81949
On adaptation in shape constrained estimation
NCD Seminar
2014-09-22
15:00:00
16:00:00
3
4 p.m.
Cory Hall
On Campus
521
32
Seminar
Primary
1793
Other Related Seminars
Secondary
The least squares estimator in shape constrained regression problems such as isotonic and convex regression automatically adapts to some natural underlying sparsity. I will talk about these results and, in the process, describe some aspects of a general theory for the estimation of a normal mean under convexity constraints. I will also explain connections to the classical random...
On adaptation in shape constrained estimation
http://www-networking.eecs.berkeley.edu/Seminar/
Aditya Guntuboyina
Department of Statistics, UC Berkeley
Electrical Engineering and Computer Sciences (EECS)
Happening As Scheduled
79587
Seminar 217, Risk Management: "Price Discovery on the Internet: Evidence from Ticker Lookups"
2014-09-23
11:00:00
12:30:00
11 a.m.
12:30 p.m.
Evans Hall
On Campus
639
32
Seminar
Primary
1793
Other Related Seminars
Secondary
with Susan Athey
Stefano DellaVigna
Speaker - Featured
UC Berkeley
Center for Risk Management Research
Happening As Scheduled
82096
Student Probability/PDE Seminar
From Harmonic Oscillators to Kardar-Parisi-Zhang Equation IV
2014-09-23
15:30:00
17:00:00
3:30
5 p.m.
Evans Hall
On Campus
736
32
Seminar
Primary
1793
Other Related Seminars
Secondary
As a classical problem in Statistical Mechanics, consider an infinite one-dimensional chain of harmonic oscillators that are interacting via a repulsive potential. Macroscopically, the density functions for mass, momentum and energy satisfy the Euler Equation. By adding noise to the system we may violate some of the conservation laws and simplify the corresponding macroscopic equations. I present...
Fraydoun Rezakhanlou
Speaker
UC Berkeley
Mathematics, Department of
Happening As Scheduled
81510
The acceleration of evolutionary spread by long-range dispersal
2014-09-24
13:00:00
14:00:00
1
2 p.m.
Evans Hall
On Campus
1011
32
Seminar
Primary
773
Neyman Seminar
Secondary
The spreading of evolutionary novelties across populations is the central element of adaptation. Unless population are well-mixed (like bacteria in a shaken test tube), the spreading dynamics not only depends on fitness differences but also on the dispersal be- havior of the species. Spreading at a constant speed is gener- ally predicted when dispersal is sufficiently short-ranged, specifically...
Oskar Hallatschek
Speaker
UC Berkeley
Statistics, Department of
Happening As Scheduled
82104
Nonlinear large deviations
2014-09-24
15:10:00
16:00:00
3:10
4 p.m.
Evans Hall
On Campus
1011
32
Seminar
Primary
776
Probability Seminar
Secondary
Classical large deviations theory is mainly a linear theory. This is demonstrated by the fact that there are no ready-to-use classical tools that can handle large deviations for even the simplest nonlinear functionals, such as triangles in random graphs. In this talk I will present a new theory whose long-term goal is to extend large deviations to the nonlinear setting. The current version of...
Sourav Chatterjee
Stanford University
Statistics, Department of
Happening As Scheduled
81512
RevBayes: Bayesian Phylogenetic Inference using Probabilistic Graphical Models and an Interactive Modeling Language
2014-10-01
13:00:00
14:00:00
1
2 p.m.
Evans Hall
On Campus
1011
32
Seminar
Primary
773
Neyman Seminar
Secondary
RevBayes is a computational framework for Bayesian phylogenetic inference. It is inspired by R and BUGS but focusing phylogeny problems. The aim of RevBayes is to provide tools and methods for flexible assembly of probabilistic graphical models in statistical phylogenetics. In this talk I will present how a phylogenetic model is represented as graphical model. The main components of the...
Sebastian Hohna
Speaker
UC Berkeley
Statistics, Department of
Happening As Scheduled
78498
Simons Institute Open Lecture: The Revolution in Graph Theoretic Optimization
2014-10-06
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 fall 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: The Revolution in Graph Theoretic Optimization
http://simons.berkeley.edu/events/openlectures2014-fall-2
Gary Miller
Speaker
Simons Institute for the Theory of Computing
Happening As Scheduled
81515
Quantile based spectral analysis
2014-10-08
13:00:00
14:00:00
1
2 p.m.
