Statistics at UC Berkeley | Department of Statistics

Web Name: Statistics at UC Berkeley | Department of Statistics

WebSite: http://www.stat.berkeley.edu

ID:39564

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Seminar 217, Risk Management: Modeling the dynamics of the realized variance based on high-frequency data (Online) Dangxing Chen, UC Berkeley (Speaker) Sep 8, 2020 11:00am Online Abstract: ABSTRACT: Abstract: This paper studies in some detail a class of continuous-time stochastic volatility models. These models are direct models of daily asset return volatility based on realized measures constructed from high-frequency data. The models are capable of capturing the mean-reversion effect and different rates of innovations. We propose a new robust hybrid method to estimate parameters... The Gaussian double-bubble Joseph Neeman, UT Austin Sep 9, 2020 3:10pm Zoom link: https://berkeley.zoom.us/j/93030418340 Evans Hall Abstract: We establish a multi-part analogue of the Gaussian isoperimetric inequality (or, equivalently a Gaussian analogue of the Euclidean double-bubble theorem): we describe the minimal-Gaussian-boundary partition of R^n into k parts of prescribed Gaussian measures. This is a limiting case of the (still-open) "Peace sign conjecture" of Mossel and Isaksson. Interestingly, none of the "usual"... Structure, phase transitions, and message passing in sparse networks: Neyman seminar Mark Newman, University of Michigan Sep 9, 2020 4:00pm Zoom seminar Evans Hall Abstract: Abstract: Most networks and graphs encountered in empirical studies, including the Internet and the World Wide Web, social networks, and biological and ecological networks, are very sparse. Standard spectral and linear algebra methods perform poorly when applied to such networks. Message passing methods, such as belief propagation, offer an alternative that works well in the sparse limit and can... Seminar 217, Risk Management: Evidence-Based Elections (Online) Philip Stark, UC Berkeley (Speaker) Sep 15, 2020 11:00am Online Abstract: ABSTRACT: Elections rely on people, hardware, and software, all of which are fallible and subject to manipulation. Well resourced nation-states continue to attack U.S. elections. Voting equipment is built by private vendors--some foreign, but all using foreign parts. Many states even outsource election results reporting to foreign firms. Data Denoising and Transfer Learning in Single Cell Transcriptomics: Neyman Seminar Nancy Zhang, University of Pennsylvania Sep 16, 2020 4:00pm Zoom seminar Evans Hall Abstract: Abstract: Cells are the basic biological units of multicellular organisms. The development of single-cell RNA sequencing (scRNA-seq) technologies have enabled us to study the diversity of cell types in tissue and to elucidate the roles of individual cell types in disease. Yet, scRNA-seq data are noisy and sparse, with only a small proportion of the transcripts that are present in each cell...

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