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Summer Term 2014

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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