Tags: Colloquium Series

The Statistics Department hosts weekly colloquia on a variety of statistcal subjects, bringing in speakers from around the world.


Detecting planets: jointly modeling radial velocity and stellar activity time series

The radial velocity technique is one of the two main approaches for detecting planets outside our solar system, or exoplanets as they are known in astronomy. When a planet orbits a star it causes the star to move and this induces a Doppler shift (i.e. the star light appears redder or bluer than expected), and it is this effect that the radial velocity method attempts to detect. Unfortunately, these Doppler signals are typically contaminated by…


New Robust Econometric Tests for a Dynamic Predictive Regression

Testing for predictability of asset returns has been a long history in economics and finance. Recently, based on a simple predictive regression, Kostakis, Magdalinos and Stamatogiannis (2015,  Review of Financial Studies) derived a Wald type test based on the context of the extended instrumental variable (IVX) methodology for testing predictability of stock returns and Demetrescu (2014) showed that the local power of the standard IVX-based…


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…


Colloquium: Hadley Wickham


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…


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. In this article, we propose a…


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…


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…


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…


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…
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