Probability and Statistics Seminar

Speaker: A. Ding (Northeastern University)

Title: HIV dynamic modeling: application of nonlinear mixed effect model and related issues

Date: Monday Nov 3

Monday October 27

Speaker: Rostislav Protassov (Department of Statistics, Harvard University)

Title: Some algebraic tools for multivariate statistics: covariance operator for empirical covariance matrix of a gaussian vector. 

Speaker: Michael D. Larsen (Department of Statistics, Harvard University)

Title: Creating Survey Subdomains using Estimated Propensity Scores.
 

Abstract:

Domains in surveys sometimes are defined by reported behavior (e.g., smoking, not smoking). Differences between domains on variables of interest usually are related to differences in distributions of other measured variables, such as demographic information. Further subdividing the sample based on one or a few additional variables produces homogeneous groups, but very small sample sizes. Groups that are internally homogeneous on several variables simultaneously can be created by subclassifying the sample using estimated propensity scores. Propensity scores can be estimated using multivariate logistic regression where the response is an indicator of being in one behavior group versus another. The use of propensity scores to create a small number of balanced groups allows interesting relationships to be studied without great loss of sample size. The method is illustrated with an analysis of data from a survey of smokers and nonsmokers in which outcomes include perceived health risks from smoking.

Speaker: Michael Malioutov (Northeastern)

Title: Minimal Error Exponent for testing significant variables nonparametrically.

Speaker: Jayant M. Shah (Northeastern)

Title: Computer vision.

Speaker: I. Tsitovich (Russian Academy of Sciences)

Title: Optimal Sequential Design for Testing Hypotheses.

Speaker: Alexander Lysiansky (Diners Club Bank, Denver)

Title: Statistical Problems in Banking. 

Speaker: Michael Gavasheli (Northeastern University and Bank of Boston)

Title: Application of EM algorithm for fitting finite mixtures. 

Speaker: M. Malioutov and R. Protassov (Northeastern University)

Title: Correct and False on Stochastic Convergence of Iterative Procedures of Statistics. 

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Monday, March 31, 1997

Title: Maximization of Empirical Shannon Information in Testing Significant Variables of Linear Model. 

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March 10

Title: Estimation of Risk Premium using ARCH models. 

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February 24, March 3

Speaker:   Christopher King(Northeastern University)
Title:  Asymptotic Queue Lengths -- Review.

Speaker:    Michael Gavasheli (Northeastern University and Bank of Boston)
Title:    Information Theory, Gambling and the Stock Market. 

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January 13

Link to topics in 1996