B U P R O B A B I L I T Y A N D S T A T I S T I C S S E M I N A R
Organized by Solesne Bourguin and Ting Zhang at Boston University, on Thursdays from 4:00pm to 5:00pm in room MCS 148 unless otherwise specified. Tea served from 3:45pm to 4:00pm in room MCS 144. Click on the title to read the abstract.
FALL SEMESTER 2017
- Th, Sep 14th, Annie Qu (UIUC),
- Th, Sep 21st, TBA,
- Th, Sep 28th, TBA,
- Th, Oct 5th, TBA,
- Th, Oct 12th, TBA,
- Th, Oct 19th, TBA,
- Th, Oct 26th, Alexandra Chronopoulou (UIUC),
- Th, Nov 2nd, TBA,
- Th, Nov 9th, TBA,
- Th, Nov 16th, TBA,
- Th, Nov 30th, TBA,
- Th, Dec 7th, TBA,
SPRING SEMESTER 2017
- Th, Jan 12th, Yu Gu (Stanford),
Scaling limits of fluctuations in stochastic homogenization.
- Mo, Jan 19th, Fei Lu (Berkeley),
Data-driven stochastic model reduction.
- Fr, Jan 20th, Sanchayan Sen (McGill),
Random discrete structures: Phase transitions, scaling limits, and universality.
- Mo, Jan 23rd, Michael Salins (BU),
Uniform large deviations principle for a general class of stochastic partial differential equations. (Unusual location: MCS B21)
- We, Jan 25th, Martina Hofmanova (TU Berlin),
Randomness in convection-diffusion problems.
- Th, Jan 26th, Andrey Sarantsev (UCSB),
Competing Brownian particles.
- Th, Feb 16th, Afonso Bandeira (NYU),
On Phase Transitions for Spiked Random Matrix and Tensor Models.
- Th, Feb 23rd, Yao Li (UMass Amherst),
Polynomial convergence rate to nonequilibrium steady-state.
- Th, Mar 2nd, Jun Yan (UConn),
Stagewise generalized estimating equations with grouped variables.
- Th, Mar 16th, Han Xiao (Rutgers),
On the cross correlations under high dimension.
- Th, Mar 23rd, Zhengjun Zhang (University of Wisconsin-Madison),
ATM: autoregressive tail-index model for maxima in financial time series.
- Th, Mar 30th, Tyler McCormick (University of Washington),
- Th, Apr 6th, Brent Nelson (Berkeley),
- Th, Apr 13th, Jan Rosinski (University of Tennessee),
- Th, Apr 20th, Simon Campese (University of Luxembourg),
- Th, Apr 27th, Brian Caffo (Johns Hopkins),
FALL SEMESTER 2016
- Th, Sep 22nd, David Lipshutz (Brown University),
Sensitivity analysis for the invariant measure of reflected Brownian motion.
- Tu, Sep 29th, Soumendra Lahiri (NCSU),
A frequency domain empirical likelihood method for irregularly spaced spatial data.
- Th, Oct 6th, Harry Crane (Rutgers University),
The edge exchangeable framework for network modeling.
- Fr, Oct 13th, Kung-Sik Chang (University of Iowa),
Inference for threshold diffusions.
- Th, Oct 20th, Han Liang Gan (Northwestern),
Dirichlet approximation of genetic drift models.
- Th, Nov 3rd, David Degras (UMass Boston),
A high dimensional group fused lasso.
- Th, Nov 17th, Aidong Ding (Northeastern),
A robust-equitable dependence measure for feature selection.
- Th, Dec 1st, Dean Eckles (MIT),
Massive meta-analysis using regularized instrumental variables, with an application to peer effects.
- Th, Dec 8th, Scott Robertson (BU),
Robust asymptotic growth in the presence of stability.
SPRING SEMESTER 2016
- Tu, Jan 19th (in MCS B21), Daniel Sussman (Harvard),
Adjacency spectral embedding for random graphs.
- Th, Jan 21st, Colin B. Fogarty (UPenn),
Leveraging multiple outcomes in matched observational studies.
- Tu, Jan 26th, Veronika Rockova (UPenn),
Fast Bayesian factor analysis via automatic rotations to sparsity.
- Th, Jan 28th, Sumanta Basu (UC Berkeley),
Learning dynamics of complex systems from high-dimensional data.
- Fr, Jan 29th, Tirthankar Dasgupta (Harvard),
Designing experiments for new-generation scientific studies: some challenges and potential solutions.
- Th, Feb 4th, Christine B. Peterson (Stanford),
Statistical approaches for making sense of high-throughput biological data.
- Th, Mar 3rd, Karl Rohe (Univ of Wisconsin Madison),
Network driven sampling: a critical threshold for design effects.
- Th, Mar 17th, Simon Campese (University of Rome Tor Vergata),
Abstract fourth moment theorems.
- Th, Mar 24th, Nikolai Leonenko (Cardiff University),
Limit theorems for weighted non-linear transformations of Gaussian processes with singular spectrum.
- Th, Mar 31st, Ivan Fernandez-Val (Boston University),
The sorted effects method: discovering heterogeneous effects beyond their averages.
- Th, Apr 14th, Kun Chen (UConn),
Sequential estimation in sparse factor regression.
- Th, Apr 21th, Daniel Schwarz (Carnegie Mellon),
Integral representation of martingales in mathematical finance.
- Th, Apr 28th, Xiaofeng Shao (University of Illinois at Urbana-Champaign),
A new approach to dimension reduction for multivariate time series.
FALL SEMESTER 2015
- Th, Sep 10th, Liliya Zax (Boston University),
Statistics application in industry: financial institutions and tech companies.
- Th, Sep 17th, Leu Guo (Boston University),
The power of message networks: semantic network analysis of media effects in twittersphere during the 2012 U.S. presidential election.
- Th, Oct 1st, Philippe Rigollet (MIT),
- Th, Oct 8th, John Harlim (Penn State),
Diffusion forecast: a nonparametric modeling approach.
- Th, Oct 15th, Pierre Jacob (Harvard),
Estimation of the derivatives of functions that can only be evaluated with noise.
- Th, Oct 22nd, Jian Zhou (WPI),
Volatility inference using high-frequency financial data and efficient computations.
- Th, Oct 29th, Markos Katsoulakis (UMass Amherst),
Path-space information metrics for uncertainty quantification and coarse-graining of molecular systems.
- Th, Nov 5th, Iddo Ben-Ari (UConn),
The Bak-Sneppen model of biological evolution and related models.
- Th, Nov 12th, Mokshay Madiman (University of Delaware),
Optimal concentration of information for log-concave distributions.
- Th, Nov 19th, Youssef M. Marzouk (MIT),
Transport maps for Bayesian computation.
- Th, Dec 3rd, Shuyang Bai (Boston University),
Self-normalized resampling for time series.
- Th, Dec 10th, Vidhu Prasad (UMass Lowell),
Towers, codes and approximate conjugacy.