University COVID-19 update

The University of Waterloo is constantly updating our most Frequently Asked Questions.

Questions about buildings and services? Visit the list of Modified Services.

Please note: The University of Waterloo is closed for all events until further notice.

Department Seminar by Mike LudkovskiExport this event to calendar

Friday, April 30, 2021 — 11:00 AM EDT

Please Note: This seminar will be given online.

Actuarial Science and Financial Mathematics seminar series

Mike Ludkovski
University of California, Santa Barbara

Link to join seminar: Hosted on Webex

Multi-population longevity modeling with Gaussian Processes


I will discuss several interrelated projects on the use of multi-output Gaussian Process (GP) models for analyzing longevity jointly across several populations. The spatial covariance framework  underlying GPs offers a flexible way to capture cross-population dependence within an Age-Period setup. In turn GPs generate rigorous uncertainty quantification, non-parametric forecasts, long-term coherence, and a transparent method for information fusion and extrapolation.  In order to handle 5+ populations, we moreover investigate coregionalization ideas for dimension reduction. Our applications include analysis of Human Mortality Database data across EU nations and genders, analysis of cause-of-death datasets across a handful of countries, and analysis of national Covid-19 excess deaths. Illustrations will include 2 RShiny apps posted on the web.

Event tags 

S M T W T F S
28
29
30
31
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
1
  1. 2021 (46)
    1. October (1)
    2. September (2)
    3. May (4)
    4. April (8)
    5. March (13)
    6. February (7)
    7. January (12)
  2. 2020 (71)
    1. December (2)
    2. November (13)
    3. October (16)
    4. September (7)
    5. August (5)
    6. July (3)
    7. June (2)
    8. May (1)
    9. March (4)
    10. February (4)
    11. January (14)
  3. 2019 (65)
  4. 2018 (44)
  5. 2017 (55)
  6. 2016 (44)
  7. 2015 (38)
  8. 2014 (44)
  9. 2013 (46)
  10. 2012 (44)