2026
Bahadur Memorial Lectures: Nancy Reid (Day 2)
3:00–4:00 pm DSI 105
Title: “All Models are Wrong”
Abstract: This talk will consider the assessment of semiparametric and other highly-parametrized models from the perspective of foundational principles of parametric statistical inference. It is cast as a generalised version of the Fisherian sufficiency/co-sufficiency separation, replacing out-of-sample prediction error by a type of within-sample prediction error. The theory is illustrated through several examples, including a post-reduction inference approach to confidence sets of sparse regression models. This is joint work with Heather Battey.
Student Seminar: Yilun Cai
2:00–2:30 pm Jones 111
Wednesday, May 6, 2026, at 2:00 PM, in Jones 111, 5747 S. Ellis Avenue
Master’s Thesis Presentation
Yilun Cai, Department of Statistics, The University of Chicago
“Empirical Asset Pricing via Transformer”
Student Seminar: Dingyu Guo
1:30–2:00 pm Jones 111
Wednesday, May 6, 2026, at 1:30 PM, in Jones 111, 5747 S. Ellis Avenue
Master’s Thesis Presentation
Dingyu Guo, Department of Statistics, The University of Chicago
“A Possession-Based Forecasting Framework for NBA Games”
Student Seminar: Andrew Wang
11:00–11:30 am Jones 111
Wednesday, May 6, 2026, at 11:00 AM, in Jones 111, 5747 S. Ellis Avenue
Master’s Thesis Presentation
Andrew Wang, Department of Statistics, The University of Chicago
“Online Quantile Regression with Constant Step-size Stochastic Approximation”
Student Seminar: Yuchen Pan
10:30–11:00 am Jones 111
Wednesday, May 6, 2026, at 10:30 AM, in Jones 111, 5747 S. Ellis Avenue
Master’s Thesis Presentation
Yuchen Pan, Department of Statistics, The University of Chicago
“Forecasting Systemic Tail Risk in the Technology Sector Using Dynamic CoVaR Models”
Student Seminar: Darin Keng
10:00–10:30 am Jones 111
Thursday, May 6, 2026, at 10:00 AM, in Jones 111, 5747 S. Ellis Avenue
Master’s Thesis Presentation
Darin Keng, Department of Statistics, The University of Chicago
“Decoding Domain Jargon: Benchmarking and Component Analysis of Domain Specific Jargon in Large Language Models”
Student Seminar: Haolin Yang
9:00–9:30 am Jones 111
Wednesday, May 6, 2026, at 9:00 AM, in Jones 111, 5747 S. Ellis Avenue
Master’s Thesis Presentation
Haolin Yang, Department of Statistics, The University of Chicago
“A Unified Mechanistic Framework for In-Context Learning: Hidden State Geometry, Task Recognition, and Task Learning”
Student Seminar: Ryan Lin
4:00–4:30 pm Jones 111
Tuesday, May 5, 2026, at 4:00 PM, in Jones 111, 5747 S. Ellis Avenue
Master’s Thesis Presentation
Ryan Lin, Department of Statistics, The University of Chicago
“The Predictive Power of Multi-horizon Economic Forecasts—A SARIMAX Approach”
Student Seminar: Sihao Feng
3:30–4:00 pm Jones 111
Tuesday, May 5, 2026, at 3:30 PM, in Jones 111, 5747 S. Ellis Avenue
Master’s Thesis Presentation
Sihao Feng, Department of Statistics, The University of Chicago
“A Comparison of Mendelian Randomization Methods in the Presence of Pleiotropy”
Bahadur Memorial Lectures: Nancy Reid (Day 1)
11:30 am–12:30 pm Jones 303
Title: “Lies, Damned Lies, and Statistics”
Abstract: This is the title I used the first time I taught the U of T First-Year Seminar course, many years ago. I was nervous about the prospect of giving a seminar-style course for students fresh from high school, and unsure how to distinguish it from a run-of-the-mill introductory statistics course. As it turned out, however, the experience had a big impact on my teaching, research, and views on statistical science. Although much has changed in our field in the years since, the basic principles of reasoning with uncertainty have not. In this talk I will reflect on my experiences in trying to convey the ongoing importance of statistical science and perhaps hazard a guess about the future.