Data analysis and stochastic control: where do statistics and applied probability come together?
Автор: RoyalStatSoc
Загружено: 2021-01-07
Просмотров: 1193
Описание:
Evolving challenges in data analysis are driving new perspectives on traditional topics in stochastic processes and their applications. In this workshop, we will examine some of these new perspectives. We will discuss recent advances in robust filtering and nonlinear expectation by Samuel Cohen, sparking interest in stochastic control from a statistical perspective. We then turn to data generation and data simulation environments for control problems in three short talks of Beatrice Acciaio, Blanka Horvath and John Moriarty. In a panel discussion we will dive deeper into the evolution of the field of data-driven stochastic control in theory and practice with a particular focus on new and emerging intersections between probability and statistics.
Speakers
Beatrice Acciaio (ETH Zurich)
Sam Cohen (University of Oxford)
Blanka Horvath (King’s College, London)
John Moriarty (Queen Mary University, London)
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