density

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

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

Semi/weakly-supervised learning On extracting nutrition from bullshit 2017-07-24 – 2021-07-05

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

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

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