“Variational Perspectives on Machine Learning: Algorithms, Inference, and Fairness”Machine learning plays a key role in shaping the decisions made by a growing number of institutions.…

Abstract:
A general discrete-time framework for deriving equilibrium prices of financial assets is
proposed. It allows for heterogenous agents, unspanned random endowments and convex
trading…

Tridiagonal matrices appear almost everywhere (like 2nd order differential operators).This talk grew out of four very different applications: 1. (positive definite) Completion to maximum…