Date:03 November 2017, Friday
Location:BIZ 1, Mochtar Riady Building, Excellence-3b(Seminar Room 3-2)
Time:10:00am - 11:30pm
Computational Integer Optimisation and ApplicationsContact Associate Professor Ying Chen, Department of Statistics and Applied Probability, NUS The lecture will give an introduction to Mathematical…
Date:Wednesday 01 November 2017
Location:S16-06-118, DSAP Seminar Room
Time:03:00pm - 04:00pm
Hypothesis Testing in High-Dimensional Linear Regression:In this talk, we consider a general linear hypothesis testing (GLHT) problem in high-dimensional linear regression where the data…
Date:25 October 2017, Wednesday
Location:S16-06-118, DSAP Seminar Room
Time:03:00pm - 04:00pm
Sequential Statistics, Adaptive Design and Clinical TrialsThere are currently over 44,000 clinical trials being conducted worldwide according to the registry clinicaltrial.gov. These are very expensive,…
Date:11 October 2017, Wednesday
Location:S16-06-118, DSAP Seminar Room
Time:03:00pm - 04:00pm
Hamiltonian Monte Carlo In Bayesian Empirical Likelihood ComputationWe consider Bayesian empirical likelihood estimation and develop an efficient Hamiltonian Monte Carlo method for sampling from the posterior…
Date:02 October 2017, Monday
Location:S16-05-96, Computer Lab 4
Time:11:00am - 12:00pm
Hazards Regression for Freemium Products and Services: A Competing Risks ApproachWe proposed a competing risks approach to analyze customer behaviors in freemium products and services. The event of interest…
Date:27 September 2017, Wednesday
Location:Lim Tay Boh Seminar Room (AS2 03-12), Department of Economics, Faculty of Arts and Social Sciences
Time:04:00pm - 05:30pm
Nonparametric Estimation of Private Value Densities in Ascending Auctions and Generalized Competing Risks Model (Joint work with Oliver Linton and Tatiana Komarova)We consider a private values ascending auction model as in Komarova (2013). This is a case of 2-out-of-n competing…
Date:20 September 2017, Wednesday
Location:S16-06-118
Time:03:00pm - 04:00pm
Instrumental Estimation with Data Missing Not at RandomMissing data occur frequently in empirical studies in health and social sciences, and can compromise our ability to obtain…
Date:13 September 2017, Wednesday
Location:S16-06-118, DSAP Seminar Room
Time:03:00pm - 04:00pm
Spectrum Estimation for High-Dimensional Time Series with ApplicationsWe present results about the limiting behavior of the empirical distribution of eigenvalues of a weighted integral of the…
Date:06 September 2017, Wednesday
Location:S16-06-118, DSAP Seminar Room
Time:03:00pm - 04:00pm
An Introduction to Stochastic Filtering and Optimal ControlIn this talk, we will present some examples which call for the combined study of stochastic filtering and control….
Date:14 August 2017, Monday
Location:S16-06-118, DSAP Seminar Room
Time:04:00pm - 05:00pm
Generating Long-Term Wind Scenarios Condtioned on Sequential Short-Term Forecasting Using LTMIn this paper a new Long Term Generation (LTG) method is developed that generates long-term synthetic wind scenarios conditioned on…