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…
Date:15 August 2018, Wednesday
Location:S16-06-118, DSAP Seminar Room
Time:03:00pm - 04:00pm
Complex Model Building for Precision Medicine Using Summary-level, Information from Big and Disparate Data SourcesExtraction of information from rich and diverse datasets through summary-level statistics, as opposed to individual level data, can be…
Date:27 July 2018, Friday
Location:S16-05-96, Computer Lab 4, Faculty of Science
Time:03:00pm - 04:00pm
Some Paradoxical Phenomena in Theory of Probability and their ApplicationsThe mathematical models of moving particles, describing a behavior of traffic, communication, queuing and other systems are considered. Motion…
Date:09 July 2018, Monday
Location:S16-05-96, Computer Lab 4
Time:02:00pm - 03:00pm
Sequential Monte Carlo Algorithms for High-Dimensional Filtering and SmoothingPHD ORAL PRESENTATION Hidden Markov models are one of the most successful statistical modelling ideas that have been developed…
Date:20 June 2018, Wednesday
Location:S16-06-118, Statistics Seminar Room
Time:03:00pm - 04:00pm
The GUIDE Approach to Missing DataGUIDE is a classification and regression tree algorithm that can be used in many missing data settings. For prediction…