Block course on multiple comparisons (German description see here)
from September 20th to September 24th, 2010.
The manuscript for this course (in german) can be found here.
Exercise sheet 1 (in german) can be found here.
Exercise sheet 2 (in german) can be found here.
Exercise sheet 3 (in german) can be found here.
Original publication of Keuls (1952) for Sheet 3 here.
Exercise sheet 4 (in german) can be found here.
Exercise sheet 5 (in german) can be found here.
Winter term 2010 / 2011
Practical block course (computer tutorial) on stochastics in October 2010, details (in German) here. 04.10.2010: Random number generation and descriptive statistics: Presentation 05.10.2010: Parametric estimation theory: Presentation 06.10.2010: (Generalized) linear models: Presentation 11.10.2010: (Parametric and non-parametric) test theory: Presentation 12.10.2010: Nonparametric density estimation: Presentation 14.10.2010, 10.15h - 11.45h: Markov Chain Monte Carlo: Presentation 14.10.2010, 13.15h - 14.45h: Time Series Analysis: Presentation 15.10.2010: Simulation of Stochastic Processes: Presentation
Seminar on the theory of multiple comparisons, Mondays, 1pm - 3pm, RUD25, Room 1.012. 01.11.2010: Talk by Thorsten Dickhaus on the "asymptotically optimal rejection curve" (Slides) 08.11.2010: Talk by Mareile Große Ruse on "Bayesian FDR (Part I)" (Slides) 15.11.2010: Talk by Mathias Trabs on "Resampling-based multiple testing (Part I)" (Slides) 22.11.2010: Talk by Maximilian Mönch on "Bayesian variable selection with multiplicity adjustment" (Slides) 29.11.2010: Talk by Thorsten Dickhaus on "Higher Criticism thresholding for feature selection" 06.12.2010: Talk by Thao Phuong Nguyen on "k-FWER" 13.12.2010: Talk by Anna Ferrari on "Bayesian FDR (Part II)" (Slides) 10.01.2011: Talk by Jens Stange on "TPFDP / FDX" (Slides) 17.01.2011: Talk by Calvin Seward on "Compatible confidence regions" (Slides) 31.01.2011: Talk by Patrick-André Wilhelm on "Criticality" (Slides) 07.02.2011: Talk by Jakob Gierl on "Resampling-based multiple testing (Part II)" (Slides) Collected Drafts (mostly in german)
Summer term 2011
Lecture on resampling methods in statistics (Mondays, 9am - 11am, RUD25, 1.115),
German description see here.
The manuscript for this course (in German, to be completed) can be found here.
Lecture on Mathematical Statistics (jointly with Prof. Vladimir Spokoiny)
Mondays, 1pm - 4.30pm (with one break), RUD25, 1.115
Tutorials: Fridays, 11am - 1pm, RUD25, 3.007
My script (in German, preliminary version: 02.07.2012) can be found here.
R-code for the tutorials on June 8th: R-Praktikum1.R,
R-Praktikum2.R Scanned pages regarding asymptotics of the MLE Scanned pages regarding asymptotics of likelihood ratio statistics (first part) Scanned pages regarding asymptotics of likelihood ratio statistics (second part)
Exercises for lecture week 1: 1.2.1, 1.5.1, 2.1.1, 2.1.3 (in Prof. Spokoiny's script)
Exercises for lecture week 2: 2.2.2, 2.2.4, 2.4.1, 2.5.1 (in Prof. Spokoiny's script)
Exercises for lecture week 3: 2.8.1, 2.9.1, 2.9.3, 2.10.1 (in Prof. Spokoiny's script)
Exercises for lecture week 4: 2.11.4, 2.11.8, 3.3.1, 3.4.2 (in Prof. Spokoiny's script)
Exercises for lecture week 5: 4.2.2, 4.3.1, 4.4.2, 4.6.2 (in Prof. Spokoiny's script)
Exercises for lecture week 6: 4.7.2, 4.7.6, 4.9.5, 4.9.7 (in Prof. Spokoiny's script)
Exercises for lecture week 7 can be found here.
Exercises for lecture week 8 can be found here.
Exercises for lecture week 9 can be found here.
Exercises for lecture week 10 can be found here.
