Seminars and Colloquia by Series

TBA by Cheng Mao

Series
Job Candidate Talk
Time
Thursday, January 18, 2018 - 11:00 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Cheng MaoYale University

TBA by Cheng Mao

Series
Job Candidate Talk
Time
Thursday, January 18, 2018 - 11:00 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Cheng MaoYale University
TBA by Cheng Mao

High Dimensional Inference: Semiparametrics, Counterfactuals, and Heterogeneity

Series
Job Candidate Talk
Time
Tuesday, January 16, 2018 - 15:00 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Ying ZhuMichigan State University
Semiparametric regressions enjoy the flexibility of nonparametric models as well as the in-terpretability of linear models. These advantages can be further leveraged with recent ad-vance in high dimensional statistics. This talk begins with a simple partially linear model,Yi = Xi β ∗ + g ∗ (Zi ) + εi , where the parameter vector of interest, β ∗ , is high dimensional butsufficiently sparse, and g ∗ is an unknown nuisance function. In spite of its simple form, this highdimensional partially linear model plays a crucial role in counterfactual studies of heterogeneoustreatment effects. In the first half of this talk, I present an inference procedure for any sub-vector (regardless of its dimension) of the high dimensional β ∗ . This method does not requirethe “beta-min” condition and also works when the vector of covariates, Zi , is high dimensional,provided that the function classes E(Xij |Zi )s and E(Yi |Zi ) belong to exhibit certain sparsityfeatures, e.g., a sparse additive decomposition structure. In the second half of this talk, I discussthe connections between semiparametric modeling and Rubin’s Causal Framework, as well asthe applications of various methods (including the one from the first half of this talk and thosefrom my other papers) in counterfactual studies that are enriched by “big data”.Abstract as a .pdf

Integrable probability

Series
School of Mathematics Colloquium
Time
Tuesday, January 16, 2018 - 11:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Ivan CorwinColumbia University
The probability of outcomes of repeated fair coin tosses can be computed exactly using binomial coefficients. Performing asymptotics on these formulas uncovers the Gaussian distribution and the first instance of the central limit theorem. This talk will focus on higher version of this story. We will consider random motion subject to random forcing. By leveraging structures from representation theory and quantum integrable systems we can compute the analogs of binomial coefficients and extract new and different asymptotic behaviors than those of the Gaussian. This model and its analysis fall into the general theory of "integrable probability".

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