Statistics
http://events.berkeley.edu/index.php/calendar/sn/stat.html
Upcoming EventsR bootcamp, Aug 19-20
http://events.berkeley.edu/index.php/calendar/sn/stat.html?event_ID=109510&date=2017-08-19
The Statistics Department and D-Lab are offering an<br />
introductory short course on the statistical/data science<br />
software R on Saturday-Sunday, August 19-20. The short<br />
course will be a thorough introduction to working with<br />
data, statistical analysis, and programming in R,<br />
with no prior knowledge assumed. Please see<br />
http://dlab.berkeley.edu/training/r-bootcamp-2017 for<br />
more details. Attendance is free of charge.http://events.berkeley.edu/index.php/calendar/sn/stat.html?event_ID=109510&date=2017-08-19Phase Transitions in Activated Random Walk, Aug 23
http://events.berkeley.edu/index.php/calendar/sn/stat.html?event_ID=110551&date=2017-08-23
On a locally finite graph, consider the following interacting particle system, known as<br />
Activated Random Walk (ARW). Start with a mass density µ of initially active particles, each of<br />
which performs a continuous time nearest neighbour symmetric random walk at rate one and falls<br />
asleep at rate λ > 0. Sleepy particles become active on coming in contact with active particles.<br />
I shall describe two recent works on this model: one on the infinite lattice Z, the second on the<br />
finite periodic lattice Z /n Z. On Z, Rolla and Sidoravicius (Invent. Math., 2012) recently showed<br />
that for small enough particle density, almost surely the number of jumps at each site is finite. We<br />
complement the Rolla-Sidoravicius result by confirming a further physics prediction establishing<br />
that the critical density goes to zero along with the sleep rate. On the n-cycle, if the total number<br />
of particles is no more than n, almost surely the process reaches an absorbing state. We show a<br />
parallel quantitative phase transition by showing that the total number of jumps until absorption<br />
scales linearly in n if µ < λ/(λ+1) and exponentially in n if λ is sufficiently small compared to µ.<br />
Based on joint works with Shirshendu Ganguly, Christopher Hoffman, Jacob Richey.http://events.berkeley.edu/index.php/calendar/sn/stat.html?event_ID=110551&date=2017-08-23Introduction to LaTeX using Collaboration Tools, Aug 24
http://events.berkeley.edu/index.php/calendar/sn/stat.html?event_ID=110268&date=2017-08-24
This workshop is an introduction to the LaTeX typesetting language. Document structure, templates, and commonly used syntax will be introduced and practiced during this hands-on workshop. Additionally, attendees will learn about the benefits of Overleaf and ShareLaTeX, two online LaTeX collaboration tools that the Library is piloting. This is a hands-on workshop - please bring a laptop (the library can provide one if you don’t have a laptop).http://events.berkeley.edu/index.php/calendar/sn/stat.html?event_ID=110268&date=2017-08-24Nonparametric network comparison, Aug 24
http://events.berkeley.edu/index.php/calendar/sn/stat.html?event_ID=110614&date=2017-08-24
Understanding how two networks differ, or quantifying the degree to which a single network departs from a given model, is a challenging question in modern mathematical statistics. Here we show how subgraph densities, which for large graphs play a role analogous to moments in the context of random variables, enable a natural means of nonparametric network comparison. Coupled with a partial order derived from a notion of subgraph scale, we then show how this leads to an automated, computationally scalable comparison algorithm with provable properties. Joint work with P.-A. Maugis and S. C. Olhede; preprint at https://arxiv.org/abs/1705.05677.http://events.berkeley.edu/index.php/calendar/sn/stat.html?event_ID=110614&date=2017-08-24Seminar 217, Risk Management: Bank Capital and Risk Taking: A Loan Level Analysis, Aug 29
http://events.berkeley.edu/index.php/calendar/sn/stat.html?event_ID=110430&date=2017-08-29
I examine whether whether low capital levels incentivize banks to systematically originate and hold riskier loans. I construct a novel data set consisting of 1.8 million small business and home mortgage loans, matched to the specific banks that originated them and the capital levels of those banks at the time of origination, and verified to be held on bank portfolios, rather than sold. A one point increase in capital ratios (e.g. from 12% to 13%) is associated with a 4% decrease in the default risk of mortgage loans held on portfolio (from a net foreclosure rate of 2.5% to 2.4%). Bank capital has macro impacts. When considering the average capital of banks in counties during the pre-crisis period, a one point increase in capital levels is associated with a 2.9% reduction in foreclosures during the financial crisis. A five point increase in capital ratios, which was achieved post-crisis, could have prevented at least 430,000 foreclosures had it occurred earlier. These results are robust to bank and time fixed effects and an instrumental variables strategy for predicting bank capital.http://events.berkeley.edu/index.php/calendar/sn/stat.html?event_ID=110430&date=2017-08-29Berry-Esseen bounds for typical weighted sums in the randomized central limit theorem, Aug 30
http://events.berkeley.edu/index.php/calendar/sn/stat.html?event_ID=110908&date=2017-08-30
Abstract. We will be discussing normal approximation and associated<br />
Berry-Esseen-type bounds for weighted sums of dependent random variables under general moment and correlation-type conditions.http://events.berkeley.edu/index.php/calendar/sn/stat.html?event_ID=110908&date=2017-08-30Convex Relaxation for Community Detection, Aug 30
http://events.berkeley.edu/index.php/calendar/sn/stat.html?event_ID=110617&date=2017-08-30
http://events.berkeley.edu/index.php/calendar/sn/stat.html?event_ID=110617&date=2017-08-30LaTeX: Introduction to Typesetting in math, Aug 31
http://events.berkeley.edu/index.php/calendar/sn/stat.html?event_ID=110270&date=2017-08-31
This workshop is an introduction to typesetting math using LaTeX. Attendees will learn how to create various environments for equations and formulas; subscripting and superscripting; Greek letters; and other commonly used syntax for math. The workshop will be taught using Overleaf, a collaborative, subscription-based tool being piloted by the library. This is a hands-on workshop - please bring a laptop (the library can provide one if you don’t have a laptop).http://events.berkeley.edu/index.php/calendar/sn/stat.html?event_ID=110270&date=2017-08-31