Your Dreams May Come True with MTP2 by Caroline Uhler
Offered By: International Centre for Theoretical Sciences via YouTube
Course Description
Overview
Syllabus
DATE: Mon, 22 July 2019, 15:00 to
Your Dreams May Come True with MTP2
Motivation
Positive dependence and MTP2 distributions
Properties of MTP2 distribution
No Yule-Simpson Paradox under MTP2!
Discrete MTP2 distributions
Example: EPH-gestosis
Gaussian MTP 2 distributions
Example: Stock prices
MTP2 constraints are often implicit
Example: EPH-gestosis
Remainder of this talk: Density estimation under MTP2
Negative dependence: What this talk is not about...
MTP2 exponential families
ML Estimation for Gaussian MTP2 distributions
ML estimation for ferromagnetic MTP2 Ising models
Density estimation
Shape-constrained density estimation
Log-concave density estimation
Existence, uniqueness and shape of the MLE under MTP2
Shape of the MLE
Application: Portfolio selection
Conclusions
References
I am recruiting...
Conference on Genomes and Al
Q&A
Taught by
International Centre for Theoretical Sciences
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