Lecture Series:

Modeling Time Series and Dynamical Systems

Wednesday, 04.11.2020 ยท 16:00
Online

Speaker: Sayan Mukherjee, Duke University

I'll discuss (time permitting) three aspects of modeling time series and dynamical systems:

1) Integrating modern AI methods with classical state space models

2) Speeding up time series models of count data via data augmentation

3) Theory for learning deterministic of stochastic dynamical systems