|
Size: 11079
Comment:
|
Size: 4820
Comment:
|
| Deletions are marked like this. | Additions are marked like this. |
| Line 1: | Line 1: |
== Doktoranden-/Diplomandenseminar SS 08</h2> == |
= Doktoranden-/Diplomandenseminar WS 10/11 = |
| Line 9: | Line 8: |
| ||'''How?'''||More information for speakers and participants [[Main/DoktorandenSeminar/InformationParticipants| here]].|| | |
| Line 10: | Line 10: |
| More information for speakers and participants [here|]. |
---- |
| Line 14: | Line 13: |
| === Wednesday, 30.03.11 14.15 FR6046 === ==== Research Talk ==== * ''' Stefan Haufe''', * ''' Franz Király - Algebraic SSA''' (Chair: Matthias Jugel, unavailable) |
|
| Line 15: | Line 19: |
| ---- | |
| Line 17: | Line 22: |
| Line 20: | Line 24: |
| === Wednesday, 06.04.11 14.15 FR6046 === ==== Research Talk ==== * ''' Arne Ewald''', ==== Tutorial ==== * ''' Marius Kloft - SVMs and extensions (Structured Prediction, Multiple Kernel Learning and friends) ''' (Chair: Laura Acqualagna) |
|
| Line 21: | Line 31: |
| === Wednesday, 13.04.11 14.15 FR6046 === ==== External Talk ==== * ''' Daniel Göhring - Brain Driver (http://www.youtube.com/watch?v=iDV_62QoHjY)''' (Chair: Wojciech Wojcikiewicz) ---- |
|
| Line 23: | Line 39: |
| === Wednesday, 16.03.11 14.15 FR6046 === ==== NIPS Discussion ==== * ''' What are new interesting directions / papers ?''' (People who attended last NIPS or related conferences please prepare something), * ''' What ideas do you have ?''' (Please prepare an one-slide presentation for your idea) (Chair: Guido Schwenk) |
|
| Line 24: | Line 45: |
| === Wednesday, 11.02.09 14.30 FR6046 === | === Wednesday, 09.03.11 14.15 FR6046 === ==== Research Talk ==== * ''' Paul von Bünau''', * ''' Laura Acqualagna''', * ''' Martijn Schreuder''' (Chair: Sven Dähne) |
| Line 26: | Line 52: |
| '''Thomas Vanck''' | === Wednesday, 02.03.11 14.15 FR6046 === ==== Research Talk ==== * ''' Kohei Hayashi''', * ''' Gunnar Kedenburg''' (Chair: Pascal Lehwark) |
| Line 28: | Line 58: |
| ''Asset pricing via optimal Importance Sampling'' | === Wednesday, 23.02.11 14.15 FR6046 === CANCELLED |
| Line 30: | Line 61: |
| Abstract: | === Wednesday, 16.02.11 14.15 FR6046 === ==== Research Talk ==== * ''' Bastian Venthur''', * ''' Tammo Krüger''', * ''' Matthias Schultze-Kraft''', * ''' Anne Porbadnigk''' (Chair: Irene Winkler) |
| Line 32: | Line 69: |
| Pricing complex derivatives is one of the main goals in financial mathematics. For example, in the Black-Scholes model it is possible to give a closed formula for pricing European options. However, in a lot of applications it is not possible to give closed solutions to these problems. Instead, numerical computations must be applied. An appropriate method is the Monte Carlo simulation, e.g. path-dependent options can be very easily simulated by generating a number of sample paths of the underlying asset. These sample paths are generated according to a distribution under an equivalent martingale measure. Subsequently, one would calculate the corresponding payoffs followed by averaging over these. This average yields an approximation of the fair price of the derivative by the strong law of large numbers. The calculation of the price of some derivatives, such as options that offer a payoff only in a specific event of interest to the buyer, can be problematic. Suppose the payoff of a special event is very high but also very rare to happen. A low number of simulations of the underlying paths might not hit these important events which would yield an incorrect or poor price. On the other hand a large number of simulations would result in a huge cost of computation time and still there might be no samples hitting the important event. The solution to this dilemma is the application of importance sampling. Importance sampling pays more attention to crucial events. In the case of an option such a crucial or rare event would be an event that generates a high payoff. The goal of importance sampling is a reduction of the variance which is achieved by making a change of measure that accounts for important outcomes and therefore minimizes the variance. Importance sampling has two advantages. Firstly, it needs less samples and secondly it is very accurate. The problem of importance sampling is that it cannot be implemented very easily. Therefore, an approach will be stated for path-dependent options. |
