## Past TOPS-Stat Research Seminars

## 2025–2026 Academic Year

## <a class="ck-anchor" id="STAT">Statistics</a>

Fall 2025**Speaker/Affiliation****Date/Time****Room****Presentation Title**[Ji Zhu](https://lsa.umich.edu/stats/people/faculty/jizhu.html)
(U. of Michigan)September 19
11:30–12:45 PMKMC 4-90Modeling Non-Uniform Hypergraphs Using Determinantal Point Processes[Ming Yuan](https://www.columbia.edu/~my2550/)
(Columbia)September 26
11:30–12:45 PMKMC 4-90A cumulant approach to linear regression[Michael Kosorok](https://sph.unc.edu/adv_profile/michael-r-kosorok-phd/)
(UNC)October 17
11:30–12:45 PMKMC 4-90Linear regression using Hilbert-space valued covariates under general conditions[Marcelo Medeiros](https://economics.illinois.edu/profile/marcelom)
(U. of Illinois)October 24
11:30–12:45 PMKMC 4-90Cost-aware Portfolios in a Large Universe of
Assets[Runze Li](https://science.psu.edu/stat/people/ril4)
(Penn State)October 31
11:30–12:45 PMKMC 3-80A New Approach of High Dimensional Linear Hypothesis Testing Problem[Weng Kee Wong](https://ph.ucla.edu/about/faculty-staff-directory/weng-kee-wong)
(UCLA)November 7
11:30–12:45 PMKMC 4-90Nature-inspired Metaheuristics as a General-Purpose Optimization Tool in statistical Research[Susan Murphy](https://people.seas.harvard.edu/~samurphy/?_gl=1*19fqh32*_ga*ODM1MTAwNTI5LjE3NTQ1MTE3MTE.*_ga_FNNHYP076Y*czE3NTcwODYxMjckbzEkZzAkdDE3NTcwODYxMjkkajU4JGwwJGgw*_ga_Q97GE6JKJ9*czE3NTcwODYxMjckbzEkZzAkdDE3NTcwODYxMjkkajU4JGwwJGgw)
(Harvard)*To Be Rescheduled*

## 2024–2025 Academic Year

## <a class="ck-anchor" id="STAT" style="--tw-border-opacity:1;--tw-ring-color:rgb(59 130 246 / 0.5);--tw-ring-inset:var(--tw-empty,);--tw-ring-offset-color:#fff;--tw-ring-offset-shadow:0 0 #0000;--tw-ring-offset-width:0px;--tw-ring-shadow:0 0 #0000;--tw-rotate:0;--tw-scale-x:1;--tw-scale-y:1;--tw-shadow-colored:0 0 #0000;--tw-shadow:0 0 #0000;--tw-skew-x:0;--tw-skew-y:0;--tw-text-opacity:1;--tw-transform:translateX(var(--tw-translate-x)) translateY(var(--tw-translate-y)) rotate(var(--tw-rotate)) skewX(var(--tw-skew-x)) skewY(var(--tw-skew-y)) scaleX(var(--tw-scale-x)) scaleY(var(--tw-scale-y));--tw-translate-x:0;--tw-translate-y:0;border-color:rgb(229 231 235 / var(--tw-border-opacity));border-style:solid;border-width:0px;box-sizing:border-box;color:rgb(88 15 139 / var(--tw-text-opacity));">**Statistics**</a>

Fall 2024**Speaker/Affiliation****Date/Time****Room****Presentation Title**[**Kai Zhang**](https://zhangk.web.unc.edu/)
(UNC, Stats &amp; OR)September 13
11:30 AM–12:45 PM

KMC 3-50BET and BELIEF[**Annie Qu**](https://www.stat.uci.edu/faculty/annie-qu/)
(UC Irvine)September 20
11:30 AM–12:45 PM

KMC 3-50Stage-Aware Learning for Dynamic Treatments[**Rina Barber**](https://rinafb.github.io/)
(Chicago Stats)September 27
11:30 AM–12:45 PM

KMC 3-50Algorithmic stability for regression and classification[**Tianyi Lin**](https://tydlin.github.io/)
(Columbia IEOR)Postponed to spring!
NANA[**Bo Li**](https://sds.wustl.edu/)
(WUSTL)November 15
11:30 AM–12:45 PM

KMC 3-60Perspectives on Climate Model EvaluationSpring 2025**Speaker/Affiliation****Date/Time****Room****Presentation Title**[Dacheng Xiu](https://dachxiu.chicagobooth.edu/)
(Chicago Booth)February 28
11:00 AM–12:15 PMKMC 3-80Can Machines Learn Weak Signals?[Zhiliang Ying](https://sites.stat.columbia.edu/zying/)
(Columbia)March 7
11:30 AM–12:45 PMKMC 3-80Recent developments in IRT and related latent variable models: from classical theory to modern applications[Edsel Peña](https://sc.edu/study/colleges_schools/artsandsciences/statistics/our_people/directory/pena_edsel.php)
(U. of South Carolina)March 14
11:30 AM–12:45 PMKMC 3-80Joint Dynamic Models of Competing Recurrent Events, Longitudinal Marker, and Performance Status[Jinchi Lv](https://www.marshall.usc.edu/personnel/jinchi-lv)
(USC Marshall)March 21
11:30 AM–12:45 PMKMC 3-80HNCI: High-Dimensional Network Causal Inference[Tianyi Lin](https://tydlin.github.io/)
(Columbia IEOR)April 4
11:30 AM–12:45 PMKMC 3-80Statistical and Computational Guarantee for Optimal Transport[Budhi Surya](https://people.wgtn.ac.nz/budhi.artasurya)
(VUW)April 25
11:30 AM–12:45 PMKMC 3-80TBA[Harrison Zhou](http://www.stat.yale.edu/~hz68/)
(Yale)May 9
11:30 AM–12:45 PMTBATBA

# 2023–2024 Academic Year

**Fall 2023****Speaker/Affiliation****Date/Time****Room****Presentation Title**Wenbin Lu
(NCSU)October 20, 2023

11:30 AM–12:45 PM

KMC 4-80Off-Policy Evaluation with Irregular, Outcome-Dependent Observation ProcessYao Xie
(Georgia Tech)November 10, 2023

11:30 AM–12:45 PM

KMC 4-80JKO-Flow generative models with guaranteesRong Chen
(Rutgers)November 17, 2023

11:30 AM–12:45 PM

KMC 4-80Simultaneous Decorrelation of Matrix Time SeriesTony Cai
(UPenn Wharton)December 1, 2023

