Date:14 November 2018, Wednesday
Location:S16-06-118, Seminar Room
Time:03:00pm - 04:00pm
Frequentist Expectation PropagationExpectation propagation is a technique from computer science for overcoming tractability obstacles in inference for Bayesian graphical models. We…
Date:17 October 2018, Wednesday
Location:S16-06-118, Seminar Room
Time:03:00pm - 04:00pm
From Causal Inference to Gene RegulationA recent break-through in genomics makes it possible to perform perturbation experiments at a very large scale. The availability…
Date:10 October 2018, Wednesday
Location:S16-06-118, Seminar Room
Time:03:00pm - 04:00pm
Phase Transitions for High Dimensional Clustering and Related ProblemsClustering, or unsupervised learning, is a major problem in statistics with many applications. In the Big Data era, it…
Date:03 October 2018, Wednesday
Location:S16-06-118, Seminar Room
Time:03:00pm - 04:00pm
Doubly Robust Regression Analysis for Data FusionIn this talk, we will investigate the problem of making inference about a parametric model for the regression of…
Date:28 September 2018, Friday
Location:S16-06-118, Seminar Room
Time:04:30pm - 05:30pm
Flexible HAR Model for Realized VolatilityThe Heterogeneous Autoregressive (HAR) model is commonly used in modeling the dynamics of realized volatility. In this paper, we…
Date:21 September 2018, Friday
Location:S16-06-118, Seminar Room
Time:04:30pm - 05:30pm
Bias Correction for the Maximum Likelihood Estimator of the Extreme Value IndexA key step in extreme value statistics is to accurately estimate the extreme value index, which characterizes the shape…
Date:19 September 2018, Wednesday
Time:03:00pm - 04:00pm
Adaptive Community Detection via Fused l-1 PenaltyIn recent years, community detection has been an active research area in various fields including machine learning and statistics….
Date:12 September 2018, Wednesday
Location:S16-06-118, Seminar Room
Time:04:00pm - 05:00pm
Estimating Risk-adjusted Process Performance with a Bias/Variance Trade-offIn the analysis of survey data, common objectives include estimating the population average, tracking time trends, and comparing population…
Date:05 September 2018, Wednesday
Location:S16-06-118, Seminar Room
Time:02:00pm - 05:00pm
Bayesian Computation for High-Dimensional Statistical Models -IMSTalk 1: 2pm to 2.50pm Speaker: Assoc Prof Matti Vihola, University of Jyvaskyla, Finland Title: Unbiased Estimators and Multilevel Monte…
Date:30 August 2018, Thursday
Location:S16-05-98, Faculty of Science
Time:04:00pm - 05:00pm
Exploring the Second Order Sparsity in Large Scale OptimizationIn this talk, we shall demonstrate how the second order sparsity (SOS) in important optimization problems such as the…