School of Mathematics and Statistics - Statistics Events and Seminars

UNSW Statistics Seminar Series - session 1, 2008

To be included on the Statistics Seminar mailing list, please email the seminar organiser Spiro Penev with this request.

Our session 1 2008 seminar series will be held each Friday, 4pm in RC-4082, except when indicated otherwise.

Week	Date	Speaker	Title
0	07/03/08	Professor Paul Garthwaite	Quantifying expert opinion as a probability distribution
1	14/03/08	Dr Colin Rose	"Oh Zeus, free me!": the symbolic approach to mathematical statistics
2	28/03/08	Professor Gemai Chen	The Past, Present and Future of Prairie Droughts: How Bad is Bad?
3	4/04/08	Dr Valentyn Panchenko	Partial Likelihood Ratio-Based Scoring Rules for Evaluating Density Forecasts in Tails
4	11/04/08	Dr Sara Taskinen	Robust multivariate methods based on spatial sign and rank vectors
5	18/04/08	Dr Spiridon Penev	Edgeworth Expansion for the Kernel Quantile Estimator
6	23/04/08	Feng Chen	Local Polynomial Estimation of the Counting Process Intensity Function and its Derivatives
7	02/05/08	John Zaunders	Analysing the complexity of subsets of CD4 T lymphocytes
8	09/05/08	Dr Shanley Chong	A Bayesian approach for analysing spatial patterns of motor vehicle collisions with pedestrians
9	16/05/08	Associate Professor W. Sherwin	The use of information theory in biodiversity and genetics
10	23/05/08	Professor Sue Wilson	Perspectives on Statistical Analysis of Microarray Data
11,12	6/06/08	No seminar	Master theses presentations

Statistical Methods for Researchers

The UNSW Department of Statistics runs occasional workshops, for researchers who want a "refresher course" in statistics. No workshops are currently planned.

Previous Events

Previous seminars - session 2, 2007

Week	Date	Speaker	Title
	13/7/07	Estate Khmaladze School of Mathematics, Statistics and Computer Science, Victoria University of Wellington	Goodness of fit testing for errors in non-parametric regression: a new approach
1	27/7/07	Simone Padoan University of Padova	Inference for spatial extremes
Monday 30/7/07, 6 for 6.30pm Room 101 Law Building UNSW Joint with SSAI NSW		Anthony Davison Institute of Mathematics, Ecole Poytechnique Federale de Lausanne	Likelihood inference for a problem in particle physics
3	10/8/07	Scott Sisson School of Mathematics and Statistics, UNSW	Sequential Monte Carlo Without Likelihoods
4	17/8/07
5	24/8/07	Ashish Sharma School of Civil and Environmental Engineering, UNSW	Stochastic Hydrology - Current state and future directions
6	31/8/07	Serigne Lo Macquarie University and the George Institute for International Health	Robust Small Sample Accurate Inference in Moment Condition Models
7	7/9/07	APEC holiday
Friday 14/9/07 1-2pm Quad1046 Joint with Actuarial Studies UNSW		Professor Zinoviy Landsman Visiting Research Fellow, UNSW Actuarial Research Centre Department of Statistics, University of Haifa, Israel	Portfolio management and minimization of the root of a quadratic functional under a system of affine equality constraints
8	14/9/07	Hirokazu Yanagihara, Hiroshima University Ken-ichi Kamo, Sapporo Medical University	Bias corrections of cross-validation criterion The completeness of cancer registry in Japan
9	21/9/07	Michael Hughes Harvard School of Public Health	A Statistical Framework for Quantile Equivalence Clinical Trials with Applications to HIV Bridging Trials
		mid-session break
10	5/10/07	Rafal Kulic University of Sydney	Quantile processes and long range dependence
11	12/10/07	John Murray School of Mathematics and Statistics, UNSW	Some Mathematical and Statistical Investigations of Infectious Diseases and the Immune System
12	19/10/07 1pm	Zdravetz Lazarou School of Mathematics and Statistics, UNSW	Modelling Intra-Day Seasonality and Forecasting Densities in Financial Duration Data
13	26/10/07	Simon Barry CSIRO	Science for decision makers
14	2/11/07	No seminar, Honours and Masters presentations
Thursday 15/11/07 2-3pm RC-4082		David Feldman School of Banking and Finance, UNSW	The CAPM Relation for Inefficient Portfolios
Friday 30/11/07 2-3pm RC-4082		Maria-Pia Victoria-Feser HEC, University of Geneva	Consistent Robust Estimation Using Indirect Inference for the Construction of Wealth Indicators
Friday 7/12/07 11am-12 Webster 250		Bruce Brown Department of Statistics and Applied Probability, National University of Singapore	Random matrices, agreement models and Cohen's kappa

Previous seminars - session 1, 2007

Our session 1 2007 seminar series will be held each Friday, 4pm in RC-4082, except when indicated otherwise.

