Veranstaltungen

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Dienstag, 21.05.2019, 10:15 Uhr (WIAS-ESH)
Seminar Nichtlineare Optimierung und Inverse Probleme
Dr. O. Klein, WIAS Berlin:
On uncertainty quantification for models involving hysteresis effects
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
To describe hysteresis effects like magnetization or elasto-plastic behavior models involving hysteresis operators are used. The parameter within these operators are subject to uncertainties, since they have to be identified from measurements. To quantify the influence of these uncertainties, the parameter in the hysteresis operator are considered as functions of random variables. This allows to apply the methods of emphUncertainty Quantification (UQ) to the considered models. Performing UQ for models involving hysteresis effects, we get new random variables describing the uncertain outputs of the and we can compute stochastic properties of the output of the model. As example, forward UQ for a play operator with uncertain yield limits is shown. Moreover, starting from measured data for an Terfenol actuator, the identification of the parameters and their uncertainty within the hysteresis operator in the corresponding model is discussed.

Veranstalter
WIAS Berlin
Dienstag, 21.05.2019, 15:00 Uhr (WIAS-ESH)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. F. Telschow, University of California San Diego, USA:
Estimation of expected Euler characteristics of non-stationary Gaussian random fields
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Weitere Informationen
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

Veranstalter
WIAS Berlin
Mittwoch, 22.05.2019, 10:00 Uhr (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Prof. G. Heller, Macquarie University, Sydney:
Part I: Parameter orthogonality and the GAMLSS family of distributions
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
Parameter orthogonality is a desirable property of statistical distributions having more than one parameter. When parameters are orthogonal then their maximum likelihood estimates are asymptotically independent. Within the exponential family, the mean and dispersion parameter are orthogonal; however in general this is not the case. This work is motivated by a trial in Parkinson's disease patients in which one of the outcomes is the number of falls. Inspection of the data reveals that the Poisson-inverse Gaussian (PiG) distribution is appropriate, and that the experimental treatment reduces not only the mean, but also the variability, substantially. Conventional analysis assumes a treatment effect on the mean, either adjusted or unadjusted for covariates, and a constant dispersion parameter. We find that we reach quite different conclusions on the treatment effect on the mean, depending on whether or not a model is specified for the dispersion parameter.

Veranstalter
Universität Potsdam
Humboldt-Universität zu Berlin
WIAS Berlin
Mittwoch, 22.05.2019, 11:15 Uhr (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Prof. G. Heller, Macquarie University, Sydney:
Part II: Ordinal regression models for continuous scales
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
Visual Analogue Scales (VAS) are used for measuring quantities which are intangible and difficult to measure on conventional scales, such as pain, anxiety and quality of life. These are generally used for self-rating. Subjects are given a linear scale of 100 mm and asked to put a mark where they perceive themselves. The scale has verbal anchor descriptors at each extreme, such as (in the pain context) ?no pain? and ?worst pain imaginable?. The VAS reading is taken as the measurement from the left endpoint to the subject's mark, and is usually normalized to lie in the interval [0,1]. Statistical analysis of the VAS is controversial. While it is a bounded, continuous variable, several authors have argued that it is ordinal, rather than ratio in nature, and should be treated as such. The issue is that, for example, a 1-cm difference in VAS scores at the lower end of the scale does not necessarily represent the same difference in the intangible outcome as a 1-cm difference at the upper end; and a doubling of VAS score may not translate to a doubling of e.g. the pain or anxiety. This problem is overcome by treating VAS measurements as ordinal rather than ratio data. We therefore refer to scales of this type as continuous ordinal. We have developed a regression framework for continuous ordinal responses. We express the likelihood in terms of a function connecting the scale with an underlying continuous latent variable and approximate this function non-parametrically. Then a general semi-parametric regression framework for continuous scales is developed. The model is shown to be a conditional transformation model, and is generalizable to a much wider range of uses than the context in which it was developed. We illustrate our method on a quality of life data set.

Veranstalter
Universität Potsdam
Humboldt-Universität zu Berlin
WIAS Berlin
Mittwoch, 22.05.2019, 15:15 Uhr (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. P. Colli, Università di Pavia, Italien:
Well-posedness, regularity and asymptotic analyses for a fractional phase field system
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
Humboldt-Universität zu Berlin
WIAS Berlin
23. – 25. Mai 2019 (WIAS-ESH)
Workshop/Konferenz: 11th Annual ERC Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Technische Universität Berlin
University of Oxford
Donnerstag, 23.05.2019, 16:00 Uhr (WIAS-ESH)
Forschungsseminar Mathematische Modelle der Photonik
Dr. M. Chernysheva, Leibniz Institute of Photonic Technology, Jena:
Highlights of pulse generation and dynamics in mode-locked all-fibre and SOA-based fibre lasers
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin