Filter By:


Event Calendar

Quick Look: Upcoming Events


Tue Feb 20, 2018

ACMS Statistics Seminar: Vinayak Rao

3:30 PM - 4:30 PM
154 Hurley Hall

Vinayak Rao
Purdue University

3:30 PM
154 Hurley Hall

An Exact Gibbs Sampler for Stochastic Differential Equations

Continuous-time diffusions (stochastic differential equations) are popular models in fields like finance, biology and chemistry. These serve as priors over hidden trajectories, and given noisy observations, define posterior distributions over latent paths and process parameters. Inference is complicated by the intractable transition probabilities, and one typically has to use approximate MCMC schemes that discretize time. Beskos and Roberts 2005, developed a rejection-sampling algorithm with no such approximation error. While exact, large observation intervals and informative measurements can lead to high rejection rates and slow mixing. We develop a Gibbs sampler that ameliorates some of these issues. At a high level, our algorithm can be understood as alternately sample a new discretization of time given a diffusion path, and then a new path given the discretization. We show the first step is easy using Poisson thinning, and the second involves standard discrete-time techniques.…

Posted In: Statistics Seminar

Tue Feb 27, 2018

ACMS Statistics Seminar: Won Chang

3:30 PM - 4:30 PM
154 Hurley Hall

Won Chang
University of Cincinnati

3:30 PM
154 Hurley Hall

Computer Model Emulation and Calibration using High-dimensional and Non-Gaussian Spatial Data

I will introduce statistical methods to calibrate complex computer models using high-dimensional spatial data sets. This work is motivated by important research problems in climate science where such computer models are frequently used. Computer models play a central role in generating projections of future climate. An important source of uncertainty about future projections from these models is due to uncertainty about input parameters that are key drives of the resulting hindcasts and projections. Computer model calibration is a statistical framework for inferring the input parameters by combining information from computer model runs and observational data. When the data are in the form of high-dimensional spatial fields, computer model emulation (approximation) and calibration can pose significant inferential and computational challenges. The goal of this research is to develop new approaches to computer model calibration that are computationally efficient, accurate, and carefully account for uncertainties.…

Posted In: Statistics Seminar

Tue Mar 6, 2018

Integrating Faith and Finances: An Actuary's Perspective

5:30 PM - 6:30 PM
118 DeBartolo

March 6, 2018
5:30 pm
118 DeBartolo

Brian Miller, FSA, MAAA
Associate Actuary, Everence

Brian Miller, FSA, MAAA, is an Associate Actuary at Everence, a faith-based financial services firm that helps its clients live out their values in their financial decisions. Brain has been with Everence since 2001, serving in various actuarial capacities. Currently he has responsibility for Life and Annuity valuation and reporting functions. Brian is also known around the office for his bobblehead collection. Brian believes that actuaries have unique skills allowing them to play a key role in using data analysis to aid decision-making across organizations. Brian earned his Bachelor of Arts degree in Applied Mathematics and Computer Science from Goshen (Ind.) College. He became a Fellow in the Society of Actuaries in 2009. Brian lives in Goshen with his wife and two children, and enjoys spending time with family and watching movies.…

Posted In: Delahanty Foundation Speaker Series (fka Ask the Actuaries)

Mon Mar 19, 2018

Charles Edison Lecture Series: Yuguo Chen, Department of Statistics, UIUC

4:15 PM - 5:15 PM
117 Hayes-Healy Center

No Image Available Monogram

Yuguo Chen, Department of Statistics, UIUC, will give a Charles Edison Lecture titled, "TBA" at 4:15 PM in 117 Hayes-Healy Center.

Full List of ACMS Colloquia

Posted In: ACMS Colloquia

Tue Mar 27, 2018

Ph.D. Defense: Claire Bowen

12:45 PM - 2:30 PM
154 Hurley Hall

Doctoral candidate, Claire Bowen, will defend her dissertation, Tuesday, March 27, 2017, at 12:45 PM in 154 Hurley Hall.
The beginning portion is open to the public.


Title: Data Privacy via Integration of Differential Privacy and Data Synthesis
Adviser: Fang Liu
Examination Committee: Ick Hoon Jin, Lizhen Lin…

Posted In: PhD Defense

Fri Apr 6, 2018

Charles Edison Lecture Series: Michael Stein, Department of Statistics, University of Chicago

4:00 PM - 5:00 PM
107 Carey Auditorium

No Image Available Monogram

Michael Stein, Department of Statistics, University of Chicago, will give a Charles Edison Lecture titled, "TBA" at 4:00 PM in 107 Carey Auditorium.

Full List of ACMS Colloquia

Posted In: ACMS Colloquia

Fri Apr 13, 2018

ACMS Colloquium: Jian Kang, Department of Biostatistics, University of Michigan

4:15 PM - 5:15 PM
127 Hayes-Healy Center

No Image Available Monogram

Jian Kang, Department of Biostatistics, University of Michigan, will give a colloquium titled, "TBA" at 4:15 PM in 127 Hayes-Healy Center.

Full List of ACMS Colloquia

Posted In: ACMS Colloquia

Mon Apr 16, 2018

ACMS Colloquium: Sebastian Kurtek, Department of Statistics, Ohio State University

4:15 PM - 5:15 PM
117 Hayes-Healy Center

No Image Available Monogram

Sebastian Kurtek, Department of Statistics, Ohio State University, will give a colloquium titled, "TBA" at 4:15 PM in 117 Hayes-Healy Center.

Full List of ACMS Colloquia

Posted In: ACMS Colloquia

Wed Apr 18, 2018

John A. Lynch Lecture Series: David Dunson, Department of Arts & Sciences, Duke University

4:00 PM - 5:00 PM
105 Jordan Hall of Science

No Image Available Monogram

David Dunson, Department of Arts & Sciences, Duke University, will give a John A. Lynch Lecture titled, "TBA" at 4:00 PM in 105 Jordan Hall of Science.

Full List of ACMS Colloquia

Posted In: ACMS Colloquia

Fri Apr 20, 2018

ACMS Colloquium: Sudipto Banjaree, Department of Statistics, UCLA

4:15 PM - 5:15 PM
127 Hayes-Healy Center

No Image Available Monogram

Sudipto Banjaree, Department of Biostatistics, UCLA, will give a colloquium titled, "TBA" at 4:15 PM in 127 Hayes-Healy Center.

Full List of ACMS Colloquia

Posted In: ACMS Colloquia

For past events, view our Events Archive