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.
Statistics at UC Berkeley
Oct 5, 2016
Seminar 217, Risk Management: Large Deviations of Factor Models with Regularly-Varying Tails: Asymptotics and Efficient Estimation
Speaker: Farzad Pourbabaee (Speaker - Featured)
Abstract: I analyze the large deviation probability of factor models generated from components with regularly-varying tails, a large subclass of heavy tailed distributions.
Daniel M. Roy, Dept. of Statistics, University of Toronto
For finite parameter spaces under finite loss, every Bayes procedure derived from a prior with full support is admissible, and every admissible procedure is Bayes. This relationship already breaks down once we move to finite-dimensional Euclidean parameter spaces. Compactness and strong regularity conditions suffice to repair the relationship, but without these conditions, admissible procedures...
Speaker: Alex Papanicolaou (Speaker - Featured)
Speaker: James Lewis, State Street Global Advisors (Speaker - Featured)
Speaker: Ola Mahmoud, University of St. Gallen (Speaker - Featured)