Past Student Probability and Statistics Seminars

2008/2009 Academic year

• 8 October
  2008
  No seminar this week due to MAGIC lauch event

• 15 October
  2008
  Error-in-Variable Problem
  A.Althubaiti (The University of Manchester)
  
  4.00pm - Frank Adams Room 2, Alan Turing Building
  Abstract

  None

• 22 October
  2008
  A Brief Introduction to Kriging Methodology
  S.Das (The University of Manchester)
  
  4.00pm - Frank Adams Room 2, Alan Turing Building
  Abstract

  None

• 29 October
  2008
  The Truth About the Real World - Job Interviews and Assessment Centres
  E.Jones (The University of Manchester)
  
  4.00pm - Frank Adams Room 2, Alan Turing Building
  Abstract

  None

• 5 November
  2008
  No seminar this week - Reading week

• 12 November
  2008
  Variable Selection using h-likelihood
  C.Charalambous (The University of Manchester)
  
  4.00pm - Frank Adams Room 2, Alan Turing Building
  Abstract

  None

• 19 November
  2008
  Modelling Externalities: Environmental Economics
  J.Sexton (The University of Manchester)
  
  4.00pm - Frank Adams Room 2, Alan Turing Building
  Abstract

  None

• 26 November
  2008
  Dead Rats - An Exploration of the Financial Crisis
  J.Du Toit (The University of Manchester)
  
  4.00pm - Frank Adams Room 2, Alan Turing Building
  Abstract

  The rate race is over - the rats are dead! Long live the rats! Everyone is aware that in the last few months the world has experienced a rather dramatic financial crisis. This talk will explore some of the causes of that crisis. I am no economist and do not claim to understand the whole situation, however I will present my own view of the main causes of the mess and try to show how the pieces fit together. Along the way we will meet blue collar workers, loan pimps, reckless presidents, fat bankers and derivative securities. WARNING: This talk is rated Certificate 18 as it contains scenes of strong language and prejudice against greedy capitalist bankers. Viewer discretion is advised.

• 3 December
  2008
  No seminar this week

• 10 December
  2008
  Principal components analysis and functional data.
  T.Sheppard (The University of Manchester)
  
  4.00pm - Frank Adams Room 2, Alan Turing Building
  Abstract

  None

• 17 December
  2008
  Mean, Quantile and Variance Regression.
  C.Kou (The University of Manchester)
  
  4.00pm - Frank Adams Room 2, Alan Turing Building
  Abstract

  None

2nd Semester 2008/2009

• 4 February
  2009
  No seminar this week.
• 11 February
  2009
  Non-parametric Regression.
  A.Vrahimis (The University of Manchester)
  
  4.00pm - Frank Adams Room 2, Alan Turing Building
  Abstract

  None

• 18 February
  2009
  Spectral analysis and its applications.
  Jie Cheng (The University of Manchester)
  
  4.00pm - Frank Adams Room 2, Alan Turing Building
  Abstract

  None

• 25th February
  2009
  No seminar this week.
• 4 March
  2009
  No seminar this week.
• 11 March
  2008
  TBA
  Y.Chen (The University of Manchester)
  
  4.00pm - Frank Adams Room 2, Alan Turing Building
  Abstract

  None

• 18 March
  2008
  Variable Selection methods in Longitudinal Data Analysis.
  H.Chao (The University of Manchester)
  
  4.00pm - Frank Adams Room 2, Alan Turing Building
  Abstract

  None

• 25 March
  2008
  Introduction to Missing Data.
  D.Li (The University of Manchester)
  
  4.00pm - Frank Adams Room 2, Alan Turing Building
  Abstract

  None

• 22 April
  2008
  TBA
  X.Gao (The University of Manchester)
  
  4.00pm - Frank Adams Room 2, Alan Turing Building
  Abstract

  None

• 29 April
  2008
  TBA
  J.Du Toit (The University of Manchester)
  
