Events

Peter McCullagh
University of Chicago

3:30 PM
154 Hurley Hall

Statistical Sparsity

The first goal of this work is to offer a definition of sparsity that is faithful to current usage in the statistical literature. The second goal is to develop an asymptotic approximation for the conditional distribution of the signal $X$ given the observation $Y=X+\varepsilon$ for a sample of size one in an additive Gaussian model with known variance. Sparseness of the signal distribution is defined by the limiting exceedance rate for fixed thresholds, and distributional approximations are asymptotic in the sparsity rate $\rho \to 0$. The exceedance measure and its zeta transformation play a crucial inferential role: asymptotically, every posterior integral within a certain class depends only on the zeta function.…

Tim Herron
Senior Partner and Actuary
Aon

Brian Donohue
October Three
Partner (Chicago)

November 29, 2018
5:30 pm
127 Hayes-Healy

Tim Herron Senior Partner and Actuary Aon Tim is an actuarial consultant in the Lincolnshire office. During his 26 years of consulting, Tim has consulted on all aspects of retirement plans, with particular emphasis on both financial, design, and settlement strategies. His depth of technical expertise, combined with his exceptional project management skills, enables him to establish credibility with a wide variety of stakeholders and to lead projects to successful conclusions.…

Catalin Trenchea, Department of Mathematics, University of Pittsburgh, will give a colloquium titled, "TBD" at 4:15 PM in 127 Hayes-Healy Center.

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Alireza Doostan, Center for Aerospace Structures, University of Colorado, Boulder, will give a colloquium titled, "TBD" at 4:15 PM in 127 Hayes-Healy Center.

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Paul Bressloff, Department of Mathematics, University of Utah, will give a John A. Lynch Lecture titled, "TBD" at 4:00 PM in 105 Jordan Hall of Science.

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Guantao Chen, Dept. of Mathematics & Statistics, Georgia State University, will give a colloquium titled, "TBD" at 4:15 PM in 127 Hayes-Healy Center.

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Christopher Wikle, Dept. of Statistics, University of Missouri, will give a colloquium titled, "TBD" at 4:15 PM in 127 Hayes-Healy Center.

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