11:30 AM–12:45 PM

KMC 4-80Optimal Statistical Estimation under Nonstatistical Constraints**Spring 2024****Speaker/Affiliation****Date/Time****Room****Presentation Title**Veronika Rockova (Chicago Booth)March 1, 2024

11:30 AM–12:45 PM

KMC 3-65Adaptive Bayesian Predictive InferenceHan Xiao
(Rutgers)April 12, 2024

11:30 AM–12:45 PM

KMC 3-70Matrix denoising and completion based on Kronecker product approximation

# 2022–2023 Academic Year

**Fall 2022****Speaker/Affiliation****Date/Time****Room****Presentation Title**Linjun Zhang
(Rutgers)September 9

3:30–4:30 PM

KMC 4-60Score Attack: A Lower Bound Technique for Differentially Private LearningJianqing Fan
(Princeton)September 16

3:30–4:30 PM

KMC 4-60Structural Deep Learning in Financial Asset PricingJian Pei
(Duke ECE)September 23

3:30–4:30 PM

KMC 4-60Exact, Concise, and Consistent Data Driven InterpretationZifeng Zhao
(Notre Dame)October 21

3:30–4:30 PM

KMC 4-60Change-point Estimation and Its Applications to Economics and Business DataTracy Ke
(Harvard)November 4

3:30–4:30 PM

KMC 4-60Optimal K-sample Testing for Multinomials, with Applications in Text MiningYichen 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 4-80Optimality of Cp in the scaled Lasso pathMarkus Pelger (Stanford)April 28, 2023

11:30 AM–12:45 PM

KMC 4-60Deep Learning Statistical ArbitrageXiaohong Chen (Yale)May 5, 2023

11:30 AM–12:45 PM

KMC 4-60Singularity-aware Reinforcement Learning

# 2019-2020 Academic Year

**Fall 2019****Speaker/Affiliation****Date/Time****Room****Presentation Title**[Budhi Surya](https://www.victoria.ac.nz/sms/about/staff/budhi-surya)
(Victoria University of Wellington)September 6, 2019
11:30-12:30pmKMC 5-75"Exit time distributions of the finite mixture of Markov jump processes: properties and the EM estimation"[Zuofeng Shang](https://math.njit.edu/our-people)
(NJIT)October 4, 2019
11:30-12:30pmKMC 2-80"Statistical Optimality of Deep Neural Networks in Regression and Classification"[Fan Zhou](http://www.stat.yale.edu/~zf59/)

(Yale University)

October 25, 2019
11:30-12:30pmKMC 5-75"l\_0-Penalized Estimation of Piecewise-constant Signals on Graphs"[Matias Cattaneo](https://cattaneo.princeton.edu/home)
(Princeton University)November 1, 2019
11:30-12:30pmTisch LC-21"Bootstrap-Based Inference for Cube Root Asymptotics"He Li
(NYU)November 15, 2019
11:30-12:30pmKMC 5-75*To Be Announced*[Guang Cheng](https://www.stat.purdue.edu/~chengg/)
(Purdue University)November 22, 2019
11:30-12:30pmKMC 5-75*To Be Announced*[Caleb Miles](https://calebhmiles.github.io/)
(Columbia University)December 6, 2019
11:30-12:30pmTisch LC-21*To Be Announced***Spring 2020****Speaker/Affiliation****Date/Time****Room****Presentation Title**[Yudong Chen](https://www.engineering.cornell.edu/faculty-directory/yudong-chen),
CornellFebruary 21, 2020
11:30-12:30pm*TBA**TBA*[Chengchun Shi](http://www.lse.ac.uk/Statistics/People/Dr-Chengchun-Shi),
London School of EconomicsApril 3, 2020
11:30-12:30pm*TBA**TBA*[Mohsen Bayati](https://www.gsb.stanford.edu/faculty-research/faculty/mohsen-bayati),
StanfordApril 17, 2020
11:30-12:30pm*TBA**TBA*[Jie Peng](https://statistics.ucdavis.edu/people/jie-peng),
UC DavisApril 24, 2020
11:30-12:30pm*TBA**TBA*[Paul Glasserman](https://www8.gsb.columbia.edu/cbs-directory/detail/pg20),
ColumbiaMay 1, 2020
11:30-12:30pm*TBA**TBA*

