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- Unpublished work may not be shared or discussed outside the group without the permission of the speaker/author.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.
|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.