...Society'' https://www.ams.org/journals/notices/201910/rnoti-p1641.pdf which is distributed to 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 De Souza Daniel, Victor Hugo PhD Student Year Entered PhD: Fall 2022 more info » Close Victor Hugo De Souza Daniel PhD Student Email: vdd2111@columbia.edu PhD Students, Statistics Department Year Entered Ph.D. Program: Fall 2022 Add to address book Permanent link to this profile Dieng, Adji Bousso Assistant Professor, School of Engineering and Applied Science, Princeton University PhD in Statistics 2020 more info » Close Adji Bousso Dieng Assistant Professor, School of Engineering and Applied Science, Princeton University Doctoral Alumni, Doctoral Alumni in Academic Placements https://www.cs.princeton.edu/people/profile/ad6725 PhD...
...2018 http://dept.stat.lsa.umich.edu/~elevina/ Topics Course: 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...
A B C D E F G H J K L M N O P Q R S T U V W X Y Z Blei, DavidProfessor Room 912 SSW 212-854-5450 david.blei@columbia.edu Website Probabilistic topic models Bayesian nonparametrics Hierarchical Bayesian models Click below for more... More information Cunningham, John P.Professor, Director for Graduate Studies Room 1007 SSW jpc2181@columbia.edu Website statistical machine learning and its applications particularly neuroscience   Click below for more... More information Davis, Richard A.Howard Levene Professor Room 1026 SSW 212-851-2137 rdavis@stat.columbia.edu Website Time series analysis financial time series modeling extreme value theory Click below for more... More information de la Pena, VictorProfessor Room 1027 SSW 212-851-2144 vp@stat.columbia.edu Website Inequalities in Probability and Statistics Sequential Analysis Boundary Crossing and Change Point Problems Click below for more... More information Gelman, AndrewHiggins Professor of Statistics Room 1016 SSW 212-851-2142 gelman@stat.columbia.edu Website why it is rational to vote why campaign polls...
...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...
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...
Senior Faculty A B C D E F G H J K L M N O P Q R S T U V W X Y Z Cunningham, John P. Professor, Director for Graduate Studies jpc2181@columbia.edu more info » Close John P. Cunningham Professor, Director for Graduate Studies Office: Room 1007 SSW Email: jpc2181@columbia.edu Faculty Leadership, Full-Time Faculty, Program Directors, Senior Faculty, Statistics Department Website Research Interests: statistical machine learning and its applications, particularly neuroscience Add to address book Permanent link to this profile de la Pena, Victor Professor vp@stat.columbia.edu more info » Close Victor de la Pena Professor Office: Room 1027 SSW Phone: 212-851-2144 Email: vp@stat.columbia.edu Full-Time Faculty, Senior Faculty, Statistics Department Website Professor Victor de la Pena's paper ``From Decoupling and Self-Normalization to Machine Learning'' was invited and has been published in the ``Notices of the American Society'' https://www.ams.org/journals/notices/201910/rnoti-p1641.pdf which is distributed to over 30,000 members and...
...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....
...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 All applications must be submitted through Columbia’s online Recruitment of Academic Personnel System (RAPS) at https://academicjobs.columbia.edu/applicants/Central?quickFind=65221 The application must include a cover letter, curriculum vitae, teaching statement, research statement and the names of 3 references. References will be asked to upload letters of recommendation in RAPS. Inquiries may be made to dk@stat.columbia.edu Review of applications begins on December 1, 2017, and will continue until the position is filled. Columbia University is an Equal Opportunity/Affirmative Action employer. Term Assistant Professor Positions Starting Fall 2018 The Department of Statistics invites applications for four-year term positions at the rank of Assistant Professor to begin July 1, 2018. A PhD in statistics or a related field is required, as is a commitment to high quality...
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