# 2018-2019 Academic Year

**Spring 2019****Speaker/Affiliation****Date/Time****Room****Presentation Title**[Xiaohong Chen](https://economics.yale.edu/people/xiaohong-chen)
(Yale)February 22, 2019
11:30-12:30pm*TBA**To Be Announced*[Steve Marron ](http://marron.web.unc.edu/)(University of North Carolina)March 8, 2019
11:30am-12:30pm*TBA**To Be Announced*[Jianqing Fan ](https://orfe.princeton.edu/~jqfan/)
(Princeton)April 5, 2019 11:30am-12:30pm*TBA**To Be Announced*[David Ruppert ](https://stat.cornell.edu/people/faculty/david-ruppert)
(Cornell)*canceled**canceled* *canceled* [David Banks](https://www2.stat.duke.edu/~banks/)
(Duke)April 12, 2019
11:30am-12:30pm*TBA**To Be Announced*[Mladen Kolar ](https://www.chicagobooth.edu/faculty/directory/k/mladen-kolar)
(University of Chicago)April 26, 2019
11:30am-12:30pm*TBA**To Be Announced* [Wei Biao Wu ](https://www.stat.uchicago.edu/faculty/wu.shtml)
(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](https://www2.stat.duke.edu/~banks/)
(Duke)***Rescheduled to Spring 2019****TBA**To Be Announced*[Carey Priebe](http://www.ams.jhu.edu/~priebe/)
(Johns Hopkins University)October 26, 2018
11:30am-12:30pmKMC 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](https://voices.uchicago.edu/willett/)
(University of Chicago)November 16, 2018
11:30am-12:30pmKMC 3-80*"Learning from Highly Correlated Features using Graph Total Variation"*[Xiaohong Chen](https://economics.yale.edu/people/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](http://stat.columbia.edu/department-directory/name/ming-yuan/)
(Columbia)January 26, 2018
11:30-12:30pmKMC 3-90*"Low Rank Tensor Completion"*[Brian Marx](http://statweb.lsu.edu/faculty/marx/)
(Louisiana State University)February 9, 2018
11:30-12:30pmKMC 3-90*"Varying-Coefficient Single-Index Signal Regression"*[Edo Airoldi ](https://statistics.fas.harvard.edu/people/edoardo-airoldi)
(Harvard)April 13, 2018
11:30-12:30pmKMC 3-90*"Model-assisted Design of Experiments on Networks and Social Media Platforms"*[Yazhen Wang](http://www.stat.wisc.edu/~yzwang/)
(University of Wisconsin) April 20, 2018
11:30-12:30pmKMC 5-140*"Analysis of Gradient Descent Algorithms"*[Harrison Zhou](https://statistics.yale.edu/people/huibin-zhou)
(Yale)May 4, 2018
11:30-12:30pmKMC 3-90*To Be Announced***Fall 2017:****Speaker/Affiliation****Date/Time****Room****Presentation Title**[Gareth James](http://www-bcf.usc.edu/~gareth/)
*University of Southern California*9/8/2017
11:30am-12:30pmKMC 3-80*Penalized and Constrained Optimization with an Application to Website Advertising*[Ruey Tsay](https://www.chicagobooth.edu/faculty/directory/t/ruey-s-tsay)
*University of Chicago*9/15/2017
11:30am-12:30pmKMC 3-80*High-Dimensional Time Series Analysis: Some Recent Developments*[Ming Yuan](http://pages.stat.wisc.edu/~myuan/)
*University of Wisconsin*Rescheduled to
Spring 2018KMC 3-80*Low Rank Tensor Completion*[Lan Wang](http://www.stat.umn.edu/people/facultyprofile.php?UID=wangx346)
*University of Minnesota*10/27/2017
11:30am-12:30pmKMC 3-80*Quantile-guided Optimal Policy Learning*[Alexandre Belloni](https://faculty.fuqua.duke.edu/~abn5/belloni-index.html)
*Duke University*11/03/2017
11:30am-12:30pmKMC 3-80*Inference with High-Dimensional Controls and Parameters of Interest*[David Blei](http://www.cs.columbia.edu/~blei/)
*Columbia University*11/10/2017
11:30am-12:30pmKMC 3-80*Scaling and Generalizing Bayesian Inference*[Harrison Zhou](http://www.stat.yale.edu/~hz68/)
*Yale University*Rescheduled to Spring 2018  [Edward George](https://statistics.wharton.upenn.edu/profile/edgeorge/)
*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](http://people.clas.ufl.edu/yeluo/)
(University of Florida)January 27, 2017
11:30am-12:30pmKMC 2-80*"High Dimensional L2 Boosting: Revisiting Behavior and Rate of Convergence"*[Mehmet Caner](https://economics.osu.edu/people/caner.12)
(Ohio State University)March 3, 2017
11:30am-12:30pmKMC 2-80*"A Relaxed Approach to Estimating Large Portfolios and Gross Exposure"* [Pierre Bellec](http://www.stat.rutgers.edu/home/PCB71/)
(Rutgers University)March 10, 2017
11:30am-12:30pmKMC 2-80*"Optimistic Lower Bounds for Convex Regularized Least-squares"*[Yuxin Chen](http://ee.princeton.edu/people/faculty/yuxin-chen)
(Princeton University) March 24, 2017
11:30am-12:30pmKMC 5-75*"The Power of Nonconvex Optimization for High-Dimensional Estimation"*[Hongyu Zhao](https://publichealth.yale.edu/people/hongyu_zhao.profile)
(Yale University)April 7, 2017
11:30am-12:30pmKMC 2-80*"Spatial Temporal Modeling of Gene Expression Dynamics During Brain Development"*[Tony Cai](https://statistics.wharton.upenn.edu/profile/tcai/)
(University of Pennsylvania) April 24, 2017
11:30am-12:30pmKMC 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](https://www.stt.msu.edu/People/people.aspx?member=pszhong)
(Michigan State University)September 16, 2016
11:30am-12:30pmKMC 5-75 *Test for Temporal Homogeneity of Means in High-dimensional Longitudinal Data*[Andreas Buja](https://statistics.wharton.upenn.edu/profile/555/)
(University of Pennsylvania) September 23, 2016
11:30am-12:30pmKMC 5-140*Why Do Statisticians Treat Predictors as Fixed? A Conspiracy Theory*[Tamas Rudas](http://statisztika.tatk.elte.hu/tanszeki_honlap/Rudas_Tamas.htm)
(Eötvös Loránd University)October 7, 2016
11:30am-12:30pmKMC 5-140
*Model Based Analysis of Incomplete Data With Non-ignorable Missing Data Mechanism*[Matt Taddy](http://www.chicagobooth.edu/faculty/directory/t/matt-taddy)
University of ChicagoOctober 28, 2016
11:30am-12:30pmKMC 5-140*Deep Learning for Econometrics*[Jun Liu](http://statistics.fas.harvard.edu/people/jun-s-liu)
(Harvard University)November 4, 2016
11:30am-12:30pmTISCH UC-15*Detecting Relationships Via Slicing and Inverse Modeling*[Runze Li](http://stat.psu.edu/people/ril4)
(Pennsylvania State University) ***Cancelled******Cancelled******Cancelled***

# 2015-2016 Academic Year

**Spring 2016:****Speaker/Affiliation****Date/Time****Room****Presentation Title**[Wen Zhou](http://www.stat.colostate.edu/~riczw/)
(Colorado State University)March 25, 2016
11:30am-12:30pmKMC 3-60[Identification of Informative Features for Clustering in High Dimensions](http://www.stern.nyu.edu/sites/default/files/assets/documents/Zhou%20Seminar%20Announcement_0.pdf)[Jonathan Taylor ](https://statistics.stanford.edu/people/jonathan-taylor)(Stanford)April 22, 2016
11:30am-12:30pmKMC 4-80[Selective Inference and Variations on Data Splitting](http://www.stern.nyu.edu/sites/default/files/assets/documents/Taylor%20Announcement.pdf)Sen Tian
(NYU Stern)April 29, 2016
11:30am-1:00pmKMC 3-130Dynamic tail risk estimation based on Extreme Value Theory[Adam Kapelner](http://kapelner.com/publications)
(Queens College)May 13, 2016
11:30am-12:30pmKMC 2-80[Randomization on-the-fly for Crowdsourced Experiments and Clinical Trials](http://www.stern.nyu.edu/sites/default/files/assets/documents/Kapelner%20Announcement.pdf)[Wei Biao Wu](https://www.stat.uchicago.edu/faculty/wu.shtml)
(University of Chicago)May 16, 2016
11:30-1:00pmKMC 2-80[$L^2$ Asymptotic Theory for High-Dimensional Data](http://www.stern.nyu.edu/sites/default/files/assets/documents/Wei%20Biao%20Wu%20Announcement.pdf)**Fall 2015:****Speaker/Affiliation****Date/Time****Room****Presentation Title**[Zongming Ma](https://statistics.wharton.upenn.edu/profile/681/) (Wharton)September 11
11:30am-12:30pmKMC 4-80[Achieving Optimal Misclassification Proportion in Stochastic Block Model](/sites/default/files/assets/documents/Seminar%20Announcement%20Ma.pdf)[Alexander Rakhlin](https://statistics.wharton.upenn.edu/profile/579/) (Wharton)October 9th
11:30am-12:30pmKMC 4-80[A Tale of Three Regression Problems](/sites/default/files/assets/documents/Seminar%20Announcement%20Rakhlin.pdf)[Lingzhou Xue](http://stat.psu.edu/people/lxx6) (Penn State)October 16th
11:30am-12:30pmKMC 4-80[Sufficient Forecasting Using Factor Models](/sites/default/files/assets/documents/Seminar%20Announcement%20Xue.pdf)[Xu Huan](http://guppy.mpe.nus.edu.sg/~mpexuh/) (National University of Singapore)November 6th
11:30am-12:30pmKMC 4-80[Analyzing Big Corrupted Data](/sites/default/files/assets/documents/Seminar%20Announcement%20Huan.pdf)[Wenguang Sun](https://www.marshall.usc.edu/faculty/directory/wenguans) (USC)November 13th
11:30am-12:30pmKMC 4-80[CARS: A Covariate Assisted Approach to Large-Scale Two-Sample Inference](/sites/default/files/assets/documents/Seminar%20Announcement%20Sun.pdf)

