Date:26 November 2018, Monday
Location:S16-06-118, Statistics Seminar Room
Time:02:00pm - 03:00pm
High-Dimensional Time Series Modeling and Forecasting With Application To High-Frequency Financial and Energy DataPHD ORAL PRESENTATION Modern big data contain rich information that can be used to improve the understanding and predictability…
Date:16 November 2018, Friday
Location:S16-05-96, Computer Lab 4
Time:03:00pm - 04:00pm
Geometric MCMC for Bayesian Inverse ProblemsBayesian Inverse Problems often involve sampling posterior distributions on infinite-dimensional function spaces. Traditional Markov chain Monte Carlo (MCMC) algorithms…
Date:15 November 2018, Thursday
Location:S16-06-118, Seminar Room
Time:03:00pm - 04:00pm
Approximate Importance Sampling and Its Implications for Mapping Disease-GenesFor co-segregation studies involving a large number of small affected families and commercially available SNP arrays, it is difficult…
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….