Browsing by Author "Klüppelberg, Claudia"

Now showing 1 - 3 of 3
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    Challenges in Statistical Theory: Complex Data Structures and Algorithmic Optimization
    (Zürich : EMS Publ. House, 2009) Klüppelberg, Claudia; Polonik, Wolfgang
    Technological developments have created a constant incoming stream of complex new data structures that need analysis. Modern statistics therefore means mathematically sophisticated new statistical theory that generates or supports innovative data-analytic methodologies for complex data structures. Inherent in many of these methodologies are challenging numerical optimization methods. The proposed workshop intends to bring together experts from mathematical statistics as well as statisticians involved in serious modern applications and computing. The primary goal of this meeting was to advance the mathematical and methodological underpinnings of modern statistics for complex data. Particular focus was given to the advancement of theory and methods under non-stationarity and complex dependence structures including (multivariate) financial time series, scientific data analysis in neurosciences and bio-physics, estimation under shape constraints, and highdimensional discrimination/classification.
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    Max-Linear Models on Infinite Graphs Generated by Bernoulli Bond Percolation
    (Oberwolfach : Mathematisches Forschungsinstitut Oberwolfach, 2018) Klüppelberg, Claudia; Sönmez, Ercan
    We extend previous work of max-linear models on finite directed acyclic graphs to infinite graphs, and investigate their relations to classical percolation theory. We formulate results for the oriented square lattice graph Z² and nearest neighbor bond percolation. Focus is on the dependence introduced by this graph into the max-linear model. As a natural application we consider communication networks, in particular, the distribution of extreme opinions in social networks.
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    Mini-Workshop: Levy Processes and Related Topics in Modelling
    (Zürich : EMS Publ. House, 2007) Jacod, Jean; Klüppelberg, Claudia
    The focus of the meeting was on recent ongoing research and new ideas in the area of infinite divisibility and Lévy processes, with particular view to realistic modelling. As regards more applied aspects, work in mathematical finance, especially concerning modelling and measurement of volatility, figured prominently.