Department Seminar by José Luis Avilez Escribens

Please Note: This seminar will be given online.

Is the integral the most important object in all of mathematics?

Yes. We prove this claim by showcasing three clever applications of integral calculus in statistics and probability:

1. Finding suitable activation functions for feed-forward neural networks by means of integral representation theorems;
2. Extending classical time series models to the high-frequency domain via integral operators;
3. Simplifying stochastic integration to a path-by-path calculus.