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The Finnish Summer School on Probability and Statistics
The Finnish Summer School on Probability and Statistics is an annual summer school organized by The Finnish Doctoral Programme in Stochastics and Statistics (FDPSS).
The 36th Finnish Summer School on Probability Theory and Statistics will be held on June 1st–5th, 2015.
Previous summer schools on the web
List of lectures and presentations given at previous summer schools
35th Summer School (Päivölän kansanopisto, Valkeakoski, 2013)
- Hermann Thorisson (University of Iceland): Coupling and Mass-Transport
- Antoine Lejay (Nancy-Université, France): Rough paths
- Hĺvard Rue (Norwegian University of Science and Technology): Bayesian computing with INLA
- Yana Belopolskaya (St. Petersburg State University for Architecture and Civil Engineering): Nonlinear parabolic equations and their probabilistic counterparts
34th Summer School (Päivölän kansanopisto, Valkeakoski, 2012)
- Fabrice Baudoin (Purdue University): Stochastic differential equations driven by fractional Brownian motions
- Ayalvadi Ganesh (University of Bristol): Rumours, epidemics and consensus on networks
- Fei Zou (University of North Carolina at Chapel Hill): Semiparametric Bayesian Models with application to gene mapping
33rd Summer School (Päivölän kansanopisto, Valkeakoski, 2011)
- Vladimir Bening (Lomonosov Moscow State University): The Laplace Distribution in Random Summation Scheme: Limit Theorems and Applications
- Peter Jagers (Chalmers University of Technology and the University of Gothenburg): Branching Processes and Stochastic Population Dynamics
- Jan Rosinski (University of Tennessee): Infinitely Divisible Processes
- Carlo Sempi (Universita del Salento): Mini course on copulas
- Donatas Surgailis (Vilnius University): Modeling and estimation of stationary and nonstationary long memory
32nd Summer School (Ahlmanin kartano, Tampere, 2010)
- Peter Imkeller (Humboldt-Universität, Berlin): Cross Hedging and Backward Stochastic Differential Equations (6 h)
- Timo Koski (KTH, Stockholm): Statistical Learning Theory (6 h)
- Estate Khmaladze (University of Wellington): How Do We Differentiate Sets and Why Do We Need It in Statistics? (4 h)
- Andrey Kudryavtsev (St Petersburg State University): A Short Review of Risk Measuring (2 h)
- Ehsan Azmoodeh (Aalto University): Riemann-Stieltjes Integrals and Applications in Mathematical Finance (1 h)
- Pauliina Ilmonen (University of Tampere): New Approaches for the Independent Component Analysis (1 h)
- Roman Korolev (Lomonosov Moscow State University): On the Power of an Asymptotically Optimal Test for the Case of Laplace Distribution (1 h)
- Heikki Tikanmäki (Aalto University): Fractional Levy Processes (1 h)
31st Summer School (Ahlmanin kartano, Tampere, 2009)
- Christian Bender (Universität des Saarlandes): Monte Carlo Methods for Early-exercise Options
- Anthony Davison (Ecole Polytechnique Fédérale de Lausanne): Statistics of Extremes
- Marc Hallin (Université Libre de Bruxelles): A User-friendly Introduction to LeCam's Asymptotic Theory of Statistical Experiments
- Aapo Hyvärinen (University of Helsinki): Non-Gaussian Multivariate Statistics
30th Summer School (Ahlmanin kartano, Tampere, 2008)
- Paul Embrechts (ETH Zürich): Quantitative Risk Management: on Extremes and Dependence.
- Sergey Foss (Heriot-Watt University, Edinburgh, and Institute of Mathematics, Novosibirsk, Russian Academy of Sciences): An Overview on Stability Methods, with Applications.
- R. T. Rockafellar (University of Washington): Approaches to Risk in Optimization under Uncertainty.
- Shripad Tuljapurkar (Stanford University): Stochastic Models in Population Biology and Demography.
29th Summer School (Nagu Gammelgĺrd, Nagu, 2007)
- P. R. Kumar (University of Illinois at Urbana-Champaign): Capacity and Architecture of Wireless Networks.
