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Past IOMS-Stat Research Seminars




Spring 2011
Speaker Date Time/
Location
Title
Murad Taqqu
Boston University
Friday,
March 25th, 2011
11:30 am- 12:30 pm
Tisch LC 21
Technique for computing the PDFs and CDFs of non-negative infinitely divisible random variables
**This is a joint IOMS-Operations
Management and IOMS-Statistics seminar.**
Wolfgang Härdle
Humboldt-Universitat
zu Berlin
Friday,
April 1st, 2011
1:30 am- 12:30 pm
Tisch LC 21
Localising Temperature Risk
Rod Little
University of Michigan
Friday,
April 15th, 2011
1:00 pm- 2:30pm
Tisch LC 21
Subsample Ignorable Likelihood for Regression Analysis with Missing Data This seminar is organized jointly by the Steinhardt School and NYU Stern.

 
Fall 2010
Speaker Date Time/
Location
Title
Jianqing Fan
Princeton
Friday,
September 17th
12:00-1:00 pm
KMC 5-80
Forecasting Large Panel
Data with Penalized Least-Squares
Emanuel Parzen
Texas A&M
Friday,
October 15th
11:30 am-12:30pm
Room 5-80
Statistical Science: My Story
Planning Future of Statistics by Understanding Past


Video here. Podcast here.
Harrison Zhou
Yale University
Friday,
October 22nd
11:30 am-12:30pm
Room 5-80
Robust and Generalized
Nonparametic Regression
Tamas Rudas
Eotvos Lorand University
Friday,
November 19th
11:30 am- 12:30pm
Room 5-80
Conditional Independence
and Marginal Marketing
Spring 2010
SPEAKER DATE TIME/
LOCATION
TITLE
Mark Handcock
UCLA
Friday,
February 12
11:30 am-
12:30pm
KMC 5-90
Statistical Methods for Sampling
Hidden Networked Populations

This is a joint seminar
with IOMS-Information Systems.
Jeffrey Blume
Vanderbilt University
Friday,
February 19th
11:30 am-
12:30pm
KMC 5-90
Likelihood Methods for
Measuring Statistical Evidence
Eric Kolaczyk
Boston University
Friday,
March 12th
11:30 am-
12:30pm
KMC 5-90
Network-based auto-probit modeling with application to protein function prediction
Bodhisattva Sen
Columbia University
Friday,
April 9th
11:30 am-
12:30pm
KMC 5-90
Shape Restricted Function
Estimation and Inference in Non-standard Problems
Rebecca Betensky
Harvard University
Friday,
April 16
11:30 am-
12:30pm
KMC 5-90
Methods for multiply truncated
survival data: application to age of onset of ALS
Kaiser Fung
New York University
&
Dona Wong
Siegel+Gale
Friday,
April 30th
11:30am-
12:30pm
KMC 5-90
Five Years of Chart Reading/
The Secrets of Graphics Presentation
FALL 2009
SPEAKER DATE TIME/
LOCATION
TITLE
Ronald Brookmeyer
Johns Hopkins
Friday,
October 16
11:30 am
Room 5-90
Measuring the HIV/AIDS
Epidemic: Approaches and Challenges
Guido Kuersteiner
UC Davis
Friday,
October 23
11:30 am
Room 5-90
Limit Theory for Panel Data
Models with Cross Sectional
Dependence and Sequential Exogeneity
Edna Schechtman
Ben-Gurion University
of the Negev
Friday,
October 30
11:30 am
Room 5-90
Gini-an alternative measure of variability
Josh Reed
NYU Stern-
Operations Management
Friday,
November 13
11:30 am
KMC 5-90
Some piecewise linear stochastic
differential equations driven by Levy processes
Jaksa Cvitanic
California Institute of Technology
Friday,
December 4
11:30 am
KMC 5-90
Optimal Contracts in Continuous-Time Models
SPRING 2009
SPEAKER DATE TIME/
LOCATION
TITLE
Mark Hansen UCLA Thursday, February 12 12 pm; Warren Weaver Hall, Rm 1302 Data analysis in an expanded field
Karen Kafadar
University of Indiana
Friday
February 27
11:30 am
KMC 5-90
Statistical displays and methods for analyzing large data sets
Roger Koenker
University of Illinois,
Urbana-Champaign
Friday
March 6
11:30 am
KMC 5-90
Quasi-Concave Density Estimation
Joan Garfield
University of Minnesota
Friday
March 27
11:30 am
KMC 5-90
Connecting research and teaching: What Does the Research Literature Suggest About Improving the Teaching of Statistics?
Bruce Hansen
University of Wisconsin
Friday
April 3
11:30 am
KMC 5-90
Generalized Shrinkage Estimators
Michael Greenstone MIT Tuesday, May 5 4:15-5:30pm NYU Kimmel Center, Room 914 Weather & Death in India: Mechanisms and Implications for Climate Change. Please RSVP here
FALL 2008
SPEAKER DATE TIME/
LOCATION
TITLE
Peter Lenk
University of Michigan
Friday
September 26
11:30 am
KMC 5-90
Estimating Common Utility
Origins and Scales in Discrete-Choice
Conjoint with Auxiliary Data
Murray Rosenblatt
University of California
at San Diego
Friday
October 3
11:30 am
KMC 5-90
Stationary Processes and
One-Sided Representations in Terms of Independent Identically
Distributed Random Variables
David Dickey
North Carolina
State University
Friday
October 10
11:30 am
KMC 5-90
Seasonal Time Series with Long Periodicities
Alexander Aue
University of California
at Davis
Friday
October 17
11:30 am
KMC 5-90
Topics in Autoregressive
Time Series with Random Coefficients
Michael Steele
The Wharton School,
University of Pennsylvania
Friday
October 24
11:30 am
KMC 5-90
One Stop Shopping as a Feature of Merit in Financial Models
John Maheu
University of Toronto
Friday
November 14
11:30 am
KMC 5-90
Bayesian semiparametric
stochastic volatility modeling
Haipeng Shen University of
North Carolina
Chapel Hill
Friday
November 21
10:30 am
KMC 5-85
Workforce Management for
Labor-Intensive Service
Systems through the Statistics Lens
.
Cross listed with the IOMS-OM Seminar Series.
Siem Jan Koopman Vrije Universiteit Amsterdam Friday, January 16 11:30 am KMC 5-80 A General Framework for
Observation Driven Time-Varying Parameter Models

