Research group Mathematical Statistics
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.
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.
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 devoted to theoretical and methodological advances in vine copula models, including estimation, model selection, simulation, statistical learning, and survival models. Another focus is to showcase...
Dates: May 13, 2019, June 24, 2019, July 15, 2019.
For an updated list of events, please visit the seminar website.