Statistics at UC Berkeley

Kay Giesecke, Department of Management Science and Engineering, Stanford University (Speaker)
Apr 1, 2015 1:00pm 1011 Evans Hall
Continuous-time jump-diffusion models are widely used in finance and economics. They describe the time-series behavior of asset prices, interest and foreign exchange rates, commodity and energy prices, default rates, and other quantities. This paper addresses the parameter inference problem for a jump-diffusion observed at fixed time intervals that need not be short. We develop an unbiased Monte...
Andrea Montanari, Stanford University
Apr 1, 2015 3:10pm 1011 Evans Hall
For Erdos-Renyi random graphs with average degree d, and uniformly random γdregular graph on n vertices, we prove that with high probability the size of both the Max-Cut and maximum bisection are n(d/4 + P_*\sqrt{d/4} + o(\sqrt{d})) while the size of the minimum bisection is n(d/4 - P_*\sqrt{d/4} + o(\sqrt{d})) Our derivation relates the free energy of the anti-ferromagnetic Ising model...
Elan Bechor, UC Berkeley (Speaker)
Apr 6, 2015 12:00pm 736 Evans Hall
We study a model of Brownian particles in which pairs of particles coalesce when they are microscopically close, with the radius of interaction a function of the mass. If this function grows sufficiently slowly (more precisely of the $r(m) = m^c$, with $c < 1/(d-2)$), in the limit the system behaves like a mass-conserving solution of the Smoluchowski PDE. I will demonstrate that this is not true...
Coagulation in a System of Brownian Particles II
Toniann Pitassi (Speaker)
Apr 6, 2015 4:00pm Banatao Auditorium Sutardja Dai Hall
The second in the spring series of Simons Institute Open Lectures. The Open Lectures are intended for a broad scientific audience. Light refreshments will be served before the lecture at 3:30 p.m.
Jose Menchero, MPAC (Speaker - Featured)
Apr 7, 2015 10:00am 597 Evans Hall

Statistics at UC Berkeley: We are a community engaged in research and education in probability and statistics. In addition to developing fundamental theory and methodology, we are actively involved in statistical problems that arise in such diverse fields as molecular biology, geophysics, astronomy, AIDS research, neurophysiology, sociology, political science, education, demography, and the U.S. Census. We have forged strong interdisciplinary links with other departments and areas of study, particularly biostatistics, mathematics, computer science, and biology, and actively seek to recruit graduate students and faculty who can help to build and maintain such links. We also offer a statistical consulting service each semester.