Statistics at UC Berkeley

Gautam Kamath, Simons
Feb 25, 2019 3:00pm 540 Cory Hall
Abstract:
We present novel, computationally efficient, and differentially private algorithms for two fundamental high-dimensional learning problems: learning a multivariate Gaussian in R^d and learning a product distribution in {0,1}^d in total variation distance. The sample complexity of our algorithms nearly matches the sample complexity of the optimal non-private learners for these tasks in a wide range...
BLISS Seminar
Speakers: Samim Ghamami, Goldman Sachs and UC Berkeley Center for Risk Management Research (Speaker - Featured)
Feb 26, 2019 11:00am 1011 Evans Hall
Abstract:
We study the spread of losses and defaults through financial networks focusing on two important elements of regulatory reforms: collateral requirements and bankruptcy stay rules in over-the-counter (OTC) markets. Under "segregated" collateral requirements, one firm can benefit from the failure of another, the failure frees the committed collateral of the surviving firm giving it additional...
Sarah Cannon, UC Berkeley
Feb 27, 2019 3:00pm 1011 Evans Hall
Abstract:
I will discuss how tools from statistical physics used to analyze partition functions, such as Peierls arguments and the cluster expansion, can be used to solve seemingly unrelated distributed computing problems about programmable matter. Programmable matter is a material or substance that has the ability to change its features in a programmable, distributed way; examples are diverse and include...
Sam Hopkins, UC Berkeley
Feb 27, 2019 4:00pm 1011 Evans Hall
Abstract:
We study polynomial time algorithms for estimating the mean of a heavy-tailed multivariate random vector. We assume only that the random vector X has finite mean and covariance. In this setting, the radius of confidence intervals achieved by the empirical mean are large compared to the case that X is Gaussian or sub-Gaussian. We offer the first polynomial time algorithm to estimate the mean with...
Speakers: Ola Mahmoud, University of Zurich (Speaker - Featured)
Mar 5, 2019 11:00am 1011 Evans Hall
Abstract:
Diversification is a fundamental concept in financial economics, risk management, and decision theory. From a broad perspective, it conveys the idea of introducing variety to a set of objects. Today, there is general consensus that some form of diversification is beneficial in asset allocation, however its definition is context-dependent and there is no consensus on a widely accepted,...

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.