...Close Minge Xie Distinguished Professor, Rutgers University Statistics Department, Summer Visitors Year of Visit: 2017 http://www.stat.rutgers.edu/home/mxie/ Add to address book Permanent link to this profile Yakir, Benjamin Professor, Hebrew University of Jerusalem Year of Visit: 2009 more info » ` ` Close Benjamin Yakir Professor, Hebrew University of Jerusalem Statistics Department, Summer Visitors Year of Visit: 2009 http://pluto.huji.ac.il/~msby/ Add to address book Permanent link to this profile Yao, Yuling Flatiron Research Fellow at Flatiron Institute, Center for Computational Mathematics PhD in Statistics 2021 more info » ` ` Close Yuling Yao Flatiron Research Fellow at Flatiron Institute, Center for Computational Mathematics Doctoral Alumni, Doctoral Alumni in Academic Placements PhD in Statistics 2021 Website "My general research interest lies in Bayesian computation, Bayesian modeling, machine learning, and causal inference. Before Flatiron, I earned my PhD in Statistics from Columbia University in 2021 under the supervision of Andrew Gelman. Before that, I...
...novel simplex-valued exponential family. In International Conference on Machine Learning (pp. 3637-3647). PMLR. http://proceedings.mlr.press/v119/gordon-rodriguez20a.html 6. Pang, G., Alemayehu, D., de la Peña, V., & Klass, M. J. (2020). On the bias and variance of odds ratio, relative risk and false discovery proportion. Communications in Statistics-Theory and Methods, 1-31. https://www.tandfonline.com/doi/abs/10.1080/03610926.2020.1867744 7. van de Schoot, R., Depaoli, S., King, R., Kramer, B., Märtens, K., Tadesse, M. G., … & Yau, C. (2021). Bayesian statistics and modelling. Nature Reviews Methods Primers, 1(1), 1-26. https://www.nature.com/articles/s43586-020-00001-2 8. Gu, Y., & Xu, G. (2021). A Joint MLE Approach to Large-Scale Structured Latent Attribute Analysis. Journal of the American Statistical Association, (just-accepted), 1-39. https://www.tandfonline.com/doi/abs/10.1080/01621459.2021.1955689 9. Suk, J., & Kpotufe, S. (2021, March). Self-Tuning Bandits over Unknown Covariate-Shifts. In Algorithmic Learning Theory (pp. 1114-1156). PMLR. http://proceedings.mlr.press/v132/suk21a.html 10. Li, H., Aue, A., Paul, D., Peng, J., & Wang, P. (2020). An adaptable generalization of Hotelling’s $ T^{2} $ test...
...GR8201D – Topics in Statistics "Statistical models and algorithms for analyzing network data." Add to address book Permanent link to this profile Talay, Denis Professor, École Polytechnique Year of Visit: 2017 more info » ` ` Close Denis Talay Professor, École Polytechnique Statistics Department, Summer Visitors Year of Visit: 2017 https://www-sop.inria.fr/members/Denis.Talay/me.html Topics Course: GR8301D – Topics in Probability The course is aimed to introduce the analysis of invariant measures of ergodic diffusion processes with two main motivations: the paramedic estimation of ergodic diffusions and the long time behaviour of numerical simulations. Add to address book Permanent link to this profile Castillo, Ismael Professor, Laboratoire de Probabilités, Statistique et Modélisation, Sorbonne Université Year of Visit: 2016 more info » ` ` Close Ismael Castillo Professor, Laboratoire de Probabilités, Statistique et Modélisation, Sorbonne Université Statistics Department, Summer Visitors Year of Visit: 2016 http://www.proba.jussieu.fr/~castillo/ Add to address book Permanent link to this profile...
...1014 SSW 212-851-2141 dan@stat.columbia.edu Statistical methods for clinical and genetic epidemiology. More information Sen, BodhisattvaProfessor, Vice Chair for Research Room 1032 SSW 212-851-2149 bodhi@stat.columbia.edu Website Nonparametric function estimation (especially under shape constraints). Bootstrap based inference in non-standard problems. Change-point and threshold models. Applications in Astronomy and High Energy Physics. More information Sobel, MichaelProfessor Room 1008 SSW 212-851-2135 mes105@columbia.edu Website Causal Inference fMRI Social Statistics Click below for more... More information Tavaré, SimonProfessor of Statistics and of Biological Sciences; Director, Herbert and Florence Irving Institute for Cancer Dynamics Schermerhorn Suite 601 2128537068 st3193@columbia.edu Website Stochastic computation approximate Bayesian computation data science Click below for more... More information Ying, ZhiliangProfessor Room 1033 SSW 212-851-2151 zying@stat.columbia.edu Website More information Yuan, MingProfessor Room 1010 SSW 212-851-2143 ming.yuan@columbia.edu Website More information Zheng, TianProfessor, Chair Room 1004 SSW 212-851-2131 tzheng@stat.columbia.edu Website statistical learning network analysis statistical genetics and computational biology Click below for more... More information...
