Schedule for Fall 2020
The Student Seminar has migrated to Zoom for the Fall 2020 semester.
Seminars are on Wednesdays
Time: 12:00 – 1:00pm
Contacts: Diane Lu, Leon Fernandes
Information for speakers: For information about schedule, direction, equipment, reimbursement and hotel, please click here.
Welcome to the New Academic Year & Campuswire Workshop
11:30am – 12:00pm: Welcome to the New Academic Year.
Elliott Rodriguez, Ding Zhou, Zhi Wang, Yuanzhe Xu and others (Columbia)
“Sharing Summer Internship Experiences”
George Hripcsak (Columbia)
Title: Drawing reproducible conclusions from observational medical data with OHDSI
Title: Two Sigma Quant Talk
At Two Sigma, our community of scientists, technologists and academics collaborate to solve some of the most challenging economic problems.
We rely on the scientific method, rooted in hypothesis, analysis, and experimentation, to drive data-driven decisions, to manage risk, and to expand into new areas of focus. In this way, we create systematic tools and technologies to forecast the future of global markets.
If you’re interested in hearing more about the scientific method to modeling, please join our Quant Talk. We hope to see you there!
Our Quant Researchers Include:
James Roger (Metrum Research Group)
Title: Pharmacometrics is Like This
Scientists working in biomedical research often have some sense of what to expect from a proper “biostatistician”, but relatively few know what to make of a statistician who calls himself or herself a “pharmacometrician”. Thus freed from the shackles of other people’s expectations, the pharmacometric statistician encounters problems and opportunities that are different from those encountered by the more conventionally branded biostatistician. Generally speaking, “pharmacometric analyses” put greater emphasis on understanding data generating mechanisms and evaluating associated causal narratives. In this talk I will try to convey the spirit and the value of pharmacometric approaches by way of three real examples.
I won’t have time to discuss any single application in depth, but I will try to convey the broad contours of each model and give a sense of the value proposition associated with each analysis.
Prof. Victor H. de la Pena (Columbia)
Title: Some Open Problems in Probability and Statistics
Abstract: In this talk I will discuss a few open problems. The man references for the talk are:
Sumit Mukherjee (Columbia)
Title: Viewing a permutation as a copula
Abstract: The idea of viewing a permutation as a copula, (i.e. a probability measure on the unit square with uniform marginals) first originated in Combinatorics. Using this representation, we can compute limiting properties of various statistics under non uniform probability models on the space of permutations. Examples include the number of fixed points, the number of cycles of a given length, and the number of inversions. Focusing on Statistics, we analyze a class of non uniform probability measures on permutations, which include the celebrated Mallows models. We compute the limiting log normalizing constant for such models, and give an iterative algorithm for computing this limit. We also show consistency of the MLE and the Pseudo-likelihood estimator in these models.
Kobi Abayomi (Seton Hall University)
Title: What is Data
Abstract: An intentional singularization to illustrate some examples from business use cases where pseudo-experimental is as good as it gets.