Seminars in Statistics
Seminars in Statistics
Seminars in Statistics Ilya Molchanov (University of Bern)
Symmetries of probability distributions, their geometric meaning and financial applications The talk starts with the known put-call symmetry property and its application to semi-static hedging of barrier options. Then it is explained how to interpret this property geometrically and extend it in various ways, most importantly for the multivariate (multiasset) case that would correspond to…
Seminars in Statistics Sergio Bacallado (Stanford University)
A Bayesian analysis of reversible time series with an uncertain length of memory We propose a Bayesian analysis of reversible time series using a Probabilistic Suffix Automaton (PSA) model. We show that PSAs have a representation as higher-order Markov chains, and that the class of reversible PSAs generalize reversible variable-order Markov chains. The analysis uses…
Seminars in Statistics Keisuke Hirano (University Of Arizona)
"Impossibility Results for Nondifferentiable Functionals"
Seminars in Statistics Eugenio Regazzini (University of Pavia)
"Finitely additive probabilities in statistics"
Seminars in Statistics Hykel Hosni (Scuola Normale di Pisa)
"Subjective probability as a normative theory of rational belief"
Seminars in Statistics Alexander V. Gnedin (Utrecht University)
"Extensions of Mallows' distribution on permutations and the q-exchangeability"
Seminars in Statistics Peter Orbanz (University of Cambridge)
"Projective limit techniques in Bayesian nonparametrics"
Seminars in Statistics Sinead Williamson (University of Cambridge)
"Dependent completely random measures via Poisson line processes"
Seminars in Statistics Michele Guindani (MD Anderson Cancer Center, Houston)
"Generalized Species Sampling Priors with Latent Beta reinforcements"
Seminars in Statistics Henry Wynn (London School of Economics)
"Algebraic Statistics: some background and advances"
Seminars in Statistics Robert C. Griffiths (University of Oxford)
"Stochastic processes with polynomial eigenfunctions"
Seminars in Statistics Omiros Papaspiliopoulos (Universitat Pompeu Fabra)
"Bayesian inference of coefficients of diffusion processes using data augmentation"
Seminars in Statistics Gérard Letac (Université Paul Sabatier, Toulouse)
"Bayesian aspects of the hierarchical models and characteristic function on a convex set"