PatrickLaub

A mathematician & software engineer. Lecturer in Risk & Actuarial Studies at UNSW.

[PatrickLaub @PatrickLaub]

Asked GPT4 to make a basic Go game in Python => https://t.co/lt5LEwyI0c Definitely got chills being able to copy-paste entire @pyscript_dev tutorials into it to teach it about this framework it had never seen before..

[PatrickLaub @PatrickLaub]

I finished lecturing my new 'deep learning for actuaries' course this week. In the last lecture, I got my students to enter prompts to DALL-E 2 (as I just got beta access) and we made some fun AI-generated images 😀

[PatrickLaub @PatrickLaub]

The author copies of our Hawkes Processes book just arrived in the mail! :) It was very exciting.

[PatrickLaub @PatrickLaub]

Today's my first day as a UNSW Actuarial Science Lecturer, and also my first book, 'The Elements of Hawkes Processes' written with Thomas & Young, is available from Springer now :) https://t.co/MvRU30qmJI

[PatrickLaub @PatrickLaub]

The 'ABC for actuaries' paper @PierreOGoffard & I have slaved over was published by IME last week :) https://t.co/zsY91ojQjY

I presented this paper & our 'approxbayescomp' Python package at an IDS lightning talk recently: https://t.co/RgdaEUERr3

[PatrickLaub @PatrickLaub]

I was glad to give an applied seminar at our QMNET series about a topic close to my heart: all the cool software available to help with math/stats-heavy research. E.g. Jupyter, LaTeX, Git, Mathematica.

Recording: https://t.co/97aWMx6r0x
Slides: https://t.co/C06LkiRVBs

[PatrickLaub @PatrickLaub]

@SalomoneRob @uPicchini Alas no, I haven't had to touch alpha-stable distributions in code before. I'd probably just download a package for it, like https://t.co/aJ5faJ2aba, but the typo may well have crept into that codebase! https://t.co/4W1k0TnyUB

[PatrickLaub @PatrickLaub]

@BonnieBYCheng 94 references! Now that's just showing off ;p Congrats; I like how you use the themes & subheadings to make your points so clearly.

[PatrickLaub @PatrickLaub]

I gave a Zoom-seminar for the UNSW Actuarial Group yesterday on Approximate Bayesian Computation & on how to make numerical Python run quickly. I was quite proud of this slide, but sadly ran out of time to explain it haha. Recording: https://t.co/0n19JqNcfR

[PatrickLaub @PatrickLaub]

"Approximate Bayesian Computation and Insurance" was my first remote conference presentation last night. I'm pretty happy with the animations I made for this! See video https://t.co/f2jxRrCbHY slides https://t.co/sNJK2lscdF Joint work w/
@PierreOGoffard

[PatrickLaub @PatrickLaub]

@SalomoneRob Merci Rob! I was thinking of you when I set this question for my students this week ha. It's not a Gumbel-Hougaard copula, but I know GM is your next favourite thing ;)

[PatrickLaub @PatrickLaub]

@SalomoneRob :) it depends on getting inspiration! This animation is based on a plot from the Handbook of MC, where the particles are going over these wavy 1/x type thresholds. Can't think of any equivalent figures for Cond MC to jazz up..

[PatrickLaub @PatrickLaub]

Quite happy with the new content in my 2020 rare-event simulation short course! I'm particularly proud of the last 3 videos on SMC (https://t.co/J04mjhezqj), PyMC3 (https://t.co/IbvD5TjDJg), and High-performance Python (https://t.co/EYtcgB53gQ). Cf. https://t.co/ZwI1dp3uDv

[PatrickLaub @PatrickLaub]

Meet the latest entry in my series 'abstract art accidentally created when actually trying to do research'. I name this one 'the echidna'.

[PatrickLaub @PatrickLaub]

Bonne année! Paper with @PierreOGoffard, "Orthogonal polynomial expansions to evaluate stop-loss premiums", just published with Journal of Computational and Applied Mathematics. https://t.co/bISP2jjr5b Photo from recent flight over QLD (north of Bribie Island).

[PatrickLaub @PatrickLaub]

I'm now registered in the Mathematics Genealogy Project! It seems, via Phil Pollett, I'm a descendant of Thomas Cramner (Henry VIII's Archbishop of Canterbury) https://t.co/hCLsPmgVbN

[PatrickLaub @PatrickLaub]

@SalomoneRob Bahaha. I had to crop it out. Didn't want to distract from the beautiful sea with my massive french-post-doc-salary-funded cruiseliner ;)

[PatrickLaub @PatrickLaub]

Un bon weekend :)

#france #mediterranean #drone #djimavicpro @ Calanque D'en-Vau

[PatrickLaub @PatrickLaub]

@SalomoneRob That beautiful technology doesn't need explanation, it is just reality ;)

[PatrickLaub @PatrickLaub]

"Hence, death is a result of two competing forces: the internal irreversible decline of physiological functions and the instantaneous random threat of death at each physiological age".. Still not used to the maths papers I read being so morbid!