2023
Statistics Colloquium: Sara van de Geer
4:30–5:30 pm Jones 303
BAHADUR MEMORIAL LECTURES
Lecture 22
SARA VAN DE GEER, Department of Mathematics, ETH Zürich
“Logistic regression with small Bayes error”
Student Seminar: Yi Gu
2:30–3:00 pm Jones 226
Master’s Thesis Presentation
YI GU, Department of Statistics, The University of Chicago
“Designing Robust Neural Network Architectures: Hardness and Trade-offs”
CAM and Stat Student Seminar: Taylor Christiansen
12:30–1:30 pm Jones 226
TAYLOR CHRISTIANSEN, Goldin-Meadow Lab, University of Chicago
“Warmth, Competence, and Their Impact on Social Perception”
Student Seminar: Bingxue An
10:00–10:30 am Jones 304
Master’s Thesis Presentation
BINGXUE AN, Department of Statistics, The University of Chicago
“Comparison of BML Methods with Traditional Methods for ENSO Prediction”
Student Seminar: Lin Gui
9:30–10:00 am Jones 304
Master’s Thesis Presentation
LIN GUI, Department of Statistics, The University of Chicago
“Conformal Prediction with Debiased Random Rounding”
Student Seminar: Yao Rong
2:30–3:00 pm Jones 303
Master’s Thesis Presentation
YAO RONG, Department of Statistics, The University of Chicago
“Bayesian Inference based on Deep Learning”
Student Seminar: Tianyu Chen
2:00–2:30 pm Jones 303
Master’s Thesis Presentation
TIANYU CHEN, Department of Statistics, The University of Chicago
“Model-Based Trajectory Inference for Single-Cell RNA Sequencing Using Deep Learning with a Mixture Prior”
Student Seminar: Pedro Henrique Vieira de Lima Velosa
1:00–1:30 pm Jones 304
Master’s Thesis Presentation
PEDRO HENRIQUE VIEIRA DE LIMA VELOSO, Department of Statistics, The University of Chicago
“Distributed Quantum Computation via Multi-objective Optimization”
Student Seminar: Alan Zhong
11:00–11:30 am Jones 303
Master’s Thesis Presentation
ALAN ZHONG, Department of Statistics, The University of Chicago
“Semiparametric Estimation of Time-Varying Ising Models in High Dimensions”
Student Seminar: Samuel Tyler
10:00–10:30 am Jones 303
Master’s Thesis Presentation
SAMUEL TYLER, Department of Statistics, The University of Chicago
“Non-Parametric VaR Estimation: Accounting for Fat Tails in Financial Risk Management”