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.
Statistics at UC Berkeley
Aug 28, 2017
Aug 1, 2017
Jul 20, 2017
Speaker: Sveinn Olafsson, UC Santa Barbara (Speaker - Featured)
Since the work of Page in the 1950s, the problem of detecting an abrupt change in the distribution of stochastic processes has received a great deal of attention. There are two main formulations of such problems: A Bayesian approach where the change-point is assumed to be random, and a min-max approach under which the change-point is assumed to be fixed but unknown. In both cases, a deep...
Matthew Junge, Duke University
Parking functions were introduced by combinatorialists in the 1960s, and have recently been studied by probabilists. When the parking lot is an infinite graph and cars drive around at random, we will look at how many parking spots are needed for every car to eventually find a spot. Joint work with Michael Damron, Janko Gravner, Hanbeck Lyu, and David Sivakoff.
Adityanand Guntuboyina, University of California, Berkeley
We study two convex optimization based procedures for nonparametric function estimation: trend filtering (or higher order total variation denoising) and the Kiefer-Wolfowitz MLE for Gaussian location mixtures. Trend filtering can be seen as a technique for fitting spline-like functions for nonparametric regression with adaptive knot selection. It can also be seen as a special case of LASSO for a...
Stamen founder, CEO, and creative director Eric Rodenbeck will speak at Jacobs Hall as part of the Jacobs Design Conversations series.
Speaker: Ben Gum, AXA Rosenberg (Speaker - Featured)
This talk discusses the "VIX complex'': index, futures and exchange-traded products based on S&P 500 option-implied volatility. We examine the stationarity hypothesis for VIX and its consequences in terms of risk-modeling. PCA analysis and results of Alexander and Kavila suggest that constant-maturity VIX futures may be modeled using two common statistical factors. The VIX dynamics consists of...