# 2014-2015 Academic Year

**Spring 2015****Speaker/Affiliation****Date/Time****Room****Presentation Title**[Patrick Wolfe](http://www.ucl.ac.uk/statistics/people/patrickwolfe) (University College London)April 10th
11:30am-12:30pmKMC 4-80[Understanding the Behaviour of Large Networks](/sites/default/files/assets/documents/Announcement%20Wolfe.pdf)[Zhao Ren](http://www.stat.pitt.edu/person/zhao-ren) (University of Pittsburgh)May 15th
12:15pm-1:15pmKMC 4-80[Asymptotically Efficient Estimation of Gaussian Graphical Model and A Fast Algorithm](/sites/default/files/assets/documents/Announcement%20Ren_0.pdf)**Fall 2014****Speaker/Affiliation****Date/Time****Room****Presentation Title**[Vincent Vu](http://www.stat.osu.edu/people/faculty/vincent-vu)
(Ohio State University)October 3
11:30am-12:30pm KMC 4-80[A new approach to sparse PCA](/sites/default/files/assets/documents/Vincent%20Vu%20Seminar%20Announcement.pdf)[Lixing Zhu](http://www.math.hkbu.edu.hk/~lzhu/)
(Hong Kong Baptist University)October 29
12:15-1:45 PMKMC 4-80Estimation for ultra-high dimensional factor models; a pivotal variable detection-based approach[Yang Feng](http://www.stat.columbia.edu/~yangfeng/)
(Columbia University)October 31
11:30am-12:30pmKMC 4-80[Consistent Cross-Validation for Tuning Parameter Selection in High-Dimensional Variable Selection](/sites/default/files/assets/documents/Yang%20Feng%20Seminar%20Announcement.pdf)

# 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](http://www.stat.cmu.edu/people/faculty/jiashun) (Carnegie Mellon University)02/21/2014[Fast network community detection by SCORE](/sites/default/files/assets/documents/con_046278.pdf)[Yi Yu ](http://www.statslab.cam.ac.uk/~yy366/)(University of Cambridge)03/07/2014[Fused Community Detection](/sites/default/files/assets/documents/con_046618.pdf)[Niels Keiding](http://publichealth.ku.dk/sections/biostatistics/staff_/detail/?id=77543) (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](/sites/default/files/assets/documents/con_046283.pdf)[Luke Miratrix](http://statistics.fas.harvard.edu/people/luke-w-miratrix) (Harvard University)04/11/2014[An introspection on using sparse regression techniques to analyze text](/sites/default/files/assets/documents/con_046279.pdf)**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](http://www.stat.uchicago.edu/faculty/mondal.shtml)
University of Chicago10/11/2013[Wavelet variance analysis for gappy time series data](/sites/default/files/assets/documents/con_043823.pdf)[Matt Taddy](http://faculty.chicagobooth.edu/matt.taddy/)
Chicago Booth10/18/2013[Inverse Regression Analysis of Really Big Tables](/sites/default/files/assets/documents/con_044435.pdf)[Jacob Bien](http://faculty.bscb.cornell.edu/~bien/)
Cornell University11/01/2013[A Lasso for Hierarchical Interactions](/sites/default/files/assets/documents/con_043824.pdf)[James Scott](http://ssc.utexas.edu/people/core-faculty?view=employee&id=11)
The University of Texas at Austin
12/06/2013[Bayesian inference in the logistic regression model: the Polya-Gamma method](/sites/default/files/assets/documents/con_043884.pdf)[Abel Cadenillas](http://www.eabcn.org/person/abel-cadenillas)
University of Alberta12/13/2013[OPTIMAL GOVERNMENT DEBT CONTROL: EXPLICIT FORMULA](/sites/default/files/assets/documents/con_045334.pdf)
[FOR THE OPTIMAL DEBT CEILING](/sites/default/files/assets/documents/con_045334.pdf)

**Spring 2011**   **Speaker****Date****Time/**
**Location****Title**[Murad Taqqu](http://math.bu.edu/people/murad/)
Boston UniversityFriday,
March 25th, 201111:30 am- 12:30 pm
Tisch LC 21[Technique for computing the PDFs and CDFs of non-negative infinitely divisible random variables ](http://web-docs.stern.nyu.edu/ioms/CeDER/RSS-Stat%20Sp2011%20Taqqu.pdf)
*\*\*This is a joint IOMS-Operations*
*Management and IOMS-Statistics seminar.\*\**[Wolfgang Härdle](http://www.case.hu-berlin.de/members/persons/haerdle)
Humboldt-Universitat
zu BerlinFriday,
April 1st, 20111:30 am- 12:30 pm
Tisch LC 21[Localising Temperature Risk](http://web-docs.stern.nyu.edu/ioms/CeDER/RSS-Stat%20Sp2011%20Hardle.pdf)[Rod Little ](http://www.stat.lsa.umich.edu/faculty/little_roderick.html)
University of MichiganFriday,
April 15th, 20111:00 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.*](http://web-docs.stern.nyu.edu/ioms/CeDER/RSS-Stat%20Sp2011%20Rod%20Little.pdf)