- Goran Peskir (University of Manchester): Optimal Stopping Games.
- Marc Yor (Université Pierre et Marie Curie): Penalisations of Brownian Paths.
- Jacques Du Toit (University of Manchester): A Time-domain Prediction Problem for Brownian Motion with Drift (1 h).
- Céline Jost (University of Helsinki): Volterra Gaussian Processes, Measure-preserving Transformations and Bridges (2 h).
- Jukka Lempa (Turku School of Economics): On Optimal Stopping and Stochastic Control of Linear Diffusions (2 h).
- Olli Wallin (University of Oslo): A Probabilistic Comparison Principle in Optimal Stopping of Markov Processes, with Applications to Viscosity Solutions (1 h).
28th Summer School (Nagu Gammelgĺrd, Nagu, 2006)
- François Baccelli (INRIA and ENS): Stochastic Geometry and Wireless Network Modeling.
- Piet de Jong (Macquarie University): Extending Lee-Carter demographic forecasting.
- Kalev Pärna (University of Tartu): Optimal partitions and approximating sets for probability distributions.
- Anton Thalmaier (Université de Poitiers): Martingales on Manifolds and Stochastic Riemannian Geometry.
27th Summer School (Ĺbo Akademi, Arken, Ĺbo, 2005)
- Pierre Brémaud (Institute of Communications Systems, École Polytechnique Fédérale de Lausanne): Bartlett spectra of point process random fields.
- Patrick Cattiaux (Centre de Mathématiques Appliquées, Ecole Polytechnique, Palaiseau): Functional Inequalities for Probability Measures and Stochastic Processes.
- Anders Lindquist (KTH, Stockholm): Geometric Theory of Markovian Representation with Applications.
- Malwina Luczak (London School of Economics): On the maximum queue length and asymptotic distributions in the supermarket model.
- Arunava Mukherjea (University of South Florida): Identification of parameters by knowing the density of the minimum
- Martin Schweizer ( ETH, ZÜrich): Quadratic risk-minimization and related topics
- Daniel Djupsjöbacka (er Capital Management, Vasa): Presentation of er Capital Management
- Pierre Brémaud: Pythagoras - mathematician or sorcerer?
26th Summer School (Nagu Gammelgĺrd, Nagu, 2004)
- Vladimir Mazalov: Optimal stopping
- Zhan Shi: Random walk, random environment and stochastic calculus
- Jeffrey Steif: Percolation, particle systems and Markov random fields
- Gábor J. Székely: Newton's energy in probability and statistics; Statistical tests for Gaussian mixture error, applications in financial mathematics; Negative probabilities and bioinformatics
- Edgardo Cureg: Random Fibonacci sequences (1 h)
25th Summer School (Nagu Gammelgĺrd, Nagu, 2003)
- Gerold Alsmeyer: The weighted branching process and its associated stochastic fixed point equation
- Nizar Touzi: Monte Carlo Methods for Stochastic Differential Equations
- Keith Worsley: The Geometry of random images in astrophysics and brain mapping, Detecting changes in brain shape, scale and connectivity via the geometry of random fields and Recent advances in random field theory
- Sergei Zuyev: Measures everywhere
24th Summer School (Mukkulan kartano, Lahti, 2002)
- Pierre del Moral: Genealogical and Interacting Particle Approximations of Feynman-Kac Formulae with Applications
- Sidney Resnick: Heavy Tail Analysis with Applications to Data Network Modeling & Finance
- Ed Wegman: Data Visualization: Methods, Tools, and Environments
- Gerhard Winkler: An Introduction to Bayesian Imaging and MCMC Methods (with Felix Friedrich)
- Jayant Deshpande: Models for Repairable Systems and Their Statistical Analysis (2 h)
23rd Summer School (Mukkulan kartano, Lahti, 2001)
