17. Doktorand:innentreffen der Stochastik

Session

Session C1 Applications

5 Aug 2022, 09:00

HS 4 ( Universität Klagenfurt)

Conveners

Session C1 Applications: Chair: Leonard Bauer

• Julian Hofstadler (University of Passau)
• Florent Ouabo Kamkumo (Institute of Mathematics, BTU Cottbus-Senftenberg, Germany)
• Ibrahim Mbouandi Njiasse (Institute of Mathematics, BTU Cottbus-Senftenberg, Germany)

Contribution list Timetable

26. Adaptive MCMC for doubly intractable distributions

05/08/2022, 09:00

Applications

Talk

Bayesian inference in the context of biophysical problems may lead to posterior densities with two unknown quantities, the normalizing constant and
an intractable multiplicative factor in the likelihood function.
Not being able to evaluate the likelihood function leads to computational issues in classical (adaptive) MCMC algorithms and in the past years various methods have been suggested...

34. Stochastic Epidemic Models with Partial Information : Dark Figure and Parameters Estimation

05/08/2022, 09:30

Applications

Talk

Mathematical models of epidemics such as the current COVID-19 pandemics often use compartmental models dividing the population into several compartments. Based on a microscopic setting describing the temporal evolution of the subpopulation sizes in the compartments by stochastic counting processes one can derive macroscopic models for large populations describing the average behavior by...

35. Stochastic Epidemic Models with Partial Information: Optimal Control Problems

05/08/2022, 10:00

Applications

Talk

This presentation is based on and continues the companion talk of Florent Ouabo Kamkumo. We consider stochastic optimal control problems arising in the mathematical modeling of decision-making processes in the cost-optimal management and containment of epidemics. We focus on the impact of uncertainties such as dark figures which have been addressed in the companion talk and can be treated as...