Statistics Across Campuses

   Localization in Strongly Reinforced Random Walks Date: 6 April 2023, 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: Dr Andrea Collevecchio (Monash University, Australia) Abstract: We discuss Strongly Reinforced Random Walks. In particular we focus on new results on the localization of nonlinear Vertex-Reinforced Jump Processes (VRJPs). This is a class of continuous time processes which prefer to visit vertices that accumulated larger local time in the past. VRJP is connected to the Supersymmetric Sigma-Model studied in Mathematical Physics. This talk is based on joint works with Minh Nguyen and Stas Volkov. Zoom meeting link: https://unimelb.zoom.us/j/88389695794?pwd=QVREakpOVVRjcnlITmlCcGl6UmZ5

  April schedule Friday 14 April, 4 PM Anna Aksamit, Senior Lecturer, School of Mathematics and Statistics, University of Sydney Hybrid: Red Centre 4082 https://unsw.zoom.us/j/88495626621 “Modelling an additional information: mathematical tools and financial applications” Abstract:  In this talk I will discuss the theory of enlargement of filtration which has been used in modelling asymmetric information. I will review classical results and present some new development with financial applications. My main focus will be semimartingales calculus in different filtrations. Friday 21 April, 4 PM Michael Lydeamore, Lecturer, Econometrics & Business Statistics, Monash University Virtual https://unsw.zoom.us/j/88495626621 “Data-Driven Insights into Healthcare Challenges: Two Case Studies” Abstract: In this seminar, I will present two data-driven healthcare projects. The first project aims to calculate the burden of healthcare-acquired infections in Australia. We conducted a

  Clustering of large deviations in moving average processes: short and long memory regimes Date: 23 March 2023, Thursday Time: 10am AEDT 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  Gennady Samorodnitsky  (Cornell University, United States of America) Abstract: We describe the cluster of large deviations events that arise when one such large deviations event occurs. We work in the framework of an infinite moving average process with a noise that has finite exponential moments. The cluster turns out to have different shapes in the cases when the moving average process has short memory and long memory. Joint work with Arijit Chakrabarty. Zoom meeting link: https://unimelb.zoom.us/j/88379660402?pwd=bzh6WUM3UFR5dUhnVj