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Speeding up Metropolis Using Theorems

January 24, 2025

Speakers:

Jeffrey Rosenthal

Markov chain Monte Carlo (MCMC) algorithms, such as the Metropolis algorithm, are designed to converge to complicated high-dimensional target distr

Enhancing Deep Hedging of Options with Implied Volatility Surface Feedback Information

January 13, 2025

Speakers:

Geneviève Gauthier

Authors: François, P., Gauthier, G., Godin, F., Pérez Mendoza, C. O.

Genome Data Science: Towards understanding GWAS loci

November 21, 2024

Speakers:

Lisa Strug

Genome Data Science includes the collection, manipulation, storage, visualization and extraction of information from increasingly larger, more hete

Ordinal State Transition Models as a Unifying Risk Prediction Framework

November 18, 2024

Speakers:

Frank Harrell

In this talk I will present a case for the use of discrete time Markov ordinal longitudinal state transition models as a unifying approach to model

Dependent Random Partitions by Shrinking Toward an Anchor

November 12, 2024

Speakers:

David Dahl

Although exchangeable processes from Bayesian nonparametrics have been used as a generating mechanism for random partition models, we deviate from

Tail Dependence of Copulas

October 18, 2024

Speakers:

Haijun Li

Copulas are multivariate distributions with univariate margins uniformly distributed on [0, 1], utilized to study scale-invariant dependence among

Residual Diagnostics for Count and Censored Regression Models

September 13, 2024

Speakers:

Cindy Feng

Diagnosing regression models is essential for evaluating model fit and detecting discrepancies between the model and data.

Students listening during seminar series

Upper Bounds and Policy Quality in Multistage Stochastic Programming

July 16, 2024

Speakers:

Bernardo da Cost, the Fundação Getúlio Vargas

In Multistage Stochastic Programming, one of the main objects are the value functions for each stage, encapsulating the expected future costs for a

What does it mean for AI to be “aligned”?

July 18, 2024

Speakers:

Hannah Rose Kirk, Oxford Internet Institute

Alignment has become a buzzword that frequently surfaces throughout the AI ecosystem.

BigCodeBench: Benchmarking Code Generation with Diverse Function Calls and Complex Instructions

July 11, 2024

Speakers:

Terry Yue Zhuo, Monash University

In this talk we introduce BigCodeBench, a benchmark that challenges LLMs to invoke multiple function

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