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 alternative methods of estimation and associated existence problems. [weiterlesen]

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 implementation, and multivariate extremes, etc.) will be arranged on January 3, 2014. The targeted audience includes advanced PhD students and junior faculty. For more information see the conference website… [weiterlesen]

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 celebrate the 60th birthday of Claudia Klüppelberg and her numerous scientific achievements which show how important it is to look at theory and applications in probability and statistics. [weiterlesen]