=== Wednesday, 09.02.11 14.15 FR6046 === ==== Research Talk ==== * ''' Guido Schwenk''', * ''' Nico Görnitz''' (Chair: Marius Kloft) |
| Line 63: | Line 75: |
| === Wednesday, 02.02.11 14.15 FR6046 === ==== Research Talk ==== * ''' Christina Müller''', * ''' Irene Winkler''', * ''' Javier Pascual''' (Chair: Gunnar Kedenburg) |
|
| Line 64: | Line 82: |
| === Wednesday, 14.01.09 15.30 FR6046 === | === Wednesday, 26.01.11 14.15 FR6046 === ==== Research Talk ==== * ''' Duncan Blythe''', * ''' Wojciech Wojcikiewicz''' (Chair: Johannes Höhne) |
| Line 66: | Line 88: |
| '''Leo Jugel''' | === Wednesday, 19.01.11 14.15 FR6046 === ==== Research Talk ==== * ''' Nikolay Jetchev''', * ''' Stanimir Dragiev''', * ''' Nils Plath''', (Chair: Frank Meinecke) |
| Line 68: | Line 95: |
| === Wednesday, 12.01.11 14.15 FR6046 === ==== Research Talk ==== * ''' Matthias Jugel''', * ''' Johannes Höhne''', * ''' Sven Dähne''', (Chair: Siamac Fazli) |
|
| Line 69: | Line 102: |
| === Wednesday, 14.01.09 14.30 FR6046 === | === Wednesday, 05.01.11 14.15 FR6046 === ==== Research Talk ==== * ''' Marton Danoczy''', * ''' Pascal Lehwark''', * ''' Grégoire Montavon''' (Chair: Javier Pascual) |
| Line 71: | Line 109: |
| '''Felix Bießmann''' | === Wednesday, 15.12.10 14.15 FR6046 === CANCELLED |
| Line 73: | Line 112: |
| ''Investigating neurovascular coupling using temporal cross‐correlation between pharmacological MRI and electrophysiology'' | === Wednesday, 01.12.10 14.15 FR6046 === ==== Research Talk ==== * ''' Canh Hao Nguyen''', * ''' Franz Király''' (Chair: Paul von Bünau) |
| Line 75: | Line 118: |
| Abstract: | === Wednesday, 24.11.10 14.15 FR6046 === CANCELLED |
| Line 77: | Line 121: |
| Despite its young age, functional Magnetic Resonance Imaging (fMRI) has become one of the most popular brain imaging techniques. However, the relationship between brain activity and the blood oxygen level dependent (BOLD) contrast as measured with fMRI, the so called neurovascular coupling, is not yet fully understood. Using pharmacological interventions to manipulate the neurovascular coupling mechanisms in combination with simultaneous measurements of electrophysiological and BOLD response, we investigate the dependencies between neural activity and the fMRI signal. This imposes additional demands on the data analysis: electrophysiological data is very high dimensional in time, whereas fMRI data is typically very high dimensional in space. We developed a method based on canonical correlation analysis (CCA), that is able to deal with the high dimensionality of the fMRI signal while exploiting the high temporal resolution of the electrophysiological signal. After a short introduction in the experimental setup, I will present an extension of linear kernel CCA, that allows to find the maximally correlated representation of the two data streams (electrophysiology and fMRI). The algorithm computes a temporal crosscorrellation function between the two variables, instead of only a correlation coefficient, like in the case of classical CCA. This allows to gain new insights in the coupling mechanisms between the two modalities, neural and vascular response, in particular with respect to their temporal dynamics. The filters computed with temporal CCA have a temporal dimension and are easy to interpret. Moreover, we show how the computed crosscorrelation function can be used as a feature for classification tasks, e.g. for diagnostic purposes. |
=== Wednesday, 17.11.10 14.15 FR6046 === ==== Research Ideas ==== * ''' Felix Bießmann''', * ''' Siamac Fazli''', * ''' Frank Meinecke''' (Chair: Wojciech Wojcikiewicz) |
