Items in division
- TU Darmstadt (104544)
- 04 Department of Mathematics (2629)
- Stochastik (65)
- 04 Department of Mathematics (2629)
A
Aurzada, Frank ; Betz, Volker ; Lifshits, Mikhail (2021)
Universal break law for a class of models of polymer rupture.
In: Journal of Physics A: Mathematical and Theoretical, 2021, 54 (30)
doi: 10.26083/tuprints-00019341
Article, Secondary publication, Publisher's Version
Aurzada, Frank ; Schwinn, Sebastian (2018)
Scaling limits for a random balls model.
12th International Vilnius Conference on Probability Theory and Mathematical Statistics and 2018 IMS Annual Meeting on Probability and Statistics. Vilnius, Lithuania (02.07.-06.07.2018)
Conference or Workshop Item
Aurzada, Frank ; Schwinn, Sebastian (2018)
Improving the performance of polling models using forced idle times.
13th German Probability and Statistics Days 2018 – Freiburger Stochastik-Tage. Freiburg (27.02.-02.03.2018)
Conference or Workshop Item
B
Braun, Alina (2021)
In Theory and Practice - On the Rate of Convergence of Implementable Neural Network Regression Estimates.
Technische Universität
doi: 10.26083/tuprints-00019052
Ph.D. Thesis, Primary publication, Publisher's Version
Buck, Micha Matthäus (2020)
Exit problems for fractional processes, random walks and an insurance model.
Technische Universität Darmstadt
doi: 10.25534/tuprints-00011735
Ph.D. Thesis, Primary publication
Bauer, Benedikt ; Kohler, Michael (2019)
On deep learning as a remedy for the curse of dimensionality in nonparametric regression.
In: The Annals of Statistics, 47 (4)
doi: 10.1214/18-AOS1747
Article
Bauer, Benedikt (2018)
Statistische Aspekte der Schätzung von Ersatzmodellen und des Deep Learnings in hohen Dimensionen.
TU Darmstadt
Ph.D. Thesis
Bauer, Benedikt ; Heimrich, Felix ; Kohler, Michael ; Krzyzak, Adam (2017)
On estimation of surrogate models for multivariate computer experiments.
In: Annals of the Institute of Statistical Mathematics, 69
Article
Bauer, Benedikt ; Devroye, Luc ; Kohler, Michael ; Krzyzak, Adam ; Walk, Harro (2017)
Nonparametric estimation of a function from noiseless observations at
random points.
In: Journal of Multivariate Analysis, 160
Article
Bott, Ann-Kathrin ; Felber, Tina ; Kohler, Michael ; Kristl, Lisa (2016)
Estimation of a time-dependent density.
In: Journal of Statistical Planning and Inference, 180
Article
Bott, Ann-Kathrin ; Felber, Tina ; Kohler, Michael (2015)
Estimation of a density in a simulation model.
In: Journal of Nonparametric Statistics, 27 (3)
Article
Bott, Ann-Kathrin (2015)
Nichtparametrische Schätzung von (bedingten) Verteilungen ausgehend von Daten mit zusätzlichen Messfehlern.
TU Darmstadt
Ph.D. Thesis
Bott, Ann-Kathrin ; Kohler, Michael (2014)
Nonparametric estimation of a conditional density.
In: ESAIM Probability and Statistics
Article
D
Dalinger, Alexander (2019)
On the hydrodynamic behaviour of a particle system with nearest neighbour interactions.
Technische Universität
Ph.D. Thesis, Primary publication
Devroye, Luc ; Felber, Tina ; Kohler, Michael (2013)
Estimation of a density using real and artificial data.
In: IEEE Transactions on Information Theory, 59
Article
Devroye, Luc ; Felber, Tina ; Kohler, Michael ; Krzyzak, Adam (2012)
L1-consistent estimation of the density of residuals in random design regression models:.
In: Statistics and Probability Letters , 82
Article
E
Ehlert, Johannes Florian (2022)
The Random Loop Model on Trees.
Technische Universität Darmstadt
Ph.D. Thesis
Enss, Georg Christoph ; Kohler, Michael ; Krzyzak, Adam ; Platz, Roland (2016)
Nonparametric quantile estimation based on surrogate models.
In: IEEE Transaction on Information Theory, 62 (10)
Article
Enss, Georg Christoph ; Götz, Benedict ; Kohler, Michael ; Krzyzak, Adam ; Platz, Roland (2014)
Nonparametric estimation of a maximum of quantiles.