**Fall 2010**   **Speaker****Date****Time/**
**Location****Title**[Jianqing Fan](http://orfe.princeton.edu/~jqfan/)
PrincetonFriday,
September 17th12:00-1:00 pm
KMC 5-80[Forecasting Large Panel](http://web-docs.stern.nyu.edu/old_web/emplibrary/J.%20Fan.pdf)
[Data with Penalized Least-Squares](http://web-docs.stern.nyu.edu/old_web/emplibrary/J.%20Fan.pdf)[Emanuel Parzen](http://www.stat.tamu.edu/~eparzen/)
Texas A&amp;MFriday,
October 15th11:30 am-12:30pm
Room 5-80[Statistical Science: My Story](http://web-docs.stern.nyu.edu/old_web/emplibrary/Emanuel%20Parzen.pdf)
[Planning Future of Statistics by Understanding Past](http://web-docs.stern.nyu.edu/old_web/emplibrary/Emanuel%20Parzen.pdf)

[Video here.](http://echo360.stern.nyu.edu:8080/ess/echo/presentation/a01f6cab-2cc1-4ad6-8f24-096d98f9b05a) [Podcast here.](http://echo360.stern.nyu.edu:8080/ess/echo/presentation/a01f6cab-2cc1-4ad6-8f24-096d98f9b05a/media.mp3)[Harrison Zhou](http://www.stat.yale.edu/~hz68/)
Yale UniversityFriday,
October 22nd11:30 am-12:30pm
Room 5-80[Robust and Generalized](http://web-docs.stern.nyu.edu/old_web/emplibrary/Harrison%20Zhou.pdf)
[Nonparametic Regression](http://web-docs.stern.nyu.edu/old_web/emplibrary/Harrison%20Zhou.pdf)[Tamas Rudas](http://statisztika.tatk.elte.hu/tanszeki_honlap/Rudas_Tamas.htm)
Eotvos Lorand UniversityFriday,
November 19th11:30 am- 12:30pm
Room 5-80[Conditional Independence](http://web-docs.stern.nyu.edu/old_web/emplibrary/Tamas%20Rudas.pdf)
[and Marginal Marketing](http://web-docs.stern.nyu.edu/old_web/emplibrary/Tamas%20Rudas.pdf)

**Spring 2010****SPEAKER****DATE****TIME/**
**LOCATION****TITLE**[Mark Handcock](http://www.stat.ucla.edu/~mark.handcock/)
UCLAFriday,
February 1211:30 am-
12:30pm
KMC 5-90[Statistical Methods for Sampling](http://web-docs.stern.nyu.edu/old_web/emplibrary/MarkHandcockSpring2010.pdf)
[Hidden Networked Populations](http://web-docs.stern.nyu.edu/old_web/emplibrary/MarkHandcockSpring2010.pdf)
*This is a joint seminar*
*with IOMS-Information Systems.*[Jeffrey Blume](https://medschool.mc.vanderbilt.edu/facultydata/php_files/show_faculty.php?id3=17572)
Vanderbilt UniversityFriday,
February 19th11:30 am-
12:30pm
KMC 5-90[Likelihood Methods for](http://web-docs.stern.nyu.edu/old_web/emplibrary/JeffreyBlumeSpring2010.pdf)
[Measuring Statistical Evidence](http://web-docs.stern.nyu.edu/old_web/emplibrary/JeffreyBlumeSpring2010.pdf)[Eric Kolaczyk](http://math.bu.edu/people/kolaczyk/)
Boston UniversityFriday,
March 12th11:30 am-
12:30pm
KMC 5-90[Network-based auto-probit modeling with application to protein function prediction](http://web-docs.stern.nyu.edu/old_web/emplibrary/EricKolaczykSpring2010.pdf)[Bodhisattva Sen](http://www.stat.columbia.edu/~bodhi/)
Columbia UniversityFriday,
April 9th11:30 am-
12:30pm
KMC 5-90[Shape Restricted Function](http://web-docs.stern.nyu.edu/old_web/emplibrary/BodhiSenSpring2010.pdf)
[Estimation and Inference in Non-standard Problems](http://web-docs.stern.nyu.edu/old_web/emplibrary/BodhiSenSpring2010.pdf)[Rebecca Betensky](http://www.hsph.harvard.edu/faculty/rebecca-betensky/)
Harvard UniversityFriday,
April 1611:30 am-
12:30pm
KMC 5-90[Methods for multiply truncated](http://web-docs.stern.nyu.edu/old_web/emplibrary/RebeccaBetenskySpring2010.pdf)
[survival data: application to age of onset of ALS](http://web-docs.stern.nyu.edu/old_web/emplibrary/RebeccaBetenskySpring2010.pdf)Kaiser Fung
New York University
&amp;
Dona Wong
Siegel+GaleFriday,
April 30th11:30am-
12:30pm
KMC 5-90[Five Years of Chart Reading/](http://web-docs.stern.nyu.edu/old_web/emplibrary/FungWongSpring2010.pdf)
[The Secrets of Graphics Presentation](http://web-docs.stern.nyu.edu/old_web/emplibrary/FungWongSpring2010.pdf)

**FALL 2009**   **SPEAKER****DATE****TIME/**
**LOCATION****TITLE**[Ronald Brookmeyer](http://faculty.jhsph.edu/Default.cfm?faculty_id=94)
Johns HopkinsFriday,
October 1611:30 am
Room 5-90[Measuring the HIV/AIDS](http://web-docs.stern.nyu.edu/old_web/emplibrary/Ron%20Brookmeyer%20abstract.pdf)
[Epidemic: Approaches and Challenges](http://web-docs.stern.nyu.edu/old_web/emplibrary/Ron%20Brookmeyer%20abstract.pdf)[Guido Kuersteiner](http://www.econ.ucdavis.edu/faculty/gkuerste/)
UC DavisFriday,
October 2311:30 am
Room 5-90[Limit Theory for Panel Data](http://web-docs.stern.nyu.edu/old_web/emplibrary/Panel_NIID_Final_20090625.pdf)
[Models with Cross Sectional](http://web-docs.stern.nyu.edu/old_web/emplibrary/Panel_NIID_Final_20090625.pdf)
[Dependence and Sequential Exogeneity](http://web-docs.stern.nyu.edu/old_web/emplibrary/Panel_NIID_Final_20090625.pdf)[Edna Schechtman](http://fohs.bgu.ac.il/research/PersonalWebSite1main.aspx?id=jiMsVdr)
Ben-Gurion University
of the NegevFriday,
October 3011:30 am
Room 5-90[Gini-an alternative measure of variability](http://web-docs.stern.nyu.edu/old_web/emplibrary/Edna%20Schechtman.pdf)[Josh Reed](http://pages.stern.nyu.edu/~jreed/)
NYU Stern-
Operations ManagementFriday,
November 1311:30 am
KMC 5-90[Some piecewise linear stochastic](http://web-docs.stern.nyu.edu/old_web/emplibrary/JoshReed.pdf)
[differential equations driven by Levy processes](http://web-docs.stern.nyu.edu/old_web/emplibrary/JoshReed.pdf)[Jaksa Cvitanic](http://www.hss.caltech.edu/~cvitanic/)
California Institute of TechnologyFriday,
December 411:30 am
KMC 5-90[Optimal Contracts in Continuous-Time Models](http://web-docs.stern.nyu.edu/old_web/emplibrary/Stat-Jaksa%20Cvitanic.pdf)

