Events

Wednesday, December 16, 2015 — 4:00 PM GMT

Market impact games

Tuesday, December 15, 2015 — 3:30 PM GMT

The roles of mathematical finance in today's finance

Thursday, December 3, 2015 — 4:00 PM EST

Inferential Issues in the Presence of Imputation for Missing Survey Data

Tuesday, November 24, 2015 — 4:00 PM EST

An Overview of Variable Annuities: From Market Practice to Mathematical Fun

Over the past decade, the insurance industry in North America has gradually laid out new standards on the stochastic modeling, risk management and financial reporting of equity-linking insurance products. However, it has been widely known that the current market practice of risk assessment based on Monte Carlo simulations can be very time-consuming and costly. Many emerging problems naturally call for new solutions from both practitioners and academics.

Thursday, November 19, 2015 — 4:00 PM EST

Mixing Time of a Kinetically Constrained Process in High Dimensions at Low Density

Thursday, November 12, 2015 — 4:00 PM EST

Markov bases -- how to use them and how to compute them

To run Fisher's exact test for independence, we have to find all integer tables with prescribed row sums and column sums.  More generally, to run Fisher's exact test for graphical models, we have to find all n-way tables with prescribed marginals.  Often, it is impossible to list all such tables explicitly, but for statistical purposes it suffices to sample from this set, for example by running an MCMC algorithm using a fixed (finite) set of moves to jump from one table to the next.

Thursday, November 5, 2015 — 4:00 PM EST

Big Data, Official Statistics and Survey Science

Wednesday, October 28, 2015 — 2:00 PM EDT

Grand Challenges in Computer Vision and Imaging

Thursday, October 22, 2015 — 4:00 PM EDT

Propensity Score Adjustment for Estimating Population Causal Effect using Health Surveys with Unequal Weights

Thursday, October 15, 2015 — 4:00 PM EDT

Parsimonious Modeling of Structured Correlation Matrices

There has been a flurry of activity in the last two decades in reparametrizing  Cholesky factors of  correlation matrices

Thursday, October 8, 2015 — 4:00 PM EDT

Maximum Smoothed Likelihood for Multivariate Mixtures

Wednesday, September 30, 2015 — 1:00 PM EDT

A Career Adventure in Risk Analytics: How to turn Big Data into Big Money

David Jepson, Director of Risk Analysis & Reporting at Manulife Bank, will outline his career evolution from a student in Operations Research & Statistics at the University of Waterloo to Director of Risk Management at Manulife, and everything in between. There will be particular focus on two key experiences:

The Last Line of Defense: Basel II Expected Credit Loss Models (Probability of Default, Exposure at Default, and Loss Given Default) & Risk-Weighted Assets (RWA)

Thursday, September 24, 2015 — 4:00 PM EDT

Constrained maximum likelihood estimation for model calibration using summary-level information from external big data sources.

Thursday, September 17, 2015 — 4:00 PM EDT

Detection, attribution and extreme climate and weather events

Friday, June 19, 2015 — 11:00 AM EDT

Optimal Multiple Stopping with Negative Discount Rate and Random Refraction Times under Levy Models

Thursday, June 18, 2015 — 4:00 PM EDT

Networks, Random Graphs and Percolation

Thursday, June 4, 2015 — 4:00 PM EDT

Opportunities and Challenges in Health Data Science

Health data science is an emerging field that utilizes statistics and computer science to solve problems in health. The recent explosion of electronic data generated from every aspect of our lives has largely fueled the current excitement around health data science and data-driven health care. This seminar will discuss opportunities and challenges in modern health data science, including the emergence of big health data, personalized medical data analytics, and the role of information technology in aging populations.

Thursday, May 28, 2015 — 4:00 PM EDT

This event has been CANCELLED

Tuesday, May 26, 2015 — 4:00 PM EDT

An Alternative Structure for Home Equity Release

Thursday, May 21, 2015 — 4:00 PM EDT

Robust Covariances: Structured Models and Regularization

In this talk, robust estimation of the covariance matrix is considered whenever constrains are placed on the covariance matrix. Such models are particularly important whenever there is low or insufficient sample support (small n, large p).

Friday, May 15, 2015 — 10:30 AM EDT

The Difficulty in Designing Process Monitoring Methods with Estimated In-Control Parameters

Thursday, May 14, 2015 — 4:00 PM EDT

Monitoring and Improving Surgical Quality

Thursday, April 30, 2015 — 4:00 PM EDT

The use of repeated biomarkers for cardiovascular risk prediction. Can we improve on baseline only measures?

Thursday, March 26, 2015 — 4:00 PM EDT

Measuring correlation in the presence of spikes

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