulation and learning |
| 5:10 pm - 6:00 pm |
S 7 (5): Stochastic processes: theory, statistics and numerics Location: POT 81 Floor plan Chair: Andreas Neuenkirch Chair: Jakob Söhl Siegmund Duality and Time Reversal of Lévy-type Processes 5:35 pm - 6:00 pm Parameter estimation for polynomial models |
| Date: Wednesday, 12/Mar/2025 | |
| 9:00 am - 10:00 am |
Plenary II Location: POT 81 Floor plan Chair: Martin Keller-Ressel Statistics and calibration for rough volatility: misconceptions and optimal procedures' |
| 10:30 am - 11:20 am |
S10 Keynote: Stochastic optimization and operation research Location: POT 81 Floor plan Chair: Nikolaus Schweizer Chair: Ralf Werner Bridging Data and Decisions: A Method for Optimization under Uncertainty using Regression Residuals |
| 11:20 am - 12:10 pm |
S 5 Keynote: Stochastic modelling in life sciences Location: POT 81 Floor plan Chair: Matthias Birkner A spatial measure-valued model for chemical reaction networks in heterogeneous systems |
| 1:40 pm - 2:30 pm |
S 2 Keynote: Spatial stochastics, disordered media, and complex networks Location: POT 81 Floor plan Chair: Chinmoy Bhattacharjee Chair: Benedikt Jahnel Multiple Poisson Integrals: from U-statistics to Poincaré inequalities |
| 2:30 pm - 3:20 pm |
S 9 Keynote: Finance, insurance and risk: Quantitative methods Location: POT 81 Floor plan Chair: Nils-Christian Detering Chair: Peter Ruckdeschel Modelling contagious bank runs |
| 3:50 pm - 4:40 pm |
S 6 Keynote: Stochastic modelling in natural sciences Location: POT 81 Floor plan Chair: Alexandra Blessing Chair: Anton Klimovsky Stability and instability of almost-surely invariant structures in stochastic systems |
| 4:40 pm - 5:30 pm |
S 1 Keynote: Machine Learning Location: POT 81 Floor plan Chair: Merle Behr A primer on physics-informed machine learning |
| 5:35 pm - 6:15 pm |
Förderpreise der FG Stochastik: Förderpreise der FG Stochastik: Preisverleihung und Vorträge der Preisträger:innen Location: POT 81 Floor plan |
| 6:15 pm - 7:45 pm |
General Assembly: Mitgliederversammlung der FG Stochastik Location: POT 81 Floor plan |
| 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 |
| 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 |
| 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 |
| 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 |
| 3:50 pm - 4:40 pm |
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 |
| 4:50 pm - 5:50 pm |
Plenary IV Location: POT 81 Floor plan Chair: Mathias Trabs Bayesian estimation in high dimensional Hawkes processes |
| 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? |
| 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 |
| 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 |
| 1:40 pm - 2:30 pm |
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 |
| 2:40 pm - 3:40 pm |
Plenary V Location: POT 81 Floor plan Chair: Anita Behme Random walks in dynamical random environments |
| 3:40 pm - 4:00 pm |
Closing Location: POT 81 Floor plan |
Contact and Legal Notice · Contact Address:  Conference: GPSD 2025 |
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