István Redl (University of Bath)
Skorokhod embeddings for two-sided Markov chainsAbstract2016.01.07 Thursday, 16:15
Frantisek Matus (UTIA Prague)
On the boundaries of exponential familiesAbstractThe talk will focus on the standard exponential families of probability measures on Euclidean spaces that have finite supports.
In such a family parameterized by means, the mean is supposed to move along a segment inside the convex support towards an endpoint on the boundary of the support.
Limit behavior of several quantities related to the exponential family can be described explicitly, in particular, the variance functions and information divergences.
2015.12.03 Thursday, 16:15
Bolla Marianna (BME)
Növekvo gráfsorozatok általánosított kvázirandom tulajdonságai - Generalized quasi-random properties of expanding graph sequences2015.11.26 Thursday, 16:15
Prakash Narayan (Maryland)
Shared informationAbstractShannon's mutual information between two random variables is a fundamental and venerable concept in information and communication theory, statistics and beyond.
What is a measure of mutual dependence among an arbitrary number of random variables? A notion of ``shared information'' among mutiple terminals that observe
correlated random variables and communicate interactively among themselves, is shown to play a useful role in certain problems of distributed processing and computation.
A larger role for shared information, which for two terminals particularizes to mutual information, is an open question.
This talk is based on joint works with Imre Csiszar, Sirin Nitinawarat, Himanshu Tyagi and Shun Watanabe.
2015.11.19 Thursday, 16:15
Rásonyi Miklós (Rényi Institute)
Optimal investments in large markets, or an optimization problem in infinite dimensions2015.10.29 Thursday, 16:15
Idan Perl (Ben Gurion University)
Branching annihilating random walk2015.10.22 Thursday, 16:15
Kani Chen (Hong Kong)
Self-exciting processes, methods and applicationsAbstractModeling and analysis of clustering recurrent event data are of great
importance in seismology, sociology, medical science, finance and
other areas, such as the modeling and predictions of earthquakes and
other disastrous events, study of the patterns of neural firings in
neuroscience, assessing the efficacy of cancer medications in
suppressing the recurrence of tumors, predicting message propagation
in Twitter, and analysis of the risk of default on debt repayments by
borrowers. One important tool in statistical modeling of such event
clusters is the Howkes process, or more generally, self-exciting
process. This talk presents a brief review of some of the models and
their analysis and applications.
2015.10.15 Thursday, 16:15
Rozgonyi Eszter (BME)
Some problems related to the additive representation functionsPhD home defense / PhD házivédés
2015.09.24 Thursday, 16:15
Marton Katalin (Rényi Institute)
Logarithmic Sobolev inequality in discrete product spaces: a proof by a transportation cost distanceAbstract2015.09.11 Thursday, 16:15