Conference on Applied Inverse Problems, July 20-24, 2009, Vienna, Austria
M25: Statistical Inverse Problems

Tue, 21 July, 2009, 15:15-17:15, C1


Benedikt Poetscher, University of Vienna (Organizer)
Axel Munk, Goettingen University (Coorganizer)

15:15-15:45 Yuri Golubev:
On oracle inequalities related to high dimensional linear models.
Presentation slides (pdf, 282 KB)
15:45-16:15 Markus Reiss:
Regularization independent of the noise level: an analysis of quasi-optimality
Presentation slides (pdf, 213 KB)
16:15-16:45 Marc Hoffmann:
Volatility representation under microstructure noise as a statistical ill-posed inverse problem
16:45-17:15 Anselm Johannes Schmidt-Hieber:
Minimax Estimation of the Volatility in High-Frequency Models Corrupted by Noise
Presentation slides (pdf, 638 KB)

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