Oberseminare und sonstige Vorträge

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Claudia Giesbert

Oberseminar Stochastik: Dr. Francesco Mattesini (TU München): Adapted Wasserstein Barycenters of Gaussian Processes: Existence, Uniqueness and Characterization

Wednesday, 14.10.2026 16:00 im Raum SRZ 216/217

Mathematik und Informatik

Optimal transport has become a central tool for comparing probability measures and extracting representative distributions from heterogeneous data. Yet, in many applications the objects of interest are stochastic processes, and the classical framework ignores a key structural feature: time and information. Indeed, classical Wasserstein barycenters ignore the filtration structure, making them ill-suited for problems in mathematical finance, stochastic control, and sequential decision-making. > > We study Fréchet means with respect to the adapted Wasserstein distance, where transport plans must respect the temporal flow of information. For filtered Gaussian inputs, we establish existence and characterize when the barycenter admits an ordinary Gaussian representative via a rank criterion on a local correlation matrix. We illustrate the difference between adapted and classical barycenters through numerical experiments on autoregressive processes and briefly discuss possible applications in robust stress testing of financial models. > > Based on joint work with Madhu Gunasingam, Johannes Wiesel and Ting-Kam Leonard Wong.



Angelegt am 17.09.2026 von Claudia Giesbert
Geändert am 17.09.2026 von Claudia Giesbert
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Angewandte Mathematik Münster
Oberseminare und sonstige Vorträge
Stochastik
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Imke Franzmeier

MM Spotlight week (Mathematics Münster, Imke Franzmeier): Professional Competences - Science pitch

Wednesday, 25.03.2026 10:00 im Raum MMGS Seminar Room

Mathematik und Informatik

5 sessions on professional competences. You can pick and choose: either one, several, or all sessions.
Open to all! All sessions are open to all MM researchers of Mathematics Münster, regardless of their experience level, as all input and exercises are designed for individual needs.
Register via: mm.careers@uni-muenster.de



Mon 23.3 9:30 3h ---------------------------
Constructive feedback in academia
In this workshop we will discuss what constructive feedback is, and how to give/receive feedback in an academic setting. We will practice dealing with feedback, mistakes and critisicm and work on implementing a positive feedback culture.

Tue 24.3 10:00 2h --------------------------------
Preparing great slide talks (with JProf. Theresa Simon)
In this workshop we will focus on how to make a great talk (with slides): tips, tricks and common mistakes. It will be packed with examples and there will be time to reflect you own (slide) presentation style.

Wed 25.3 10:00 1,5h ----------------------------------
Science pitch: presenting your work on a spot
In this session you will prepare you own Science Pitch.
With your Science Pitch you can present your scientific research in a brief, clear, and engaging way, thus sparking interest. Typically lasting just a few minutes, a Science Pitch is a perfect starter for conversations at conferences, application processes and possibly even telling your favourite aunt what you have been working on.

Thu 26.3 10:00 2h -------------------------
Coping with academic pressure: Managing stress and fostering well-being
In this session Kristina Wensing will focus on mental health and well-being in academia. We will discuss common stress triggers in academia and develop strategies how to cope with pressure in a competitive environment.

Fri 27.3 9:30 2,5h ------------------
Neurodiversity - every brain is different!
In this session we will learn about differnt types of neurodiversity and focus on how neurodivergent people can improve their well-being and productivity at a workplace and how to support neurodivergent colleagues.



Angelegt am 02.03.2026 von Imke Franzmeier
Geändert am 05.03.2026 von Imke Franzmeier
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Oberseminare und sonstige Vorträge
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