Wednesday, December 22, 2021 — 10:00 AM EST
Please Note: This seminar will be given online.
Department seminar
Jeffrey Negrea University of Toronto
Link to join seminar: Hosted on Zoom
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Adapting to failure of the IID assumption
Tuesday, December 21, 2021 — 10:30 AM EST
Please Note: This seminar will be given online.
Department seminar
Nan Wu Duke University
Link to join seminar: Hosted on Zoom
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Graph Laplacian based Gaussian processes on restricted domains
Monday, December 20, 2021 — 12:00 PM EST
Please Note: This seminar will be given online.
Department seminar
Joe Zhong Stanford University
Link to join seminar: Hosted on Zoom
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Interpolation Phase Transition in Neural Networks: Memorization and Generalization under Neural Tangent Model
Thursday, December 16, 2021 — 9:00 AM EST
Please Note: This seminar will be given online.
Department seminar
Martin Bladt University of Lausanne
Link to join seminar: Hosted on Zoom
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Matrix regression: models, algorithms, and applications
Wednesday, December 15, 2021 — 12:00 PM EST
Please Note: This seminar will be given online.
Department seminar
Alex Wein University of California, Berkeley
Link to join seminar: Hosted on Zoom
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Understanding Statistical-vs-Computational Tradeoffs via Low-Degree Polynomials
Friday, December 10, 2021 — 12:00 PM EST
Please Note: This seminar will be given online.
Department seminar
Xiaowu Dai University of California, Berkeley
Link to join seminar: Hosted on Zoom
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Statistical Learning and Matching Markets
Wednesday, December 8, 2021 — 4:00 PM EST
Please Note: This seminar will be given online.
Estimating Time-varying Brain Connectivity
Wednesday, December 8, 2021 — 12:00 PM EST
Please Note: This seminar will be given online.
The multispecies totally asymmetric zero range process and Macdonald polynomials
Monday, December 6, 2021 — 11:00 AM EST
Please Note: This seminar will be given online.
Department seminar
Lisa Gao University of Wisconsin-Madison
Link to join seminar: Hosted on Zoom
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A Marked Spatial Point Process for Insurance Claims Management
Thursday, December 2, 2021 — 4:00 PM EST
Please Note: This seminar will be given online.
Functional random effects modeling of complex brain data
Wednesday, December 1, 2021 — 4:00 PM EST
Please Note: This seminar will be given online.
Dynamic Treatment Regimes and Interference
Wednesday, December 1, 2021 — 12:00 PM EST
Please Note: This seminar will be given online.
Excursion sets and critical points of Gaussian random fields over high thresholds
Friday, November 26, 2021 — 10:00 AM EST
Please Note: This seminar will be given online.
Dynamically updating motor insurance prices with telematics collected driving behavior data
Thursday, November 25, 2021 — 4:00 PM EST
Please Note: This seminar will be given online.
A model-based geostatistical framework for analysing malaria school survey data with missing residence locations
Wednesday, November 24, 2021 — 12:00 PM EST
Please Note: This seminar will be given online.
Probability seminar series
Jane Gao University of Waterloo
Link to join seminar: Hosted on Zoom
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The rank of sparse random matrices
Thursday, November 18, 2021 — 4:00 PM EST
Please Note: This seminar will be given online.
Statistics & Biostatistics seminar series
Guo (Hugo) Yu University of California, Santa Barbara (UCSB)
Link to join seminar: Hosted on Zoom
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Reluctant interaction modeling in generalized linear models
Wednesday, November 17, 2021 — 4:00 PM EST
Please Note: This seminar will be given online.
The statistical view of data science through an example
Wednesday, November 17, 2021 — 12:00 PM EST
Please Note: This seminar will be given online.
Peak height distributions of Gaussian random fields and their applications in statistics
Friday, November 12, 2021 — 10:00 AM EST
Please Note: This seminar will be given online.
Actuarial Science and Financial Mathematics seminar series
Łukasz Delong Warsaw School of Economics
Link to join seminar: Hosted on Zoom
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Gamma Mixture Density Networks and their application to modelling insurance claim amounts
Thursday, November 11, 2021 — 4:00 PM EST
Please Note: This seminar will be given online.
Semi-supervised learning with electronic health records
Wednesday, November 10, 2021 — 4:00 PM EST
Please Note: This seminar will be given online.
Risk-aware multiarmed bandit algorithm
Wednesday, November 10, 2021 — 12:00 PM EST
Please Note: This seminar will be given online. This is a joint seminar.
Precise high-dimensional asymptotics for AdaBoost via max-margins & min-norm interpolants
Friday, November 5, 2021 — 8:00 AM to Saturday, November 6, 2021 — 5:00 PM EDT
Thursday, November 4, 2021 — 4:00 PM EDT
Please Note: This seminar will be given online.
Distinguished Lecture Series
Christian Genest, Canada Research Chair in Stochastic Dependence Modeling, Professor McGill University
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Bayesian Hierarchical Modeling of Spatial Extremes
Climate change and global warming have increased the need to assess and forecast environmental risk over large domains and to develop models for the extremes of natural phenomena such as droughts, floods, torrential precipitation, and heat waves. Because catastrophic events are rare and evidence is limited, Bayesian methods are well suited for the areal analysis of their frequency and size. In this talk, a multi-site modeling strategy for extremes will be described in which spatial dependence is captured through a latent Gaussian random field whose behavior is driven by synthetic covariates from climate reconstruction models. It will be seen through two vignettes that the site-to-site information sharing mechanism built into this approach does not only generally improve inference at any location but also allows for smooth interpolation over large, sparse domains.
The first application will concern the quantification of the magnitude of extreme surges on the Atlantic coast of Canada as part of the development of an overland flood protection product by an insurance company. The second illustration will show how coherent estimates of extreme precipitation of several durations based on a Bayesian hierarchical spatial model enhance current methodology for the construction, at monitored and unmonitored locations, of IDF curves commonly used in infrastructure design, flood protection, and urban drainage or water management.
Friday, October 29, 2021 — 10:00 AM EDT
Please Note: This seminar will be given online.
Fair valuation of insurance liabilities