All talks are held in Room 306, Statistics Building unless otherwise indicated.

  • University of Georgia

    Thursday, September 21, 2017 - 3:30pm
    Leverage-based Sequential Sampling Method for Streaming Time Series Data
  • Duke University

    Thursday, September 28, 2017 - 3:30pm
    Space and circular time log Gaussian Cox processes with application to crime event data
  • Colorado State University

    Thursday, October 5, 2017 - 3:30pm
    Some methods for functional econometric time series
  • National Science Foundation, University of Missouri – Kansas City

    Thursday, October 12, 2017 - 3:30pm
    Bayesian Inference via Filtering Equations for Financial Ultra-High Frequency Data

    Thursday, October 19, 2017 - 3:30pm
    Detecting planets: jointly modeling radial velocity and stellar activity time series
  • BYU

    Thursday, October 26, 2017 - 3:30pm
    Modeling Spatiotemporal Precipitation Variability and Glacier Mass Balance in High Mountain Asia
  • Georgia State University

    Thursday, November 2, 2017 - 3:30pm
    New Robust Econometric Tests for a Dynamic Predictive Regression
  • University of Florida

    Thursday, November 9, 2017 - 3:30pm
    An Integrative Statistical Framework for Multi-Modal Omics Data
  • Los Alamos National Lab

    Thursday, November 16, 2017 - 3:30pm
    Partitioning a Large Simulation as It Runs
  • University of Missouri

    Thursday, November 30, 2017 - 3:30am
    Computationally Efficient Multivariate Spatio-Temporal Models for High-Dimensional Count-Valued Data