Campuses:

Next Week

Monday, April 23, 2018
8:15 am - 9:00 am Coffee and registration Keller 3-176
9:00 am - 9:10 am Welcome and introduction Keller 3-180
9:10 am - 10:00 am Complexity vs Parsimony: The Challenge of Building Effective Nonlinear Dynamical Spatio-Temporal Forecasting Model
Chris Wikle (University of Missouri)
Keller 3-180
10:00 am - 10:30 am Break Keller 3-176
10:30 am - 11:00 am Fast spike train inference via l0 optimization
Daniela Witten (University of Washington)
Keller 3-180
11:00 am - 11:30 am The local partial autocorrelation function and its use in forecasting
Rebecca Killick (University of Lancaster)
Keller 3-180
11:30 am - 1:00 pm Lunch
1:00 pm - 1:30 pm A Bayesian Covariance Graphical And Latent Position Model For Multivariate Financial Time Series
Daniel Felix Ahelegbey (Boston University)
Keller 3-180
1:30 pm - 2:00 pm High-dimensional Linear Regression for Dependent Observations with Application to Nowcasting
Ruey Tsay (University of Chicago)
Keller 3-180
2:00 pm - 2:30 pm Sparse Identification and Estimation of High-Dimensional Vector AutoRegressive Moving Averages
Ines Wilms (Katholieke Universiteit Leuven)
Keller 3-180
2:30 pm - 3:30 pm Break Keller 3-176
3:30 pm - 4:30 pm School of Math Ordway Distinguished Lecture: Applied Random Matrix Theory
Joel Tropp
Keller 3-180
3:35 pm - 4:35 pm Applied Random Matrix Theory
Joel Tropp (California Institute of Technology)
Keller 3-180
6:00 pm - 8:00 pm Social Hour at Republic
Tuesday, April 24, 2018
8:30 am - 9:00 am Coffee Keller 3-176
9:00 am - 9:30 am Assessing Internal Climate Variability with Few Ensemble Runs
Dorit Hammerling (NCAR)
Keller 3-180
9:30 am - 10:00 am Generating Calibrated Ensembles of Physically Realistic, High-Resolution Precipitation Forecast Fields Based on GEFS Model Output
Michael Scheuerer (National Oceanographic and Atmospheric Administration (NOAA))
Keller 3-180
10:00 am - 10:10 am Group Photo Keller 3-180
10:10 am - 10:30 am Break Keller 3-176
10:30 am - 11:00 am Sequential change-point detection for Hawkes processes over networks
Yao Xie (Georgia Institute of Technology)
Keller 3-180
11:00 am - 11:30 am Robust maximum association estimators
Peter Filzmoser (Technische Universität Wien)
Keller 3-180
11:30 am - 1:00 pm Lunch
1:00 pm - 1:30 pm Bayesian Calibration of Multistate Stochastic Simulators
Oksana Chkrebtii (The Ohio State University)
Keller 3-180
1:25 pm - 2:25 pm Sketchy decisions: Low-rank convex matrix optimization with optimal storage
Joel Tropp (California Institute of Technology)
Lind 305
1:30 pm - 2:00 pm Low level jet extreme wind speed events from vertical Doppler lidar measurements
Charlotte Haley (Argonne National Laboratory)
Keller 3-180
2:00 pm - 3:00 pm Break Keller 3-176
3:00 pm - 3:30 pm Spatiotemporal modelling of ocean surface velocities from drifters
Adam Sykulski (University of Lancaster)
Keller 3-180
3:30 pm - 4:00 pm Network Estimation from Point Process Data
Rebecca Willett (University of Wisconsin, Madison)
Keller 3-180
4:00 pm - 6:00 pm Poster session and reception Lind 400
Wednesday, April 25, 2018
8:30 am - 9:00 am Coffee Keller 3-176
9:00 am - 9:30 am Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector
Alain Hecq (Universiteit Maastricht (Rijksuniversiteit Limburg))
Keller 3-180
9:30 am - 10:00 am Estimation of inhomogeneous point processes: Theory and applications
Mark Davenport (Georgia Institute of Technology)
Keller 3-180
10:00 am - 10:30 am Break Keller 3-176
10:30 am - 11:30 am Industry panel Keller 3-180
11:30 am - 1:00 pm Lunch
1:00 pm - 1:30 pm Verification within Complexity: Comparing Spatial Fields
Eric Gilleland (National Center for Atmospheric Research)
Keller 3-180
1:30 pm - 2:00 pm Deep Spatial Learning for Forensic Geolocation with Microbiome Data
Brian Reich (North Carolina State University)
Keller 3-180
2:00 pm - 3:00 pm Break Keller 3-176
3:00 pm - 3:30 pm Nonparametric inference for Hawkes processes. Applications for estimating functional connectivity graphs of neurons.
Vincent Rivoirard (Université Paris-Dauphine)
Keller 3-180
3:30 pm - 4:00 pm Dynamic Filtering of Time-Varying Sparse Signals
Christopher Rozell (Georgia Institute of Technology)
Keller 3-180
4:00 pm - 4:30 pm Discussion Keller 3-180
Thursday, April 26, 2018
8:30 am - 9:00 am Coffee Keller 3-176
9:00 am - 9:30 am Inference for Spatio-Temporal Changes of Arctic Sea Ice
Noel Cressie (University of Wollongong)
Keller 3-180
9:30 am - 10:00 am Stochastic Simulation of Predictive Space-Time Scenarios of Wind Speed Using Observations and Physical Models
Mihai Anitescu (Argonne National Laboratory)
Keller 3-180
10:00 am - 10:30 am Break Keller 3-176
10:30 am - 11:00 am Non-parametric Sparse Additive Auto-regressive Network Models
Garvesh Raskutti (University of Wisconsin, Madison)
Keller 3-180
11:00 am - 11:30 am Multi-class modelling for muscle level prediction of beef eating quality
Garth Tarr (University of Sydney)
Keller 3-180
11:30 am - 1:00 pm Lunch
1:00 pm - 1:30 pm Half-spectral space-time models
Joe Guinness (North Carolina State University)
Keller 3-180
1:30 pm - 2:00 pm Dynamic Shrinkage Processes
Daniel Kowal (Rice University)
Keller 3-180
2:00 pm - 3:00 pm Break Keller 3-176
3:00 pm - 3:30 pm Fast Simulation based Estimation for Complex Models
Maria-Pia Victoria-Feser (Universite de Geneve)
Keller 3-180
3:30 pm - 4:30 pm Phase transitions and conic geometry
Joel Tropp (California Institute of Technology)
Vincent 16
3:30 pm - 4:00 pm Geometric Statistics for High-Dimensional Data Analysis
Singdhansu (Ansu) Chatterjee (University of Minnesota, Twin Cities)
Keller 3-180
4:00 pm - 4:30 pm Discussion Keller 3-180
Friday, April 27, 2018
8:30 am - 9:00 am Coffee Keller 3-176
9:00 am - 9:30 am Optimal Dimension Reduction for Vector and Functional Time Series
Marc Hallin (Université Libre de Bruxelles)
Keller 3-180
9:30 am - 10:00 am Regularized Estimation in High-dimensional Time Series Models
Sumanta Basu (Cornell University)
Keller 3-180
10:00 am - 10:30 am Break Keller 3-176
10:30 am - 11:00 am Relevant parameter changes in structural break models
Arnaud Dufays (Laval University)
Keller 3-180
11:00 am - 11:30 am Discussion Keller 3-180
1:25 pm - 2:25 pm Lecture
Guy-vanie Miakonkana (Travelers Insurance)
Lind 305