density

Heavy tails Weird things about rare massive events 2020-01-13 – 2021-09-18

Probabilistic neural nets Bayesian and other probabilistic inference in overparameterized ML 2017-01-11 – 2021-08-24

Extreme value theory On the decay of awfulness with oftenness 2020-01-13 – 2021-06-30

Reparameterization tricks in inference Normalizing flows, invertible density models, inference by measure transport, low-dimensional coupling… 2018-04-04 – 2021-03-08

Differentiating through the Gamma 2020-06-12 – 2020-10-15

Monte Carlo gradient estimation 2020-09-30

Monte Carlo optimisation 2020-09-30

Splitting simulation 2017-05-29 – 2020-09-28

Quantitative risk measurement Mathematics of actuarial and financial disaster 2015-04-30 – 2020-09-22

Mixture models for density estimation 2016-03-29 – 2020-04-24

Survival analysis and reliability Hazard rates, proportional hazard regression, life testing, mean time to failure 2019-03-12 – 2020-02-05

Density estimation Especially non- or semiparametrically 2016-06-06 – 2019-10-16

The interpretation of densities as intensities and vice versa Point process of observations ↔ observation of a point process 2016-09-13 – 2019-09-23

Change of probability measure 2015-08-05 – 2016-08-16

Deconvolution 2015-04-19 – 2016-04-11

Copula functions 2015-06-23

Elliptical distributions 2015-06-23