SPRING 2008

SPEAKER

DATE

TIME/

LOCATION

TITLE

Rama Cont
Columbia

Friday,

February 15th

 

11:30 am

KMC 5-85

Robustness and Sensitivity Analysis of
Risk Measurement Procedures

Bert Zwart
Georgia Tech
*Joint Talk with OM*

Friday,

March 7th

 

10:30 am

KMC 5-80

The Accuracy of Square Root Staffing

Amy Braverman
California Institute of
Technology

Friday,

March 14th

 

11:30 am

KMC 5-85

Massive Data Set Analysis for NASA's
Atmospheric Infrared Sounder

Wei Biao Wu
University of Chicago

Friday,

March 28th

11:30 am,

KMC 5-85

New Perspectives in the
Theory of Time Series

Steve Fienberg
CMU

Friday,

April 18th

 

11:30 am

KMC 5-85

Bayesian Mixed Membership Models
for Soft Clustering and Network Analysis

 

Michael Hudgens
University of North Carolina

Friday,

April 25th

 

11:30 am

KMC 3-80

Towards Causal Inference with Interference

 

FALL 2007

SPEAKER

DATE

TIME/

LOCATION

TITLE

Ken Kortanek
University of Iowa

Friday,

September 7th

 

11:30 am

KMC 5-75

Optimization Technique for Extracting a Forward Rate
Function from Coupon Paying Financial Instruments

**Joint talk with IOMS-OM

 

Victor De La Pena
Columbia

Friday,

October 26th

 

11:30 am

KMC 5-75

Backtesting Var Models: A Tale of Two Powers

Agostino Capponi
California Institute of
Technology

Friday,

November 2nd

11:30 am,

KMC 5-75

Credit Risk Modeling with Misreporting
and Incomplete Information

Abel Cadenillas
University of Alberta

Friday,

November 16th

 

11:30 am

KMC 5-75

Explicit Solutions of Consumption-Investment
Problems in Financial Markets with Regime Switching

 

Richard Davis
Columbia

Friday,

November 30th

 

11:30 am

KMC 5-75

Another Look at Estimation for
MA(1) Processes with a Unit Root

 

