ICMAT SPOR Seminar
 Statistics, Applied Probability and Operations Research

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The Statistics, Probability and Operations Research (SPOR) group focuses on research in the areas of statistics, probability theory, operations research, and big data analysis.  


Organizers:

Kurusch Ebrahimi-Fard
(ICMAT-CSIC)

David Gómez-Ullate
(ICMAT-UCM)

Antonio Gómez-Corral
(ICMAT-UCM)

David Ríos Insua
(ICMAT-AXA & CSIC)
 







2015/2016

18/11/
11h30
Aula
Gris I
Nawaf Bou-Rabee
(Rutgers University)
Numerical Methods for Stochastic Portfolio Theory [abstract]
11/12/
12h00
Aula
Naranja
Tomás Prieto Rumeau 
(UNED,
Madrid)
Numerical Approximations for Average Cost Markov Decision Processes [abstract]
28/04/
11h30
Aula
Gris I
Lorenzo Zambotti 
(Paris, France
)
On the renormalisation group in regularity structures [abstract] [talk]
02/06/
11h00
Aula
Gris I
José María Maroto Fernández 
(UCM
)
Bioeconomic modeling of seasonal fisheries: A reinterpretation of the equilibrium [abstract]



2014/2015

16/10/
11h00
Aula
Gris I
David Ríos Insúa
(ICMAT) 
From Risk Analysis to Adversarial Risk Analysis: Challenges in Safety and Security [abstract]
13/11/
12h00

Aula
Gris I
Jesús M. Seoane
(Univ. Rey Juan Carlos, Madrid)
Effects of noise and forcing in chaotic scattering [abstract]
27/11/
11h30
Aula
Gris I
Massimiliano Gubinelli
(Univ. Paris Dauphine, France)
Stochastic quantisation of Phi^4_3 via paracontrolled distributions [abstract] [talk]
04/12/
14h30
Aula
Gris I
Paolo Baldi
(Roma Tor Vergata, Italy)
Invariant random fields on algebraic structures [abstract]
11/12/
10h30
Aula
Gris I
Carles Bretó
(UC3M, Madrid, Spain)
Completing the circle: a tale of computational vs. analytical results from statistics, applied probability and epidemiology [abstract]
16/12/
12h00
Aula
Gris I
Eytan Katzav
(Hebrew Univ. of Jerusalem, Israel)
The Self Consistent Expansion - the structure below the surface [abstract]
19/02/
11h30

Aula
Gris I
Giovanni Peccati
(Univ. of Luxembourg)
Statistical dimension, statistical center, and fluctuations of conic intrinsic volumes [abstract]
24/02/
14h00
Aula
Gris I
Gunnar Pruessner
(Imperial College London)
Reaction Diffusion processes (Doi-Peliti and field theory) [abstract]
25/02/
13h30
Aula
Naranja
Simon Malham
(Heriot-Watt Univ., Edinburgh)
Computing spectra, the Maslov index and nonlinear PDEs [abstract]
26/02/
11h30
Aula
Gris I
Gunnar Pruessner
(Imperial College London)
A field theory for the Wiener Sausage [abstract]
17/03/
11h30

Aula
Naranja
Guy Vallet
(Pau, France)
On Stochastic PDEs [abstract]
18/03/
10h30
UAM
Mod 17
A520
Guy Vallet
(Pau, France)
Conservation laws with stochastic forcing [abstract]
20/03/
12h00
Aula
Gris I
Bernt Øksendal
(Oslo, Norway)
Optimal control of stochastic Volterra equations and applications to financial markets with memory [abstract]
24/03/
11h30
Aula
Naranja
Alejandro Jenkins
(San José, Costa Rica)
Chandler wobble: Stochastic & deterministic dynamics [abstract]
25/03/
12h00

Aula
Naranja
Marco Isopi
(Univ. de Roma "La Sapienza")
Limits of graph sequences
[abstract]
21/05/
11h30

Aula
Gris II
Charles Curry
(Trondheim, Norway)
Algebra and numerical simulation of SDEs driven by Levy processes
[abstract]







2013/2014

29/01/
12h00
Aula
Gris I
Tomás Caraballo
(Sevilla, Spain) 
Deterministic vs. stochastic dynamics
[abstract]
07/02/
10h00
Aula
Gris I
Antoine Sellier
(Paris, France)
Electro-magneto-phoresis of interacting, solid and conducting particles [abstract]
20/02/
15h00
Aula
Gris I
Jesús Sanz-Serna
(Valladolid, Spain)
Numerical integrators for the hybrid Monte Carlo method [abstract]
26/02/
11h00
Aula
Gris I
Neil Walton
(Amsterdam, The Netherlands)
Optimal Queue-Size Scaling in Switched Networks [abstract]
27/03/
11h00
Aula
Gris I
Hanno Gottschalk
(Wuppertal, Germany)

On the Anti de Sitter / Conformal Field Theory Conjecture for Euclidean Quantum Fields [abstract]
02/04/
11h00
Aula
Gris I
Miguel Tierz
(UCM, Madrid, Spain)

Probability measures on partitions and random matrix ensembles [abstract]
10/04/
11h00
Aula
Gris II
María T. Rodríguez Bernal
(UCM, Madrid, Spain)
Data cloning estimation of COGARCH model [abstract]
11/04/
11h30
Aula
Gris I
Franz Lehner
(TU Graz, Austria)
Combinatorial relations between noncommutative Cumulants [abstract]
23/04/
11h00
Aula
Gris I
Manuel Ponce Escudero
(JP Morgan, London)
Black-Scholes and beyond: an introduction to modern derivative pricing [abstract]
13/05/
10h30
Aula
Gris I
Roland Friedrich
(Berlin, Germany)
Geometric Aspects of Free Probability
Theory - Part I
[abstract]
14/05/
10h30
Aula
Gris I
Roland Friedrich
(Berlin, Germany)
Geometric Aspects of Free Probability
Theory - Part II
21/05/
11h00
Aula
Naranja
Jesús Rosado
(UCLA, USA)
Effects of emotion in swarming dynamics [abstract]
11/06/
11h00
Aula
Gris I
Anke Wiese
(HW Edinburgh, UK)
Simulation of the CIR process and the Heston model [abstract]
18/06/
11h00
Aula
Gris I
Nuria Torrado
(Coimbra, Portugal)
Stochastic inequalities for order statistics from heterogeneous random variables [abstract]
26/06/
11h00
Aula
Naranja
Jason M. Reese
(Edinburgh, UK)
Beyond Navier-Stokes: non-continuum fluid dynamics at the micro and nano scale [abstract]




2013

26/09/
13h00
Aula
Gris I
Bernardo D'Auria
(UC3M-ICMAT)
A short (random) walk through the Queueing Theory [abstract]
08/10/
13h00
Aula
Gris I
Isabel Molina Peralta
(UC3M-ICMAT)
Small area estimation with application to poverty mapping [abstract]