In: Electronic Journal of Statistics, 8
Article
F
Felber, Tina ; Kohler, Michael ; Krzyzak, Adam (2015)
Adaptive Density Estimation From Data With Small Measurement Errors.
In: IEEE Transactions on Infromation Theory, 61 (6)
Article
Felber, Tina ; Kohler, Michael ; Krzyzak, Adam (2015)
Adaptive density estimation based on real and artificial data.
In: Journal of Nonparametric Statistics, 27
Article
Furer, Dmytro ; Kohler, Michael (2015)
Smoothing spline regression based on real and artificial data.
In: Metrika, 78 (6)
Article
Felber, Tina ; Jones, Daniel ; Kohler, Michael ; Walk, Harro (2014)
Weakly universally consistent static forecasting of stationary and ergodic time series via local averaging and least squares estimates.
In: Journal of Statistical Planning and Inference,
Article
Felber, Tina (2013)
Universell L1-konsistente Schätzung der Dichte der Fehler in einem Regressionsmodell und einer stationär ergodischen Zeitreihe.
TU Darmstadt
Ph.D. Thesis
Furer, Dmytro ; Kohler, Michael (2013)
Fixed design regression estimation based on real and artificial data.
In: Journal of Nonparametric Statistics
Article
Fromkorth, Andreas (2012)
Konsistenz regressionsbasierter Monte-Carlo-Verfahren zur Optionsbewertung mit geschätzten Modellen.
TU Darmstadt
Ph.D. Thesis
G
Götz, Benedict ; Kersting, Sebastian (2022)
Estimation of Uncertainty in the Lateral Vibration Attenuation of a Beam with Piezo-Elastic Supports by Neural Networks.
In: Applied Mechanics and Materials, 885
doi: 10.26083/tuprints-00020433
Article, Secondary publication, Publisher's Version
Götz, Benedict ; Kersting, Sebastian ; Kohler, Michael (2020)
Estimation of an improved surrogate model in uncertainty quantification by neural networks.
In: Annals of the Institute of Statistical Mathematics
doi: 10.1007/s10463-020-00748-1
Article
Györfi, László ; Kohler, Michael ; Krzyzak, Adam ; Walk, Harro (2002)
A distribution-free theory of nonparametric regression.
Book
H
Heimrich, Felix ; Kohler, Michael ; Kristl, Lisa (2019)
Nonparametric estimation of time-dependent quantiles in a simulation model.
In: Statistica Sinica, 30
Article
Hansmann, Matthias (2017)
Nichtparametrische Schätzung von (bedingten) Quantilen und bedingten Verteilungen ausgehend von Daten mit zusätzlichen Messfehlern.
TU Darmstadt
Ph.D. Thesis
Hertel, Ida ; Kohler, Michael (2013)
Estimation of the optimal design of a nonlinear parametric regression problem via Monte Carlo experiments.
In: Computational Statistics and Data Analysis
Article
Henkel, Daniel (2012)
Pointwise Approximation of Coupled Ornstein-Uhlenbeck Processes.
TU Darmstadt
Ph.D. Thesis, Primary publication
Hertel, Ida ; Tomasella, Alessio ; Kohler, Michael ; Hanselka, Holger (2012)
Fragestellungen der Bauteilbewertung in Hinblick auf die Betriebsfestigkeit.
In: Tagungsband 4. Zwischenkolloquium SFB 666
Article
J
Jones, Daniel (2013)
Optimales Stoppen und das Static Forecasting Problem.
TU Darmstadt
Ph.D. Thesis
K
Kilian, Martin Alexander Dennis (2023)
Persistence problems for fractional processes.
Technische Universität Darmstadt
doi: 10.26083/tuprints-00022949
Ph.D. Thesis, Primary publication, Publisher's Version
Kersting, Sebastian (2021)
Quantifizierung von Unsicherheit mit tiefen neuronalen Netzen.
TU Darmstadt
Ph.D. Thesis
Kohler, Michael ; Krzyzak, Adam (2021)
Estimation of a density using an improved surrogate model.
In: Electronic Journal of Statistics, 15 (1)
doi: 10.1214/20-EJS1774
Article
Kettner, Marvin (2021)
Persistence exponents via perturbation theory : autoregressive and moving average processes.
Technische Universität Darmstadt
doi: 10.26083/tuprints-00017566
Ph.D. Thesis, Primary publication, Publisher's Version
Kohler, Michael ; Krzyzak, Adam (2020)
Estimating quantiles in imperfect simulation models using
conditional density estimation.