  4.00pm - Frank Adams Room 2, Alan Turing Building
  Abstract

  None

• 6 May
  2008
  TBA
  T.Xu (The University of Manchester)
  
  4.00pm - Frank Adams Room 2, Alan Turing Building
  Abstract

  None

• 13 May
  2008
  TBA
  K.Liu (The University of Manchester)
  
  4.00pm - Frank Adams Room 2, Alan Turing Building
  Abstract

  None

2007/2008 Academic year

• 17 Oct
  2007
  The Essence of Kernel Density Estimation
  A. Vrahimis
  
  4.00pm - Alan Turing - Frank Adams Room 2
Abstract





• 24 Oct
  2007
  Semiparametric Time-Varying Coefficient Mean-Covariance Modelling
  C. Kou
  
  4.00pm - Alan Turing - G.207
Abstract

None



• 31 Oct
  2007
  Simple Random Walks: The Ballot problem & Last Visits
  E. Jones
  
  4.00pm - Alan Turing - Frank Adams Room 2
Abstract

None



• 7 Nov
  2007
  Maximum Entropy in Time Series
  B. Iqelan
  
  4.00pm - Alan Turing - Frank Adams Room 2
Abstract

None



• 14 Nov
  2007
  Extended GEEs with Random Effects in Longitudinal Studies
  C. Huang
  
  4.00pm - Alan Turing - Frank Adams Room 2
Abstract

None



• 21 Nov
  2007
  Random Effects Covariance Modelling in Generalised Mixed Models
  E. Tan
  
  4.00pm - Alan Turing - Frank Adams Room 2
Abstract

None



• 28 Nov
  2007
  From Condoms to Kolmogorov's Equations: Free Boundary Problems in Optimal Stopping
  J. Du Toit
  
  4.00pm - Alan Turing - Frank Adams Room 2
Abstract

This week's talk will explore one of the most important results in probability theory - Kolmogorov's equations. These equations are particularly useful in solving applied problems and we will see how they are used in Optimal Stopping. These equations also have a deeper connection with stochastic calculus, which well consider if there is time.

We will also discuss condoms.

The talk should be accessible to anyone with some intuitive notion of what random variables and stochastic processes are, and what the distribution of a random variable is (roughly).

Knowledge of condoms is not essential.



• 5 Dec
  2007
  Isotonic Regression and Longitudinal Data
  D. Li
  
  4.00pm - Alan Turing - Frank Adams Room 2
Abstract

None



• 12 Dec
  2007
  Optimal Solution to Vehicle Routing Problem based on Tolerance
  S. Almoustafa
  
  4.00pm - Alan Turing - Frank Adams Room 2
Abstract

None



• 30 Jan
  2008
  An Introduction to Functional Data Analysis
  T. Sheppard
  
  4.00pm - Alan Turing - Frank Adams Room 2
Abstract





• 13 Feb
  2008
  Borel-Cantelli Lemma
  Can a monkey be a famous author?
  M. Savov
  
  4.00pm - Alan Turing - G.207
Abstract

None



• 5 Mar
  2008
  Some MCMC concepts & their application to Integer-valued Time Series
  V. Enciso-Mora
  
  4.00pm - Alan Turing - Frank Adams Room 2
Abstract

None



• 12 Mar
  2008
  Detection of Periodic Autocorrelations for Time Series data
  X. Gao
  
  4.00pm - Alan Turing - Frank Adams Room 2
Abstract

None



• 9 April
  2008
  Probability in option pricing & the British option
  F. Samee
  
  4.00pm - Alan Turing - Frank Adams Room 2
Abstract

None



• 16 April
  2008
  An Introduction to Large Deviation Theory
  T. Xu
  
  4.00pm - Alan Turing - Frank Adams Room 2
Abstract

• 23 April
  2008
  Salamander mating data analysis
  Y. Chen
  
  4.00pm - Alan Turing - Frank Adams Room 2
Abstract

None



• 30 April
  2008
  An introduction to the EM algorithm and its applications
  J. Cheng
  
