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Perception of Probability and Correlations in Statistics, Economics and Politics

The “Perception of Probability and Correlations in Statistics, Economics and Politics” workshop takes place at Columbia University on Tuesday, June 18, 2019 from 9:00am to 5:00pm. Location Watson Conference Room, 612 West 115th Street, 6th Floor New York, NY 10027 Download Full Workshop Schedule (pdf) Speakers David Schmeidler: Keynote Speaker https://www.tau.ac.il/~schmeid/D_Schmeidler_publications_2016_Jan.pdf Title: Desirability relations in Savage’s model of decision making. (A joint work with Dov Samet.) Meg Meyer: Invited Talk http://www.nuff.ox.ac.uk/economics/people/meyer.htm Title: Choosing Joint Distributions: Theory and Application to Information Design Abstract (pdf file) Ronny Razin: Invited Talk https://sites.google.com/view/ronnyrazin/research Title: The Drowning Out of Moderate Voices: A Maximum Likelihood Approach to Combining Forecasts – Gilat Levy and Ronny Razin Abstract: We provide a novel rationale for why extreme forecasts are often more persuasive than moderate ones. We show that when people look for the most likely explanation of the views or opinions they observe, they will adopt an explanation according...

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Before data analysis: Additional recommendations for designing experiments to learn about the world.
Andrew Gelman (2023).
Pathfinder: Parallel quasi-Newton variational inference.
Andrew Gelman (2022).
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Taylor's law of fluctuation scaling for semivariances and higher moments of heavy tailed data, (PNAS November 16,2021)
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Privacy-preserving parametric inference: a case for robust statistics. Journal of the American Statistical Association, 116(534), 969-983.
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Heavy-tailed distributions, correlations, kurtosis, and Taylor’s law of fluctuation scaling. Proceedings of the Royal Society A 476:20200610.
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Testing for stationarity of functional time series in the frequency domain. The Annals of Statistics, 48(5), 2505-2547.
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Large‐scale, image‐based tree species mapping in a tropical forest using artificial perceptual learning. Methods in Ecology and Evolution, 12(4), 608-618.
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Convergence to the mean-field game limit: a case study. The Annals of Applied Probability, 30(1), 259-286.
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Credit Risk, Liquidity, and Bubbles. International Review of Finance, 20(3), 737-746.
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Joint estimation of parameters in Ising model. The Annals of Statistics, 48(2), 785-810.
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Li, H., Aue, A., Paul, D., Peng, J., & Wang, P. (2020).
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A Joint MLE Approach to Large-Scale Structured Latent Attribute Analysis. Journal of the American Statistical Association, (just-accepted), 1-39.
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On the bias and variance of odds ratio, relative risk and false discovery proportion. Communications in Statistics-Theory and Methods, 1-31.
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The continuous categorical: a novel simplex-valued exponential family. In International Conference on Machine Learning (pp. 3637-3647). PMLR.
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High-frequency analysis of parabolic stochastic PDEs. The Annals of Statistics, 48(2), 1143-1167.
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Linda S. L. Tan, Aik Hui Chan, and Tian Zheng
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