85982
Neyman Seminar: Simulated Likelihood Estimators for Discretely Observed Jump-Diffusions
2015-04-01
13:00:00
14:00:00
1
2 p.m.
Evans Hall
On Campus
1011
32
Seminar
Primary
773
Neyman Seminar
Secondary
Continuous-time jump-diffusion models are widely used in finance and economics. They describe the time-series behavior of asset prices, interest and foreign exchange rates, commodity and energy prices, default rates, and other quantities. This paper addresses the parameter inference problem for a jump-diffusion observed at fixed time intervals that need not be short. We develop an unbiased Monte...
Kay Giesecke
Speaker
Department of Management Science and Engineering, Stanford University
Statistics, Department of
Happening As Scheduled
88634
Probability Seminar: Extremal Cuts of Sparse Random Graphs
2015-04-01
15:10:00
16:00:00
3:10
4 p.m.
Evans Hall
On Campus
1011
32
Seminar
Primary
776
Probability Seminar
Secondary
For Erdos-Renyi random graphs with average degree d, and uniformly random γdregular graph
on n vertices, we prove that with high probability the size of both the Max-Cut and maximum bisection
are n(d/4 + P_*\sqrt{d/4} + o(\sqrt{d})) while the size of the minimum bisection is
n(d/4 - P_*\sqrt{d/4} + o(\sqrt{d}))
Our derivation relates the free energy of the anti-ferromagnetic Ising model...
Andrea Montanari
Stanford University
Statistics, Department of
Happening As Scheduled
88582
Student Probability/PDE Seminar
Coagulation in a System of Brownian Particles II
2015-04-06
12:00:00
13:30:00
12
1:30 p.m.
Evans Hall
On Campus
736
32
Seminar
Primary
1793
Other Related Seminars
Secondary
We study a model of Brownian particles in which pairs of particles coalesce when they are microscopically close, with the radius of interaction a function of the mass. If this function grows sufficiently slowly (more precisely of the $r(m) = m^c$, with $c < 1/(d-2)$), in the limit the system behaves like a mass-conserving solution of the Smoluchowski PDE. I will demonstrate that this is not true...
Elan Bechor
Speaker
UC Berkeley
Mathematics, Department of
Date Changed
84830
Simons Institute Open Lecture: Interactive Information: Applications and New Directions
2015-04-06
16:00:00
00:00:00
4 p.m.
Sutardja Dai Hall
On Campus
Banatao Auditorium
19
Lecture
Primary
1793
Other Related Seminars
Secondary
The second in the spring series of Simons Institute Open Lectures. The Open Lectures are intended for a broad scientific audience.
Light refreshments will be served before the lecture at 3:30 p.m.
Simons Institute Open Lecture: Interactive Information: Applications and New Directions
http://simons.berkeley.edu/events/openlectures2015-spring-2
Toniann Pitassi
Speaker
Simons Institute for the Theory of Computing
Happening As Scheduled
85255
Seminar 217, Risk Management: "Capturing Equity Risk Premia in US and International Markets"
2015-04-07
10:00:00
11:30:00
10
11:30 a.m.
Evans Hall
On Campus
597
32
Seminar
Primary
1793
Other Related Seminars
Secondary
Jose Menchero
Speaker - Featured
MPAC
Center for Risk Management Research
Happening As Scheduled
88731
Computational Biology Seminar: Dr. Chris Cotsapas, "Combining Genetics and Genomics to Gain Biological Insights"
2015-04-07
16:00:00
17:00:00
4
5 p.m.
Li Ka Shing Center
On Campus
125
32
Seminar
Primary
1793
Other Related Seminars
Secondary
As genetic and genomic studies become routine, new approaches are required to wrest biological insights from these data. These approaches must address the multifactorial nature of complex traits, the gene regulatory effects likely driving much of that architecture, and recognize that mechanisms can be used in multiple cell types across many contexts.
Dr. Chris Cotsapas
Speaker
Department of Neurology, Yale School of Medicine
Computational Biology, Center for
Happening As Scheduled
88793
Berkeley-Stanford Joint Statistics Colloquium: Selective inference in regression
Berkeley-Stanford Joint Colloquium at Berkeley
2015-04-07
16:00:00
17:00:00
4
5 p.m.
Evans Hall
On Campus
60
2
Colloquium
Primary
1255
Berkeley-Stanford Joint Colloquium at Berkeley
Secondary
We describe a framework for exact post-selection inference in regression problems. At the core of our framework is what we call selective inference which build on earlier work of Benjamini and others in orthogonal design regression and allows us to define selective Type I and II errors for hypothesis tests and selective coverage for intervals. Time allowing, several examples will be discussed...
