Campuses:

This Week

Tuesday, February 20, 2018
1:25 pm - 2:25 pm Mixed 0-1 linear programs with uncertain objectives: A data-driven approach
Guanglin Xu (University of Minnesota, Twin Cities)
Lind 305
Wednesday, February 21, 2018
8:00 am - 8:30 am Coffee and registration Lind 400
8:30 am - 9:10 am A longitudinal Bayesian model for spectral analysis of neuroimaging time series data
Mark Fiecas (University of Minnesota, Twin Cities)
Lind 305
9:10 am - 9:50 am Predictive effect of economic and market variations on structural breaks in credit market
Haipeng Xing (State University of New York, Stony Brook (SUNY))
Lind 305
9:50 am - 10:30 am Semi-parametric Dynamic Max-copula Model for Multivariate Time Series
Zhengjun Zhang (University of Wisconsin, Madison)
Lind 305
10:30 am - 11:00 am Break Lind 400
11:00 am - 11:40 am Global multivariate point pattern models for rain type occurrence and its extension to spatio-temporal domain
Mikyoung Jun (Texas A & M University)
Lind 305
11:40 am - 12:20 pm Learning Connectivity Networks from High-Dimensional Point Processes
Ali Shojaie (University of Washington)
Lind 305
12:20 pm - 2:00 pm Lunch
2:00 pm - 2:40 pm Variable Targeting and Reduction in High-Dimensional Vector Autoregressions
Tucker McElroy (U.S. Bureau of the Census)
Lind 305
2:40 pm - 3:20 pm Dynamic landmark prediction for genetic mixture models
Tanya Garcia (Texas A & M University)
Lind 305
3:20 pm - 4:00 pm Sparse Vector Autoregressive Models
Christophe Croux (EDHEC Business School)
Lind 305
7:00 pm - 8:00 pm Impossible Objects: The Mathematics of 3D Illusions

Kokichi Sugihara (Meiji University)

Coffman Theater
Thursday, February 22, 2018
8:00 am - 8:30 am Coffee Lind 400
8:30 am - 9:10 am Extended ensemble Kalman filters for high-dimensional hierarchical state-space models
Matthias Katzfuss (Texas A & M University)
Lind 305
9:10 am - 9:50 am Forecasting large collections of times series
George Athanasopoulos (Monash University)
Lind 305
9:50 am - 10:30 am Interpretable Deep Learning Models for Forecasting
Yan Liu (University of Southern California)
Lind 305
10:30 am - 10:40 am Group Photo Lind 305
10:40 am - 11:00 am Break Lind 400
11:00 am - 12:00 pm Panel: Advanced Business Analytics and Forecasting at BASF
Sven Serneels (BASF Corporation)
Lind 305
12:00 pm - 1:30 pm Lunch
1:30 pm - 2:10 pm High-dimensional Multivariate Time Series with Additional Structure
Katherine Ensor (Rice University)
Lind 305
2:10 pm - 2:50 pm Spectral analysis of high-dimensional time series with applications to the mean-variance frontier
Alexander Aue (University of California, Davis)
Lind 305
2:50 pm - 3:10 pm Break Lind 400
3:10 pm - 3:50 pm Methods for estimating network change points for multivariate time series
Ivor Cribben (University of Alberta)
Lind 305
3:50 pm - 4:30 pm Factor Augmented Vector Autoregressive Models under High Dimensional Scaling
George Michailidis (University of Florida)
Lind 305
4:30 pm - 6:00 pm Poster Session and Reception Lind 400
Friday, February 23, 2018
8:00 am - 8:30 am Coffee Lind 400
8:30 am - 9:10 am Conditional Adaptive Bayesian Spectral Analysis of Nonstationary Biomedical Time Series
Robert Krafty (University of Pittsburgh)
Lind 305
9:10 am - 9:50 am Models for Time Series of Counts with Shape Constraints
Richard Davis (Columbia University)
Lind 305
9:50 am - 10:30 am Sequential change-point detection based on nearest neighbors
Hao Chen (University of California, Davis)
Lind 305
10:30 am - 11:00 am Break Lind 400
11:00 am - 11:40 am High-Dimensional Bayesian Geostatistics
Sudipto Banerjee (University of California, Los Angeles)
Lind 305
11:40 am - 12:20 pm Lensing and de-lensing the cosmic microwave background
Ethan Anderes (University of California, Davis)
Lind 305
12:20 pm - 1:00 pm High-dimensiona Classification for Spatially Dependent Data
Tapabrata (Taps) Maiti (Michigan State University)
Lind 305