Farming and husbandry of black swans and dragon kings Heavy tailed and Knightian uncertainties for fun and profit 2020-09-22 – 2022-04-30
Probabilistic neural nets Bayesian and other probabilistic inference in overparameterized ML 2017-01-11 – 2022-04-07
Survival analysis and reliability Hazard rates, proportional hazard regression, life testing, mean time to failure 2019-03-12 – 2022-03-07
Reparameterization tricks in inference Pathwise gradient estimation, nNormalizing flows, invertible density models, inference by measure transport, low-dimensional coupling… 2018-04-04 – 2021-12-21
Monte Carlo gradient estimation Especially stochastic automatic differentiation 2020-09-30 – 2021-12-20
Quantitative risk measurement Mathematics of actuarial and financial disaster 2015-04-30 – 2020-09-22
The interpretation of densities as intensities and vice versa Point process of observations ↔ observation of a point process 2016-09-13 – 2019-09-23