Read out

Summer Term 2014

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