News

An interview with Claudia Czado. [more]

New book on vine copulas. The book offers a step-by-step introduction to vine copula based dependence modeling, including model selection and estimation methods for vine copulas [more]

The goal of this workshop is to bring together researchers in graphical models and explore the strong algebraic connections present in their analysis, with a focus on conditional independence. [more]

Realistic big data analyses require statistical models accounting for dependence. The class of vine copulas (vine-copula.org) has been shown to capture flexibly dependence patterns with tail dependence and asymmetry. Vine copulas significantly extend the Gaussian copula. This two day workshop is... [more]

On May 17th we celebrate Claudia Klüppelberg and her scientific achievements. We do this with a Festkolloquium at the Institute for Advanced Study at TUM. Invited speakers are the former TUM researchers Anita Behme, Vicky Fasen-Hartmann, Alexander Lindner, Gernot Müller, and Robert Stelzer. ... [more]

Tritt der Fluss Mekong über die Ufer sind oft Millionen Menschen von Überschwemmungen betroffen. Claudia Klüppelberg, Professorin für Mathematische Statistik, hat jetzt mit ihrem Doktoranden Sven Buhl in Kooperation mit dem Deutschen Geodätischen Forschungsinstitut an der TUM ein statistisches Modell... [more]

Seminar for Mathematical Statistics: October 17, 2017 at 14:15; Garching, Parkring 11, Room BC1 2.01.10 [more]

Carsten Chong received the Bund der Freunde Thesis Award 2016 for his outstanding PhD thesis entitled "Tempo-Spatial Stochastic Integral Processes: Theory and Applications". Nominated by the dean of the mathematics department, he was awarded the prize on the annual general meeting of the Bund der... [more]

Claudia Klüppelberg and her co-authors received the Lloyd’s Science of Risk Prize 2016 in the category Systems modelling for their paper entitled Risk in a Large Claims Insurance Market with Bipartite Graph Structure. The submission was praised by the judges for providing a valuable contribution to a... [more]

One aim of the conference is to celebrate the Carl Friedrich von Siemens Prize of the Alexander von Humboldt Foundation awarded to Steffen Lauritzen from University of Copenhagen. [more]