Montag, 20. Juni 2022, 16:45 - 17:45 iCal

ISOR Colloquium

"Learning laws of Stochastic Processes"

Speaker: Harald Oberhauser (University of Oxford, United Kingdom)

HS 7 OMP1 (#1.303)
Oskar-Morgenstern-Platz 1, 1090 Wien


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.


The talk also can be joined online via ZOOM:

Meeting room opens at: June 20, 2022 4.30 pm Vienna

Meeting ID: 687 0541 6172

Password: 070735

Zur Webseite der Veranstaltung


Institut für Statistik und Operations Research


Sabine Sobotka-Tompits, BA
Fakultät für Wirtschaftswissenschaften
Institut für Statistik und Operations Research
+43 1 4277 38631