**SPRING 2009**   **SPEAKER****DATE****TIME/**
**LOCATION****TITLE**[Mark Hansen](http://www.stat.ucla.edu/~cocteau/) UCLAThursday, February 1212 pm; Warren Weaver Hall, Rm 1302[Data analysis in an expanded field](http://web-docs.stern.nyu.edu/old_web/emplibrary/markHansenFlyer.pdf)[Karen Kafadar](http://mypage.iu.edu/~kkafadar/)
University of IndianaFriday
February 2711:30 am
KMC 5-90[Statistical displays and methods for analyzing large data sets](http://web-docs.stern.nyu.edu/old_web/emplibrary/KKabstract.doc)[Roger Koenker](http://www.econ.uiuc.edu/~roger/)
University of Illinois,
Urbana-ChampaignFriday
March 611:30 am
KMC 5-90[Quasi-Concave Density Estimation](http://web-docs.stern.nyu.edu/old_web/emplibrary/RKpaper.pdf)[Joan Garfield](http://cehd.umn.edu/EdPsych/Faculty/garfield.html)
University of MinnesotaFriday
March 2711:30 am
KMC 5-90[Connecting research and teaching: What Does the Research Literature Suggest About Improving the Teaching of Statistics?](http://web-docs.stern.nyu.edu/old_web/emplibrary/JGabstract.doc)[Bruce Hansen](http://www.ssc.wisc.edu/~bhansen/)
University of WisconsinFriday
April 311:30 am
KMC 5-90[Generalized Shrinkage Estimators](http://web-docs.stern.nyu.edu/old_web/emplibrary/shrink3.pdf)Michael Greenstone MITTuesday, May 54:15-5:30pm NYU Kimmel Center, Room 914Weather &amp; Death in India: Mechanisms and Implications for Climate Change. Please RSVP [here](http://www.nyu.edu/mph/events)

**FALL 2008**   **SPEAKER****DATE****TIME/**
**LOCATION****TITLE**[Peter Lenk](http://www.bus.umich.edu/FacultyBios/FacultyBio.asp?id=000119800)
University of MichiganFriday
September 2611:30 am
KMC 5-90[Estimating Common Utility](http://web-docs.stern.nyu.edu/old_web/emplibrary/PLabstract.doc)
[Origins and Scales in Discrete-Choice](http://web-docs.stern.nyu.edu/old_web/emplibrary/PLabstract.doc)
[Conjoint with Auxiliary Data](http://web-docs.stern.nyu.edu/old_web/emplibrary/PLabstract.doc)[Murray Rosenblatt](http://www.math.ucsd.edu/~mrosenbl/)
University of California
at San DiegoFriday
October 311:30 am
KMC 5-90[Stationary Processes and](http://web-docs.stern.nyu.edu/old_web/emplibrary/MRabstract.doc)
[One-Sided Representations in Terms of Independent Identically](http://web-docs.stern.nyu.edu/old_web/emplibrary/MRabstract.doc)
[Distributed Random Variables](http://web-docs.stern.nyu.edu/old_web/emplibrary/MRabstract.doc)[David Dickey](http://www4.stat.ncsu.edu/~dickey/)
North Carolina
State UniversityFriday
October 1011:30 am
KMC 5-90[Seasonal Time Series with Long Periodicities](http://web-docs.stern.nyu.edu/old_web/emplibrary/DDabstract1.doc)[Alexander Aue](http://www.stat.ucdavis.edu/~alexaue/)
University of California
at DavisFriday
October 1711:30 am
KMC 5-90[Topics in Autoregressive](http://w4.stern.nyu.edu/emplibrary/abstract%5B1%5D)
[Time Series with Random Coefficients](http://w4.stern.nyu.edu/emplibrary/abstract%5B1%5D)[Michael Steele](http://www.wharton.upenn.edu/faculty/steele.html)
The Wharton School,
University of PennsylvaniaFriday
October 2411:30 am
KMC 5-90[One Stop Shopping as a Feature of Merit in Financial Models](http://web-docs.stern.nyu.edu/old_web/emplibrary/MSabstract%5B1%5D.doc)[John Maheu](http://www.chass.utoronto.ca/~jmaheu/)
University of TorontoFriday
November 1411:30 am
KMC 5-90[Bayesian semiparametric](http://web-docs.stern.nyu.edu/old_web/emplibrary/JMabstract.doc)
[stochastic volatility modeling](http://web-docs.stern.nyu.edu/old_web/emplibrary/JMabstract.doc)[Haipeng Shen](http://www.unc.edu/~haipeng/) University of
North Carolina
Chapel HillFriday
November 2110:30 am
KMC 5-85[Workforce Management for](http://web-docs.stern.nyu.edu/old_web/emplibrary/haipengabstract.doc)
[Labor-Intensive Service](http://web-docs.stern.nyu.edu/old_web/emplibrary/haipengabstract.doc)
[Systems through the Statistics Lens](http://web-docs.stern.nyu.edu/old_web/emplibrary/haipengabstract.doc).
Cross listed with the IOMS-OM Seminar Series.[Siem Jan Koopman](http://staff.feweb.vu.nl/koopman/) [*Vrije* Universiteit *Amsterdam*](http://www.feweb.vu.nl/)Friday, January 1611:30 am KMC 5-80[A General Framework for](http://web-docs.stern.nyu.edu/old_web/emplibrary/KoopmanPaper.pdf)
[Observation Driven Time-Varying Parameter Models](http://web-docs.stern.nyu.edu/old_web/emplibrary/KoopmanPaper.pdf)

