From June 1, 2022 until June 31, 2022 Prof. Harry Joe from the University of British Columbia will visit us and give a talk on June 15 at 12:15 with the title "Comparison of dependence graphs based on different functions of correlation matrices". [read more]

The prize is presented to outstanding students every three years. This year, the faculty of mathematics selected Ariane Hanebeck for her Master's thesis "Nonparametric Distribution Function Estimation" she finalized in May 2020 under the supervision of PD Dr. Bernhard Klar. [read more]

Congratulations! Mathias Drton, Professor for Mathematical Statistics at the TUM Department of Mathematics has been awarded the Ethel Newbold-Prize 2019. Every two years the prize is awarded to excellent statisticians in their early or mid-career by the Bernoulli Society for Mathematical Statistics and Probability. … [read more]

An interview with Claudia Czado. [read 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 [read 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. [read 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 devoted to theoretical… [read 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. [read 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 entwickelt, mit… [read more]