Jonathan Taylor
Department of Statistics, Stanford University
Statistics, Department of
Happening As Scheduled
85880
Neyman Seminar: Positive Low-Rank Tensor Completion
2015-04-15
13:00:00
14:00:00
1
2 p.m.
Evans Hall
On Campus
1011
32
Seminar
Primary
773
Neyman Seminar
Secondary
Motivated by combinatorial regression problems (which we interpret as low-rank tensor completion), we study noisy completion for positive tensors. Existing approaches convert this into matrix completion, but this is unable to achieve the best statistical rates possible. Here, we show that a specific class of low-rank tensors (namely those parametrized as continuous extensions of hierarchical...
Anil Aswani
Department of IEOR, UC Berkeley
Statistics, Department of
Happening As Scheduled
85256
Seminar 217, Risk Management: "Queueing Theory and Financial Markets"
2015-04-21
10:00:00
11:30:00
10
11:30 a.m.
Evans Hall
On Campus
597
32
Seminar
Primary
1793
Other Related Seminars
Secondary
Alex Shkolnik
Speaker - Featured
UC Berkeley
Center for Risk Management Research
Happening As Scheduled
85981
Neyman Seminar: Beyond Linear Algebra
2015-04-22
13:00:00
14:00:00
1
2 p.m.
Evans Hall
On Campus
1011
32
Seminar
Primary
773
Neyman Seminar
Secondary
Linear algebra is the foundation of scientific computing and its numerous applications. Yet, the world is non-linear. In this lecture we argue that it pays off to work with models that are described by non-linear polynomials, while still taking advantage of the power of numerical linear algebra. We present a glimpse of applied algebraic geometry, by discussing recent advances in tensor...
Bernd Sturmfels
Speaker
Departments of Mathematics, Statistics, and EECS, UC Berkeley
Statistics, Department of
Happening As Scheduled
87825
Probability Seminar: The frog model on trees
2015-04-22
15:10:00
16:00:00
3:10
4 p.m.
Evans Hall
On Campus
1011
32
Seminar
Primary
776
Probability Seminar
Secondary
Fix a graph G and place some number (random or otherwise) of sleeping frogs at each site, as well as one awake frog at the root. Set things in motion by having awake frogs perform independent simple random walk, waking any "sleepers" they encounter. Say the model is recurrent if the root is a.s. visited by infinitely many frogs and otherwise transient. When G is the rooted d-ary tree with...
Matthew Junge
University of Washington
Statistics, Department of
Happening As Scheduled
85251
Seminar 217, Risk Management: "The Simulation Measure Change Perspective for Point Processes"
2015-04-28
10:00:00
11:30:00
10
11:30 a.m.
Evans Hall
On Campus
597
32
Seminar
Primary
1793
Other Related Seminars
Secondary
Alex Shkolnik
Speaker - Featured
UC Berkeley
Center for Risk Management Research
Happening As Scheduled
84831
Simons Institute Open Lecture: Modern Coding Theory — Many Ideas, One Goal
2015-05-04
16:00:00
00:00:00
4 p.m.
Sutardja Dai Hall
On Campus
Banatao Auditorium
19
Lecture
Primary
1793
Other Related Seminars
Secondary
The third in the spring series of Simons Institute Open Lectures. The Open Lectures are intended for a broad scientific audience.
Light refreshments will be served before the lecture at 3:30 p.m.
Simons Institute Open Lecture: Modern Coding Theory — Many Ideas, One Goal
http://simons.berkeley.edu/events/openlectures2015-spring-3
Rüdiger Urbanke
Speaker
Simons Institute for the Theory of Computing
Happening As Scheduled
88532
Statistics Commencement Ceremony
2015-05-19
14:00:00
00:00:00
2 p.m.
Wheeler Auditorium
On Campus
34
Special Event
Primary
Statistics Commencement Ceremony
http://statistics.berkeley.edu/about/events/commencement
Yoav Benjamini
Speaker - Featured
Department of Statistics and Operations Research, Tel Aviv University
Statistics, Department of
Happening As Scheduled
86121
Computational Biology Seminar: Dr. Ryan Gutenjunst
2015-05-22
16:00:00
17:00:00
4
5 p.m.
Li Ka Shing Center
On Campus
125
32
Seminar
Primary
1793
Other Related Seminars
Secondary
Dr. Ryan Gutenkunst
Speaker
Stanford
Computational Biology, Center for
Happening As Scheduled