Cari tutti,
segnalo il seguente seminario di Markus Reiß. Cari saluti Enrico Priola
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-------- Přeposlaná zpráva -------- Předmět: HU Working Group Seminar Mathematical Statistics: Upcoming Talk (Online) Datum: Sun, 28 Apr 2024 21:35:28 +0200 Od: Sascha Gaudlitz sascha.gaudlitz@hu-berlin.de Komu: sascha.gaudlitz@hu-berlin.de
Dear all, this Friday, 03.05. at 13:30, Markus Reiß will give a talk on "Statistics for SPDEs" in the "International Seminar on SDEs and Related Topics". The seminar takes place online:
https://jyufi.zoom.us/j/61891007917 Meeting ID: 618 9100 7917
See here for the official announcement: http://users.jyu.fi/~chgeiss/posterofPrMarkusReiss.jpg ---------------------------------------------
Speaker: Markus Reiß Title: Statistics for SPDEs
Abstract: Stochastic partial differential equations (SPDEs) are used more and more often to model real-world phenomena. Currently, statistical methodology for these equations is developing rapidly. If there is not only dynamic noise, but also measurement error ('static noise'), we study estimation of coefficients in a parabolic SPDE (e.g. diffusivity, transport or source terms), either parametrically or as functions in space. The analysis exhibits a fundamentally different impact of dynamic and static noise levels. We establish minimax optimality of the convergence rates. Lower bounds are achieved by bounding the Hellinger distance between noisy SPDE observations in path space and a general framework for (linear) stochastic evolution equations in Hilbert space. This gives an information-theoretic insight which coefficients can be easier estimated than others and open problems are pointed out. Some motivation by cell motility experiments in biophysics are provided.
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The full programme can be found here: https://amor.cms.hu-berlin.de/~gaudlisa/seminar.html
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