Advanced Statistical Seminar — NMST611
When: Wednesdays, 15:40 - 17:00
Where: Lecture Room Praktikum KPMS
The advanced statistical seminar consists of presentations delivered (typically in person) by invited foreign speakers or departmental guests. Assorted topics from modern statistics — theory and applications — are usually communicated during the talks.
Seminar schedule
- 01.10.2025 | 15:40 | Samuel Rosa
Comenius University, Slovakia
Title: Geometry of optimal experimental design
Optimal experimental design seeks to select trials (design points) for an experiment so that some measure of information is maximized. A popular approach to this problem is continuous relaxation, leading to so-called approximate designs. Since the resulting problem is convex, it has particularly nice properties, many of which are geometric in nature. These include classical findings, like the tendency of optimal designs to favor highly non-central points and the connection to minimum-volume enclosing ellipsoids, as well as more recent ones, such as a possibility to remove points that cannot support any optimal design, and the characteristics of the polyhedron of all optimal designs. In this talk, we will discuss several of these properties, as time permits.
------------------------------------------------------------------------------------------- - 15.10.2025 | 15:40 | Ilya Molchanov
University of Bern, Switzerland
Title: Strong limit theorems for depth trimmed regions
We study empirical variants of the halfspace (Tukey) depth of a probability measure µ, which are obtained by replacing µ with the corresponding weighted empirical measure. We prove analogues of the Marcinkiewicz-Zygmund strong law of large numbers and of the law of the iterated logarithm in terms of set inclusions and for the Hausdorff distance between the theoretical and empirical variants of depth trimmed regions. In the special case of $\mu$ being the uniform distribution on a convex body $K$, the depth trimmed regions are convex floating bodies of $K$, and we obtain strong limit theorems for their empirical estimators.
------------------------------------------------------------------------------------------- - 29.10.2025 | 15:40 | Cancelled
Title: --
------------------------------------------------------------------------------------------- - 12.11.2025 | 15:40 | Adrian Fischer
University of Oxford, United Kingdom
Title: Stein's Method of Moments
Stein operators allow one to characterize probability distributions via differential operators. Based on these characterizations, we develop a new method of point estimation for parameters, which we call Stein's Method of Moments (SMOM). These SMOM estimators satisfy the desirable classical properties such as consistency and asymptotic normality. As a consequence of the usually simple form of the operator, we obtain explicit estimators in cases where standard methods such as maximum likelihood estimation require a numerical procedure to calculate the estimate. In addition, with our approach, one can choose from a large class of test functions, which typically allows for improvements over the moment estimator. We visit parametric estimation problems in Euclidean space, on the hypersphere as well as on random graphs. This is based on joint work with Robert Gaunt and Yvik Swan.
------------------------------------------------------------------------------------------- - 26.11.2025 | 15:40 | Omiros Papaspiliopoulos
Università Bocconi, Italy
Title: TBA
------------------------------------------------------------------------------------------- - 10.12.2025 | 15:40 | Marija Cuparić
University of Belgrade, Serbia
Title: TBA
------------------------------------------------------------------------------------------- - 07.01.2026 | 15:40 | Rebecca Killick
Lancaster University, UK
Title: TBA
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Advanced Statistical Seminar (Archiv)
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The archive (seminar speakers, talk titles, and the abstracts) of the Advanced statistical seminar (NMST611)
from previous semesters together with the title of the talks and short abstracts. |
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| Summer term 2025 | |
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| Winter term 2024/2025 | Summer term 2024 |
| Winter term 2023/2024 | Summer term 2023 |
| Summer term 2022 | |
| Summer term 2021 | |