Statistics at UC Berkeley

Shayan Oveis Gharan, University of Washington
Sep 30, 2020 3:10pm Zoom link: Evans Hall
Most interesting probability distributions that appear in science and mathematics have exponentially large support and we are unable to study them precisely. Researchers, typically, simulate Markov chains and hope that after running the chain long enough it generates random samples from the target distribution. Samples can then be exploited to estimate several quantities of interests such as...
Mark Risser, Lawrence Berkeley National Laboratory
Sep 30, 2020 4:00pm Zoom id: 97648161149. No passcode. Evans Hall
Abstract: In spite of the diverse literature on nonstationary spatial modelling and approximate Gaussian process (GP) methods, there are no general approaches for conducting fully Bayesian inference for moderately sized nonstationary spatial data sets on a personal laptop. For statisticians and data scientists who wish to conduct posterior inference and prediction with appropriate uncertainty...
Samim Ghamami, UC Berkeley (Speaker)
Oct 6, 2020 11:00am Online
ABSTRACT: We study the spread of losses and defaults in financial networks with two features: collateral requirements and resolution and bankruptcy stay rules. When collateral is committed to a firm’s counterparties, a solvent firm may default if it lacks sufficient liquid assets to meet its payment obligations. Collateral requirements can thus increase the risk of contagion. Moreover, one firm...
Misha Belkin, UC San Diego
Oct 7, 2020 4:00pm Evans Hall
Xiaowu Dai & Saad Mouti, UC Berkeley (Speaker)
Oct 13, 2020 11:00am Online

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.