In: Annals of the Institute of Statistical Mathematics, 2020 (1)
doi: 10.1007/s10463-018-0683-8
Article
Kohler, Michael ; Tent, Reinhard (2019)
Nonparametric quantile estimation using surrogate models and importance sampling.
In: Metrika: international journal for theoretical and applied statistics
doi: 10.1007/s00184-019-00736-3
Article
Kohler, Michael ; Krzyzak, Adam (2019)
Estimation of extreme quantiles in a simulation model.
In: Journal of Nonparametric Statistics, 31 (2)
doi: 10.1080/10485252.2019.1567727
Article
Kohler, Michael ; Krzyzak, Adam (2018)
Adaptive Estimation of Quantiles in a Simulation Model.
In: IEEE Transactions on Infromation Theory, 64 (1)
doi: 10.1109/TIT.2017.2743177
Article
Kohler, Michael ; Krzyzak, Adam (2017)
Nonparametric Regression Based on Hierarchical Interaction Models.
In: IEEE Transactions on Information Theory, 63 (3)
Article
Kristl, Lisa (2017)
Nichtparametrische Schätzung zeitvarianter Dichten und zeitvarianter Quantile in einem Simulationsmodell.
TU Darmstadt
Ph.D. Thesis
Kohler, Michael (2014)
Optimal global rates of convergence for noiseless regression estimation problems with adaptively chosen design.
In: Journal of Multivariate Analysis, (132)
Article
Kohler, Michael ; Krzyzak, Adam ; Walk, Harro (2014)
Nonparametric recursive quantile estimation.
In: Statistics and Probability Letters, 93
Article
Kohler, Michael ; Krzyzak, Adam ; Walk, Harro (2011)
Estimation of the essential supremum of a regression function.
In: Statistics & Probability Letters, (81)
Article
Küpper, Dominique (2009)
Runge-Kutta methods for stochastic differential-algebraic equations.
Book
L
Langer, Sophie (2020)
Ein Beitrag zur statistischen Theorie des Deep Learnings.
TU Darmstadt
Ph.D. Thesis
Lübbers, Jan-Erik (2019)
Displacement of biased random walk in a one-dimensional percolation model.
Technische Universität
Ph.D. Thesis, Primary publication
M
Müller, Florian (2018)
Nichtparametrische Kurvenschätzung für latente Variablen.
Technische Universität
Ph.D. Thesis, Primary publication
Mehnert, Jens Eric Markus (2009)
Using unlabeled data for text classification.
Book
S
Schwinn, Sebastian (2018)
Mathematical analysis of models from communications engineering.
Technische Universität
Ph.D. Thesis, Primary publication
Schäfer, Helge (2018)
The Cycle Structure of Random Permutations without Macroscopic Cycles.
Technische Universität
Ph.D. Thesis, Primary publication
Sauer, Martin (2013)
Existence and uniqueness results for Randomly forced generalized Newtonian fluids.
TU Darmstadt
Ph.D. Thesis
Schöchtel, Georg (2013)
Motion of Inertial Particles in Gaussian Fields Driven by an Infinite-Dimensional Fractional Brownian Motion.
TU Darmstadt
Ph.D. Thesis, Primary publication
T
Tent, Reinhard (2017)
Nichtparametrische Schätzung von Quantilen unter Verwendung von Importance-Sampling und Ersatzmodellen.
TU Darmstadt
Ph.D. Thesis
W
Walter, Benjamin (2023)
Konvergenzraten von Bildklassifikatoren basierend auf faltenden neuronalen Netzen.
Technische Universität Darmstadt
doi: 10.26083/tuprints-00024333
Ph.D. Thesis, Primary publication, Publisher's Version
Wichelhaus, Cornelia (2020)
Nonparametric estimation in stochastic networks.
Technische Universität Darmstadt
Habilitation
Walter, Stefan (2017)
Curve Shortening Flow for Spatial Random Permutations.
Technische Universität
Ph.D. Thesis, Primary publication
Wagner, Tim (2008)
Optimal One-Point Approximation of Stochastic Heat Equations with Additive Noise.
TU Darmstadt
Ph.D. Thesis, Primary publication
Wagner, Tim Carsten (2007)
Optimal one-point approximation of stochastic heat equations with additive noise.
TU Darmstadt
Ph.D. Thesis