Statistics at UC Berkeley

Ryan Tibshirani, Carnegie Mellon University
Feb 24, 2020 4:00pm 1011 Evans Hall
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This talk is centered around trend filtering, a relatively recent method for nonparametric regresson based on penalizing the L1 norm of discrete derivatives. We will discuss some of the unique features of this method that "make it work", and briefly cover extensions to additive models and graphs. We will finish by discussing connections to what are an old topic in numerical analysis---discrete...
Neyman Seminar
Hanlin Yang, University of Zurich
Feb 25, 2020 11:00am 1011 Evans Hall
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Mehdi Ouaki, U.C. Berkeley
Feb 26, 2020 3:10pm 330 Evans Hall
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The \alpha-Lipschitz minorant of a function is the greatest \alpha-Lipschitz function dominated pointwise by the function, should such a function exist. We will discuss this construction when the function is a sample path of a (2-sided) Lévy process. The contact set is the random set of times when the sample path touches the minorant. This is a stationary, regenerative set. We will provide a...
Alex Bernstein, UCSB
Mar 3, 2020 11:00am 1011 Evans Hall
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Laurent El Ghaoui, UC Berkeley
Mar 10, 2020 11:00am 1011 Evans Hall
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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.