Liang Peng

Georgia State University

New Robust Econometric Tests for a Dynamic Predictive Regression

Testing for predictability of asset returns has been a long history in economics and finance.

Thursday, November 2, 2017 - 3:30pm
Room 306, Statistics Building 1130

Anuj Srivastava

Florida State University

Recent Advances in Elastic Functional Data Analysis

Functional data analysis (FDA) is fast becoming an important research area, due to its broad applications in many branches of science. An essential component in FDA is the registration of points across functional objects. Without proper registration the results are often inferior and difficult to interpret. The current practice in FDA community is to treat registration as a pre-processing step, using off-the-shelf alignment procedures, and follow it up with statistical analysis of the resulting data.

Thursday, August 31, 2017 - 3:30pm
Room 306, Statistics Building 1130

George Michailidis

University of Florida

An Integrative Statistical Framework for Multi-Modal Omics Data

It is becoming increasingly common for patients to be profiled across multiple molecular compartments -genomic, transcriptomic, proteomic, metab​olomic, etc. We develop a framework that leverages recent developments in the estimation of high-dimensional multi-layered graphical models that provide insights on regulatory mechanisms across molecular compartments (layers), as well as on molecular interactions within each layer and are also capable of accommodating outcome variables such as disease risk, or patient survival times.

Thursday, November 9, 2017 - 3:30pm
Room 306, Statistics Building 1130

Xinwei Deng

Virginia Tech

Online Updating of Computer Model Output Using Real-Time Sensor Data

Data center thermal management has become increasingly important because of massive computational demand in information technology. To advance the understanding of the thermal environment in a data center, complex computer models are extensively used to simulate temperature distribution maps. However, due to management policies and time constraints, it is not practical to execute such models in a real time fashion.

Thursday, September 14, 2017 - 3:30pm
Room 306, Statistics Building 1130

Shane Reese


Modeling Spatiotemporal Precipitation Variability and Glacier Mass Balance in High Mountain Asia

With the exception of the earth's polar regions, the High Mountain Asia region (including the Tibetan Plateau) contains more of the world's perennial glaciers than any other. Sometimes called the "third pole" because of its massive storage of ice, High Mountain Asia (HMA) provides water to one-fth of the world's population. Due to changes in precipitation patterns and temperatures warming faster in HMA than the global average, the region faces increased risk of flooding, crop damage, mudslides, economic instability, and long-term water shortages for the communities down-river.

Thursday, October 26, 2017 - 3:30pm
Room 306, Statistics Building 1130

Scott Holan

University of Missouri

Computationally Efficient Multivariate Spatio-Temporal Models for High-Dimensional Count-Valued Data

We introduce a computationally efficient Bayesian model for predicting high-dimensional dependent count-valued data. In this setting, the Poisson data model with a latent Gaussian process model has become the de facto model. However, this model can be difficult to use in high dimensional settings, where the data may be tabulated over different variables, geographic regions, and times. These computational difficulties are further exacerbated by acknowledging that count-valued data are naturally non-Gaussian.

Thursday, November 30, 2017 - 3:30am
Room 306, Statistics Building 1130

Kary Myers

Los Alamos National Lab

Partitioning a Large Simulation as It Runs

As computer simulations continue to grow in size and complexity, they present a particularly challenging class of big data problems. Many application areas are moving toward exascale computing systems, systems that perform a billion billion FLOPS (FLoating-point Operations Per Second). Simulations at this scale can generate output that exceeds both the storage capacity and the bandwidth available for transfer to storage, making post-processing and analysis challenging.

Thursday, November 16, 2017 - 3:30pm
Room 306, Statistics Building 1130

Piotr Kokoszka

Colorado State University

Some methods for functional econometric time series

The talk will introduce fundamental ideas of the analysis of time series of functions. Examples of such time series are yield curves and intraday return curves. Within the framework of functional data analysis, fundamental concept of long-run covariance, autocorrelations and their estimators will be introduced. Three specific inferential problems will be discussed: (1) testing if a functional time series is stationary, (2) testing if it is a functional weak white noise, (3) detecting change points in its mean structure in the presence of changing variability.

Thursday, October 5, 2017 - 3:30pm
Room 306, Statistics Building 1130

Sudipto Banerjee

University of California, Los Angeles

High-dimensional Bayesian Geostatistics

With the growing capabilities of Geographic Information Systems (GIS) and user-friendly software, statisticians today routinely encounter geographically referenced data containing observations from a large number of spatial locations and time points. Over the last decade, hierarchical spatial-temporal process models have become widely deployed statistical tools for researchers to better understanding the complex nature of spatial and temporal variability.

Thursday, August 24, 2017 - 3:30pm
Room 306, Statistics Building 1130


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