The Statistics Seminar speaker for October 29, 2014 will be Mladen Kolar from the University of Chicago.
Title: Inference for Sparse Conditional Precision Matrices
Abstract: Varying coefficient models have been successfully applied in a number of scientific areas ranging from economics and finance to biological and medical science. They allow for flexible, yet interpretable, modeling when traditional parametric models are too rigid to explain heterogeneity of sub-populations collected. Currently, as a result of technological advances, scientists are collecting large amounts of high-dimensional data from complex systems which require new analysis techniques. In this talk, I will present work on varying coefficient models in the context of probabilistic graphical models, which can be used to model dynamic networks. Particular focus will be on construction of confidence intervals and bands for coefficient functions in the model.
Refreshments will be served after the seminar in 1181 Comstock Hall.