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David's Projects

kdro icon kdro

Code for the paper: Kernel Distributionally Robust Optimization

ltcc-advanced-computational-methods-in-statistics icon ltcc-advanced-computational-methods-in-statistics

Advanced LTCC course in StatisticsThis course will provide an overview of Monte Carlo methods when used for problems in Statistics. After an introduction to simulation, its purpose and challenges, we will cover in more detail Importance Sampling, Markov Chain Monte Carlo and Sequential Monte Carlo. Whilst the main focus will be on the methodology and its relevance to applications, we will often mention relevant theoretical results and their importance for problems in practice.

mvae icon mvae

Mixed-curvature Variational Autoencoders (ICLR 2020)

p-dro icon p-dro

Code for the paper "Modeling the Second Player in Distributionally Robust Optimization"

pgportfolio icon pgportfolio

PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).

probai-2021 icon probai-2021

Materials of the Nordic Probabilistic AI School 2021.

probai-2021-pyro icon probai-2021-pyro

Repo for the Tutorials of Day1-Day3 of the Nordic Probabilistic AI School 2021 (https://probabilistic.ai/)

rat-spn icon rat-spn

Code for UAI'19: Random Sum-Product Networks: A Simple and Effective Approach to Probabilistic Deep Learning

spflow icon spflow

Sum Product Flow: An Easy and Extensible Library for Sum-Product Networks

wdro_local_perturbation icon wdro_local_perturbation

Principled learning method for Wasserstein distributionally robust optimization with local perturbations (ICML 2020)

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