# time_series

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
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
Dynamical systems via Koopman operators
Composition operators, Dynamic Extended Mode decompositions…
2020-10-13
– 2021-04-09
Signatures of rough paths
Discrete representation of continuous signals and converse
2021-04-02
Orthonormal and unitary matrices
Energy preserving operators, generalized rotations
2019-10-22
– 2021-03-11
Convolutional subordinator processes
2021-03-08
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
Multi-output Gaussian process regression
2020-12-02
– 2021-02-23
Voice transcriptions and speech recognition
2019-01-08
– 2021-01-30
Stochastic partial differential equations
2021-01-27
Feynman-Kac formulae
2021-01-27
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
Observability and sensitivity in learning dynamical systems
Parameter identifiability in dynamical models
2020-11-09
Time
Certain quirks of entropy
2020-10-20
Gamma processes
2019-10-14
– 2020-10-13
Monte Carlo optimisation
2020-09-30
Splitting simulation
2017-05-29
– 2020-09-28
Filter design, linear
Especially digital
2017-07-24
– 2020-09-18
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
Online learning
2018-09-30
– 2020-08-26
Simulation based inference
a.k.a. Approximate Bayesian Computation or Likelihood-Free-Inference
2020-08-25
Stochastic signal sampling
Discrete sample representation of continuous stochastic processes
2017-05-30
– 2020-06-11
Functional regression
2016-01-05
– 2020-05-28
Long memory time series
2011-11-13
– 2020-05-28
Voice fakes
2018-09-06
– 2020-05-27
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
Audio/music corpora
Smells like Team Audioset
2014-08-08
– 2020-05-19
Contact tracing
Reverse engineering social graphs for the control of contagions of pathogens, subversive ideology and other substances of interest to control
2020-03-21
– 2020-05-10
Likelihood free inference
2020-04-22
Particle filters
incorporating Interacting Particle Systems, Sequential Monte Carlo and a profusion of other simultaneous-discovery names
2014-07-25
– 2020-04-08
Queueing
The mathematical field whose major result is enraging you about call centres
2015-06-03
– 2020-04-06
Epidemics
2020-03-10
– 2020-04-03
Nonparametrically learning spatiotemporal systems
2020-09-16
– 2020-04-02
Effective sample size
2016-11-21
– 2020-03-03
Cepstral transforms and harmonic identification
2017-09-12
– 2020-02-13
Random change of time
Stochastic processes derived by varying the rate of time’s passage, which is more convenient than I imagined
2015-08-05
– 2020-02-10
Cascade models
a.k.a. cluster distributions, Galton-Watson models
2019-10-11
– 2020-02-10
Branching processes
2014-08-18
– 2020-02-07
Survival analysis and reliability
Hazard rates, proportional hazard regression, life testing, mean time to failure
2019-03-12
– 2020-02-05
Conditional expectation and probability
2020-02-04
Divisibility, decomposability, stability
Ways of slicing randomness
2017-06-15
– 2020-01-28
Hawkes processes
2019-12-22
Gaussian processes
2016-08-07
– 2019-12-03
Non-uniform signal sampling
Discrete sample representation of continuous signals without a grid
2019-01-08
– 2019-12-03
Cherchez la martingale
Stuff about probability and orthogonality
2019-11-25
– 2019-11-30
Optimal control
2015-06-22
– 2019-11-01
Gaussian processes on lattices
2019-10-30
Delays and reverbs for audio processing
…ing …ing …ing
2015-11-11
– 2019-10-22
Generalized Galton-Watson processes
2014-12-28
– 2019-10-11
Statistical learning theory for time series
2016-11-03
– 2019-10-01
State filtering parameters
Tracking things that don’t move
2017-09-15
– 2019-10-01
Correlograms
Also covariances
2018-08-08
– 2019-09-22
Nonparametric state filters via Gaussian Processes
2019-09-18
Signal sampling
Discrete representation of continuous signals and converse
2017-05-30
– 2019-03-08
Decaying sinusoid dictionaries
2019-01-07
Variational state filtering
2018-03-19
– 2018-12-07
Sparse stochastic processes and sampling
Discrete sample representation of sparse continuous stochastic processes
2018-11-22
– 2018-10-29
Feedback system identification, linear
2016-07-27
– 2018-10-23
Ergodic theory / mixing
For things that probably happen eventually
2011-10-17
– 2018-10-23
Signal processing
That which you study for 4 years in order to design trippy music visualisers
2015-03-18
– 2018-01-05
Feedback system identification, not necessarily linear
2016-08-01
– 2018-01-03
Warping and registration problems
Matching up of bumps and wibbles in stretchy things
2016-08-17
– 2017-07-23
State filtering for hidden Markov models
Kalman and friends
2015-06-22
– 2017-07-06
Stochastic processes and fields
Probabilistic structures over index sets and state spaces
2014-08-05
– 2017-06-15
Thermodynamics of life
2014-09-23
– 2017-05-30
Granger causation/Transfer Entropy
2012-07-26
– 2017-05-04
Fractional Brownian motion
2017-02-18
Contagion processes and their statistics
2016-08-30
– 2016-10-28
Change of probability measure
2015-08-05
– 2016-08-16
State space reconstruction
2014-10-13
– 2016-08-02
Dynamical systems
2016-04-26
– 2016-07-27
Indirect inference
2014-12-23
– 2015-12-15
Count time series models
2015-06-03
– 2015-12-09
High frequency time series estimation
2016-06-12
– 2015-12-02
Sigma algebras, probability spaces, measure theory
The scaffolding of randomness
2015-06-20
Artificial chemistry
2011-12-13
– 2015-05-31
Sparse regression for inhomogeneous Hawkes processes
My MSc thesis with Professors Didier Sornette and Sara van de Geer
2015-04-28
– 2015-05-12