webinars

Nonparametric inference based on statistical depth

2022-10-03

Nonparametric inference based on statistical depth Monday, October 17th, 7:00 PT / 10:00 ET / 16:00 CET The notion of center of an object, be it a set of observations, a physical object or a random variable, is difficult to define. This motivated the development of general ways to measure centrality…

webinars

Recent challenges in model specification testing based on different data structures

2022-09-29

Recent challenges in model specification testing based on different data structures Wednesday, November 9th, 8:00 PT / 11:00 ET / 17:00 CET Model specification testing is one of the essential methodological tasks in statistics. Recently, with the development of different data structures, envisioning…

optimal-transport

Non-Homogeneous Poisson Process Intensity Modeling and Estimation using Measure Transport

Tin Lok James Ng / 2022-09-19

A NHPP defined on \({\cal S} \subset \mathbb{R}^{d}\) can be fully characterized through its intensity function \(\lambda: {\cal S} \rightarrow [0, \infty)\). We present a general model for the intensity function of a non-homogeneous Poisson process using measure transport. The model finds its roots…

economic statistics

Macroeconomic Determinants of Migration. A Comparative Analysis For Old vs New European Member States

Smaranda Cimpoeru / 2022-09-18

Introduction Migration is a multifaceted phenomenon including macro-, meso-, and micro-triggers that, when combined, decide an individual’s final decision to migrate. Apart from being an essential component of population change, migration is also an important component of population estimates and…

estimation

Minimax Estimation and Identity Testing of Markov Chains

Geoffrey Wolfer / 2022-09-18

We briefly review the two classical problems of distribution estimation and identity testing (in the context of property testing), then propose to extend them to a Markovian setting. We will see that the sample complexity depends not only on the number of states, but also on the stationary and…

webinars

Regularization by Noise for Stochastic Differential and Stochastic Partial Differential Equations

2022-06-03

Regularization by Noise for Stochastic Differential and Stochastic Partial Differential Equations The regularizing effects of noisy perturbations of differential equations is a central subject of stochastic analysis. Recent breakthroughs initiated a new wave of interest, particularly concerning…