Past IOMS-Stat Research Seminars



 

2019-2020 Academic Year

Statistics

Speaker/Affiliation Date/Time Room Presentation Title
Budhi Surya
(Victoria University of Wellington)
September 6, 2019
11:30-12:30pm
KMC 5-75 "Exit time distributions of the finite mixture of Markov jump processes: properties and the EM estimation"
Zuofeng Shang
(NJIT)
October 4, 2019
11:30-12:30pm
KMC 2-80 "Statistical Optimality of Deep Neural Networks in Regression and Classification"
(Yale University) October 25, 2019
11:30-12:30pm
KMC 5-75 "l_0-Penalized Estimation of Piecewise-constant Signals on Graphs"
Matias Cattaneo
(Princeton University)
November 1, 2019
11:30-12:30pm
Tisch LC-21 "Bootstrap-Based Inference for Cube Root Asymptotics"
He Li
(NYU)
November 15, 2019
11:30-12:30pm
KMC 5-75 To Be Announced
Guang Cheng
(Purdue University)
November 22, 2019
11:30-12:30pm
KMC 5-75 To Be Announced
Caleb Miles 
(Columbia University)
December 6, 2019
11:30-12:30pm
Tisch LC-21 To Be Announced
 

2018-2019 Academic Year

Statistics

Spring 2019
Speaker/Affiliation Date/Time Room Presentation Title
Xiaohong Chen
(Yale)
February 22, 2019 
11:30-12:30pm
TBA To Be Announced
Steve Marron (University of North Carolina) March 8, 2019
11:30am-12:30pm
TBA To Be Announced
Jianqing Fan 
(Princeton)
April 5, 2019 11:30am-12:30pm TBA To Be Announced
David Ruppert 
(Cornell)
canceled canceled  canceled 
David Banks
(Duke)
April 12, 2019
11:30am-12:30pm
TBA To Be Announced
Mladen Kolar
(University of Chicago)
April 26, 2019
11:30am-12:30pm
TBA To Be Announced 
Wei Biao Wu 
(University of Chicago)
May 10, 2019 
11:30am-12:30pm
TBA To Be Announced
Fall 2018:
Speaker/Affiliation Date/Time Room Presentation Title
David Banks
(Duke)
Rescheduled to Spring 2019 TBA To Be Announced
Carey Priebe
(Johns Hopkins University)
October 26, 2018
11:30am-12:30pm
KMC 4-110 "Structure Discovery and Exploitation in Networks"
Zhuoyi Yang
(NYU)
November 2, 2018 TBA To Be Announced
Weichi Yao
(NYU)
November 9, 2018 TBA To Be Announced
Rebecca Willett
(University of Chicago)
November 16, 2018
11:30am-12:30pm
KMC 3-80 "Learning from Highly Correlated Features using Graph Total Variation"
Xiaohong Chen
(Yale)
Rescheduled to Spring 2019 TBA To Be Announced 
 