Week	Date	Speaker	Title
2	9/3/07	Inge Koch Statistics, UNSW	Classification and Prediction with Independent Component Regression
3	16/3/07	Zdzislaw Brzezniak University of York, UK	On Stochastic Burgers Equation driven by a fractional Laplacian and space-time white noise
4	23/3/07	Ray Chambers University of Wollongong	Robust prediction intervals for unbalanced samples
5	30/3/07	Lester Tsang Statistics, UNSW	Bootstrapping linear models: comparison of different resampling methods
6		Public Holiday, No seminar
		mid-session break
7	20/4/07	No seminar
8	27/4/07	Amy Braverman Jet Propulsion Laboratory, NASA	A Probabilistic Approach to Mining Massive Earth Science Data Sets
9	4/5/07	No seminar
10	11/5/07	Kenichi Satoh Hiroshima University	Variable selection criterion on linear regression model
11	18/5/07	Paul Garthwaite Open University	Selection of weights for weighted model averaging
12	25/5/07	David Warton Statistics, UNSW	Which Wald statistic? Implications of reparameterisation of generalised linear models in environmental impact assessment
13	1/6/07	Victor Solo School of Electrical Engineering and Telecommunications, UNSW	Neural information encoding by point process adaptive filtering
Wednesday 6/6/07 12 noon, RC-3084		Jim Douglas Statistics, UNSW	Jackknife and bootstrap small sample simulations for a single parameter

Previous seminars - session 2, 2006

Our session 2 2006 seminar series will be held each Friday, 4pm in RC-4082, except when indicated otherwise.

Week	Date	Speaker	Title
2	4/8/06	Alex Szimayer ANU	GARCH modelling in continuous time with application to irregularly spaced data
3	10/8/06	Robert Adler Technion, Haifa	Gaussian processes, kinematic formulae and Poincare's limit
4	18/8/06	Ben Goldys Statistics, UNSW	On stochastic Ginzburg-Landau equation on real line
5	25/8/06	Lukasz Debowski Polish Academy of Sciences	Ergodic decomposition of excess entropy
6		No seminar
7	8/9/06	Spiridon Penev Statistics, UNSW	Maximal reliability, maximal validity and power in covariance structure models
Friday 15/9/06 11am, RC-4082/3		Freddy Delbaen Swiss Federal Institute of Technology	Characterisation of b(M) for Continuous BMO Martingales
8	15/9/06	Michael Smith Econometrics, University of Sydney	Spatial Bayesian variable selection with application to functional magnetic resonance imaging
9	22/9/06	Mu Zhu University of Waterloo	LAGO: Efficient RBFnets for Rare Target Detection
		mid-session break
10	6/10/06	John Robinson University of Sydney	Asymptotic Approximations in Sampling and Re-sampling
11	13/10/06	Malcolm Hudson Macquarie University	Two studies of generalisability of clinical trials research
Wednesday 18/10/06 4pm, RC-3085		Pavel Shevchenko CSIRO Mathematical and Information Sciences, Sydney	Modelling Operational Risk
12	20/10/06	Damir Filipovic University of Munich	Monotone and Cash-Invariant Convex Functions and Hulls
13	27/10/06 3.30pm	John Ormerod Statistics, UNSW	Parsimonious Classification via Generalised Linear Mixed Models
13	27/10/06 4.30pm	Michael Roper Statistics, UNSW	Market Models of Implied Volatility: Recent Results
14		No seminar

Previous seminars - session 1, 2006

Our session 1 2006 seminar series will be held each Wednesday, 4pm at RC-4082, except when indicated otherwise.

Week	Date	Speaker	Title
2	8/3/06	Marc Raimondo Maths and Stats, U. Syd.	Wavelet deconvolution with noisy eigen-values
3	15/3/06	Richard Huggins University of Melbourne	Semiparametric estimation of animal abundance using capture-recapture data from open populations
4	22/3/06	Mark Berman CSIRO, North Ryde	Some Statistical Problems in Spectroscopy and Hyperspectral Imaging
5	29/3/06	Richard Gerlach Econometrics, U. Syd.	Bayesian model selection for logistic regression with misclassified outcomes
6	5/4/06	Jean Yang Maths and Stats, U. Syd.	Aspects of the Design and Analysis of Gene Expression Studies
7	12/4/06	David Warton Statistics, UNSW	Modelling high-dimensional abundance data using generalised estimating equations
		mid-session break
Friday 28/4/06 4pm, RC-M032		Gary Froyland Applied Maths, UNSW	Markov Modelling of Deterministic Systems
9	3/5/06	Alan Welsh Maths, ANU	Modelling Correlated Zero-Inflated Count Data
10	10/5/06	Joanne Chapman ADFA, UNSW	Rare Species Surveys: An Unusual Problem
11	17/5/06	Samuel Copt NHMRC Clinical Trials Centre, U. Syd.	Robust estimation and inference in mixed linear models
12	24/5/06	Tarn Duong Statistics, UNSW	Feature Significance for Multivariate Kernel Density Estimation
13	31/5/06	Sally Galbraith Statistics, UNSW	Surrogate outcomes in clinical trials
14	7/6/06	Monique Jeanblanc Université d'Évry Val d'Essonne, France	Hedging defaultable claims
Friday 30/6/06 4pm, RC-M032		Alan Agresti University of Florida	Reducing Conservatism of Exact Small-Sample Inference for Discrete Data
Monday 10/07/06 2pm, RC-4082		Xiao-Li Meng Harvard University	Life becomes more colorful when you know EM, Bayes, and Wavelets ...

