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.
November 22 (TU Delft, Room Turing in building 28 (Van Mourik Broekmanweg 6). This time not in the high-rise building!
Angelika Rohde (Universität Freiburg)
Thomas Verdebout (Université Libre de Bruxelles)
15:00-16.00 Thomas Verdebout
16:00-16:15 Coffee break
16:15-17:15 Angelika Rohde
17:15- Drinks
Thomas Verdebout – Asymptotic power of Sobolev tests for uniformity on hyperspheres
One of the most classical problems in multivariate statistics is considered, namely, the problem of testing isotropy, or equivalently, the problem of testing uniformity on the unit hypersphere. Rather than restricting to tests that can detect speci c types of alternatives only, we consider the broad class of Sobolev tests. While these tests are known to allow for omnibus testing of uniformity, their non-null behavior and consistency rates, unexpectedly, remain largely unexplored. To improve on this, we thoroughly study the local asymptotic powers of Sobolev tests under the most classical alternatives to uniformity, namely, under rotationally symmetric alternatives. We show in particular that the consistency rate of Sobolev tests does not only depend on the coeffcients de ning these tests but also on the derivatives of the underlying angular function at zero.
This work is in collaboration with Eduardo Garcia-Portugues and Davy Paindaveine
Angelika Rhode – Nonparametric Bootstrap of High-Dimensional Sample Covariance Matrices
We introduce a new ”$(m,mp/n)$ out of $(n,p)$”-sampling with replacement bootstrap for eigenvalue statistics of high-dimensional sample covariance matrices based on $n$ independent $p$-dimensional random vectors. In the high-dimensional scenario $p/n\rightarrow c\in (0,\infty)$, this fully nonparametric and computationally tractable bootstrap is shown to consistently reproduce the underlying spectral measure if $m/n\rightarrow 0$. If $m^2/n\rightarrow 0$, it approximates correctly the distribution of linear spectral statistics. The crucial component is a suitably defined representative subpopulation condition which is shown to be verified in a large variety of situations. Our proofs are conducted under minimal moment requirements and incorporate delicate results on non-centered quadratic forms, combinatorial trace moments estimates as well as a conditional bootstrap martingale CLT which may be of independent interest.
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
October 4 (Vrije Universiteit Amsterdam)
Veronika Rockova (Booth School of Business at the University of Chicago)
Paul Doukhan (Cergy-Paris Université): Weak dependence, properties and some applications
Friday, June 7 2024 (TU Delft)
Ismaël Castillo (LPSM, Sorbonne Université): A tale of heavy tails
Jana de Wiljes (TU Ilmenau): Data assimilation: theory, algorithms and applications
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
