Seminars in Statistics
Seminars in Statistics
Seminars in Statistics Matthias Birkner (Johannes Gutenberg University Mainz, Germany)
Ancestral lineages under local regulation The spatial embeddings of genealogies in models with fluctuating population sizes and local regulation are relatively complicated random walks in a space-time dependent random environment. They seem presently not well understood. We use the supercritical discrete-time contact process on Z^d as the simplest non-trivial example of a locally regulated population…
Seminars in Statistics Alessandro Arlotto (University of Pennsylvania)
"Optimal Hiring and Retention Policies for Heterogeneous Workers who Learn"
Seminars in Statistics Antonio Colangelo (European Central Bank)
Banks' Balance Sheet Statistics and Financial Flows in the Euro Area The analysis of money and credit developments is core to the conduct of monetary policy. Those statistics are constructed in the euro area starting from the balance sheets of resident banks. By appropriately netting banks' cross-positions in the euro area, aggregated positions are identified…
Seminars in Statistics Yee Whye Teh (University College London)
Efficient MCMC for Continuous Time Discrete State Systems A variety of phenomena are best described using dynamical models whichoperate on a discrete state space and in continuous time. Examplesinclude Markov jump processes, continuous time Bayesian networks,renewal processes and other point processes, with applications rangingfrom systems biology, neuroscience, genetics, computing networks andhuman-computer interactions. Posterior computations typically…
Seminars in Statistics Andrés Christen (CIMAT, México)
Towards Uncertainty Quantification and Inference in the stochastic SIR Epidemic Model We introduce a novel method to conduct inference with models defined through a continuous-time Markov process, and we apply these results to a classical stochastic SIR model as a case study. We obtain approximations for first and second moments for the state variables. These…
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"