Workshop - Mathematical modelling of credit risk

Professor Monique Jeanblanc will present a workshop on mathematical modelling of credit risk at UNSW, from June 5-7, 2006.

Previous seminars - session 2, 2005

Our session 2 2005 seminar series was held each Wednesday, 4pm at RC-3084.

Week	Date	Speaker	Title
2	3/8/05	Mark Wilkins BABS, UNSW	Proteomics and statistics: will the twain ever meet?
3	10/8/05	Zolzis Taw Brzezniak University of Hull	Stochastic nonlinear beam equation
4	17/8/05	Mahmoud Hamada Energy Australia and UTS	Real Option Theory and Electricity Forwards
5	24/8/05	Matt Wand Mathematics, UNSW	Support vector machine classification: a tutorial
6	31/8/05	Erik Schogl Finance and Economics, UTS	Spoken and Implied: Factor Distributions Implied by Quoted CDO Spreads and the Pricing of Bespoke Tranches
7	7/9/05	Tarn Duong Mathematics, UNSW	Software for multivariate kernel smoothing
8	14/9/05	Robert Jung Universitaet Tuebingen	Coherent Forecasting in Integer Time Series Models
9	21/9/05	Robert Kohn Economics, UNSW	Efficient Bayesian Inference for multiple change-point and mixture innovation time series models
		mid-session break
10	5/10/05	Neville Weber Mathematics, U.Syd.	Estimators for the Shape Parameter of the Negative Binomial Distribution
11	12/10/05	Terry Jegaraj Mathematics, UNSW	A large deviation principle describing small-time behaviour of an Ornstein-Uhlenbeck process in a separable Hilbert space
12	19/10/05	Zhi Guo Mathematics, UNSW	An implied tree model
13	26/10/05	Nathan Pearce Mathematics, UNSW	Support Vector Machines: full active set training
Friday 26th Oct, 1pm, OMB-145A		Jean-Luc Dortet-Bernadet University of Strasbourg	Bayesian inference on copulas and tests of independence
14	2/11/05	Mark Clements NCEPH, ANU	Approaches to lung cancer rate projections
Friday 4th Nov, 1pm, OMB-145A		Goeran Kauermann University Bielefeld	Penalized Spline Smoothing and Generalized Linear Mixed Models - Some Theory and Applications

Symposium on Recent Advances in Biostatistics, Bioinformatics and Markov chain Monte Carlo

A two day symposium Recent Advances in Biostatistics, Bioinformatics and Markov chain Monte Carlo was held at UNSW on 7-8th of July, 2005. This event provided a rare opportunity to hear some of the leading researchers in the world on this subject.

Workshop on Weight-of-Evidence for Forensic DNA Profiles

A one day workshop on Weight-of-Evidence for Forensic DNA Profiles was held at UNSW on 6th July, 2005. This workshop was presented by Prof. David Balding (Imperial College, London).

Workshop on Bayesian Hierarchical Models in Biostatistics

A two day workshop on Bayesian Hierarchical Models in Biostatistics was held at UNSW on 18-19th July, 2005. This workshop was presented by Prof. Sylvia Richardson (Imperial College, London) and Prof. Peter Green FRS (Bristol University, U.K.).

