Stochastic Modeling and Computational Statistics

SMAC talks are held each Friday during fall and spring semesters from 10:10 AM to 11:00 AM in 327 Thomas Building. Talks last 40 minutes, with time for clarification questions. The last 10 minutes are for open-ended discussion.

The general guidelines for each talk:

40 minutes for each talk + 10 minutes for discussion.
The talk should be accessible to all grad students who have completed 1 year of the program.
Informal style. For instance, chalk and blackboard talks are welcome.
Interruptions during the talk are welcome but they should only be for clarifications; longer questions are to be left to the discussion period.
Unpublished work may not be shared or discussed outside the group without the permission of the speaker/author.
While a large proportion of the talks may be related to stochastic modeling and computing, a much broader list of topics have also been discussed in this series.

Date	Speaker	Topic
August 25	Kei Hirano, Economics, Penn State	Local asymptotics for point forecasting applications
September 1	Jogesh Babu, Statistics, Penn State	Gaussian Mixture Models
September 8	Likun Zhang, Statistics, (grad) Penn State	Summer Internship Discussion
September 15	Yifan Zhang, Marketing, (grad) Penn State	Scalable Bayesian Inference of the Hidden Markov Model
September 22	Krishnakumar Balasubramanian, Princeton U.	On Stein's Identity and Near-Optimal Estimation in High-dimensional Index Models
September 29	Qunhua Li, Statistics, Penn State	Irreproducible discovery rate regression with applications on Hi-C chromatin loops
October 6	No seminar (Marker Lecture)
October 13	Nicholas Sterge, (grad) Statistics, Penn State	Statistical Consistency of Kernel PCA with Random Features
October 20	Don Richards, Statistics, Penn State	Statistical Properties of the Risk-Transfer Formula in the Affordable Care Act
October 27	Efstathia Bura, George Washington U. and Vienna University of Technology	Near-equivalence in Forecasting Accuracy of Linear Dimension Reduction Methods in Large Panels of Macro-variables
November 3	Claire Thomas, Biology, Penn State	Looking for patterns in network forming proteins
November 10	Xinyu Zhang, (post-doc) Statistics, Penn State	Parsimonious Model Averaging with a Diverging Number of Parameters
November 17	Greg Rice, Statistics, U. of Waterloo	Inference for the autocovariance of a functional time series under conditional heteroscedasticity
November 24	Thanksgiving break
December 1	Dennis Lin, Statistics, Penn State	Ghost Data

A look back at previous SMAC TALKS.