A series of lectures in statistics held at different venues in the Netherlands, featuring international and local speakers from the full width of the statistical sciences. Join us to discover new insights and meet new friends!
Check the upcoming seminar, read about the organisation or browse previous editions.
Speakers:
15.00-16.00: Ismaël Castillo (LPSM, Sorbonne Université): A tale of heavy tails
16.00-16.15: break
16.15-17.15: Jana de Wiljes (TU Ilmenau): Data assimilation: theory, algorithms and applications
17.15: drinks
A tale of heavy tails
Abstract: In this talk, we consider using heavy tailed probability distributions as prior distributions on aspects of a functional object to be estimated, such as the coefficients of a function on a basis. We will start from a comparison with Gaussian processes and see that, perhaps surprisingly at first, automatic adaptation to smoothness can be obtained with well-chosen heavy-tailed distributions in nonparametric regression. We also derive results in density estimation and classification for tempered posteriors associated to such heavy-tailed priors. Next, we show that this approach leads to simultaneous adaptation to smoothness and compositional structures for deep neural networks with heavy-tailed weights. We will discuss some computational advantages, such as the absence of need to sample from smoothness or structure hyperparameters.
Joint works with Sergios Agapiou (Cyprus) and Paul Egels (Sorbonne).
Data assimilation: theory, algorithms and applications
The seamless integration of large data sets into computational models is an important task relevant in a diverse range of applications. One of the major challenges is to address the intricacies of high-dimensional nonlinear filtering for complex and computationally demanding evolution models. Despite the prevalent deviation from underlying assumptions in numerous applications, Gaussian approximative filters are heralded as state-of-the-art solutions. Their successful implementation in highly nonlinear settings, characterized by expansive state spaces, underscores their significance. Recent studies have diligently demonstrated the efficacy of these filters in terms of tracking ability within nonlinear evolution models. In this discourse, we will present a noteworthy result, encapsulated in distinct bounds tailored for specific filter variants.
While the robustness of Gaussian approximative filters is indisputable, there exists a palpable desire to craft filters capable of achieving heightened accuracy without compromising robustness and stability. This endeavor has sparked significant interest in the development of novel filters and we will discuss and present an adaptive tempering approach.
The Van Dantzig seminar is a nationwide series of lectures in statistics, which features renowned international and local speakers, from the full width of the statistical sciences. The name honours David van Dantzig (1900-1959), who was the first modern statistician in the Netherlands, and professor in the “Theory of Collective Phenomena” (i.e. statistics) in Amsterdam. The seminar will convene 4 to 6 times a year at varying locations, and is supported financially by among others the STAR cluster and the Section Mathematical Statistics of the VVSOR.
If you have any comments, questions, requests, suggestions etc. please contact the organizers.
Frank van der Meulen (VU Amsterdam)
Hanne Kekkonen (TU Delft)
Mathisca de Gunst (VU Amsterdam)
Geurt Jongbloed (TU Delft)
Aad van der Vaart (TU Delft)
Biography of David van Dantzig from MacTutor History of Mathematics archive
David van Dantzig’s statistical work by J. Hemelrijk
The Statistical Work of David Van Dantzig (1900-1959) by J. Hemelrijk
April 12, 2024
Sara van de Geer (ETH Zurich): Rates of convergence for tensor denoising
Michael Sørensen (University of Copenhagen): Models of time series of angular data: diffusion processes on the torus
Ernst Wit (Universita della Svizzera italiana): From Toegepaste Statistiek to Causality and back