**SPRING 2008**   **SPEAKER****DATE****TIME/**

**LOCATION**

**TITLE**Rama Cont
ColumbiaFriday,

February 15th

11:30 am

KMC 5-85

Robustness and Sensitivity Analysis of
Risk Measurement ProceduresBert Zwart
Georgia Tech
\*Joint Talk with OM\*Friday,

March 7th

10:30 am

KMC 5-80

The Accuracy of Square Root StaffingAmy Braverman
California Institute of
TechnologyFriday,

March 14th

11:30 am

KMC 5-85

Massive Data Set Analysis for NASA's
Atmospheric Infrared SounderWei Biao Wu
University of ChicagoFriday,

March 28th

11:30 am,

KMC 5-85

New Perspectives in the
Theory of Time SeriesSteve Fienberg
CMUFriday,

April 18th

11:30 am

KMC 5-85

Bayesian Mixed Membership Models
for Soft Clustering and Network Analysis

Michael Hudgens
University of North CarolinaFriday,

April 25th

11:30 am

KMC 3-80

Towards Causal Inference with Interference

**FALL 2007**   **SPEAKER****DATE****TIME/**

**LOCATION**

**TITLE**[Ken Kortanek](http://www.biz.uiowa.edu/mansci/faculty/kkortane.html)
University of IowaFriday,

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](http://www.google.com/url?sa=t&ct=res&cd=1&url=http%3A%2F%2Fwww.stat.columbia.edu%2Fresearch.htm&ei=yNILR87rEKSigQS49vTMBw&usg=AFQjCNFkojdf-Jl-g0_YfKJqDqqdx4bUkA&sig2=UnT68NuMUIxVJnStjf5GRw)
ColumbiaFriday,

October 26th

11:30 am

KMC 5-75

Backtesting Var Models: A Tale of Two Powers[Agostino Capponi](http://www.cs.caltech.edu/~acapponi/)
California Institute of
TechnologyFriday,

November 2nd

11:30 am,

KMC 5-75

Credit Risk Modeling with Misreporting
and Incomplete Information[Abel Cadenillas](http://www.mathstat.ualberta.ca/Cadenillas_A.html)
University of AlbertaFriday,

November 16th

11:30 am

KMC 5-75

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

[Richard Davis](http://www.stat.columbia.edu/~rdavis/)
ColumbiaFriday,

November 30th

11:30 am

KMC 5-75

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

[Dana Draghicescu](http://math.hunter.cuny.edu/draghice/)
Hunter CollegeFriday,

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](http://iew3.technion.ac.il/Home/Users/rothblum.phtml?YF) TechnionFriday, March 2nd10:30 am,
KMC 5-85**Risk-Sensitive and Risk-Neutral**
**Multi-Armed Bandits**[Maria Polukarov](http://tx.technion.ac.il/~pmasha/) TechnionFriday, March 9th10:30 am,
KMC 5-85**Congestion Games with**
**(Load-Dependent) Failures**[Timothy Laseter](http://faculty.darden.virginia.edu/lasetert/index.htm) University of VirginiaThursday, April 5th12:00 pm,
KMC 5-80**Internet Retailing Research and**
**The Long Tail**[David Simchi-Levi](http://slevi1.mit.edu/Default.aspx) MITFriday, April 6th10:30 am,
KMC 5-85**An Axiomatic Approach for**
**Product Variety**[Senthil Veeraraghavan](http://www.wharton.upenn.edu/faculty/veeraraghavan.html) U. Penn WhartonFriday, April 13th10:30 am,
KMC 5-85**Models of Customer Herding Behavior in**
**Choosing Services**[Greys Sosic](http://www-rcf.usc.edu/~sosic/) USCFriday, April 20th10:30 am,
KMC 5-85**Stable Inventory-Sharing Alliances**

**FALL 2006**   **SPEAKER****DATE****TIME/ LOCATION****TITLE**[Jan Van Mieghem](http://www.kellogg.northwestern.edu/faculty/VanMieghem/) NorthwesternFriday, September 15th10:30 am, KMC 5-85**Risk Management and Operational**
**Hedging** [**Paper**](http://www.stern.nyu.edu/ciio/WorkOnline/OM0607/091506.pdf)[Kevin Shang](http://www.fuqua.duke.edu/faculty/alpha/shang.htm) DukeFriday, October 6th10:30 am KMC 5-85**Analysis of Serial Inventory Systems**
**with Batch Ordering** **and Nested**
**Replenishment Schedule**[Noah Gans](http://www.wharton.upenn.edu/faculty/gans.html) UPenn WhartonFriday, October 13th10:30 am KMC 5-85**Simple Models of Discrete Choice**
**and Their Performance in Bandit**
**Experiments** [**Paper**](http://www.stern.nyu.edu/ciio/WorkOnline/OM0607/101306.pdf)[Jeannette Song](http://www.fuqua.duke.edu/faculty/alpha/song.htm) DukeFriday, October 20th10:30 am KMC 5-85**Bricks and Mortar vs. Clicks and Mortar**
**– An Equilibrium Analysis**[Gerard Cachon](http://opim.wharton.upenn.edu/~cachon/) UPenn WhartonFriday, October 27th10:30 am, KMC 5-85**Purchasing and Pricing in the Presence**
**of Strategic Consumers** [**Paper**](http://www.stern.nyu.edu/ciio/WorkOnline/OM0607/102706.pdf)[Terry Taylor](http://www2.gsb.columbia.edu/divisions/dro/taylor.html) ColumbiaFriday, November 3rd10:30 am, KMC 5-85**Incentives for Retailer Forecasting:**
**Rebates versus Returns**
[**Paper**](http://www.stern.nyu.edu/ciio/WorkOnline/OM0607/110306.pdf)[Jay Sethuraman](http://www.columbia.edu/~js1353/) ColumbiaFriday, November 10th10:30 am, KMC 5-85**Online Buffer Management in**
**QoS Switches**[Tim Huh](http://www.columbia.edu/~th2113/) ColumbiaFriday, November 17th10:30 am, KMC 5-85**A Non-Parametric Data-Driven**
**Approach to Inventory Planning**
**and Revenue Management**[Stephen Graves](http://web.mit.edu/sgraves/www/) MITFriday, December 1st10:30 am, KMC 5-85**The Benefits of Re-evaluating Real**
**Time Fulfillment Decisions**[Anton Kleywegt](http://www2.isye.gatech.edu/~anton/) Georgia TechFriday, December 8th10:30 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"](http://w4.stern.nyu.edu/emplibrary/min.pdf)