| Line 81: | Line 128: |
| === Wednesday, 10.11.10 14.15 FR6046 === ==== Research Talk ==== * ''' Kohey Hayashi''', * ''' Konrad Rieck''' (Chair: Christina Müller) |
|
| Line 82: | Line 134: |
| === Wednesday, 07.01.09 14.30 FR6046 === | === Wednesday, 03.11.10 14.15 FR6046 === ==== Research Talk ==== * ''' Kamil Ciosek''': New developments in semi-supervised learning ==== Research Ideas ==== * ''' Daniel Bartz''' (Chair: Tammo Krüger) |
| Line 84: | Line 141: |
| '''Patrick Düssel & Christian Gehl''' | === Wednesday, 27.10.10 14.15 FR6046 === ==== Research Ideas ==== * ''' Tobias Lang''', * ''' Claudia Sannelli''', * ''' Alexander Binder''' (Chair: Anne Porbadnigk) |
| Line 86: | Line 148: |
| === Wednesday, 20.10.10 14.15 FR6046 === ==== Research Talk ==== * ''' Matthias Rupp''': Graph kernels for chemoinformatics. A critical discussion * ''' Marius Kloft''': Regularization Adaption for Transfer Learning ==== Reading Group: Search for Topics ==== (Chair: Daniel Bartz) |
|
| Line 87: | Line 155: |
| ''Incorporation of Application Layer Protocol Syntax into Anomaly Detection'' Abstract: The syntax of application layer protocols carries valuable information for network intrusion detection. Hence, the majority of modern IDS perform some form of protocol analysis to refine their signatures with application layer context. Protocol analysis, however, has been mainly used for misuse detection, which limits its application for the detection of unknown and novel attacks. In this contribution we address the issue of incorporating application layer context into anomaly-based intrusion detection. We extend a payload-based anomaly detection method by incorporating structural information obtained from a protocol analyzer. The basis for our extension is computation of similarity between attributed tokens derived from a protocol grammar. The enhanced anomaly detection method is evaluated in experiments on detection of web attacks, yielding an improvement of detection accuracy of 49%. While byte-level anomaly detection is sufficient for detection of buffer overflow attacks, identification of recent attacks such as SQL and PHP code injection strongly depends on the availability of application layer context. === Thursday, 18.12.08 14.30 FR6046 === '''Masanori Shimono''' ''A prediction of success/fail of controlling perceptual switching'' Abstract: While several studies have shown classification of mental content from neural activities, no reports have succeeded in a prediction of mental contents in the future from some present MEG (Magnetoencephalography). We introduce a research to predict suceess or fail of intentional control of pereptual switching for DDQ (Dynamical Dot Quartet) using single-trial MEG. This research consists of (1) an investigation of new cognitive phenomenon and the neural correlate of it with MEG, and (2) an application of single-trial analysis for the MEG. In detail: (1) The investigation of a new cognitive phenomenon: We found a paremeter in DDQ is able to use for controlling the success ratio of intentional control of timing of perceptual switching (Shimono et al., Human Brain Mapping, accepted). (2) An application of single-trial classification technique: Next, we tried to predict the success/fail of intentional control of perceptual swithing using the parameter with which the success ratio of intentional control is 50% (Shimono et al., 2008, published in a japanese journal) In the second analysis, we used Signal Space Projection or ICA for the noise-reduction and used Support Vector Machine for the single-trial classification. Furthermore, I will introduce our ongoing projects using a MEG real-time neurofeedback system. === Wednesday, 17.12.08 14.30 FR6046 === '''Alex Binder''' ''Current Research Question in Theseus: Multiclass Classification with Taxonomies'' Abstract: The problem of image classification over semantic categories is usually solved by one vs all classifiers which treat the