You are cordially invited to attend the talks in seminar room D4.0.127 (Building D4, Entrance A, ground level) on Thursdays at 4:30pm.

March 20 - ATTENTION! 5:30 pm, TU Wien

Seminar Room 101C, TU Wien, Wiedner Hauptstraße 8, 1040 Wien
("Freihaus" building, green section, 4th floor)

Marius Hofert (Department of Mathematics, Technische Universität München):
An extreme value approach for modeling operational risk losses depending on covariates
> Abstract    
> Talk

March 27

Håvard Rue (Department of Mathematical Sciences, NTNU, Norway):
Penalising model component complexity: A principled practical approach to constructing priors
> Abstract    
> Talk

April 3

Steve Scott (Google, Inc.):
Bayes and Big Data: The Consensus Monte Carlo Algorithm
> Abstract
> Talk

April 10

Mattias Villani (Department of Computer and Information Science, Linköping University):
Speeding up MCMC with Efficient Data Subsampling
> Abstract
> Talk

May 14 - ATTENTION! W e d n e s d a y, 4:30 - 6:30 pm

EA.0.024 EA Foyer (Executive Academy)

Mark Steel (University of Warwick):
Incorporating unobserved heterogeneity in Weibull survival models: A Bayesian approach
> Abstract
> Talk

May 22

Peter Rossi (UCLA Anderson School of Management):
Valuation of Patents and Product Features: A Structural Approach
> Abstract
> Talk

June 5

Markus Pauly (Department of Mathematics, Heinrich-Heine-Universität Düsseldorf):
Resampling methods for randomly censored survival data
> Abstract    
> Talk

June 12

Wolfgang Hörmann (Department of Industrial Engineering, Boğaziçi University, Istanbul):
Risk simulation with optimally stratified importance sampling
> Abstract    
> Talk