 

Dana Draghicescu
Hunter College

Friday,

December 7th

 

11:30 am

KMC 5-75

Quantile Curve Estimation for
Non-Stationary Time Series

 

 


SPRING 2007
SPEAKER DATE TIME/ LOCATION TITLE
Uriel Rothblum Technion Friday, March 2nd 10:30 am,
KMC 5-85
Risk-Sensitive and Risk-Neutral
Multi-Armed Bandits
Maria Polukarov Technion Friday, March 9th 10:30 am,
KMC 5-85
Congestion Games with
(Load-Dependent) Failures
Timothy Laseter University of Virginia Thursday, April 5th 12:00 pm,
KMC 5-80
Internet Retailing Research and
The Long Tail
David Simchi-Levi MIT Friday, April 6th 10:30 am,
KMC 5-85
An Axiomatic Approach for
Product Variety
Senthil Veeraraghavan U. Penn Wharton Friday, April 13th 10:30 am,
KMC 5-85
Models of Customer Herding Behavior in
Choosing Services
Greys Sosic USC Friday, April 20th 10:30 am,
KMC 5-85
Stable Inventory-Sharing Alliances

 

FALL 2006
SPEAKER DATE TIME/ LOCATION TITLE
Jan Van Mieghem Northwestern Friday, September 15th 10:30 am, KMC 5-85 Risk Management and Operational
Hedging
Paper
Kevin Shang Duke Friday, October 6th 10:30 am KMC 5-85 Analysis of Serial Inventory Systems
with Batch Ordering
and Nested
Replenishment Schedule
Noah Gans UPenn Wharton Friday, October 13th 10:30 am KMC 5-85 Simple Models of Discrete Choice
and Their Performance in Bandit
Experiments
Paper
Jeannette Song Duke Friday, October 20th 10:30 am KMC 5-85 Bricks and Mortar vs. Clicks and Mortar
– An Equilibrium Analysis
Gerard Cachon UPenn Wharton Friday, October 27th 10:30 am, KMC 5-85 Purchasing and Pricing in the Presence
of Strategic Consumers
Paper
Terry Taylor Columbia Friday, November 3rd 10:30 am, KMC 5-85 Incentives for Retailer Forecasting:
Rebates versus Returns
Paper
Jay Sethuraman Columbia Friday, November 10th 10:30 am, KMC 5-85 Online Buffer Management in
QoS Switches
Tim Huh Columbia Friday, November 17th 10:30 am, KMC 5-85 A Non-Parametric Data-Driven
Approach to Inventory Planning
and Revenue Management
Stephen Graves MIT Friday, December 1st 10:30 am, KMC 5-85 The Benefits of Re-evaluating Real
Time Fulfillment Decisions
Anton Kleywegt Georgia Tech Friday, December 8th 10:30 am, KMC 5-85 Pricing Dynamics of Competitors With
Imperfect Models of Competition


STATISTICS SEMINARS FOR 2005-2006 ACADEMIC YEAR


Time: 11:30 AM - 12:50 PM
Place: KMC 5-80, 44 West Fourth Street (unless otherwise noted)

Sep. 30: Wanli Min -- IBM Research
"Inference on time series generated from weakly dependent noise"

Oct. 21: Galit Shmueli -- University of Maryland
"A Functional Data Analytic Approach To Empirical Research of eCommerce"

Nov. 4: Yazhen Wang -- University of Connecticut
"Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data"

Dec. 1: Patrik Guggenberger -- UCLA
"The Limit of Finite Sample Size and a Problem with Subsampling"
Note: Seminar will be held in room KMC 5-85 from 4:00 - 5:30 PM

Jan. 27: Chris Volinsky -- AT&T Research
"Modelling Massive Dynamic Graphs" "Modelling Massive Dynamic Graphs"
Note: Seminar will be held in room KMC 5-90

Feb. 7: Bill Cleveland -- Purdue University
"Learning From Data" "Learning From Data"
Note: Seminar will be held in room KMC 5-90 from 4:00 - 5:20 PM

Feb. 10: Bill Cleveland -- Purdue University
"Experimental Methods for Model (Tuning) Parameter Selection"

Feb. 17: Nour Meddahi -- University of Montreal
"Bootstrapping Realized Volatility"

Mar. 3: Eric Bradlow -- University of Pennsylvania (Wharton School)
"Bayesian Estimation of Bid Sequences in Internet Auctions Using a Generalized Record Breaking Model"
Mar. 10: Jason Fine -- University of Wisconsin
"Functional Regression Modelling of Survival Proceses"


Mar. 31: Dimitris Politis -- University of California at San Diego
"Model-free Volatility Prediction OR Can the Stock Market Be Linearized?"

