Your Dreams May Come True with MTP2 by Caroline Uhler

Your Dreams May Come True with MTP2 by Caroline Uhler

International Centre for Theoretical Sciences via YouTube Direct link

Example: Stock prices

10 of 28

10 of 28

Example: Stock prices

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Your Dreams May Come True with MTP2 by Caroline Uhler

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  1. 1 DATE: Mon, 22 July 2019, 15:00 to
  2. 2 Your Dreams May Come True with MTP2
  3. 3 Motivation
  4. 4 Positive dependence and MTP2 distributions
  5. 5 Properties of MTP2 distribution
  6. 6 No Yule-Simpson Paradox under MTP2!
  7. 7 Discrete MTP2 distributions
  8. 8 Example: EPH-gestosis
  9. 9 Gaussian MTP 2 distributions
  10. 10 Example: Stock prices
  11. 11 MTP2 constraints are often implicit
  12. 12 Example: EPH-gestosis
  13. 13 Remainder of this talk: Density estimation under MTP2
  14. 14 Negative dependence: What this talk is not about...
  15. 15 MTP2 exponential families
  16. 16 ML Estimation for Gaussian MTP2 distributions
  17. 17 ML estimation for ferromagnetic MTP2 Ising models
  18. 18 Density estimation
  19. 19 Shape-constrained density estimation
  20. 20 Log-concave density estimation
  21. 21 Existence, uniqueness and shape of the MLE under MTP2
  22. 22 Shape of the MLE
  23. 23 Application: Portfolio selection
  24. 24 Conclusions
  25. 25 References
  26. 26 I am recruiting...
  27. 27 Conference on Genomes and Al
  28. 28 Q&A

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