- Bayesian Inference via Filtering Equations for Financial Ultra-High Frequency Data
Wednesday--March 1, 2017--Dr. Yong Zeng--NSF Statistics Program Director - Principal Component Analysis for Vector Time Series
Wednesday--March 8, 2017--Professor Qiwei Yao--London School of Economics - Learning Determinantal Point Processes
Wednesday--March 22, 2017--Professor Victor-Emmanuel Brunel--Massachusetts Institute of Technology - Quantile Criterion for Optimal Treatment Regimes Estimation
Wednesday--March 29, 2017--Professor Lan Wang--University of Minnesota - Efficient Policy Learning
Wednesday--April 5, 2017--Professor Stefan Wager--Stanford University - Some thoughts on the use of extreme value theory for temperature extremes
Wednesday--April 12, 2017--Professor Michael Stein--University of Chicago - Geodesic Convexity and Regularized Scatter Estimation
Wednesday--April 19, 2017--Professor Lutz Duembgen--University of Bern - On the analysis of Bregman-surrogate algorithms for for nonsmooth nonconvex optimization
Wednesday--April 24, 2017--Professor Yiyuan She--Florida State University
