84829
Simons Institute Open Lecture: Deciphering the Good-Turing Enigma: Estimating Probabilities of Unlikely and Unseen Events
2015-03-02
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 first 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: Deciphering the Good-Turing Enigma: Estimating Probabilities of Unlikely and Unseen Events
http://simons.berkeley.edu/events/openlectures2015-spring-1
Alon Orlitsky
Speaker
Simons Institute for the Theory of Computing
Happening As Scheduled
85247
Seminar 217, Risk Management: “Derivatives Pricing under Bilateral Counterparty Default Risk: Path-Independent Probabilistic Valuation"
2015-03-03
10:00:00
11:30:00
10
11:30 a.m.
Evans Hall
On Campus
597
32
Seminar
Primary
1793
Other Related Seminars
Secondary
Samim Ghamami
Speaker - Featured
Federal Reserve
Center for Risk Management Research
Happening As Scheduled
85979
Neyman Seminar: Unsupervised Ranking and Ensemble Learning
2015-03-04
13:00:00
14:00:00
1
2 p.m.
Evans Hall
On Campus
1011
32
Seminar
Primary
773
Neyman Seminar
Secondary
In various decision making problems, one is given the advice or predictions of several classifiers of unknown reliability, over multiple questions or queries. This scenario is different from the standard supervised setting where classifier accuracy can be assessed using available labeled training or validation data, and raises several questions: given only the predictions of several classifiers...
Boaz Nadler
Speaker
Department of Computer Science and Applied Mathematics, Weizmann Institute of Science
Statistics, Department of
Happening As Scheduled
87465
Evolving Voter Model on Dense Random Graphs
2015-03-04
15:10:00
16:00:00
3:10
4 p.m.
Evans Hall
On Campus
1011
32
Seminar
Primary
776
Probability Seminar
Secondary
We study a variant of the voter model on a dynamically changing network where agents have the option of changing their friends rather than changing their opinions. We analyse, in the context of dense random graphs, two models considered in Durrett et. al. (Proc. Natl. Acad. Sci. 109: 3682-3687, 2012). When an edge between two agents holding different opinions is updated, with...
Riddhipratim Basu
Department of Statistics, UC Berkeley
Statistics, Department of
Happening As Scheduled
85248
Seminar 217, Risk Management: Topic Forthcoming
2015-03-10
10:00:00
11:30:00
10
11:30 a.m.
Evans Hall
On Campus
597
32
Seminar
Primary
1793
Other Related Seminars
Secondary
Harold Schmitz
Speaker - Featured
Center for Risk Management Research
Happening As Scheduled
85980
Neyman Seminar: Fixed- and variable-length data compression at finite blocklength
2015-03-11
13:00:00
14:00:00
1
2 p.m.
Evans Hall
On Campus
1011
32
Seminar
Primary
773
Neyman Seminar
Secondary
In data compression, a block of source symbols is compressed down into a smaller length string, while ensuring that the original block can be recovered from that encoded string, either exactly or approximately. Identifying the optimum rate-fidelity tradeoffs achievable in principle, regardless of the complexity of the code, is the subject of information-theoretic interest in data compression....
Victoria Kostina
Speaker
Department of Electrical Engineering, California Institute of Technology
Statistics, Department of
Happening As Scheduled
85249
Seminar 217, Risk Management: Topic Forthcoming
2015-03-17
10:00:00
11:30:00
10
11:30 a.m.
Evans Hall
On Campus
597
32
Seminar
Primary
1793
Other Related Seminars
Secondary
Noureddine El Karoui
Speaker - Featured
UC Berkeley
Center for Risk Management Research
Happening As Scheduled
87728
Neyman Seminar: Gaussian Mixture Learning in High and Low Dimension
2015-03-18
13:00:00
14:00:00
1
2 p.m.
Evans Hall
On Campus
1011
32
Seminar
Primary
773
Neyman Seminar
Secondary
The study of Gaussian mixture distributions goes back to the late 19th century, when Pearson introduced the method of moments to analyze the statistics of a crab population. Gaussian mixture modelling has since become one of the most popular tools of modeling and data analysis used extensively in speech recognition and many other fields. In recent years, there has been a significant amount of...
Misha Belkin
Speaker
Department of Computer Science and Engineering, and Department of Statistics, The Ohio State University
Statistics, Department of
Happening As Scheduled
85251
Seminar 217, Risk Management: "The Simulation Measure Change Perspective for Point Processes"
2015-03-31
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
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
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
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
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