stochastic_processes

Transforms of RVs 2020-06-04 – 2021-05-14

Stochastic Taylor expansion Polynomial approximations of small randomnesses 2020-10-15 – 2021-05-14

Stochastic differential equations Itô and friends 2019-09-19 – 2021-05-13

Deep Gaussian process regression 2021-05-13

Infinite width limits of neural networks 2020-12-09 – 2021-05-11

Spectral factorization 2021-05-05 – 2021-05-07

Wiener-Hopf method Righteous hack for certain integral equations 2021-05-05

Path continuity of stochastic processes 2020-02-26 – 2021-04-19

Path integral formulations of stochastic processes Yes, Feynman integrals 2021-04-19

Gaussian process regression And classification. And extensions. 2019-12-03 – 2021-04-13

Signatures of rough paths Discrete representation of continuous signals and converse 2021-04-02

Kernel zoo 2019-09-16 – 2021-03-30

Neural nets with implicit layers Also, declarative networks 2020-12-08 – 2021-03-15

Neural nets with basis decomposition layers 2021-03-09

Stochastic processes which represent measures over the reals 2020-10-16 – 2021-03-08

Convolutional subordinator processes 2021-03-08

Matrix measure concentration inequalities and bounds 2014-11-25 – 2021-03-08

Measure concentration inequalities On being 80% sure you are only 20% wrong 2014-11-25 – 2021-03-04

Combining kernels 2019-09-16 – 2021-03-01

Convolutional Gaussian processes 2021-03-01

Random fields as stochastic differential equations On ordering space in time 2020-10-12 – 2021-03-01

Convolutional stochastic processes 2021-03-01

Covariance functions Variograms, Mercer kernels, positive definite operators, spare reproducing kernels for that Hilbert space I bought on eBay real cheap 2019-09-16 – 2021-03-01

Multi-output Gaussian process regression 2020-12-02 – 2021-02-23

Causal inference in the continuous limit 2021-02-17

Chaos expansions Polynomial chaos, generalized polynomial chaos, arbitrary chaos etc 2020-05-21 – 2021-02-15

Stochastic partial differential equations 2021-01-27

Kernel warping 2019-09-16 – 2021-01-21

Miscellaneous nonstationary kernels 2019-09-16 – 2021-01-21

Statistical mechanics of statistics 2016-12-01 – 2021-01-06

Covariance functions Variograms, Mercer kernels, positive definite operators, spare reproducing kernels for that Hilbert space I bought on eBay real cheap 2019-09-16 – 2021-01-05

Wiener-Khintchine representation Now with bonus Bochner! 2019-05-08 – 2021-01-03

Nonparametrically learning dynamical systems 2018-08-13 – 2020-12-08

Multi-output Gaussian process regression 2020-12-07

Probabilistic spectral analysis 2019-11-13 – 2020-11-25

Hidden Markov Model inference for Gaussian Process regression 2019-09-18 – 2020-11-25

Bandit problems Also reinforcement learning and stochastic control 2014-11-27 – 2020-10-16

Gamma processes 2019-10-14 – 2020-10-13

Subordinators Non-decreasing Lévy processes with weird branding 2019-10-14 – 2020-10-08

Uncertainty quantification 2016-12-26 – 2020-10-06

Non-Gaussian Bayesian functional regression 2019-10-10 – 2020-09-16

Gaussian process quantile regression 2020-09-16

Statistics of spatio-temporal processes 2020-09-11 – 2020-09-11

Lévy processes 2017-05-29 – 2020-07-25

Long memory time series 2011-11-13 – 2020-05-28

Malliavin calculus 2020-05-23 – 2020-05-25

Lévy stochastic differential equations 2020-05-23

Forecasting Haruspicy 2.0 2015-06-16 – 2020-05-21

Limit Theorems Asymptotic distributions of random processes 2014-11-25 – 2020-05-06

Epidemics 2020-03-10 – 2020-04-03

Deep learning as a dynamical system 2018-08-13 – 2020-04-02

Nonparametrically learning spatiotemporal systems 2020-09-16 – 2020-04-02

Potential theory in probability Something about harmonic functions or whatever 2020-02-12

Infinitesimal generators Generators of the transition semi-group, connection to Kolmogorov forward equations 2017-05-29 – 2020-02-05

Poisson processes 2019-10-14 – 2020-01-29

Divisibility, decomposability, stability Ways of slicing randomness 2017-06-15 – 2020-01-28

Markov bridge processes 2019-10-15 – 2020-01-20

Gaussian processes 2016-08-07 – 2019-12-03

Convergence of random variables 2019-12-03

(Discrete-measure)-valued stochastic processes 2019-10-10

Statistical learning theory for time series 2016-11-03 – 2019-10-01

Wiener theorem Now with bonus Bochner! 2019-05-08

Sparse stochastic processes and sampling Discrete sample representation of sparse continuous stochastic processes 2018-11-22 – 2018-10-29

Pattern formation 2014-12-23 – 2018-10-09

Stochastic processes and fields Probabilistic structures over index sets and state spaces 2014-08-05 – 2017-06-15

Random neural networks 2017-02-17 – 2017-02-19

Fractional Brownian motion 2017-02-18

Contagion processes and their statistics 2016-08-30 – 2016-10-28

Maximum processes 2016-07-14

High frequency time series estimation 2016-06-12 – 2015-12-02