Konferenzen, Workshops und Seminare

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. [mehr]

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... [mehr]

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. ... [mehr]

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. [mehr]

In our complex and interrelated world, taking care of dependence is a key task for success in stochastic modeling. The copula framework takes a pivotal role in this area. The conference will bring together researchers from different methodological view points and application areas to provide an up to... [mehr]

In the lectures Prof. Lauritzen shall go through basic elements of undirected graphical Gaussian models, their maximum likelihood theory, and discuss features arising when additional structure such as symmetry and total positivity is taken into account. Prof. Lauritzen describes and discusses... [mehr]

This workshop focuses on the theoretical aspect and practical applications of the high-dimensional dependence models. This is a much broader theme compared to the previous workshops in order to reflect the recent advances in dependence and copulas.Two short courses (vine copula inference and... [mehr]

We kindly invite you to participate and contribute to the conference:“Risk Management Reloaded”,which takes place at the "Technische Universität München"from Sep. 9–13, 2013.http://www.mathfinance.ma.tum.de/kpmgce/risk-management-reloaded/Quantitative theoretical methods have taken the world of... [mehr]

In the International Year of Statistics 2013, the aim of this conference is to bring together a wide range of researchers working in various different but also strongly interconnected fields of probability, statistics and their applications. We also take the opportunity of this conference to... [mehr]