Past TOPS-Stat Research Seminars
2022–2023 Academic Year |
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| Fall 2022 | |||
| Speaker/Affiliation | Date/Time | Room | Presentation Title |
| Linjun Zhang (Rutgers) | September 9, 3:30–4:30 PM | KMC 4-60 | Score Attack: A Lower Bound Technique for Differentially Private Learning |
| Jianqing Fan (Princeton) | September 16, 3:30–4:30 PM | KMC 4-60 | Structural Deep Learning in Financial Asset Pricing |
| Jian Pei (Duke ECE) | September 23, 3:30–4:30 PM | KMC 4-60 | Exact, Concise, and Consistent Data Driven Interpretation |
| Zifeng Zhao (Notre Dame) | October 21, 3:30–4:30 PM | KMC 4-60 | Change-point Estimation and Its Applications to Economics and Business Data |
| Tracy Ke (Harvard) | November 4, 3:30–4:30 PM | KMC 4-60 | Optimal K-sample Testing for Multinomials, with Applications in Text Mining |
| Yichen Zhang (Purdue) | November 18, 3:30–4:30 PM | KMC 4-60 | |
| Spring 2023 | |||
| Speaker/Affiliation | Date/Time | Room | Presentation Title |
| Cun-Hui Zhang (Rutgers) |
March 24, 2023 11:30 AM–12:45 PM |
KMC 4-80 | Optimality of Cp in the scaled Lasso path |
| Markus Pelger (Stanford) |
April 28, 2023 11:30 AM–12:45 PM |
KMC 4-60 | Deep Learning Statistical Arbitrage |
| Xiaohong Chen (Yale) |
May 5, 2023 11:30 AM–12:45 PM |
KMC 4-60 | Singularity-aware Reinforcement Learning |
2019-2020 Academic Year |
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Statistics |
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| Fall 2019 | |||
| 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 |
| Spring 2020 | |||
| Speaker/Affiliation | Date/Time | Room | Presentation Title |
| Yudong Chen, Cornell |
February 21, 2020 11:30-12:30pm |
TBA | TBA |
| Chengchun Shi, London School of Economics |
April 3, 2020 11:30-12:30pm |
TBA | TBA |
| Mohsen Bayati, Stanford |
April 17, 2020 11:30-12:30pm |
TBA | TBA |
| Jie Peng, UC Davis |
April 24, 2020 11:30-12:30pm |
TBA | TBA |
| Paul Glasserman, Columbia |
May 1, 2020 11:30-12:30pm |
TBA | TBA |
2018-2019 Academic Year |
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Statistics |
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| 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 |
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| 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 |
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| 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 |
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| 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 |
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| 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 |
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| Spring 2014 Unless otherwise noted, seminars are held in room KMC 5-75 on Friday mornings from 11:30 am-12:30 pm |
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| 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 |
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| 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 |
| SPRING 2008 | |||
|---|---|---|---|
|
SPEAKER |
DATE |
TIME/ LOCATION |
TITLE |
|
Rama Cont |
Friday, February 15th
|
11:30 am KMC 5-85 |
Robustness and Sensitivity Analysis of |
|
Bert Zwart |
Friday, March 7th
|
10:30 am KMC 5-80 |
The Accuracy of Square Root Staffing |
|
Amy Braverman |
Friday, March 14th
|
11:30 am KMC 5-85 |
Massive Data Set Analysis for NASA's |
|
Wei Biao Wu |
Friday, March 28th |
11:30 am, KMC 5-85 |
New Perspectives in the |
|
Steve Fienberg |
Friday, April 18th
|
11:30 am KMC 5-85 |
Bayesian Mixed Membership Models
|
|
Michael Hudgens |
Friday, April 25th
|
11:30 am KMC 3-80 |
Towards Causal Inference with Interference |
| FALL 2007 | |||
|---|---|---|---|
|
SPEAKER |
DATE |
TIME/ LOCATION |
TITLE |
|
Ken Kortanek |
Friday, September 7th
|
11:30 am KMC 5-75 |
Optimization Technique for Extracting a Forward Rate **Joint talk with IOMS-OM
|
|
Victor De La Pena |
Friday, October 26th
|
11:30 am KMC 5-75 |
Backtesting Var Models: A Tale of Two Powers |
|
Agostino Capponi |
Friday, November 2nd |
11:30 am, KMC 5-75 |
Credit Risk Modeling with Misreporting |
|
Abel Cadenillas |
Friday, November 16th
|
11:30 am KMC 5-75 |
Explicit Solutions of Consumption-Investment
|
|
Richard Davis |
Friday, November 30th
|
11:30 am KMC 5-75 |
Another Look at Estimation for
|
|
Dana Draghicescu |
Friday, December 7th
|
11:30 am KMC 5-75 |
Quantile Curve Estimation for
|
| 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"