semantic categories as a relationless set. We incorporate semantic information via multiclass classification over a taxonomy which is at the current stage provided by hand. We show the preliminary results on a 45 class problem (Caltech 101 Lifeforms) which are not satisfying and present potential extensions to replace the hand taxonomy by a learned direct acyclic graph. === Wednesday, 03.12.08 16.00(!!) FR6046 === '''Arno Onken''' ''Modeling Short-term Noise Dependence of Spike Counts with Copulas'' Abstract: Correlations between spike counts are often used to analyze neural coding. The noise is typically assumed to be Gaussian. Yet, this assumption is often inappropriate, especially for low spike counts. In this talk, I will present copulas as an alternative approach. With copulas it is possible to use arbitrary marginal distributions such as Poisson or negative binomial that are better suited for modeling noise distributions of spike counts. Furthermore, copulas place a wide range of dependence structures at the disposal and can be used to analyze higher order interactions. I will introduce a framework to analyze spike count data by means of copulas. Methods for parameter inference based on maximum likelihood estimates and for computation of mutual information are provided. === Wednesday, 26.11.08 14.30 FR6046 === '''Siamac Fazli''' ''Subject independent mental state classification in single trials'' Abstract: Current state of the art in Brain Computer Interfacing (BCI) involves tuning classifiers to subject-specific training data acquired from calibration sessions prior to functional BCI use. Using a large database of EEG recordings from 45 subjects, who took part in movement imagination task experiments, we construct an ensemble of classifiers derived from subjectspecific temporal and spatial filters. The ensemble is then sparsified using `1 regularization such that the final classifier generalizes reliably to data of subjects not included in the ensemble. Our offline results indicate that BCI-naive users could start real-time BCI use without any prior calibration at only very limited loss of performance. === Wednesday, 19.11.08 11.30 (!!) FR6046 === '''Frank Meinecke''' ''Stationary Subspace Analysis'' Abstract: Non-stationarities are an ubiquitous phenomenon in real-world data, yet they challenge standard Machine Learning methods: if training and test distributions differ we cannot, in principle, generalise from the observed training sample to the test distribution. This affects both supervised and unsupervised learning algorithms. We present a new method to decompose multi-variate time-series into a stationary and a non-stationary subspace and show (on an BCI example) that restricting the classification on the stationary subspace can improve the classification performance. |
---- |
| Line 230: | Line 158: |
| * [[Main/Main.DoktorandenSeminarSS08|Summer Term 2008]] * [[Main/Main.DoktorandenSeminarWS0708|Winter Term 2007/2008]] |
* [[Main/DoktorandenSeminarSS10|Summer Term 2010]] * [[Main/DoktorandenSeminarWS0910|Winter Term 2009 / 2010]] * [[Main/DoktorandenSeminarSS09|Summer Term 2009]] * [[Main/DoktorandenSeminarWS0809|Winter Term 2008 / 2009]] * [[Main/DoktorandenSeminarSS08|Summer Term 2008]] * [[Main/DoktorandenSeminarWS0708|Winter Term 2007/2008]] |
| Line 233: | Line 165: |
| -- Nicole Kraemer - 11 Jan 2008 | -- Nicole Kraemer / Katja Hansen -- Aug 2009 |
Doktoranden-/Diplomandenseminar WS 10/11
In this seminar, master/phd students of the IDA group present their current work and research ideas.
When? |
usually on Wednesdays, 2:15 pm (s.t.) to 3:15, or as announced (see below) |
Where? |
at TU Berlin , FR 6046, or as announced (see below) |
How? |
More information for speakers and participants here. |
Next Talk
Wednesday, 30.03.11 14.15 FR6046
Research Talk
Stefan Haufe,
Franz Király - Algebraic SSA
(Chair: Matthias Jugel, unavailable)
Planned Talks
This is a preliminary schedule, and might be changed on short notice.