February 2, 2024
Yannick Baraud (University of Luxembourg): From robust tests to robust Bayes-like posterior distributions
Siem Jan Koopman (VU Amsterdam): Nonlinear non-Gaussian state space models
University of Amsterdam
December 1, 2023
Sofia Olhede (EPFL) – On Graph Limits as Models for Interaction Data
Björn Sprungk (TU Bergakademie Freiberg) – Noise-level robust sampling and Bayesian inference on the sphere
Delft University of Technology
September 29, 2023
Mark Podolskij (University of Luxembourg)
Saskia le Cessie (Department of Clinical Epidemiology and Department of Biomedical Data Sciences, Leiden University Medical Center)
VU Amsterdam
June 2, 2023
Francois Carron (Oxford),
Christian Robert (Paris-Dauphine)
CWI
April 14, 2023
Bärbel Finkenstädt (Warwick)
Randolf Altmeyer (Cambridge)
Delft University of Technology
February 10, 2023
Judith Rousseau (Oxford)
Chris Sherlock (Lancaster)
VU Amsterdam
December 16, 2022
Speakers: Aretha Teckentrub, Christophe Giraud
University of Amsterdam
June 17, 2022
Speakers: Rajen Shah, Alexis Derumigny
VU Amsterdam
October 22, 2021
Speakers: Sophie Langer, Robert Scheichl
Delft University of Technology
April 30, 2021
Speakers: Ryan Martin, Aaron Smith
Online
October 16, 2020
Speakers: Fadoua Balabdaoui, Yoav Zemel
Online
February 14, 2020
Speakers: Domenico Marinucci, Thomas Nagler
Delft University of Technology
November 29, 2019
Speakers: Gareth Roberts, Holger Dette
VU Amsterdam
October 18, 2019
Speakers: Julio Backhoff, Nestor Parolya
Leiden University
May 24, 2019
Speakers: Louis Aslett, Adrien Saumard
Delft University of Technology
April 5, 2019
Speakers: Lorenzo Rosasco, Chris Oates, Paul Fearnhead
VU Amsterdam
15 February 2019
Speakers: Carola-Bibiane Schönlieb, Antonietta Mira
University of Amsterdam
7 December 2018
Speakers: Christoph Brune, Olga Klopp
Leiden University
26 October 2018
Speakers: Gerard Kerkyacharian, Stefan Sommer
Delft University of Technology
28 September 2018
Speakers: Rui Castro , Estate Khmaladze
VU Amsterdam
25 May 2018
Speakers: Ed George , Barry Schouten
University of Amsterdam
9 March 2018
Speakers: David Dunson , Quentin Berthet
Leiden University
26 January 2018
Speakers: Geert Molenberghs, Alexandre Tsybakov
Delft University of Technology
15 December 2017
Speakers: Petros Dellaportas, Catherine Matias
VU Amsterdam
13 October 2017
Speakers: Andrew Parnell, Alberto Roverato
University of Amsterdam
2 June 2017
Speakers: Elisabeth Gassiat, Johanna Ziegel
Leiden University
6 April 2017
Speakers: Tatyana Krivobokova, Botond Szabó
Delft University of Technology
27 January 2017
Speakers: Cun-Hui Zhang, Eric Moulines
University of Amsterdam
2 December 2016
Speakers: Alexandra Carpentier, Alois Kneip
VU Amsterdam
26 October 2016
Speakers: Jim Griffin, Jakob Söhl
Leiden University
24 June 2016
Speakers: Axel Munk, Gilles Blanchard
University of Amsterdam
1 April 2016
Speakers: Omiros Papaspiliopoulos, Cristina Butucea
Delft University of Technology
26 February 2016
Speakers: Iain Johnstone, Jelle Goeman, Kolyan Ray
VU Amsterdam
8 October 2015
Speakers: Martin Wainwright, Wolfgang Polonik, Giulia Cereda
Leiden University
16 April 2015
Speakers: Sara van de Geer, Gernot Müller
Leiden University
6 March 2015
Speakers: Marc Hoffmann, Ivan Vujacic, Moritz Schauer
University of Amsterdam
27 November 2014
Speakers: Lutz Dümbgen, Jesper Møller
Delft University of Technology
9 October 2014
Speakers: Arnak Dalalyan, Marco Grzegorczyk
VU University Amsterdam
11 April 2014
Speakers: Johan Segers, Richard Gill, Tina Nane
Leiden University
28 February 2014
Speakers: Andrew Gelman, Harrison Zhou
University of Amsterdam
31 January 2014
Speakers: Richard A. Davis, Nicolai Meinshausen
Delft University of Technology
12 December 2013
Speakers: Pascal Massart, Joris Mooij
VU University Amsterdam
12 September 2013
Speakers: Jon Wellner, Paulo Serra
Leiden University
3 June 2013
Speakers: Richard Samworth, Subhashis Ghosal
University of Amsterdam
