Montag, 13. Dezember 2021, 16:45 - 17:45 iCal

ISOR Colloquium

MOVED TO SUMMER SEMESTER 2022 DUE TO COVID19 RESTRICTIONS @UNIVIE

"Learning laws of Stochastic Processes"

Speaker: Harald Oberhauser (University of Oxford)

tba
Oskar-Morgenstern-Platz 1, 1090 Wien

Vortrag

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Making inference about a probability measure from a collection of samples from this measure is a central topic in statistics and machine learning. We focus here on the case of probability measures on spaces of paths or sequences, that is laws of stochastic processes. Combining tools from stochastic analysis and machine learning leads to interesting mathematical objects and questions which in turn give rise to efficient estimators and algorithms. Moreover, this approach can be extened to not only capture the law but also the filtration of the stochastic process.

 

Zur Webseite der Veranstaltung

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Veranstalter

Institut für Statistik und Operations Research

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Kontakt

Sabine Sobotka-Tompits, BA
Fakultät für Wirtschaftswissenschaften
Institut für Statistik und Operations Research
+43 1 4277 38631
sabine.sobotka-tompits@univie.ac.at

Erstellt am Donnerstag, 02. Dezember 2021, 09:06
Letzte Änderung am Donnerstag, 02. Dezember 2021, 13:23