Category: seminar

Roberto Casarin’s talk at CREST tomorrow

My former student and friend Roberto Casarin (University Ca’Foscari, Venice) will talk tomorrow at the CREST Financial Econometrics seminar on “Bayesian Markov Switching Tensor Regression for Time-varying Networks” Time: 10:30 Date: 14 March 2019 Place: Room 3001, ENSAE, Université Paris-Saclay Abstract : We propose a new Bayesian Markov switching regression model for multi-dimensional arrays (tensors) […]

my [homonym] talk this afternoon at CREST [Paris-Saclay]

Christian ROBERT (Université Lyon 1) « How large is the jump discontinuity in the diffusion coefficient of an Itô diffusion?” Time: 3:30 pm – 4:30 pm Date: 04th of March 2019 Place: Room 3105 Abstract : We consider high frequency observations from a one-dimensional diffusion process Y. We assume that the diffusion coefficient σ is continuously differentiable, […]

Bayesian intelligence in Warwick

This is an announcement for an exciting CRiSM Day in Warwick on 20 March 2019: with speakers 10:00-11:00 Xiao-Li Meng (Harvard): “Artificial Bayesian Monte Carlo Integration: A Practical Resolution to the Bayesian (Normalizing Constant) Paradox” 11:00-12:00 Julien Stoehr (Dauphine): “Gibbs sampling and ABC” 14:00-15:00 Arthur Ulysse Jacot-Guillarmod (École Polytechnique Fedérale de Lausanne): “Neural Tangent Kernel: […]

Bayesian intelligence in Warwick

This is an announcement for an exciting CRiSM Day in Warwick on 20 March 2019: with speakers 10:00-11:00 Xiao-Li Meng (Harvard): “Artificial Bayesian Monte Carlo Integration: A Practical Resolution to the Bayesian (Normalizing Constant) Paradox” 11:00-12:00 Julien Stoehr (Dauphine): “Gibbs sampling and ABC” 14:00-15:00 Arthur Ulysse Jacot-Guillarmod (École Polytechnique Fedérale de Lausanne): “Neural Tangent Kernel: […]