Thursday, April 7, 2016 — 4:00 PM EDT
Transition Probability Estimates for Non-Markov Multi-state Models
Thursday, March 31, 2016 — 4:00 PM EDT
Nonlinear sufficient dimension reduction for functional data
Thursday, March 24, 2016 — 4:00 PM EDT
Statistical challenges in analyzing observational data on pregnancy
Thursday, March 17, 2016 — 4:00 PM EDT
An Application of Small Area Estimation to the Labour Force Survey Data
Thursday, March 10, 2016 — 4:00 PM EST
Limit theorems and long-range dependence
Thursday, March 3, 2016 — 4:00 PM EST
The Future of Connected Car – Today Intelligent Transportation Systems Powering Driver - Centric Technology
Thursday, February 11, 2016 — 2:00 PM EST
Lessons Learned From Building Big Data Systems at Twitter
I spent an extended sabbatical at Twitter from 2010-2012 working on
analytics infrastructure to support data science and services designed
to surface relevant content to users. During this time, Twitter's
Hadoop data warehouse grew from dozens of nodes to tens of thousands
of nodes across multiple datacenters, ingesting tens of terabytes
daily from dozens of heterogeneous sources. I also had the opportunity
to contribute to a variety of data products, including real-time
Friday, February 5, 2016 — 9:00 AM to Saturday, February 6, 2016 — 1:30 PM EST
Tuesday, February 2, 2016 — 4:00 PM EST
High-dimensional Matrix Linear Regression Model
Thursday, January 28, 2016 — 4:00 PM EST
CANCELLED
Tuesday, January 26, 2016 — 4:00 PM EST
Supervised Learning Incorporating Graphical Structure among Predictors
Thursday, January 21, 2016 — 4:00 PM EST
Arbitrage and hedging with American options
We consider a financial market in discrete time where stocks are available for dynamic trading, and liquid American options are available for static trading. We assume that the American options are infinitely divisible, and can only be bought but not sold. We establish the fundamental theorem of asset pricing and the dualities for the hedging prices of European and American options, for both the case without model ambiguity and the case with non-dominated model uncertainty.
Wednesday, January 20, 2016 — 4:00 PM EST
A Marked Cox Model for IBNR Claims: Theory and Application
Incurred but not reported (IBNR) loss reserving is a very important issue for Property & Casualty (P&C) insurers. To calculate IBNR reserve, one needs to model claim arrivals and then predict IBNR claims. However, factors such as temporal dependence among claim arrivals and exposure fluctuation are often not incorporated in most of the current loss reserving models, which greatly affect the accuracy of IBNR predictions.
Thursday, January 14, 2016 — 4:00 PM EST
A Different Perspective on Statistical Invariance
Wednesday, January 13, 2016 — 4:00 PM EST
A continuous-time model for the mortality surface of multiple populations
Tuesday, January 12, 2016 — 4:00 PM EST
Personalizing Medicine: New Ideas for Dynamic Treatment Regimes
Thursday, January 7, 2016 — 4:00 PM EST
Optimal Estimation and Goodness-of-Fit Test of Coarse Structural Nested Mean Models, with Application to the Effect of one-year of HAART in HIV-Positive Patients
Wednesday, January 6, 2016 — 4:00 PM EST
Green Simulation: Reusing the Output of Simulation Experiment
Tuesday, January 5, 2016 — 4:00 PM EST