Statistics at UC Berkeley

Speaker: Mark Flood (Joint with Jonathan Simon and Mathew Timm), UC Berkeley (Speaker - Featured)
Sep 27, 2016 11:00am 639 Evans Hall
Abstract: We present a general definition of complexity appropriate for financial counterparty networks, and derive several topologically based implementations. These range from simple and obvious metrics to others that are more mathematically subtle. It is important to tailor a complexity measure to the specific context in which it is used.
Martin Tassy, UCLA
Sep 28, 2016 3:10pm 1011 Evans Hall
Previous works have shown that arctic circle phenomenons and limiting behaviors of some integrable discrete systems can be explained by a variational principle. In this talk we will present the first results of the same type for a non-integrable discrete system: graph homomorphisms form Z^d to a regular tree. We will also explain how the technique used could be applied to other non-integrable...
Ery Arias-Castro, Department of Mathematics, University of California, San Diego (Speaker)
Sep 28, 2016 4:00pm 1011 Evans Hall
We study a stylized multiple testing problem where the test statistics are independent and assumed to have the same distribution under their respective null hypotheses. We first show that, in the normal means model where the test statistics are normal Z-scores, the well-known method of (Benjamini and Hochberg, 1995) is optimal in some asymptotic sense. We then show that this is also the case of a...
Dr. Paul Joseph (Joey) McMurdie, Whole Biome
Sep 29, 2016 4:00pm 1011 Evans Hall
Despite a rapidly-improving accessibility of sequencing resources in microbiome research, amplicon sequencing, especially of the 16S rRNA marker gene, remains the first and most-common metagenomics method applied to new biospecimens. A pervasive misunderstanding of amplicon sequencing data in the microbiome literature is that (1) the sequences must be processed through an ad hoc "OTU" clustering,...
Samim Ghamami (Joint with Paul Glasserman), UC Berkeley (Speaker - Featured)
Oct 4, 2016 11:00am 639 Evans Hall
Abstract: The reform program for the over-the-counter (OTC) derivatives market launched by the G-20 nations in 2009 seeks to reduce systemic risk from OTC derivatives. The reforms require that standardized OTC derivatives be cleared through central counterparties (CCPs), and they set higher capital and margin requirements for non-centrally cleared derivatives.

Statistics at UC Berkeley: We are a community engaged in research and education in probability and statistics. In addition to developing fundamental theory and methodology, we are actively involved in statistical problems that arise in such diverse fields as molecular biology, geophysics, astronomy, AIDS research, neurophysiology, sociology, political science, education, demography, and the U.S. Census. We have forged strong interdisciplinary links with other departments and areas of study, particularly biostatistics, mathematics, computer science, and biology, and actively seek to recruit graduate students and faculty who can help to build and maintain such links. We also offer a statistical consulting service each semester.