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Nov 6

AMS Seminar: Simulation And Estimation For Stochastic Differential Equations

Harish Bhat
Associate Professor

Abstract We consider the problem of estimating parameters in stochastic differential equation (SDE) models from discrete-time observations (time series). A key bottleneck is computation of the log likelihood. We describe a method, density tracking by quadrature (DTQ), to compute densities and... Read More

Oct 30

Bayesian Estimation by Sampling Tajima’s Trees

Julia Adela Palacios

Abstract: Estimation of population genetic parameters from ancient and present-day samples of genomic data is a core goal of population biology. Modeling the sample's ancestry and the mutation processes of completely linked genomic segments allows such inference. Coalescent-based methods rely on... Read More

Oct 23

AMS Seminar (STAT)

Abhradeep Guha Thakurta

Differential Privacy: From Theory to Deployment: Machine learning has fundamentally transformed the way we interact with many networked devices around us. However, machine learning's effectiveness also raises profound concerns about privacy --- how we control the collection and use of our... Read More