Oct. 21: Galit Shmueli -- University of Maryland
["A Functional Data Analytic Approach To Empirical Research of eCommerce"](http://w4.stern.nyu.edu/emplibrary/shmueli.pdf)

Nov. 4: Yazhen Wang -- University of Connecticut
["Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data"](http://w4.stern.nyu.edu/emplibrary/wang.pdf)

Dec. 1: Patrik Guggenberger -- UCLA
["The Limit of Finite Sample Size and a Problem with Subsampling"](http://w4.stern.nyu.edu/emplibrary/guggenbergerpaper.pdf)
Note: Seminar will be held in room KMC 5-85 from 4:00 - 5:30 PM

Jan. 27: Chris Volinsky -- AT&amp;T Research
["Modelling Massive Dynamic Graphs"](http://w4.stern.nyu.edu/emplibrary/volinsky.pdf) "Modelling Massive Dynamic Graphs"
Note: Seminar will be held in room KMC 5-90

Feb. 7: Bill Cleveland -- Purdue University
["Learning From Data"](http://w4.stern.nyu.edu/emplibrary/cleveland1.pdf) "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"](http://w4.stern.nyu.edu/emplibrary/cleveland2.pdf)

Feb. 17: Nour Meddahi -- University of Montreal
["Bootstrapping Realized Volatility"](http://w4.stern.nyu.edu/emplibrary/meddahi.pdf)

Mar. 3: Eric Bradlow -- University of Pennsylvania (Wharton School)
["Bayesian Estimation of Bid Sequences in Internet Auctions Using a Generalized Record Breaking Model"](http://w4.stern.nyu.edu/emplibrary/bidsequence.pdf)
Mar. 10: Jason Fine -- University of Wisconsin
["Functional Regression Modelling of Survival Proceses"](http://w4.stern.nyu.edu/emplibrary/fineabstract.pdf)

Mar. 31: Dimitris Politis -- University of California at San Diego
["Model-free Volatility Prediction OR Can the Stock Market Be Linearized?"](http://w4.stern.nyu.edu/emplibrary/politis.pdf)

Apr. 21: David Dickey -- North Carolina State University
["Two Nonlinear Models for Time Series"](http://w4.stern.nyu.edu/emplibrary/dickey.pdf)

Apr. 28:[Stern-Wharton Conference on Statistics in Business](http://www.stern.nyu.edu/%7Ejsimonof/conf06.html)

May 5 Xin Guo -- Cornell University
["Credit risk with incomplete information: a unified probabilistic approach"](http://w4.stern.nyu.edu/emplibrary/guo.pdf)

**STATISTICS SEMINARS FOR 2004-2005 ACADEMIC YEAR**

Sep. 21: Jerry Friedman -- Stanford University
["Importance Sampling: An Alternative View of Ensemble Learning"](http://w4.stern.nyu.edu/ioms/docs/sg/seminars/friedmanisle.pdf)
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"](http://w4.stern.nyu.edu/ioms/docs/sg/seminars/friedmanpath.pdf)

Oct. 15: Roger Nelsen -- Lewis and Clark College / Mount Holyoke College
["Properties and Applications of Copulas: A Brief Survey"](http://w4.stern.nyu.edu/ioms/docs/sg/seminars/nelsen.pdf)

Oct. 22: Ruey Tsay -- University of Chicago
["Efficient Estimation of Stochastic Diffusion Models with Leverage Effects and Jumps"](http://w4.stern.nyu.edu/ioms/docs/sg/seminars/tsay.pdf)

Nov. 5: Jeff Racine -- Syracuse University
["Kernel Methods in Mixed Data Models"](http://w4.stern.nyu.edu/ioms/docs/sg/seminars/racine.pdf) [Paper 1](http://w4.stern.nyu.edu/ioms/docs/sg/seminars/racine1.pdf) [Paper 2](http://w4.stern.nyu.edu/ioms/docs/sg/seminars/racine2.pdf) [Paper 3](http://w4.stern.nyu.edu/ioms/docs/sg/seminars/racine3.pdf) [Paper 4](http://w4.stern.nyu.edu/ioms/docs/sg/seminars/racine4.pdf)

Nov. 12: Ed George -- University of Pennsylvania
["Improved Minimax Prediction Under Kullback-Leibler Loss"](http://w4.stern.nyu.edu/ioms/docs/sg/seminars/george.pdf) "Improved Minimax Prediction Under Kullback-Leibler Loss"

Nov. 19: Todd Ogden -- Columbia University
["Functional Generalized Linear Models with Application to Brain Imaging"](http://w4.stern.nyu.edu/ioms/docs/sg/seminars/ogden.pdf)

Dec. 10: Yacine Aït-Sahalia -- Princeton University
["A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High-Frequency Data"](http://w4.stern.nyu.edu/ioms/docs/sg/seminars/twoscales.pdf) [Additional paper](http://w4.stern.nyu.edu/ioms/docs/sg/seminars/sampling.pdf)

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"](http://w4.stern.nyu.edu/emplibrary/Mykland.pdf)

Jan. 28: Willa Chen -- Texas A&amp;M University
["Efficiency in Estimation of Long Memory"](http://w4.stern.nyu.edu/emplibrary/Chenabstract.pdf)

Feb. 18: Wolfgang Härdle -- Humboldt-Universität zu Berlin
["Nonparametric Risk Management with Generalized Hyperbolic Distributions"](http://w4.stern.nyu.edu/emplibrary/Haerdle.pdf)

Mar. 4: Stuart Klugman -- Drake University
["Sample Size Selection for Multiple Samples: A Brief Introduction to Credibility Theory"](http://w4.stern.nyu.edu/emplibrary/Klugman.pdf)

Mar. 25: Brian Marx -- Louisiana State University
["Multidimensional Penalized Signal Regression"](http://w4.stern.nyu.edu/ioms/docs/sg/seminars/MarxMPSR.pdf)

Apr. 1: Wei-Yin Loh -- University of Wisconsin
["Regression Tree Models for Data Modeling, Visualization, and Prediction"](http://w4.stern.nyu.edu/emplibrary/lohabstract.pdf)

Apr. 8: Dawn Porter -- Georgetown University
["Enhanced Reputation Scoring for Online Auctions"](http://w4.stern.nyu.edu/emplibrary/Reputation_Systems.pdf)

Apr. 22: Mel Hinich -- University of Texas
["Detecting Randomly Modulated Cycles"](http://w4.stern.nyu.edu/emplibrary/FX_season.pdf)

**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&amp;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 &amp; 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 &amp; 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"