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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