Skip to main content.
Advanced search >

<< April 2018 >>

Monday, April 2, 2018

Agostino Capponi - Columbia University

Seminar: Other Related Seminars | April 2 | 3:30-5 p.m. | 3108 Etcheverry Hall

Agostino Capponi, Columbia University

Industrial Engineering & Operations Research

Agostino Capponi joined Columbia University's IEOR Department in August 2014, where he is also a member of the Institute for Data Science and Engineering.

His main research interests are in the area of networks, with a special focus on systemic risk, contagion, and control. In the context of financial networks, the outcome of his research contributes to a better understanding of risk...   More >

Tuesday, April 3, 2018

Solving composite minimization problems arising in statistics and engineering, with applications to phase retrieval

Seminar: Neyman Seminar: Berkeley-Stanford Joint Colloquium at Berkeley | April 3 | 4-5 p.m. | 60 Evans Hall

John C. Duchi, Stanford University

Department of Statistics

We consider minimization of stochastic functionals that are compositions of a (potentially) non-smooth convex function h and smooth function c. We develop two stochastic methods--a stochastic prox-linear algorithm and a stochastic (generalized) sub- gradient procedure--and prove that, under mild technical conditions, each converges to stationary points of the stochastic objective. Additionally,...   More >

Wednesday, April 4, 2018

Poisson-Dirichlet interval partition evolutions related to the Aldous diffusion

Seminar: Probability Seminar | April 4 | 3:10-4 p.m. | 1011 Evans Hall

Matthias Winkel, University of Oxford

Department of Statistics

We construct diffusions on a space of interval partitions of [0,1] that
are stationary with Poisson-Dirichlet laws. The processes of ranked
interval lengths of our partitions are diffusions introduced by Ethier and
Kurtz (1981) and Petrov (2009). Specifically, we decorate the jumps of a spectrally positive stable process with independent squared Bessel
excursions. In the spirit of Ray-Knight...   More >

Center for Computational Biology Seminar: Dr. Alexis Battle, Assistant Professor, Biomedical Engineering, Johns Hopkins University

Seminar: Other Related Seminars | April 4 | 4:30-5:30 p.m. | 125 Li Ka Shing Center

Center for Computational Biology

Title: Modeling the complex impact of genetic variation on gene expression

Non-coding and regulatory genetic variation plays a significant role in human health, but the impact of regulatory variants has proven difficult to predict from sequence alone. Further, genetic effects can be modulated by context, such as cell type and environmental factors. We have developed machine learning...   More >

Thursday, April 5, 2018

Seminar 217, Risk Management: The Securitization and Solicited Refinancing Channel of Monetary Policy

Seminar: Risk Seminar | April 5 | 12:30-2 p.m. | 1011 Evans Hall

Speaker: Rupal Kamdar, UC Berkeley

Center for Risk Management Research

I document the “securitization and solicited refinancing channel,” a novel transmission mechanism of monetary policy and its heterogenous regional effects. The mechanism predicts that mortgage lenders who sell their originations to Government Sponsored Enterprises or into securitizations no longer hold the loan’s prepayment risk, and when rates drop, these lenders are more likely to signal to...   More >

Statistical inference of properties of distributions: theory, algorithms, and applications

Seminar: Other Related Seminars | April 5 | 4-5 p.m. | Soda Hall, HP Auditorium, 306 Soda Hall

Jiantao Jiao, Ph.D. Candidate, Stanford University

Electrical Engineering and Computer Sciences (EECS)

Modern data science applications frequently involve pipelines of exploratory analysis requiring accurate inference of a property of the distribution governing the data. This talk will focus on recent progress in the performance, structure, and deployment of near-minimax-optimal estimators for a large variety of properties in high-dimensional and nonparametric settings.

Wednesday, April 11, 2018

A unifying framework for constructing MCMC algorithms from irreversible diffusion processes

Seminar: Probability Seminar | April 11 | 3:10-4 p.m. | 1011 Evans Hall

Yian Ma, U. C. Berkeley

Department of Statistics

In this talk, I will first present a general recipe for constructing MCMC algorithms from diffusion processes with the desired stationary distributions. The recipe translates the task of finding valid continuous Markov processes into one of choosing two matrices. Importantly, any diffusion process with the target stationary distribution (given an integrability condition) can be represented in our...   More >

Using visualisation to understand R theory

Seminar | April 11 | 4-5 p.m. | 10 Evans Hall | Note change in location

Hadley Wickham, RStudio

Department of Statistics

In this talk, I will introduce the lobstr package which provides tools to visualise R's data structures on the command line. I'll show three R functions ast(), cst(), and ref() and use them to discuss three important components of R's theory:

1. All R code possesses a tree like structure, known as the abstract
syntax tree.
2. R's lazy evaluation introduces a tree-like structure into the...   More >

Thursday, April 12, 2018

Teaching and Research Resource Fair

Special Event: News and Events | April 12 | 11 a.m.-1 p.m. | Dwinelle Hall, Room 117, Level D

Academic Innovation Studio

Connect with dozens of campus service providers to get new ideas, find support, and learn about resources and services. Enjoy focused conversations and technology demos while meeting other instructors and researchers.

Faculty, Students - Graduate

Faculty, Staff, Students - Graduate

ID required.

RSVP by April 10 online.