Exercises for lecture week 11 can be found here.
Graduate Student Seminar (jointly with Prof. Markus Reiß)
Fridays, 1pm - 3pm, RUD25, 3.007
Lecture on multiple testing theory (Mondays 9am - 11am, RUD26, 0'311)
German description see here.
The manuscript for this course (in German) can be found here.
Exercises for the whole course (in German) can be found here.
Seminar on simultaneous statistical inference, Mondays, 9am - 11am, RUD25, Room 3.008.
German description see here.
You can find information about possible topics here. 28.04.2014: Talk by Thorsten Dickhaus on "Simultaneous Statistical Inference" (Slides) 05.05.2014: Talk by Jens Stange on dependency concepts (German slides) 12.05.2014: Talk by Thorsten Dickhaus on "Bayesian FDR" (Manuscript) 19.05.2014: Talk by Magdalena Schwarz on "Introduction to classification theory" 26.05.2014: Talk by Jirka Lewandowski on "Binary classification" 02.06.2014: Talk by Giordana Tornow on "Introduction to model selection" 16.06.2014: Talk by Oliver Skerra on "Consistent model selection with multiple test procedures" 30.06.2014: Talk by Thomas Mühlenhoff on "Multiple testing and information criteria" 14.07.2014: Circulation of drafts / feedback session
Winter term 2014 / 2015
Lecture on the theory of nonparametric tests, Mondays, 9am - 11am, RUD25, Room 1.013
German description see here.
The manuscript for this course (Version: 02.02.2015, in German) can be found
here.
Summer term 2015
Lecture on Stochastics, Stud.IP No. 03-140.
Seminar “Empirical Processes and Goodness-of-Fit Tests”, Stud.IP No. 03-441.
Practical Course “Introduction to the statistics software R”, Stud.IP No. 03-495-Rp.
Winter term 2015 / 2016
Lecture on advanced topics in stochastics (Stochastics II), Stud.IP No. 03-241.
Lecture on mathematical statistics (Statistics I), Stud.IP No. 03-242a.
Summer term 2016
Lecture on Stochastics, Stud.IP No. 03-140.
Lecture on linear models (Statistics II), Stud.IP No. 03-243.
Seminar on Bayesian Statistics (jointly with Dr. Rostyslav Bodnar), Stud.IP No. 03-443.
Winter term 2016 / 2017
Lecture on Theory of nonparametric tests (Statistics III), Stud.IP No. 03-242c.
Lecture on Operations Research, Stud.IP No. 03-244-1.
The manuscript for this course (Version: 25.03.2017, in German) can be found
here.
Summer term 2017
Lecture on Stochastics II (Martingale and copula theory), Stud.IP No. 03-240-S2.
Seminar on Robust Statistics, Stud.IP No. 03-444.
Winter term 2017 / 2018
Lecture on mathematical statistics (Statistics I), Stud.IP No. 03-241.
Lecture on Statistical Learning Theory, Stud.IP No. 03-244.
The manuscript for this course (Version: 24.01.2018, in German) can be found
here.
Reading Course Stochastics/Statistics (jointly with Prof. Dr. Werner Brannath), Stud.IP No. 03-604.
Summer term 2018
Lecture on linear models (Statistics II), Stud.IP No. 03-242.
Proseminar on stochastic modeling, Stud.IP No. 03-159.
Reading Course Stochastics/Statistics (jointly with Prof. Dr. Werner Brannath), Stud.IP No. 03-604.
Reading Course Stochastics/Statistics (jointly with Prof. Dr. Werner Brannath), Stud.IP No. 03-M-RC-4.
Winter term 2019 / 2020
Lecture on Stochastics II (Martingale and copula theory), Stud.IP No. 03-M-WP-14.
The manuscript for this course (Version: 14.11.2019, in German) can be found
here.
Lecture on Mathematical Statistics (Statistics I), Stud.IP No. 03-M-WP-15.
Summer term 2020
Lecture on Linear Models (Statistics II), Stud.IP No. 03-M-WP-39.
Seminar on Point Processes, Stud.IP No. 03-M-SEM-14.
Reading Course Stochastics/Statistics (jointly with Prof. Dr. Werner Brannath), Stud.IP No. 03-M-RC-4.