High Dimensions and Regularization
Spatio-temporal Statistics in High Dimensions
The workshop "Spatio-temporal Statistics in High Dimensions" took place from November 27 to 28, 2025, at TU Dortmund University. Bringing together more than 30 researchers focused on high-dimensional and regularized statistical methodology, the workshop offered a rich program with invited and contributed talks covering cutting-edge topics such as high-dimensional regularization, spatio-temporal covariance estimation, distribution- and copula-based forecasting, VAR and cointegration models, and probabilistic modelling for energy, climate and beyond. With participants from different backgrounds, the workshop provided an ideal platform to discuss methodological innovations relevant for the analysis of complex spatio-temporal data – from climate modeling over energy system forecasting to multivariate time series and extremes.

