Tags: Colloquium Series

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

There is ample evidence that in a wide variety of settings, as people try to solve problems they switch strategies. For example, a student taking a test might solve one arithmetic problem using one method and then use a different method on the next problem. More importantly experts use different strategies than novices. Both experts and novices switch strategies, but experts use a different mixture of strategies than novices. Existing…
Latent structure models can be developed for the mean level of a space-time count data observation process. The focus is on small area health outcomes observed in fixed spatial units and fixed time periods. We assume a Poison data level model with mean parameterized as a weighted mixture of temporal components. Each area has a distribution of weights assigning the area to a component. The model development is within the Bayesian paradigm, and we…
This paper considers the problem of optimal false discovery rate control under the linear model $Y = X \beta + \epsilon$ , where $\epsilon \sim N(0, sigma^2 I ) $. It is an extension of the normal mean model with arbitrary dependence. To solve the problem, we first propose an adjusted z-surrogate which simplifies the original data and captures the useful information. We show that many commonly used surrogates based on univariate associations are…
Empirical likelihood is a nonparametric method based on a data-driven likelihood. The flexibility of empirical likelihood facilitates its use in complex settings, which can in turn create computational challenges. Additionally, the Empty Set Problem (ESP) which arises with the Empirical Estimating Equations approach can pose problems with estimation, as data are unable to meet constraints when the true parameter is outside the convex hull. As an…
We consider problems in statistical inference with two-step, monotone incomplete data drawn from a multivariate normal population. We derive stochastic representations for the distributions of the maximum likelihood estimators of the population mean vector and covariance matrix and obtain results for inference on the mean vector and covariance matrix, including: lower bounds on the level of confidence associated with ellipsoidal confidence…
Sufficient dimension folding is the technology to reduce the dimensions of matrix- or array-valued objects as well as keep their data structure.  In this talk, I consider the sufficient dimension folding for the regression mean function when predictors are matrix- or array-valued. I propose the concept of central mean folding subspace and its two local estimation methods: folded outer product of gradients estimation (folded-OPG) and folded…
Recently, a low cost yet highly sensitive colorimetric sensor array (CSA) for the detection and identification of volatile chemical toxicants has been developed. Classification analysis holds the key to the success of the array in discriminating multiple toxicants. The data output by the CSA are in the form of matrices, which render many traditional classification methods inapplicable. In this talk, I will introduce a matrix discriminant…
At a depth of 2890 km, the core-mantle boundary (CMB) separates turbulent flow of liquid metals in the outer core from slowly convecting, highly viscous mantle silicates. The CMB marks the most dramatic change in dynamic processes and material properties in our planet, and accurate images of the structure at or near the CMB--over large areas--are crucially important for our understanding of present day geodynamical processes and the thermo…
Extreme environmental phenomena such as major precipitation events manifestly exhibit spatial dependence. Max-stable processes are a class of asymptotically-justified models that are capable of representing spatial dependence among extreme values. While these models satisfy modeling requirements, they are limited in their utility because their corresponding joint likelihoods are unknown for more than a trivial number of spatial locations,…
We analyze the mathematical foundations of three types of structured financial products: return optimization securities, yield magnet notes, and reverse exchangeable notes. These products were sold widely to retail "investors" in the mid-2000s. On the basis of their mathematical structure, we infer that these products could provide positive returns to a purchaser only if the stock market had continued on an enormous upward climb for most or all…