A series of lectures in statistics held at different venues in the Netherlands, featuring international and local speakers from the full width of the statistical sciences. Join us to discover new insights and meet new friends!
Check the upcoming seminar, read about the organisation or browse previous editions.
Speakers: Peter Bühlmann (ETH Zurich) and Almut Veraart (Imperial College London)
Location: morning session in lecture room G0.05, afternoon session in lecture room A1.16.
Programme:
10:00-11.00 Introductory talk, Peter Bühlmann
11:00-11:15 Coffee break
11:15-12:15 Introductory talk, Almut Veraart
12:15-14:00 Lunch break
14:00-15:00 In-depth talk, Peter Bühlmann
15:00-15:15 Coffee break
15:15-16:15 In-depth talk, Almut Veraart
16:15- Drinks
Peter Bühlmann
Talk 1: Domain Generalization and Adaptation in Digital Health (and beyond)
Statistical models and machine learning algorithms are often deployed in populations that differ from those on which they were trained, a challenge that is particularly acute in digital health. We discuss domain generalization and adaptation for a large-scale database from multiple countries with intensive care unit (ICU) data. We introduce Distributionally Robust Invariance Learning as an approach to exploiting stable structure across environments, and conclude with a brief discussion of the potential and limitations of a novel foundation models in this context.
Talk 2: Causality-Inspired Prediction: A Path to more Robust Algorithms
This talk examines in greater detail how ideas from causality can inform the construction of predictive procedures that remain reliable under distributional change. We highlight connections between invariance, distributional robustness, and underlying causal structure, and discuss their implications for transportability across environments. The theme is also closely related to the problem of extrapolation beyond the support of the observed data, which we will briefly touch upon.
Almut Veraart
Talk 1: An introduction to ambit stochastics
What do turbulent fluid flows, electricity price spikes, and wind capacity factors across a power grid have in common? All can be modelled within the framework of ambit stochastics, a probabilistic language for spatio-temporal phenomena built on stochastic integrals over moving space-time regions. This lecture provides a self-contained introduction to the theory, covering ambit sets, Lévy bases, ambit fields, and their purely temporal specialisation to Lévy and Brownian semistationary processes. A central theme is that the kernel function acts as a direct handle on the memory and correlation structure of the process, giving the modeller precise and interpretable control. We illustrate this through applications to electricity spot and forward price modelling, and conclude with a forward look at how the framework scales to modern high-dimensional network data.
Talk 2: Nonparametric estimation of trawl processes: Theory and applications to high-frequency financial data
How much does the past matter, and for how long? For count-valued time series, such as trade counts, bid-ask spreads, order arrivals, this question is both practically important and surprisingly hard to answer without imposing strong parametric assumptions. Trawl processes offer a continuous-time framework in which the memory structure is encoded by a single function, the trawl function, which can be estimated directly and nonparametrically from data. We introduce this class of processes, establish the key identity connecting the trawl function to the autocovariance of the observed series, and develop a complete inferential framework including consistency, central limit theorems across three asymptotic regimes, bias correction, and feasible confidence bands. We show how these tools can be used to diagnose misspecification of standard parametric models, and how the nonparametric estimator translates directly into an optimal forecasting rule. The methodology is illustrated on limit order book data from the NYSE, where it delivers measurable forecasting improvements over exponential and other parametric trawl specifications.
The Van Dantzig seminar is a nationwide series of lectures in statistics, which features renowned international and local speakers, from the full width of the statistical sciences. The name honours David van Dantzig (1900-1959), who was the first modern statistician in the Netherlands, and professor in the “Theory of Collective Phenomena” (i.e. statistics) in Amsterdam. The seminar will convene 4 to 6 times a year at varying locations, and is supported financially by among others the STAR cluster and the Section Mathematical Statistics of the VVSOR.
If you have any comments, questions, requests, suggestions etc. please contact the organizers.
