Title Event Type Date  

Organisers' welcome

TMLW02 Seminar 22 April 2024 – 09:30 to 09:45

Exit Times and Extremes of Fractional Brownian motion and Spectrally Negative Levy Processes

Ceren Vardar Acar Middle East Technical University

TMLW02 Seminar 22 April 2024 – 09:45 to 10:30

Coffee Break

TMLW02 Seminar 22 April 2024 – 10:30 to 11:00

Simulation and inference for Levy-driven SDEs

Simon Godsill University of Cambridge

TMLW02 Seminar 22 April 2024 – 11:00 to 11:45

Heavy-tailed compound renewal and L\'evy processes with negative drift: maxima over random time intervals

Sergey Foss Heriot-Watt University; None / Other; Sobolev Institute of Mathematics

TMLW02 Seminar 22 April 2024 – 11:45 to 12:30

Progress Report Presentations

TMLW02 Seminar 22 April 2024 – 14:30 to 16:00

Automatic Outlier Rectification via Optimal Transport

Jose Blanchet Stanford University

TMLW02 Seminar 22 April 2024 – 16:00 to 16:45

Reception

TMLW02 Seminar 22 April 2024 – 16:45 to 19:00

Organisers' welcome

TMLW02 Seminar 22 April 2024 – 09:30 to 09:45

Exit Times and Extremes of Fractional Brownian motion and Spectrally Negative Levy Processes

Ceren Vardar Acar Middle East Technical University

TMLW02 Seminar 22 April 2024 – 09:45 to 10:30

Coffee Break

TMLW02 Seminar 22 April 2024 – 10:30 to 11:00

Simulation and inference for Levy-driven SDEs

Simon Godsill University of Cambridge

TMLW02 Seminar 22 April 2024 – 11:00 to 11:45

Heavy-tailed compound renewal and L\'evy processes with negative drift: maxima over random time intervals

Sergey Foss Heriot-Watt University; None / Other; Sobolev Institute of Mathematics

TMLW02 Seminar 22 April 2024 – 11:45 to 12:30

Progress Report Presentations

TMLW02 Seminar 22 April 2024 – 14:30 to 16:00

Automatic Outlier Rectification via Optimal Transport

Jose Blanchet Stanford University

TMLW02 Seminar 22 April 2024 – 16:00 to 16:45

Reception

TMLW02 Seminar 22 April 2024 – 16:45 to 19:00

Adaptive Importance Sampling for accelerating the minimization of tail risks

Karthyek Rajhaa Annaswamy Murthy Singapore University of Technology and Design

TMLW02 Seminar 23 April 2024 – 09:45 to 10:30

Coffee Break

TMLW02 Seminar 23 April 2024 – 10:30 to 11:00

Title TBC

Murat Erdogdu University of Toronto

TMLW02 Seminar 23 April 2024 – 11:00 to 11:45

Heavy Tail Phenomenon in Stochastic Gradient Descent 

Mert Gurbuzbalaban Rutgers, The State University of New Jersey

TMLW02 Seminar 23 April 2024 – 11:45 to 12:30

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