2017-2018 Academic Year

Spring 2018:
Speaker/Affiliation Date/Time Room Presentation Title
Ming Yuan
(Columbia)
January 26, 2018
11:30-12:30pm
KMC 3-90 "Low Rank Tensor Completion"
Brian Marx
(Louisiana State University)
February 9, 2018
11:30-12:30pm
KMC 3-90 "Varying-Coefficient Single-Index Signal Regression"
Edo Airoldi 
(Harvard)
April 13, 2018
11:30-12:30pm
KMC 3-90 "Model-assisted Design of Experiments on Networks and Social Media Platforms"
Yazhen Wang
(University of Wisconsin) 
April 20, 2018
11:30-12:30pm
KMC 5-140 "Analysis of Gradient Descent Algorithms"
Harrison Zhou
(Yale)
May 4, 2018
11:30-12:30pm
KMC 3-90 To Be Announced
Fall 2017:
Speaker/Affiliation Date/Time Room Presentation Title
Gareth James
University of Southern California
9/8/2017
11:30am-12:30pm
KMC 3-80 Penalized and Constrained Optimization with an Application to Website Advertising
Ruey Tsay
University of Chicago
9/15/2017
11:30am-12:30pm
KMC 3-80 High-Dimensional Time Series Analysis: Some Recent Developments
Ming Yuan
University of Wisconsin
Rescheduled to
Spring 2018
KMC 3-80 Low Rank Tensor Completion
Lan Wang
University of Minnesota
10/27/2017
11:30am-12:30pm
KMC 3-80 Quantile-guided Optimal Policy Learning
Alexandre Belloni
Duke University
11/03/2017
11:30am-12:30pm
KMC 3-80 Inference with High-Dimensional Controls and Parameters of Interest
David Blei
Columbia University
11/10/2017
11:30am-12:30pm
KMC 3-80 Scaling and Generalizing Bayesian Inference
Harrison Zhou
Yale University
Rescheduled to Spring 2018    
Edward George
University of Pennsylvania
12/01/2017
11:30am-12:30pm
To Be Announced Bayesian Penalty Mixing with the Spike and Slab Lasso
 

2016-2017 Academic Year

Spring 2017:
Speaker/Affiliation Date/Time Room Presentation Title
Ye Luo
(University of Florida)
January 27, 2017
11:30am-12:30pm
KMC 2-80 "High Dimensional L2 Boosting: Revisiting Behavior and Rate of Convergence"
Mehmet Caner
(Ohio State University)
March 3, 2017
11:30am-12:30pm
KMC 2-80 "A Relaxed Approach to Estimating Large Portfolios and Gross Exposure" 
Pierre Bellec
(Rutgers University)
March 10, 2017
11:30am-12:30pm
KMC 2-80 "Optimistic Lower Bounds for Convex Regularized Least-squares"
Yuxin Chen
(Princeton University) 
March 24, 2017
11:30am-12:30pm
KMC 5-75 "The Power of Nonconvex Optimization for High-Dimensional Estimation"
Hongyu Zhao
(Yale University)
April 7, 2017
11:30am-12:30pm
KMC 2-80 "Spatial Temporal Modeling of Gene Expression Dynamics During Brain Development"
Tony Cai
(University of Pennsylvania) 
April 24, 2017
11:30am-12:30pm
KMC 5-75 "Confidence Intervals for High-Dimensional Linear Regression: Minimax Rates and Adaptivity"
Fall 2016:
Speaker/Affiliation Date/Time Room Presentation Title
Ping-Shou Zhong
(Michigan State University)
September 16, 2016
11:30am-12:30pm
KMC 5-75  Test for Temporal Homogeneity of Means in High-dimensional Longitudinal Data
Andreas Buja
(University of Pennsylvania) 
September 23, 2016
11:30am-12:30pm
KMC 5-140 Why Do Statisticians Treat Predictors as Fixed? A Conspiracy Theory
Tamas Rudas
(Eötvös Loránd University)
October 7, 2016
11:30am-12:30pm
KMC 5-140
 
Model Based Analysis of Incomplete Data With Non-ignorable Missing Data Mechanism
Matt Taddy
University of Chicago
October 28, 2016
11:30am-12:30pm
KMC 5-140 Deep Learning for Econometrics
Jun Liu
(Harvard University)
November 4, 2016 
11:30am-12:30pm
TISCH UC-15 Detecting Relationships Via Slicing and Inverse Modeling
Runze Li
(Pennsylvania State University) 
Cancelled Cancelled Cancelled
 

