15th Workshop on
Stochastic Models, Statistics and Their Applications
(SMSA 2024)
13 - 15 March 2024 | TU Delft, The Netherlands
Conference Agenda
Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).
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Session Overview | |
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Location: Theatre Hall (Delft X) Building 37 Mekelweg 8 NL-2628 CD Delft |
| Date: Friday, 15/Mar/2024 | |
| 9:00am - 10:15am |
Statistical Learning Location: Theatre Hall (Delft X) Chair: Johannes Lederer A Wasserstein perspective of Vanilla GANs 9:25am - 9:50am Asymptotic Theory for Constant Step Size Stochastic Gradient Descent 9:50am - 10:15am A Continuous-time Stochastic Gradient Descent Method for Continuous Data |
| 10:40am - 12:20pm |
Statistics for Stochastic Processes Location: Theatre Hall (Delft X) Chair: Fabian Mies Smoothing for a SIR process 11:05am - 11:30am Nonparametric estimation of the interaction function in particle system models 11:30am - 11:55am Statistical analysis of a stochastic boundary model for high-frequency data from a limit order book 11:55am - 12:20pm Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations |
| 1:00pm - 2:00pm |
Plenary Talk: Johannes Schmidt-Hieber Location: Theatre Hall (Delft X) Chair: Aad van der Vaart Towards a statistical foundation for machine learning methods |
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