Evans Hall
On Campus
1011
32
Seminar
Primary
773
Neyman Seminar
Secondary
We present an alternative method for the spectral analysis of strictly stationary time series $\{Y_t\}_{t\in \Z}$ by defining a ``new'' spectrum as the Fourier transform of the differences between copulas of the pairs $(Y_t,Y_{t-k})$ and the independence copula. This object is called a {\it copula spectral density kernel}and allows to separate the marginal and serial aspects of a time series.
We...
Holger Dette
Speaker
Department of Mathematics, Ruhr-Universitaet Bochum
Statistics, Department of
Happening As Scheduled
79730
Seminar 217, Risk Management: "Large-dimensional factor modeling based on high-frequency observations"
2014-10-14
11:00:00
12:30:00
11 a.m.
12:30 p.m.
Evans Hall
On Campus
639
32
Seminar
Primary
1793
Other Related Seminars
Secondary
Markus Pelger
Speaker - Featured
Center for Risk Management Research
Happening As Scheduled
80648
Seminar 217, Risk Management: "Asset-Liability Modeling in Pension Plans"
2014-10-21
11:00:00
12:30:00
11 a.m.
12:30 p.m.
Evans Hall
On Campus
639
32
Seminar
Primary
1793
Other Related Seminars
Secondary
Robert Anderson
Speaker - Featured
UC Berkeley
Center for Risk Management Research
Happening As Scheduled
80649
Seminar 217, Risk Management: "Topic Forthcoming"
2014-10-28
11:00:00
12:30:00
11 a.m.
12:30 p.m.
Evans Hall
On Campus
639
32
Seminar
Primary
1793
Other Related Seminars
Secondary
Markus Pelger
Speaker - Featured
UC Berkeley
Center for Risk Management Research
Happening As Scheduled
81638
Seminar 217, Risk Management: "Topic Forthcoming"
2014-11-04
11:00:00
12:30:00
11 a.m.
12:30 p.m.
Evans Hall
On Campus
639
32
Seminar
Primary
1793
Other Related Seminars
Secondary
Alex Shkolnik
Speaker - Featured
Stanford
Center for Risk Management Research
Happening As Scheduled
80650
Seminar 217, Risk Management:
2014-11-13
14:00:00
15:30:00
2
3:30 p.m.
Etcheverry Hall
On Campus
3113
32
Seminar
Primary
1793
Other Related Seminars
Secondary
I. High Frequency trading with Support Vector Machines
II. Jump dependence of Levy processes and pricing Basket Credit Default Swaps
*Please note time and location change to: 3113 Etcheverry Hall
Alec Kercheval
Speaker - Featured
Center for Risk Management Research
Date, Time, and Location Changed
78499
Simons Institute Open Lecture #3
2014-11-24
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 fall 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 #3
http://simons.berkeley.edu/events/openlectures2014-fall-3
Giorgio Ottaviani
Speaker
Simons Institute for the Theory of Computing
Happening As Scheduled
80651
Seminar 217, Risk Management: "Topic Forthcoming"
2014-12-02
11:00:00
12:30:00
11 a.m.
12:30 p.m.
Evans Hall
On Campus
639
32
Seminar
Primary
1793
Other Related Seminars
Secondary
Hayne Leland
Speaker - Featured
Center for Risk Management Research
Happening As Scheduled
78500
Simons Institute Open Lecture #4
2014-12-08
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 fourth in the fall 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 #4
http://simons.berkeley.edu/events/openlectures2014-fall-4
James R. Lee
Speaker
Simons Institute for the Theory of Computing
Happening As Scheduled
80652
Seminar 217, Risk Management: "Topic Forthcoming"
2014-12-09
11:00:00
12:30:00
11 a.m.
12:30 p.m.
Evans Hall
On Campus
639
32
Seminar
Primary
1793
Other Related Seminars
Secondary
Thomas Rosenlund
Speaker - Featured
Jonas Stenersen
Speaker - Featured
Center for Risk Management Research
Happening As Scheduled