Eni Musta (University of Amsterdam)
Hanne Kekkonen (TU Delft)
Mathisca de Gunst (VU Amsterdam)
Geurt Jongbloed (TU Delft)
Aad van der Vaart (TU Delft)
Biography of David van Dantzig from MacTutor History of Mathematics archive
David van Dantzig’s statistical work by J. Hemelrijk
The Statistical Work of David Van Dantzig (1900-1959) by J. Hemelrijk
5 February 2026 (TU Delft)
Antonio Lijoi (Bocconi University)
Talk 1: Random discrete structures in Bayesian Nonparametric inference
Talk 2: Multivariate species sampling models
Johan Segers (KU Leuven)
Talk 1: An introduction to multivariate extreme value theory
Talk 2: X-vine models for multivariate extremes
24 October 2025 (Vrije Universiteit Amsterdam)
Gerda Claeskens (KU Leuven)
Talk 1: Obtaining valid inference after variable selection
Talk 2: Selective inference in graphical models after edge selection
Andrew Duncan (Imperial College London):
Talk 1: Learning to Sample: Bridging Classical Monte Carlo and Modern Generative Models
Talk 2: Score-based Methods for Generation and Sampling
21 March 2025 (Vrije Universiteit Amsterdam)
Davy Paindaveine (Université Libre de Bruxelles): Rank tests for PCA under weak identifiability
Elisa Perrone (TU Eindhoven): Measuring association of zero-inflated data
31 January 2025 (TU Delft)
Tapio Helin (LUT University): Next frontier of Bayesian Inverse Problems: Optimal Experimental Design
Mark van der Wilk (University of Oxford): Bayesian Model Selection from Gaussian Processes to Deep Neural Networks
22 November 2024 (TU Delft)
Angelika Rohde (Universität Freiburg): Nonparametric Bootstrap of High-Dimensional Sample Covariance Matrices
Thomas Verdebout (Université Libre de Bruxelles): Asymptotic power of Sobolev tests for uniformity on hyperspheres
4 October 2024 (Vrije Universiteit Amsterdam)
Veronika Rockova (Booth School of Business at the University of Chicago): Adaptive Bayesian Predictive Inference in High-dimensional Regression
Paul Doukhan (Cergy-Paris Université): Weak dependence, properties and some applications
Friday, June 7 2024 (TU Delft)
Ismaël Castillo (LPSM, Sorbonne Université): A tale of heavy tails
Jana de Wiljes (TU Ilmenau): Data assimilation: theory, algorithms and applications
April 12, 2024 (Vrije Universiteit Amsterdam)
Sara van de Geer (ETH Zurich): Rates of convergence for tensor denoising
Michael Sørensen (University of Copenhagen): Models of time series of angular data: diffusion processes on the torus
Ernst Wit (Universita della Svizzera italiana): From Toegepaste Statistiek to Causality and back
February 2, 2024
Yannick Baraud (University of Luxembourg): From robust tests to robust Bayes-like posterior distributions
Siem Jan Koopman (VU Amsterdam): Nonlinear non-Gaussian state space models
University of Amsterdam
December 1, 2023
Sofia Olhede (EPFL) – On Graph Limits as Models for Interaction Data
Björn Sprungk (TU Bergakademie Freiberg) – Noise-level robust sampling and Bayesian inference on the sphere
Delft University of Technology
September 29, 2023
Mark Podolskij (University of Luxembourg)
Saskia le Cessie (Department of Clinical Epidemiology and Department of Biomedical Data Sciences, Leiden University Medical Center)
VU Amsterdam
June 2, 2023
Francois Carron (Oxford),