Apr. 21: David Dickey -- North Carolina State University
"Two Nonlinear Models for Time Series"

Apr. 28:Stern-Wharton Conference on Statistics in Business

May 5 Xin Guo -- Cornell University
"Credit risk with incomplete information: a unified probabilistic approach"


STATISTICS SEMINARS FOR 2004-2005 ACADEMIC YEAR

Sep. 21: Jerry Friedman -- Stanford University
"Importance Sampling: An Alternative View of Ensemble Learning"
Note: seminar held from 4:15 - 5:45 PM in room KMC 5-85

Sep. 24: Jerry Friedman -- Stanford University
"Gradient Directed Regularization for Linear Regression and Classification"

Oct. 15: Roger Nelsen -- Lewis and Clark College / Mount Holyoke College
"Properties and Applications of Copulas: A Brief Survey"

Oct. 22: Ruey Tsay -- University of Chicago
"Efficient Estimation of Stochastic Diffusion Models with Leverage Effects and Jumps"

Nov. 5: Jeff Racine -- Syracuse University
"Kernel Methods in Mixed Data Models" Paper 1 Paper 2 Paper 3 Paper 4


Nov. 12: Ed George -- University of Pennsylvania
"Improved Minimax Prediction Under Kullback-Leibler Loss" "Improved Minimax Prediction Under Kullback-Leibler Loss"

Nov. 19: Todd Ogden -- Columbia University
"Functional Generalized Linear Models with Application to Brain Imaging"

Dec. 10: Yacine Aït-Sahalia -- Princeton University
"A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High-Frequency Data" Additional paper

Dec. 15: Sheldon Ross -- University of Southern California
"Using Simulation to Estimate the Reliability of Systems of Dependent Components"
Seminar from 2:30 - 4:00 PM in room KMC 5-85

Jan. 21: Per Mykland -- University of Chicago
"Statistics and the Trading of Options"

Jan. 28: Willa Chen -- Texas A&M University
"Efficiency in Estimation of Long Memory"

Feb. 18: Wolfgang Härdle -- Humboldt-Universität zu Berlin
"Nonparametric Risk Management with Generalized Hyperbolic Distributions"

Mar. 4: Stuart Klugman -- Drake University
"Sample Size Selection for Multiple Samples: A Brief Introduction to Credibility Theory"

Mar. 25: Brian Marx -- Louisiana State University
"Multidimensional Penalized Signal Regression"

Apr. 1: Wei-Yin Loh -- University of Wisconsin
"Regression Tree Models for Data Modeling, Visualization, and Prediction"

Apr. 8: Dawn Porter -- Georgetown University
"Enhanced Reputation Scoring for Online Auctions"

Apr. 22: Mel Hinich -- University of Texas
"Detecting Randomly Modulated Cycles"




STATISTICS SEMINARS FOR 2003-2004 ACADEMIC YEAR

Sep. 16: David Hand -- Imperial College
"Pattern Discovery in Data Mining"
Note: seminar held in room KMC 4-120 from 4:15 - 5:45 PM

Sep. 19: David Hand -- Imperial College
"Marginal Classifier Improvement and Real Problems"

Sep. 26: Roel Oomen -- University of Warwick
"Statistical Models for High Frequency Security Prices"

Oct. 3: Jianqing Fan -- Princeton University
"An Overview of Nonparametric Methods in Financial Economics"

Oct. 9: Nitin Patel -- MIT and Cytel Software
"Clustering in the Presence of Errors"
Note: seminar held from 4:15 - 5:45 PM

Nov. 7: Yasuo Amemiya -- IBM
"Nonlinear Measurement Error Regression Analysis"

Nov. 21: Raja Velu -- Syracuse University
"Partially Reduced-Rank Multivariate Regression Models"

Jan. 23: Michael Baron -- University of Texas, Dallas and IBM
"Optimal Stopping Rules in Bayesian Change-Point Detection"

