Probability & Statistics Seminar

Upcoming sessions :

• Thursday 2.10.2025, 14h30, MNO 1.020
  Alejandro David De La Concha Duarte (University of Luxembourg), Collaborative Likelihood-Ratio Estimation over Graphs
  Abstract: Density ratio estimation is an elegant approach for comparing two probability measures P and Q, relying solely on i.i.d. observations from these distributions and making minimal assumptions about P and Q. In the first part of the talk, we introduce a graph-based extension of this problem, where each node of a fixed graph is associated with two unknown node-specific probability measures, P_v and Q_v, from which we observe samples. Our goal is to estimate, for each node, the density ratio between the corresponding densities while leveraging the information provided by the graph structure. We develop this idea through a concrete non-parametric method called GRULSIF. A key feature of collaborative likelihood-ratio estimation is that it enables a straightforward derivation of test statistics to quantify differences between the node-level distributions P_v and Q_v. In the second part of the talk, we present a non-parametric, graph-structured multiple hypothesis testing framework named collaborative non-parametric two-sample testing, which has potential applications in spatial
  statistics and neuroscience.

• Tuesdat 14.10.2025, 13h30, MNO 1.020
  Diego Bolón (), TBA
  Abstract: TBA

• Thursday 23.10.2025, 13h30, MNO 1.020
  Marina Gomtsyan (Laboratoire de Probabilités, Statistique et Modélisation), TBA
  Abstract: TBA

• Thursday 4.12.2025, 13h30, MNO 1.020
  Petr Zamolodtchikov (Bielefeld University), TBA
  Abstract: TBA

Past sessions :

• Thursday 18.09.2025, 14h30, MNO 1.040
  Zeev Rudnick (Tel-Aviv University), Number theory and spectral theory of the Laplacian
  Abstract: I will discuss some of the interactions between number theory and the spectral theory of the Laplacian. Some have very classical background, such as the connection with lattice point problems. Others are newer, including connections between random matrix theory, the zeros of the Riemann zeta function, and spectral statistics on the moduli space of hyperbolic surfaces. The talk is aimed at a general audience.

• Thursday 25.09.2025, 13h30, MNO 1.040
  Yuichi Goto (Kyushu University), Integrated copula spectrum with applications to tests for time-reversibility and tail symmetry
  Abstract: The spectral density plays a pivotal role in time series analysis. Since the classical spectral density is defined as the Fourier transform of autocovariance functions, it fails to capture the distributional features. To overcome this drawback, we consider the spectral density based on copula and show the weak convergence of integrated copula spectra. This result combined with the subsampling procedure enables us to construct uniform confidence bands, a test for time-reversibility, and a test for tail symmetry. This talk is based on joint work with T. Kley (Georg-August-Univ. Gottingen), R. Van Hecke (Ruhr-Univ. Bochum), S. Volgushev (Univ. of Toronto), H. Dette (Ruhr-Univ. Bochum), and M. Hallin (Univ. libre de Bruxelles).