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

Reparameterization tricks in inference Normalizing flows, invertible density models, inference by measure transport, low-dimensional coupling… 2018-04-04 – 2020-05-01

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

Dynamic splitting simulation 2017-05-29 – 2017-11-10

Quantitative risk measures Mathematics of actuarial and financial disaster 2015-04-30 – 2017-06-16

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

Deconvolution 2015-04-19 – 2016-04-11

Copula functions 2015-06-23