Jan. 30: Avi Giloni -- Yeshiva University
"L1 Regression: Robustness, Estimation, and Applications"

Feb. 6: Saharon Rosset -- IBM
"Integrating Customer Value Considerations into Predictive Modeling"

Mar. 5: Daryl Pregibon -- Google, Inc.
"Graph Mining"

Mar. 22: Dimitris Bertsimas -- MIT
"Robust Optimization: A Tractable Theory of Stochastic Optimization"
Note: Seminar will be held from 2:30-4:00 PM in KMC 5-85

Mar. 29: George Shanthikumar -- U.C. Berkeley
"Static Stochastic Optimization with Full and Partial Characterization"
Note: Seminar will be held from 2:15-3:30 PM in KMC 5-85

Apr. 22: Kathleen Carley -- Carnegie Mellon University
"The Impact of IT on Organizational Performance and Risk Analysis"
Note: Seminar will be held from 4:15-5:45 PM in room KMC 5-80

Apr. 30: Greg Ridgeway -- RAND Corporation
"Propensity Score Analysis of Observational Data"

STATISTICS SEMINARS FOR 2002-2003 ACADEMIC YEAR

Sep. 20: Dmitry Kramkov -- Carnegie Mellon University
"Optimal Investment with Random Endowments in Incomplete Markets"

Oct. 4: Roy Radner -- New York University
"Bayesian Analysis and Model Revision for k'th Order Markov Chains with
Unknown k"

Oct. 25: David Tyler -- Rutgers University
"High Breakdown Point Multivariate M-Estimation: Concepts and
Applications"

Nov. 1: Dennis Lin -- Penn State University
"Statistical Data Mining -- A Global View and Some Research Potentials"

Feb. 7: Ilana Belitskaya -- New York University
"Finding Multiple Clustering Structures in Data, with Applications to
DNA Microarrays"

Feb. 14: Gerda Claeskens -- Texas A&M University
"Frequentist Model Average Estimators and the Focussed Information
Criterion"

Mar. 14: Dianne Finkelstein -- Harvard University
"Issues in the Analysis of Interval Censored Data"

Mar. 28: David Brillinger -- University of California - Berkeley
CANCELLED

Apr. 4: Keith Ord -- Georgetown University
"The Single Source of Error Specification for State Space Models in
Time Series"

Apr. 11: Hui Wang -- Brown University
"Importance Sampling, Large Deviations, and Differential Games"

Apr. 25: Guido Consonni -- University of Pavia
"Bayesian Analysis of Extreme Values by Mixture Modeling"

STATISTICS SEMINARS FOR 2001-2002 ACADEMIC YEAR


Nov. 2: Emmanuel Yashchin -- IBM
"Regenerative Likelihood Ratio Control Schemes"

Nov. 16: Diane Lambert -- Bell Labs
"Mining a Stream of Transactions for Customer Patterns"

Dec. 7: Simon Sheather -- Australian Graduate School of Management
"Statistics & Wine: An Opportunity for a Highly Significant Positive
Interaction"

Feb. 8: Dan Ocone -- Rutgers University
"Some Results on Degenerate Variance Control"

Feb. 15: Stephan Morgenthaler -- Swiss Federal Institute of Technology
"Two-Way Plots"

Feb. 22: Marc Sobel -- Temple University
"Who Can You Trust? A Statistical Investigation of how Trustworthy
Customers are Regarding Their Intentions to Purchase Items in the
Future"

Mar. 1: Anindya Roy -- University of Maryland, Baltimore County
"Nonparametric Bayesian Estimation of Spectral Densities Using
Bernstein Polynomial Prior"

Mar. 22: Tim Vogelsang -- Cornell University
"An Asymptotic Approximation for Heteroskedasticity Autocorrelation
Robust Tests that Captures the Choice of Kernel and Bandwidth"

Apr. 5: David Madigan -- Rutgers University
"Bayesian Computation for Hidden Markov Models"

Apr. 12: Peter Lenk -- University of Michigan
"Macro & Micro Applications of Bayesian Inference: International Interest
and Inflation Rates and Schwartz Value Scales"

May 3: Glen Satten -- Centers for Disease Control
"Marginal Analyses for Multistage Models"

For information on how to participate in the Statistics Research Seminar Series, please contact: