Jorn Mossel
Jorn Mossel works as a Data Scientist in Energy demand forecasting. Prior to that, he worked for a decade on Wall Street as a quant, building systematic trading strategies and risk models. Jorn holds a Ph.D. in Theoretical Physics.
Sessions
12-08
18:00
30min
Modeling Extreme Events with PyMC
Jorn Mossel
Extreme events are ubiquitous, ranging from temperature records to stock market crashes or network outages. Using extreme weather events as an example we show how they can be modeled in a Bayesian way using PyMC. We start with simple models and ultimately move on to a more advanced model by implementing a Gaussian Process Latent Variable Model, which allows us to perform spatial modeling of extreme events.
Machine Learning Track
Machine Learning Track