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22

Apr

09:30 - 09:45: Organisers' welcome

Isaac Newton Institute Seminar Series

22

Apr

09:45 - 10:30: Exit Times and Extremes of Fractional Brownian motion and Spectrally Negative Levy Processes

Isaac Newton Institute Seminar Series

Ceren Vardar Acar (Middle East Technical University)

22

Apr

10:30 - 11:00: Coffee Break

Isaac Newton Institute Seminar Series

22

Apr

11:00 - 11:45: Simulation and inference for Levy-driven SDEs

Isaac Newton Institute Seminar Series

Simon Godsill (University of Cambridge)

22

Apr

11:45 - 12:30: Heavy-tailed compound renewal and L\'evy processes with negative drift: maxima over random time intervals

Isaac Newton Institute Seminar Series

Sergey Foss (Heriot-Watt University)

22

Apr

13:00 - 14:00: The Dark Energy Spectroscopic Instrument (DESI) Year 1 Results: Baryon Acoustic Oscillations and implications for cosmology

Cosmology Lunch

Licia Verde (University of Barcelona)

22

Apr

14:30 - 16:00: Progress Report Presentations

Isaac Newton Institute Seminar Series

22

Apr

16:00 - 16:45: Automatic Outlier Rectification via Optimal Transport

Isaac Newton Institute Seminar Series

Jose Blanchet (Stanford University)

22

Apr

16:45 - 19:00: Reception

Isaac Newton Institute Seminar Series

23

Apr

09:45 - 10:30: Adaptive Importance Sampling for accelerating the minimization of tail risks

Isaac Newton Institute Seminar Series

Karthyek Rajhaa Annaswamy Murthy (Singapore University of Technology and Design)