  4.00pm - Alan Turing - Frank Adams Room 2
Abstract

None



• 7 May
  2008
  Levy process and its application in finance
  M. Liu
  
  4.00pm - Alan Turing - Frank Adams Room 2
Abstract

None

2006/2007 Academic year

• 18 October
  2006
  Multivariate Regression with Correlated Errors - An Analysis of Monthly Antartic Temperatures
  X. Gao
  
  4.00pm - Ferranti C.18
Abstract

None



• 8 November
  2006
  Modelling the Random Effects Covariance Matrix for Generalized Linear Mixed Models using the GEM Algorithm
  E. Tan
  
  4.00pm - Ferranti C.18
Abstract

None



• 15 November
  2006
  Randomized QMC Approximation for Estimation in Generalized Linear Mixed Models
  E. Al-Eid
  
  4.00pm - Ferranti C.18
Abstract

None



• 6 December
  2006
  Bayesian Analysis for Joint Modelling of Longitudinal and Survival Data
  Y. Bao
  
  4.00pm - Ferranti C.18
Abstract

None



• 14 February
  2007
  Using LMS methods for Reference Growth Charts
  T. Kecovevic
  
  4.00pm - Ferranti C.18
Abstract

None



• 7 March
  2007
  Smooth Random Effects Distribution in a Linear Mixed Model using QMC
  Y. Chen
  
  4.00pm - Ferranti C.18
Abstract

None



• 21 March
  2007
  An Automatic Bandwidth Selection Method of the Bivariate Additive Model in the Presence of Interaction
  Y. Wang
  
  4.00pm - Ferranti C.18
Abstract

None



• 25 April
  2007
  An Epidemic Model for Discrete Data in Dynamic Population
  Y. Wei
  
  4.00pm - Ferranti C.18
Abstract

We propose a stochastic epidemic model for discrete epidemic data, by allowing births and deaths in the population. The unknown parameters of interest are modelled in terms of the individuals' covariates. We consider to model birth and infection probabilities related to both of individuals' covariates and individuals' spatial location, whilst the removal and death are only individual dependent. We look at the problem when individual are captured at discrete time point, some of them are captured at every time point but some of them are not, which are called missing data. The estimation of the parameter of interest is achieved by using permutation for the missing data and MCMC techniques to explore the posterior distribution of parameters of interest. We also consider the model selection, and looking at the posterior model probabilities, which are obtained by using reversible jump Markov Chain Monte Carlo RJMCMC (Peter Green,1995). The method is applied to simulated data.

2005/2006 Academic year

• 24 Mar
  2006
  Statistical analysis of a discretely observed dynamic epidemic model
  Y. Wei
  
  10.00am - Ferranti C.18
Abstract

Avoiding the complication caused by dynamic populations, classical inference for infectious diseases assumes that the population is closed. Therefore it is assumed that the population of interest remains constant during the observational period. This is clearly unrealistic. We propose a stochastic epidemic model for discrete epidemic data which includes births and deaths into the population. Since a high proportion of the data concerning the epidemic is usually mixing there are problems with using classical statistical techniques. Instead, we treat the missing data as unknown parameters and MCMC is employed to estimate the parameters of interests. The model is applied to a Cowpox dataset.



• 28 April
  2006
  Efficient use of LaTeX and R in research
  G. Boshnakov
  
  10.00am - Ferranti C.18
Abstract

None



• 12 May
  2006
  Generalisations of Principal Components to Several Groups
  T. Sheppard
  
  10.00am - Ferranti C.18
Abstract

None



• 26 May
  2006
  History and Background of Time Series
  J. Cheng
  
  10.00am - Ferranti C.18
Abstract

None

Further information

For further information contact

Dr Georgi Boshnakov