2025
Student Seminar: Nimish Janey
1:00–1:30 pm Jones 111
Thursday, November 13, 2025, at 1:00 PM, in Jones 111, 5747 S. Ellis Avenue
Master’s Thesis l Presentation
Nimish Janey, Department of Statistics, The University of Chicago
“Expected Shortfall Under Historical Simulation: A Monte Carlo Study ofConditional and Unconditional Backtests”
Student Seminar: Dillon Jones
12:30–1:00 pm Jones 111
Thursday, November 13, 2025, at 12:30 PM, in Jones 111, 5747 S. Ellis Avenue
Master’s Thesis l Presentation
Dillan Jones, Department of Statistics, The University of Chicago
“Robust and Range-Based GARCH Models with Leverage Effects: A Study of VaR–ES Forecasting”
Student Seminar: Nick Bourdeau
12:00–12:30 pm Jones 111
Thursday, November 13, 2025, at 12:00 PM, in Jones 111, 5747 S. Ellis Avenue
Master’s Thesis l Presentation
Nick Bourdeau, Department of Statistics, The University of Chicago
“Information-Theoretic Feature Discovery and Forecasting of US Yield Curve Movements”
Student Seminar: Ping Chi Shih
10:00 am–10:30 pm Jones 111
Thursday, November 13, 2025, at 10:00 AM, in Jones 111, 5747 S. Ellis Avenue
Master’s Thesis l Presentation
Ping Chi Shih, Department of Statistics, The University of Chicago
“Task-Aligned Factors: Supervised Autoencoders for CPI Forecasting and Futures Cross-Sections”
Student Seminar: Rahul Kukreja
9:30–10:00 am Jones 111
Thursday, November 13, 2025, at 9:30 AM, in Jones 111, 5747 S. Ellis Avenue
Master’s Thesis l Presentation
Rahul Kukreja, Department of Statistics, The University of Chicago
“Interpreting Transformers for Time-Series Forecasting”
Student Seminar: Aditi Gupta
3:00–3:30 pm Jones 111
Wednesday, November 12, 2025, at 10:00 AM, in Jones 111, 5747 S. Ellis Avenue
Master’s Thesis l Presentation
Aditi Gupta, Department of Statistics, The University of Chicago
“Sparse Inverse–Cholesky Estimation under Model Misspecification”
Student Seminar: Sulagna Ghosh
10:00–11:30 am Jones 111
Wednesday, November 12, 2025, at 10:00 AM, in Jones 111, 5747 S. Ellis Avenue
Dissertation Proposal Presentation
Sulagna Ghosh, Department of Statistics, The University of Chicago
“Scalable gradient-based variational inference for flexible point process modeling of spatiotemporal data”
Student Seminar: Xinyue Lou
3:30–4:00 pm Jones 111
Tuesday, November 11, 2025, at 3:30 PM, in Jones 111, 5747 S. Ellis Avenue
Master’s Thesis l Presentation
Xinyue Lou, Department of Statistics, The University of Chicago
“Low-Rank Reinforcement Learning for Robust Value Estimation”
Student Seminar: Yuetong Cathy Li
4:00–4:30 pm Jones 111
Monday, November 10, 2025, at 4:00 PM, in Jones 111, 5747 S. Ellis Avenue
Master’s Thesis l Presentation
Yuetong Cathy Li, Department of Statistics, The University of Chicago
“NaCLO: A Benchmark for Evaluating Reasoning in Large Language Models via Low-Resource Linguistic Puzzles”
Statistics Colloquium: Tim Armstrong
11:30 am–12:30 pm Jones 303
Timothy Armstrong, Department of Economics, University of Southern California
Title: “Asymptotic Efficiency Bounds for a Class of Experimental Designs”
Abstract:
We consider an experimental design setting in which units are assigned to treatment after being sampled sequentially from an infinite population. We derive asymptotic efficiency bounds that apply to data from any experiment that assigns treatment as a (possibly randomized) function of covariates and past outcome data, including stratification on covariates and adaptive designs. For estimating the average treatment effect of a binary treatment, our results show that no further first order asymptotic efficiency improvement is possible relative to an estimator that achieves the Hahn (1998) bound in an experimental design where the propensity score is chosen to minimize this bound. Our results also apply to settings with multiple treatments with possible constraints on treatment, as well as covariate based sampling of a single outcome.