Christian Robert (Paris-Dauphine)
CWI
April 14, 2023
Bärbel Finkenstädt (Warwick)
Randolf Altmeyer (Cambridge)
Delft University of Technology
February 10, 2023
Judith Rousseau (Oxford)
Chris Sherlock (Lancaster)
VU Amsterdam
December 16, 2022
Speakers: Aretha Teckentrub, Christophe Giraud
University of Amsterdam
June 17, 2022
Speakers: Rajen Shah, Alexis Derumigny
VU Amsterdam
October 22, 2021
Speakers: Sophie Langer, Robert Scheichl
Delft University of Technology
April 30, 2021
Speakers: Ryan Martin, Aaron Smith
Online
October 16, 2020
Speakers: Fadoua Balabdaoui, Yoav Zemel
Online
February 14, 2020
Speakers: Domenico Marinucci, Thomas Nagler
Delft University of Technology
November 29, 2019
Speakers: Gareth Roberts, Holger Dette
VU Amsterdam
October 18, 2019
Speakers: Julio Backhoff, Nestor Parolya
Leiden University
May 24, 2019
Speakers: Louis Aslett, Adrien Saumard
Delft University of Technology
April 5, 2019
Speakers: Lorenzo Rosasco, Chris Oates, Paul Fearnhead
VU Amsterdam
15 February 2019
Speakers: Carola-Bibiane Schönlieb, Antonietta Mira
University of Amsterdam
7 December 2018
Speakers: Christoph Brune, Olga Klopp
Leiden University
26 October 2018
Speakers: Gerard Kerkyacharian, Stefan Sommer
Delft University of Technology
28 September 2018
Speakers: Rui Castro , Estate Khmaladze
VU Amsterdam
25 May 2018
Speakers: Ed George , Barry Schouten
University of Amsterdam
9 March 2018
Speakers: David Dunson , Quentin Berthet
Leiden University
26 January 2018
Speakers: Geert Molenberghs, Alexandre Tsybakov
Delft University of Technology
15 December 2017
Speakers: Petros Dellaportas, Catherine Matias
VU Amsterdam
13 October 2017
Speakers: Andrew Parnell, Alberto Roverato
University of Amsterdam
2 June 2017
Speakers: Elisabeth Gassiat, Johanna Ziegel
Leiden University
6 April 2017
Speakers: Tatyana Krivobokova, Botond Szabó
Delft University of Technology
27 January 2017
Speakers: Cun-Hui Zhang, Eric Moulines
University of Amsterdam
2 December 2016
Speakers: Alexandra Carpentier, Alois Kneip
VU Amsterdam
26 October 2016
Speakers: Jim Griffin, Jakob Söhl
Leiden University
24 June 2016
Speakers: Axel Munk, Gilles Blanchard
University of Amsterdam
1 April 2016
Speakers: Omiros Papaspiliopoulos, Cristina Butucea
Delft University of Technology
26 February 2016
Speakers: Iain Johnstone, Jelle Goeman, Kolyan Ray
VU Amsterdam
8 October 2015
Speakers: Martin Wainwright, Wolfgang Polonik, Giulia Cereda
Leiden University
16 April 2015
Speakers: Sara van de Geer, Gernot Müller
Leiden University
6 March 2015
Speakers: Marc Hoffmann, Ivan Vujacic, Moritz Schauer
University of Amsterdam
27 November 2014
Speakers: Lutz Dümbgen, Jesper Møller
Delft University of Technology
9 October 2014
Speakers: Arnak Dalalyan, Marco Grzegorczyk
VU University Amsterdam
11 April 2014
Speakers: Johan Segers, Richard Gill, Tina Nane
Leiden University
28 February 2014
Speakers: Andrew Gelman, Harrison Zhou
University of Amsterdam
31 January 2014
Speakers: Richard A. Davis, Nicolai Meinshausen
Delft University of Technology
12 December 2013
Speakers: Pascal Massart, Joris Mooij
VU University Amsterdam
12 September 2013
Speakers: Jon Wellner, Paulo Serra
Leiden University
3 June 2013
Speakers: Richard Samworth, Subhashis Ghosal
University of Amsterdam