Seminar 217, Risk Management: The Long-lasting Effects of Propaganda on Financial Risk-Taking

Seminar: Risk Seminar | April 12 | 12:30-2 p.m. | 1011 Evans Hall

Speaker: Ulrike Malmendier, UC Berkeley

Center for Risk Management Research

We argue that emotional coloring of experiences via political propaganda has long-term effects on risk taking. We show that living in an anti-capitalist system reduces individuals' willingness to invest in the stock market even decades later.

Friday, April 13, 2018

Dissertation talk: Detection limits and fluctuation results in some spiked random matrix models

Seminar: Other Related Seminars | April 13 | 2:30-3:30 p.m. | 521 Cory Hall

Ahmed El Alaoui, EECS

Electrical Engineering and Computer Sciences (EECS)

In this talk, we will investigate the fundamental limits of detecting the presence of a structured low-rank signal buried inside a large noise matrix. This setting serves among other things as a simple model for principal component analysis: Given a set of data points in Euclidean space, find out whether there exists a distinguished direction (a "spike") along which these data points align.
It...   More >

Wednesday, April 18, 2018

Rigid structures in the universal enveloping traffic space

Seminar: Probability Seminar | April 18 | 3:10-4 p.m. | 1011 Evans Hall

Benson Au, U.C. Berkeley

Department of Statistics

For a tracial $*$-probability space $(\mathcal{A}, \varphi)$, C\'{e}bron, Dahlqvist, and Male constructed an enveloping traffic space $(\mathcal{G}(\mathcal{A}), \tau_\varphi)$ that extends the trace $\varphi$. The CDM construction provides a universal object that allows one to appeal to the traffic probability framework in generic situations, prioritizing an understanding of its structure. We...   More >

Global Testing Against Sparse Alternatives under Ising Models

Seminar: Neyman Seminar | April 18 | 4-5 p.m. | 1011 Evans Hall

Rajarshi Mukherjee, UC Berkeley

Department of Statistics

We study the effect of dependence on detecting sparse signals. In particular, we focus on global testing against sparse alternatives for the magnetizations of an Ising model and establish how the interplay between the strength and sparsity of a signal determines its detectability under various notions of dependence (i.e. the coupling constant of the Ising model). The impact of dependence can be...   More >

Thursday, April 19, 2018

Seminar 217, Risk Management: Could Probability of Informed Trading Predict Market Volatility?

Seminar: Risk Seminar | April 19 | 12:30-2 p.m. | 1011 Evans Hall

Speaker: John Wu, LBL

Center for Risk Management Research

Significant market events such as Flash Crash of 2010 undermine the trust of the capital market system. An ability to forecast such events would give market participants and regulators time to react to such events and mitigate their impact. For this reason, there have been a number of attempts to develop early warning indicators. In this work, we explore one such indicator named Probability of...   More >

Tuesday, April 24, 2018

DataEDGE Conference

Conference/Symposium: Other Related Seminars | April 24 | 9 a.m.-6 p.m. | Sutardja Dai Hall, Banatao Auditorium

Information, School of

Are you and your organization taking advantage of the opportunities created by today’s flood of new data?

Do you know about the latest tools for storing, analyzing, and visualizing data? Have you considered the privacy implications of working with data? How do leaders balance intuition and data in making important decisions?

The UC Berkeley School of Information’s DataEDGE conference will...   More >

Register online.

Wednesday, April 25, 2018

The weak Pinsker property

Seminar: Probability Seminar | April 25 | 3:10-4 p.m. | 1011 Evans Hall

Tim Austin, UCLA

Department of Statistics

This talk is about the structure theory of measure-preserving systems: transformations of a finite measure space that preserve the measure. Many important examples arise from stationary processes in probability, and simplest among these are the i.i.d. processes. In ergodic theory, i.i.d. processes are called Bernoulli shifts. Some of the main results of ergodic theory concern an invariant of...   More >

Thursday, April 26, 2018

Seminar 217, Risk Management: Statistical Arbitrage

Seminar | April 26 | 12:30-2 p.m. | 1011 Evans Hall

Speaker: George Papanicolaou, Stanford

Center for Risk Management Research

Statistical arbitrage is a collection of trading algorithms that are widely used today but can have very uneven performance, depending on their detailed implementation. I will introduce these methods and explain how  the data used as trading signals are prepared so that they depend weakly on market dynamics but have adequate statistical regularity. The trading algorithm itself will be presented...   More >

Ribosomes, traffic jams, and phase transitions

Seminar: Berkeley-Davis Joint Colloquium at Davis | April 26 | 4-5 p.m. | Mathematical Sciences Building, UC Davis, 1147 (Colloquium Room)

399 Crocker Lane, Davis, CA 95616

Yun Song, UC Berkeley

Department of Statistics

Since its introduction, the totally asymmetric simple exclusion process (TASEP) has been widely used to model transport phenomena in non-equilibrium interacting particle systems. Many mathematicians and physicists have studied this stochastic process under various conditions motivated by a broad range of applications. In biology, for example, the TASEP has been used to describe the dynamics of...   More >

Monday, April 30, 2018

Avraham Shtub -Technion

Seminar: Other Related Seminars | April 30 | 3:30-5 p.m. | 3108 Etcheverry Hall

Avraham Shtub, Technion

Industrial Engineering & Operations Research

Professor Avraham Shtub holds the Stephen and Sharon Seiden Chair in Project Management. He was a faculty member of the department of Industrial Engineering at Tel Aviv University from 1984 to 1998 where he also served as a chairman of the department (1993-1996)...   More >