Previous seminars - session 1, 2005

Date	Speaker	Title
Monday 31st January 2005, 1pm	Xihong Lin School fo Public Health, University of Michigan	Least square kernel machines for semiparametric regression in microarray pathway analysis and their connections with linear mixed models
Wednesday 6th March 2005, 4pm	Cheng Soon Ong National ICT Australia	Machine learning with indefinite kernels
Wednesday 25th March 2005, 4pm	Shuling Chen Mathematics, UNSW	GARCH modelling of term structure of interest rates
Monday 11th April 2005, 4pm	Wolfgang Hardle Humboldt-Universitat zu Berlin, Germany	Nonparametric risk management with generalised hyperbolic distributions
Wednesday 13th April 2005, 4pm	Jan Johannes Ruprecht-Karls University, Germany	Statistical analysis of hedonice price model: A non-identifiable inverse problem
Wednesday 27th April 2005, 4pm	David Leslie School of Economics, UNSW	Semi-parametric regression with Dirichlet process mixture models
Monday 16th May 2005, 1pm	Brajendra Sutradhar Memorial University of Newfoundland, Canada	Penalised versus generalised quasi-likelihood inference in GLMM
Wednesday 18th May 2005, 4pm	Brajendra Sutradhar Memorial University of Newfoundland, Canada	Familial longitudinal data analysis with biomedical applications
Friday 24th June 2005, 1pm	Yanyuan Ma Statistics, Texas A&M	Locally efficient semiparametric estimators for functional measurement error models
Friday 1st July 2005, 1pm	Dr Nial Friel University of Glasgow, UK	Marginal likelihoods via power posteriors

Previous seminars - session 2, 2004

Date	Speaker	Title
Wednesday 23th July 2004, 4pm	Dr Frances Kuo Mathematics, UNSW	Quasi-Monte Carlo methods for high dimensional integration
Wednesday 30th July 2004, 4pm	Dr Paul Yip University of Hong Kong	Estimating the time varying fatality rate of an emerging epidemic: An application to SARS outbreak in Hong Kong
Wednesday 4th August 2004, 4pm	Professor Robert J. Adler Technion, Haifa, Israel	Suprema of Gaussian fields, mapping the brain, and manifolds
Wednesday 11th August 2004, 4pm	Professor Martin Jacobson University of Copenhagen	Small delta-optimality
Wednesday 18th August 2004, 4pm	Professor Yoshihiko Maesono Kyushu University	Higher order comparisons of variance estimators for U-statistics
Wednesday 8th September 2004, 4pm	Professor John Galloway NetMap Analytics	Train of thought analysis using NetMap's ``discovery visualisation'' approach
Wednesday 15th September 2004, 4pm	Kanta Naito Mathematics, Shimane University, Japan	Semiparametric smoothing, data sharpening and least squares boosting
Wednesday 22nd September 2004, 4pm	Spiridon Penev Mathematics, UNSW	Dual-rate sampling in wavelet estimation
Wednesday 6th October 2004, 4pm	Mordechai Jaeger University of Haifa, Israel	Identifying sensitivity changes between explosive batches/Design of experiments for systems reliability demonstration and growth
Wednesday 13th October 2004, 4pm	Gerry Guinn Biological Sciences, Monash	Use of statistical analysis in biological sciences: Do biologists need better training, better data or simply better questions?
Wednesday 20th October 2004, 4pm	Boris Choy, Mathematical Sciences, UTS	Scale mixtures distributions, Bayesian robustness and MCMC
Wednesday 27th October 2004, 4pm	Ed Cripps Mathematics, UNSW	Variable selection and covariance selection in multivariate regression models
Wednesday 3rd November, 2004, 4pm	Inge Koch Mathematics, UNSW	Independent component analysis - Theory, practice and applications

Previous seminars - session 1, 2004

Date	Speaker	Title
Wednesday 29th January 2004, 4pm	Adrian D. Banner Mathematics, Princeton	Stochastic portfolio theory
Wednesday 3rd March 2004, 4pm	Arthur Gilmour Orange Agricultural Institute	Applications of mixed models in agriculture
Wednesday 10th March 2004, 4pm	Roy E. Welsch Statistics and Management Science, MIT	Algorithms for robust model selection in linear regression
Wednesday 17th March 2004, 4pm	Spiro Penev Mathematics, UNSW	Nonparametric and semiparametric efficiency concepts for Markov chain models
Wednesday 31st March 2004, 4pm	Rob J Hyndman Econometrics & Business Statistics, Monash	Functional forecasting
Wednesday 21st April 2004, 4pm	Di Cook Statistics, Iowa State	Visual methods for data from two factor single-replicate gene expression studies
Wednesday 28th April 2004, 4pm	Yury A. Kutoyants Universit du Maine, France	On asymptotically efficient nonparametric estimation for ergodic diffusion processes
Wednesday 5th May 2004, 4pm	David Nott Mathematics, UNSW	Adaptive sampling for Bayesian variable selection
Wednesday 12th May 2004, 4pm	Caroline Finch Injury Risk Management, UNSW	The statistics of injury risk management
Wednesday 19th May 2004, 4pm	Ori Rosen Statistics, University of Pittsburgh	Bayesian mixtures for locally stationary time series
Wednesday 23rd June 2004, 4pm	Professor David Balding Medicine, Imperial College, London	Approximate Bayesian computation in population genetics