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