Harald Oberhauser - Stochastic Processes, Data, and Algorithms

Harald Oberhauser - Stochastic Processes, Data, and Algorithms

 Recently ideas that had a big impact in stochastic analysis have found their way into statistics and machine learning applications. I will talk about how this interplay between theory and practice leads on one hand to novel and interesting mathematical questions and results and on the other hand, results in powerful algorithms for practitioners.