High-Dimensional Extremes

Together with our amazing collaborator Marco Oesting, we have put a new paper with the title “Extremes in high dimensions: methods and scalable algorithms” on arXiv. Thanks for the great work, Marco! ๐Ÿป

VIP Visitor

Professor Yuting Wei will visit us as a Visiting International Professor (VIP), a fellowship awarded by RUB to outstanding international researchers. Thank you, RUB! Congratulations, Yuting: well deserved! And congratulations to ourย PhD students, who helped make this possible! ๐ŸŽ‰๐ŸŽ‰

Contributions to the GPSD 2023

We have four short lectures at the 16th German Probability and Statistics Days: The DeepCAR method: forecasting time-series data that have change points (presenter: Ayla), Lag selection and estimation of stable parameters for multiple autoregressive processes through convex programming (Somnath), Reducing computational and statistical complexity in machine learning through cardinality sparsity (Ali), and Extremes in high dimensions: statistical theories and scalable algorithms (M. Oesting, Stuttgart). Johannes co-organizes the sessions on Computational and high-dimensional statistics (with D. Rudolf, Passau). Looking forward to the conference!