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Stochastic Modeling and Computational Statistics, Fall 2017

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August 25 Kei Hirano, Economics, Penn State

Local asymptotics for point forecasting applications

September 1 Jogesh Babu, Statistics, Penn State Gaussian Mixture Models
September 8 Likun Zhang, Statistics, (grad) Penn State Summer Internship Discussion
September 15 Yifan Zhang, Marketing, (grad) Penn State Scalable Bayesian Inference of the Hidden Markov Model
September 22 Krishnakumar Balasubramanian, Princeton U. On Stein's Identity and Near-Optimal Estimation in High-dimensional Index Models
September 29 Qunhua Li, Statistics, Penn State Irreproducible discovery rate regression with applications on Hi-C chromatin loops
October 6 No seminar (Marker Lecture)
October 13 Nicholas Sterge, (grad) Statistics, Penn State Statistical Consistency of Kernel PCA with Random Features
October 20 Don Richards, Statistics, Penn State Statistical Properties of the Risk-Transfer Formula in the Affordable Care Act
October 27 Efstathia Bura, George Washington U. and Vienna University of Technology  Near-equivalence in Forecasting Accuracy of Linear Dimension Reduction Methods in Large Panels of Macro-variables
November 3 Claire Thomas, Biology, Penn State Looking for patterns in network forming proteins
November 10 Xinyu Zhang, (post-doc) Statistics, Penn State Parsimonious Model Averaging with a Diverging Number of Parameters
November 17 Greg Rice, Statistics, U. of Waterloo Inference for the autocovariance of a functional time series under conditional heteroscedasticity
November 24 Thanksgiving break
December 1 Dennis Lin, Statistics, Penn State Ghost Data