|Themes||Economics, Finance and Business; General Theory and Methodology; Stochastic Modelling of Complex Systems|
I have been a research assistant at UCL since January 2020. I am also a PhD student, supervised by Petros Dellaportas and Alex Beskos.
Computational Statistics, Machine Learning, Bayesian Statistics, Models in Finance and Epigenetics
- Hirt, M. and Dellaportas, P., 2019, April. Scalable Bayesian learning for state space models using variational inference with SMC samplers. In The 22nd International Conference on Artificial Intelligence and Statistics (pp. 76-86).
- Hirt, M., Dellaportas, P. and Durmus, A., 2019. Copula-like Variational Inference. In Advances in Neural Information Processing Systems (pp. 2959-2971).