Wednesday, 06.04.11 14.15 FR6046
Research Talk
Arne Ewald,
Tutorial
Marius Kloft - SVMs and extensions (Structured Prediction, Multiple Kernel Learning and friends)
(Chair: Laura Acqualagna)
Wednesday, 13.04.11 14.15 FR6046
External Talk
Daniel Göhring - Brain Driver (http://www.youtube.com/watch?v=iDV_62QoHjY)
(Chair: Wojciech Wojcikiewicz)
Previous Talks
Wednesday, 16.03.11 14.15 FR6046
NIPS Discussion
What are new interesting directions / papers ? (People who attended last NIPS or related conferences please prepare something),
What ideas do you have ? (Please prepare an one-slide presentation for your idea)
(Chair: Guido Schwenk)
Wednesday, 09.03.11 14.15 FR6046
Research Talk
Paul von Bünau,
Laura Acqualagna,
Martijn Schreuder
(Chair: Sven Dähne)
Wednesday, 02.03.11 14.15 FR6046
Research Talk
Kohei Hayashi,
Gunnar Kedenburg
(Chair: Pascal Lehwark)
Wednesday, 23.02.11 14.15 FR6046
CANCELLED
Wednesday, 16.02.11 14.15 FR6046
Research Talk
Bastian Venthur,
Tammo Krüger,
Matthias Schultze-Kraft,
Anne Porbadnigk
(Chair: Irene Winkler)
Wednesday, 09.02.11 14.15 FR6046
Research Talk
Guido Schwenk,
Nico Görnitz
(Chair: Marius Kloft)
Wednesday, 02.02.11 14.15 FR6046
Research Talk
Christina Müller,
Irene Winkler,
Javier Pascual
(Chair: Gunnar Kedenburg)
Wednesday, 26.01.11 14.15 FR6046
Research Talk
Duncan Blythe,
Wojciech Wojcikiewicz
(Chair: Johannes Höhne)
Wednesday, 19.01.11 14.15 FR6046
Research Talk
Nikolay Jetchev,
Stanimir Dragiev,
Nils Plath,
(Chair: Frank Meinecke)
Wednesday, 12.01.11 14.15 FR6046
Research Talk
Matthias Jugel,
Johannes Höhne,
Sven Dähne,
(Chair: Siamac Fazli)
Wednesday, 05.01.11 14.15 FR6046
Research Talk
Marton Danoczy,
Pascal Lehwark,
Grégoire Montavon
(Chair: Javier Pascual)
Wednesday, 15.12.10 14.15 FR6046
CANCELLED
Wednesday, 01.12.10 14.15 FR6046
Research Talk
Canh Hao Nguyen,
Franz Király
(Chair: Paul von Bünau)
Wednesday, 24.11.10 14.15 FR6046
CANCELLED
Wednesday, 17.11.10 14.15 FR6046
Research Ideas
Felix Bießmann,
Siamac Fazli,
Frank Meinecke
(Chair: Wojciech Wojcikiewicz)
Wednesday, 10.11.10 14.15 FR6046
Research Talk
Kohey Hayashi,
Konrad Rieck
(Chair: Christina Müller)
Wednesday, 03.11.10 14.15 FR6046
Research Talk
Kamil Ciosek: New developments in semi-supervised learning
Research Ideas
Daniel Bartz
(Chair: Tammo Krüger)
Wednesday, 27.10.10 14.15 FR6046
Research Ideas
Tobias Lang,
Claudia Sannelli,
Alexander Binder
(Chair: Anne Porbadnigk)
Wednesday, 20.10.10 14.15 FR6046
Research Talk
Matthias Rupp: Graph kernels for chemoinformatics. A critical discussion
Marius Kloft: Regularization Adaption for Transfer Learning
Reading Group: Search for Topics
(Chair: Daniel Bartz)
Archive
-- Nicole Kraemer / Katja Hansen -- Aug 2009