2015-2016 Academic Year

Spring 2016:
Speaker/Affiliation Date/Time Room Presentation Title
Wen Zhou
(Colorado State University)
March 25, 2016
11:30am-12:30pm
KMC 3-60 Identification of Informative Features for Clustering in High Dimensions
Jonathan Taylor (Stanford) April 22, 2016
11:30am-12:30pm
KMC 4-80 Selective Inference and Variations on Data Splitting
Sen Tian
(NYU Stern)
April 29, 2016
11:30am-1:00pm
KMC 3-130 Dynamic tail risk estimation based on Extreme Value Theory
Adam Kapelner
(Queens College)
May 13, 2016
11:30am-12:30pm
KMC 2-80 Randomization on-the-fly for Crowdsourced Experiments and Clinical Trials
Wei Biao Wu
(University of Chicago)
May 16, 2016
11:30-1:00pm
KMC 2-80 $L^2$ Asymptotic Theory for High-Dimensional Data
Fall 2015:
Speaker/Affiliation Date/Time Room Presentation Title
Zongming Ma (Wharton) September 11
11:30am-12:30pm
KMC 4-80 Achieving Optimal Misclassification Proportion in Stochastic Block Model
Alexander Rakhlin (Wharton) October 9th
11:30am-12:30pm
KMC 4-80 A Tale of Three Regression Problems
Lingzhou Xue (Penn State) October 16th
11:30am-12:30pm
KMC 4-80 Sufficient Forecasting Using Factor Models
Xu Huan (National University of Singapore) November 6th
11:30am-12:30pm
KMC 4-80 Analyzing Big Corrupted Data
Wenguang Sun (USC) November 13th
11:30am-12:30pm
KMC 4-80 CARS: A Covariate Assisted Approach to Large-Scale Two-Sample Inference
 

2014-2015 Academic Year

Spring 2015
Speaker/Affiliation Date/Time Room Presentation Title
Patrick Wolfe (University College London) April 10th
11:30am-12:30pm
KMC 4-80 Understanding the Behaviour of Large Networks
Zhao Ren (University of Pittsburgh) May 15th
12:15pm-1:15pm
KMC 4-80 Asymptotically Efficient Estimation of Gaussian Graphical Model and A Fast Algorithm
Fall 2014
Speaker/Affiliation Date/Time Room Presentation Title
Vincent Vu
(Ohio State University)
October 3 
11:30am-12:30pm                  
KMC 4-80 A new approach to sparse PCA
Lixing Zhu
(Hong Kong Baptist University)
October 29
12:15-1:45 PM
KMC 4-80 Estimation for ultra-high dimensional factor models; a pivotal variable detection-based approach
Yang Feng
(Columbia University)
October 31 
11:30am-12:30pm
KMC 4-80 Consistent Cross-Validation for Tuning Parameter Selection in High-Dimensional Variable Selection
 

2013-2014 Academic Year

Spring 2014
Unless otherwise noted, seminars are held in room KMC 5-75 on Friday mornings from 11:30 am-12:30 pm
Speaker Date Presentation Title
Jiashun Jin (Carnegie Mellon University) 02/21/2014 Fast network community detection by SCORE
Yi Yu (University of Cambridge) 03/07/2014 Fused Community Detection
Niels Keiding (University of Copenhagen) 03/13/2014*
This seminar will take place
on Thursday from 4pm-5:30pm
Room - TBD
The current duration approach to estimating time to pregnancy
Luke Miratrix (Harvard University) 04/11/2014 An introspection on using sparse regression techniques to analyze text
FALL 2013
Unless otherwise noted, seminars are held in room KMC 5-75 on Friday mornings from 11:30 am-12:30 pm
Speaker Date Presentation Title
Debashis Mondal
University of Chicago
10/11/2013 Wavelet variance analysis for gappy time series data
Matt Taddy
Chicago Booth
10/18/2013  Inverse Regression Analysis of Really Big Tables
Jacob Bien
Cornell University
11/01/2013 A Lasso for Hierarchical Interactions
James Scott
The University of Texas at Austin
 
12/06/2013 Bayesian inference in the logistic regression model: the Polya-Gamma method
Abel Cadenillas
University of Alberta
12/13/2013 OPTIMAL GOVERNMENT DEBT CONTROL: EXPLICIT FORMULA
FOR THE OPTIMAL DEBT CEILING
 
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"