Statistics Across Campuses

  Some variations on a theme by P. de Jong Date: 8 September 2022, Thursday Time: 5pm AEST Statistics and Stochastic colloquium (part of the Colloquium Series of the Department of Mathematics and Statistics) at La Trobe University jointly organized with the Probability Victoria Seminar. Contact the organizers: Kostya Borovkov kostya.borovkov@gmail.com, Andriy Olenko a.olenko@latrobe.edu.au Speaker: Prof  Giovanni Peccati  (University of Luxembourg, Grand Duchy of Luxembourg) Abstract:In a remarkable paper from 1990, the Dutch mathematician P. de Jong proved a striking Central Limit Theorem yielding that, for a sequence of normalized and degenerate U-statistics verifying a Lindeberg-type condition, convergence to Gaussian is equivalent to the convergence of their fourth cumulants to zero. Such a result is the ancestor of the collection of “fourth-moment theorems” for non-linear functionals of random fields, that have recently played a prominent role in several questions of mathemati

Federated and transfer learning for healthcare data integration Date :  Thursday, 25 August 2022 Time:   10:00  - 11:00 am Speaker:   Dr Rui Duan  ( Harvard University) Abstract: We develop new tools to quantify uncertainty in optimal decision making and to gain insight into which variables one should collect information about given the potential cost of measuring a large number of variables. We investigate simultaneous inference to determine if a group of variables is relevant for estimating an optimal decision rule in a high-dimensional semiparametric framework. The unknown link function permits flexible modeling of the interactions between the treatment and the covariates, but leads to nonconvex estimation in high dimension and imposes significant challenges for inference.  We first establish that a local restricted strong convexity condition holds with high probability and that any feasible local sparse solution of the estimation problem can achieve the near-oracle estimation error

Myth busting and apophenia in data visualisation: Is what you see really there? Date :  Monday, 29 August 2022 Time:   12:00 noon  - 1:00 pm Speaker: Prof. Dianne Cook (Monash University)  Abstract: In data science, plots of data become important tools for observing patterns, discovering relationship, busting myths, making decisions, and communicating findings. But plots of data can be viewed differently by different observers, and it is easy to imagine patterns that may not exist. This talk will describe some simple tools for helping to decide if patterns are really there, in the larger context of the problem. We will talk about two protocols, the Rorschach, which can help insulate the mind from spurious structure, and the lineup, which places the data plot in the context of nothing happening. There will be an opportunity for the audience to try out these protocols in examining data from current media. Speaker biography.  Dianne Cook is Professor of Business Analytics at Monash Univer

Challenges in high dimensional nonlinear filtering  Date: 26 August 2022, Friday Time: 3pm AEST Speaker: Dr Jana de Wiljes (University of Potsdam, Germany) Abstract:  The seamless integration of large data sets into computational models is one of the central challenges for the mathematical sciences of the 21st century. Two exemplary applications  from the area of space weather and from the field of decision support in the context of personalised medicine that are introduced and will be our representative real-world challenges throughout the talk. Despite the fact that the underlying assumptions do not hold for many applications, Gaussian approximative filters are considered state of the art as they have been successfully implemented for highly nonlinear settings with large dimensional state spaces. Moreover several recent studies have been devoted to showing accuracy of such filters in terms of tracking ability for nonlinear evolution models and we will present one of these results gi

  On behalf of SSA NSW branch, we would like to invite you to join the virtual event we are holding on Wed, 24th August 2022. Dr Steph Stammel , the Principal Econometrician at Transurban will speak about how an interdisciplinary approach builds a more detailed, robust view of our future cities. Date:  Wednesday, 24th August 2022 Time:  6:00pm - 7:00pm (AEST) Location:  This is a virtual event. You will need to register in advance  here  to obtain the Zoom link.  Steph Stammel  - Transurban Title:  Managing uncertainty: statistics and econometrics as part of a multidisciplinary approach Abstract: Long range forecasting is difficult at the best of times. In current times, increasing sophistication is simply not enough to manage the high levels of uncertainty we face. At Transurban, our mission is to create and manage road transport solutions that serve our communities now – and in the future. To do this well, we need a detailed and long-term view of the cities we serve. Data science, st

Announcement 19/08/2022: Due to Covid-19, the speaker is not able to present his talk, so this seminar is cancelled. Can discrete distributions be arbitrarily underdispersed? Speaker: Alan Huang, University of Queensland  Time: 14h-15h Zoom link at https://uni-sydney.zoom.us/j/88489005077 We survey a range of popular count distributions, investigating which (if any) can be arbitrarily underdispersed, i.e., its variance can be arbitrarily small compared to its mean. A philosophical implication is that certain models failing this criterion should perhaps not be considered "statistical models" according to the extendibility criterion of McCullagh (2002). Four practical implications will be discussed. We suggest that all generalizations of the Poisson distribution be tested against this property.

Sample Path and Extreme Value Properties of Multivariate Gaussian Random Fields Date: 18 August 2022, Thursday Time: 10am AEST Statistics and Stochastic colloquium (part of the Colloquium Series of the Department of Mathematics and Statistics) at La Trobe University jointly organized with the Probability Victoria Seminar. Contact the organizers: Kostya Borovkov kostya.borovkov@gmail.com, Andriy Olenko a.olenko@latrobe.edu.au Speaker: Prof Yimin Xiao ( Michigan State University, USA) Abstract: In this talk, we present some recent results on sample path and extreme value properties of a large class of multivariate Gaussian random fields including multivariate Gaussian fields, operator fractional Brownian motion, vector-valued operator-scaling random fields, and matrix-valued Gaussian random fields. These results illustrate explicitly the effects of the dependence structures among the coordinate processes on the sample path and extreme value properties of multivariate Gaussian random