optimal-transport

Non-Homogeneous Poisson Process Intensity Modeling and Estimation using Measure Transport

Tin Lok James Ng / 2022-09-19

A NHPP defined on \({\cal S} \subset \mathbb{R}^{d}\) can be fully characterized through its intensity function \(\lambda: {\cal S} \rightarrow [0, \infty)\). We present a general model for the intensity function of a non-homogeneous Poisson process using measure transport. The model finds its roots…

economic statistics

Macroeconomic Determinants of Migration. A Comparative Analysis For Old vs New European Member States

Smaranda Cimpoeru / 2022-09-18

Introduction Migration is a multifaceted phenomenon including macro-, meso-, and micro-triggers that, when combined, decide an individual’s final decision to migrate. Apart from being an essential component of population change, migration is also an important component of population estimates and…

estimation

Minimax Estimation and Identity Testing of Markov Chains

Geoffrey Wolfer / 2022-09-18

We briefly review the two classical problems of distribution estimation and identity testing (in the context of property testing), then propose to extend them to a Markovian setting. We will see that the sample complexity depends not only on the number of states, but also on the stationary and…

webinars

Regularization by Noise for Stochastic Differential and Stochastic Partial Differential Equations

2022-06-03

Regularization by Noise for Stochastic Differential and Stochastic Partial Differential Equations The regularizing effects of noisy perturbations of differential equations is a central subject of stochastic analysis. Recent breakthroughs initiated a new wave of interest, particularly concerning…

webinars

Theory and Methods for Inference in Multi-armed Bandit Problems

2022-04-19

Theory and Methods for Inference in Multi-armed Bandit Problems Multi-armed bandit (MAB) algorithms have been argued for decades as useful to conduct adaptively-randomized experiments. By skewing the allocation of the arms towards the more efficient or informative ones, they have the potential to…

webinars

Selection of Priors in Bayesian Structural Equation Modeling

2022-02-14

Selection of Priors in Bayesian Structural Equation Modelling Structural equation modeling (SEM) is an important framework within the social sciences that encompasses a wide variety of statistical models. Traditionally, estimation of SEMs has relied on maximum likelihood. Unfortunately, there also…