- Robert J. Adler: Random fields and their geometry
- Stanislaw Kwapien: Gaussian processes
- Ragnar Norberg: Financial risk in life insurance
- Christophe Croux: Robust multivariate methods
22nd Summer School (Mukkulan kartano, Lahti, 2000)
- Hans Bühlmann: Credibility theory
- Sören Asmussen: Markov additive processes, with applications to queueing theory
- Yuri Kabanov: Arbitrage theory
- Gabor Lugosi: Pattern recognition
21st Summer School (Mukkulan kartano, Lahti, 1999)
- Alejandro de Acosta: Lectures on the theory of large deviations
- Steve Marron: Statistical smoothing and functional data analysis
- Pál Révész: Branching Wiener process in R^d, Covering large domains by a Wiener process
- Rolf Riedi: Multifractal analysis
20th Summer School (Mukkulan kartano, Lahti, 1998)
- Krishna Athreya: Markov chain Monte Carlo methods, random iterations and changes of measures
- Hans Gerber: From risk theory to finance
- Laurens de Haan: Sample extremes and residual life times: theory and applications
- Robert S. Liptser: Asymptotically optimal filtering
- Jan von Plato: On the birth of axiomatic probability (1 h)
- Pentti Suomela: On the Finnish probabilistic tradition (1 h)
19th Summer School (Mukkulan kartano, Lahti, 1997)
- Jean Bertoin: Lévy processes
- Tomas Björk: On the theory of interest rates
- Dave Donoho: Wavelets in statistics and probability
- Saul Jacka: Topics in stochastic control
- Jeff Steif: Introduction to percolation (1 h)
18th Summer School (Mukkulan kartano, Lahti, 1995)
- H. Kuensch: The blockwise bootstrap for dependent data Hidden Markov random fields
- Rolando Rebolledo: Entropic diffusions in stochastic mechanics
- Lawrence Shepp: Tomography--statistical probabilistic, x-ray, MR, spherical, discrete Problems in classical probability--random covering, connectedness of random graphs and self-avoiding loops, etc. Optimal stopping boundaries; finance mathematics: Russian options for long-buy and short-sell; modelling of corporate policies
- Simon Tavare: Ancestral processes in population genetics
- Andrei N. Borodin: Feynmann-Kac formulas (1 h)
17th Summer School (Mukkulan kartano, Lahti, 1994)
- Peter Glynn: Topics in simulation methodology Large deviations problems in the analysis of queues
- Jon A. Wellner: Empirical processes with selected applications in statistics
- Sean P. Meyn: Recent approaches to stability and ergodicity of Markov processes
- Y. Ogata: A new look at statistical methods for point processes and their applications to seismological problems
16th Summer School (Mukkulan kartano, Lahti, 1993)
- Dennis Taley: Numerical solution of SDE's
- Michael S. Keane: Dynamical systems and ergodic theory
- Peter Green: Markov chain Monte Carlo sampling
15th Summer School (Mukkulan kartano, Lahti, 1992)
- Theodore P. Hill: Combinatorial problems
- Nils Lid Hjort:
- David Scott:
- Thomas G. Kurtz: Fleming-Viot processes
- Andrei N. Borodin:
14th Summer School (Mukkulan kartano, Lahti, 1991)
- Adrian Baddeley: Markov spatial processes (with applications to image processing and spatial statistics)
- Wilfrid Kendall: Computer algebra and stochastic calculus
- Olle Nerman: Asymptotic composition of age and type structured branching populations
- Philip Protter: Stochastic integration and differential equations
13th Summer School (Mukkulan kartano, Lahti, 1990)
- Jean Memin: Stability of solutions of stochastic differential equations
- R. Chitashvili: On the parameter estimation for partially unknown general statistical models
- Alan Weiss: Large deviations: How do large queues build in an M/M/1 system?
