Search for tag: "variance"

Optimal High-Dimensional Change Point Testing in Regression Settings - Daren Wang

Structural Breaks and Shape Constraints Optimal High-Dimensional Change Point Testing in regression Settings Daren Wang (University of Notre Dame) 16 May 2022

From  Iain Cms 0 likes 34 plays 0  

Jethro Browell, (University of Glasgow) Probabilistic energy forecasting: successes and challenges

14 January 2022 Jethro Browell, (University of Glasgow) Probabilistic energy forecasting: successes and challenges Energy systems are evolving rapidly as they decarbonize, consequences of which…

From  OLLIE Quinn 0 likes 53 plays 0  

Expert update - week commencing 29 Nov 2021

(Recorded Saturday 27 November, 2021) Professor Linda Bauld, John Usher Chair of Public Health, shares her insights on the latest developments in Scotland relating to the Covid-19 pandemic. This…

From  Jen Middleton 4 likes 158 plays 0  

The Central Limit Theorem

Discrete Mathematics and Probability 2021/22 Week 11 Part 2 The Central Limit Theorem

From  Ian Stark 0 likes 148 plays 0  

Niklas Boers

Mathematics of the Climate Crisis: Extremes and Tipping Points Niklas Boers, TU Munich/ PIK-Potsdam and University of ExeterFriday 5 November This recording is subtitled. You can turn off the…

From  Sarah Black 0 likes 31 plays 0  

Tim Lenton

Mathematics of the Climate Crisis: Extremes and Tipping Points Tim Lenton, Global Systems Institute (GSI) - University of ExeterWednesday 3 November This recording is subtitled. You can turn off the…

From  Sarah Black 0 likes 24 plays 0  

One World: Stochastic Numerics and Inverse Problems - Raul Tempone (KAUST)

Subtitles will be added soon. One World: Stochastic Numerics and Inverse Problems Raul Tempone (KAUST)

From  Liam Holligan 0 likes 26 plays 0  

Tanut Treetanthiploet - Student talks

ICMS hosted the Eurpopean Summer School in Financial Mathematics 14th Ediition Asymptotic Randomised Control with applications to bandits and dynamic pricing Tanut Treetanthiploet (Oxford…

From  OLLIE Quinn 0 likes 14 plays 0  

Time Series: Marco Oesting

This talk has been automatically captioned. You can remove these by pressing CC on the video toolbar.Name: Marco Oesting Talk Title: Long Range Dependence in the Tails Abstract: The presence or…

From  Belle Taylor 0 likes 17 plays 0  

Asymptotic Statistics for Extremes: Rafal Kulik

This talk has been automatically captioned. You can remove these by pressing CC on the video toolbar. Name: Rafal Kulik Talk Title: Estimation of cluster functionals for heavy tailed time…

From  Belle Taylor 0 likes 61 plays 0  

Asymptotic Statistics for Extremes: Axel Bücher

This talk has been automatically captioned. You can remove these by pressing CC on the video toolbar. Name: Axel Bücher Talk Title: On the Disjoint and Sliding Block Maxima method for…

From  Belle Taylor 0 likes 45 plays 0  

Ryan McClarren (University of Notre Dame) - Intrusive Uncertainty Quantification for Hyperbolic Equations

4 June 2021 Ryan McClarren (University of Notre Dame) - Intrusive Uncertainty Quantification for Hyperbolic Equations In this talk I will cover numerical techniques for quantifying parametric…

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Extremes of Stochastic Processes: Konrad Krystecki

This talk has been automatically captioned. You can remove these by pressing CC on the video toolbar. Name: Konrad Krystecki Talk Title: Two-dimensional ruin for Brownian motions with drift…

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IS Machine learning: Patrice Bertail

This talk has been automatically captioned. You can remove these by pressing CC on the video toolbar. Name: Patrice Bertail Talk Title: Concentration inequalities for NA random variables,…

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Applications of Extremes: Su-Fen Yang

This talk has been automatically captioned. You can remove these by pressing CC on the video toolbar. Name: Su-Fen Yang Talk Title: The PCA-based Control Charts for Monitoring Multiple-stream…

From  Belle Taylor 0 likes 29 plays 0  

Extremes of stochastic processes: Krzysztof Dębicki

This talk has been automatically captioned. You can remove these by pressing CC on the video toolbar. Name: Krzysztof Dębicki Talk Title: Extremes of vector-valued Gaussian processes Abstract: We…

From  Belle Taylor 0 likes 96 plays 0