...of disaster-type shocks. Journal of Econometrics. https://www.sciencedirect.com/science/article/pii/S0304407622000665 6. Aurell, A., Carmona, R., Dayanikli, G., & Lauriere, M. (2022). Optimal incentives to mitigate epidemics: a Stackelberg mean field game approach. SIAM Journal on Control and Optimization, 60(2), S294-S322. https://epubs.siam.org/doi/abs/10.1137/20M1377862 7. de la Pena, V., Doukhan, P., & Salhi, Y. (2022). A Dynamic Taylor’s law. Journal of Applied Probability, 59(2), 584-607. https://www.cambridge.org/core/journals/journal-of-applied-probability/article/dynamic-taylors-law/DCBA159835EF36828CA13F83A4102FD2 8. Gelman, A., & Vehtari, A. (2021). What are the most important statistical ideas of the past 50 years?. Journal of the American Statistical Association, 116(536), 2087-2097. https://www.tandfonline.com/doi/abs/10.1080/01621459.2021.1938081 9. Gu, Y. (2022). Blessing of Dependence: Identifiability and Geometry of Discrete Models with Multiple Binary Latent Variables. arXiv preprint arXiv:2203.04403. https://arxiv.org/abs/2203.04403 10. Kpotufe, S., Yuan, G., & Zhao, Y. (2022, May). Nuances in Margin Conditions Determine Gains in Active Learning. In International Conference on Artificial Intelligence and Statistics (pp. 8112-8126). PMLR. https://proceedings.mlr.press/v151/kpotufe22a.html 11. Kwon, Y., Rivas, M. A., & Zou, J....
...over 30,000 members and member institutions worldwide. Research Interests: Inequalities in Probability and Statistics, Sequential Analysis, Boundary Crossing and Change Point Problems, U-Statistics and Processes, Self-Normalized Processes, General Dependence Structures Including Martingales, Decoupling, Copulas. Managing Risk in Complex Systems, Banking, Actuarial Sciences, Earth Sciences, Climatology Global Warming. http://scholar.google.com/citations?user=9W4bmC4AAAAJ&hl=en Add to address book Permanent link to this profile Karatzas, Ioannis Professor ik@math.columbia.edu more info » ` ` Close Ioannis Karatzas Professor Office: Room 619 Mathematics Building Phone: 212-854-3177 Email: ik@math.columbia.edu Full-Time Faculty, Senior Faculty, Statistics Department http://www.math.columbia.edu/~ik/ Research Interests: Probability and Mathematical Statistics, Random Processes, Stochastic Analysis, Optimization, Mathematical Economics and Finance. Add to address book Permanent link to this profile Liu, Jingchen Professor jcliu@stat.columbia.edu more info » ` ` Close Jingchen Liu Professor Office: Room 1030 SSW Phone: 212-851-2146 Email: jcliu@stat.columbia.edu Full-Time Faculty, Senior Faculty, Statistics Department Website Research Interests: Applied probability: extreme/rare-event analysis of Gaussian random fields, heavy-tailed stochastic...
...research is open to any area of statistics and probability. The Department currently consists of 30 faculty members, 59 PhD students, and over 300 MA students. The Department has been expanding rapidly and, like the University itself, is an extraordinarily vibrant academic community. We are especially interested in candidates who through their research, teaching and/or service will contribute to the diversity and excellence of the academic community. Women and minorities are especially encouraged to apply. For further information about the Department and our programs, please go to our webpage at: http://www.stat.columbia.edu Qualifications:Ph.D. in statistics or a related field by the date of appointment, as is a commitment to high quality research and teaching in statistics and/or probability. Application Instructions: All applications must be submitted through Columbia’s online Academic Search and Recruiting portal (ASR) apply.interfolio.com/93721 The application must include a cover letter, curriculum vitae, statement of teaching philosophy, research statement, and...
Organizing Committee: José Blanchet, Mark Brown, Lorán Chollete, and Victor de la Peña DATE: June 7 – 10, 2016 LOCATION: Columbia University, Statistics Department (1255 Amsterdam Avenue, Room 903, 9th Floor) Dependence Workshop: June 7 – 8 (11:00 AM – 1:00 PM and 2:30 PM – 4:30 PM) Instructor, Professor Alex McNeil http://www.macs.hw.ac.uk/~mcneil/ Thursday, June 9: Session 1 10:30 – 11:30 Alex McNeil http://www.macs.hw.ac.uk/~mcneil/ Title: “Backtesting Trading Book Models with Realized p-Values” Abstract: The outcome of the “Fundamental Review of the Trading Book” is that the capital requirement for banks using an internal model approach for their trading books will be based on the expected shortfall (ES) risk measure. However, the process of gaining internal model approval will continue to be based on backtesting value-at-risk (VaR) estimates at the 99% level and the approval process will be extended to individual trading desk level; desks that submit unsatisfactory backtest results may...
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