- Martina Zähle: On the fractal geometry of self-affine random fields
- Kari Eloranta: Extension of invariance principles (1 h)
- Volker Schmidt: Normal and Poisson convergence of integrals of random marked point processes
12th Summer School (Mukkulan kartano, Lahti, 1989)
- Philippe Bougerol: Products of random matrices and ARMA processes
- J. Michael Harrison: Stochastic calculus and queuing network theory
- Arunava Mukherjea: Products of random matrices, with applications
- Peter E. Ney: Large deviation theory, with applications
- Paavo Salminen: Invariant functions of branching processes (1h)
- Kacha Dzhaparidze: Large deviation probabilities for MLE
11th Summer School (Mukkulan kartano, Lahti, 1987)
- Murad Taqqu: Self-similar processes
- Alan Karr: Image analysis
- Richard Durrett: Stochastic growth models
- Piet Groeneboom: Convex hulls of samples in R^d and random tesselations Some recent research in density estimation
- Dieter König: Stochastic geometry
- Alex. Novikov: Semi-martingale models
10th Summer School (Mukkulan kartano, Lahti, 1986)
- Martin Barlow: Levy processes
- George O'Brien: Self-similar processes with stationary increments
- Marc Yor: A course on Brownian motion and stochastic calculus
- Peter Franken: Point processes
- Endre Csáki: Some limit theorems for Brownian local time
- Paavo Salminen: Distribution of local and occupation times for Brownian motion on R^1 (1 h)
- Ilkka Norros: Reliability theory (1 h)
9th Summer School (Mukkulan kartano, Lahti, 1985)
- Pesi Masani: On the role of positive-definiteness in probability theory and functional analysis
- Olav Kallenberg: Some recent developments in exchangeability
- Paul McGill: Course on conditional excursions
- Wilfried Loges: Hilbert space methods in estimation (1 h)
- Markku Lehtinen: Tilastollisesta inversiosta (1 h)
8th Summer School (Kakskerta, Ĺbo, 1983)
- Paul Feigin: On inference for stochastic processes
- Albert N. Shiryaev: Contiguity and functional limit theorems related to likelihood processes
- Soeren Johansen: Statistical inference for stochastic processes
- Alan Karr: Statistical inference and state estimation for Cox processes
- Priscilla Greenwood:
7th Summer School (Lahtis, 1982)
- Erhan Cinlar: Markov processes and semimartingales
- Martin Jacobsen: Path decompositions of Markov chains
- L. C. G. (Chris) Rogers: Ito's formula and applications
- Paavo Salminen: Optimal stopping (1 h)
- Esko Valkeila: On Poisson approximation (1 h)
6th Summer School (Kuusamo, 1981)
- Mark Davis: Control theory
- Tim Brown: Point processes
- Odd Aalen: Inference for point processes
- Richard Gill: Survival models
5th Summer School (Korpilahti, 1980)
- Jean Jacod: Martingale approach to point processes
- Jan Grandell: Cox processes
- Peter Franken: Point processes
- Robin Milne: Probability generating functionals
- Murali Rao: Bernoulli convolutions (1 h)
4th Summer School (Högsĺra, 1979)
- K. Murali Rao: Brownian motion and potential theory
- Torgny Lindvall: Svag konvergens
- Pekka Tuominen: Non-singular renewal processes
- Esa Nummelin: Sub-geometrical rates, Seminar on coupling methods
3rd Summer School (Grankulla, 1978)
- Pierre Bremaud: Point processes
- Terry Speed: Dependence in contingency tables
2nd Summer School (Tusby, 1977)
- Jim Pitman: Coupling methods
- Priscilla Greenwood: Wiener-Hopf factorization
1st Summer School (Tusby, 1976)
- Richard L. Tweedie: Conditions for recurrence for Markov chains on a general state space
- Pekka Tuominen: Tutorial on Markov chains on a general state space
- Esa Nummelin: Splitting technique for Markov chains on a general state space
The Finnish Summer School on Probability Theory was not arranged in 1984 due to the 14th Conference on Stochastic Processes and Their Applications held in Gothenburg, Sweden in June 12th-16th of the same year. There was no Summer School in 1988 either, since the Nordic Conference on Mathematical Statistics was organized in Ĺbo. In 1996 Summer School was not organized, because the 1st Nordic-Russian Symposium on Stochastics was arranged in Helsinki in August the same year. In 2014 the Nordic Conference on Mathematical Statistics was again organized in Ĺbo, and hence there was no Summer School in that year.
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