Previous Speakers

Date: 18 November (Wed), 2020

Sanjay Chaudhuri (National University of Singapore)

Hamiltonian Monte Carlo In Bayesian Empirical Likelihood Computation

Video recording


Date: 16 December, 2020

Parthanil Roy (Indian Statistical Institute, Bangalore)

How to tell a tale of two tails

Video recording


Date: 13 January, 2021

Pierre Lafaye de Micheaux (UNSW)

Depth of Curve Data and Applications

Video recording


Date: 17 February, 2021

Nakahiro Yoshida (Tokyo University)

Quasi-likelihood analysis for stochastic differential equations

Video recording


 Date: 24 March, 2021

Rachel Fewster (University of Auckland)

Stochastic modelling in ecology: why is it interesting?


Video recording 


Date: 21 April, 2021

Han Gan (University of Waikato)

Stationary distribution approximations for two-island and seed bank models

Video recording 


Date: 19 May, 2021

Federico Camia (NYU Abu Dhabi)

Limit theorems and random fractal curves in statistical mechanics

Video recording


Date: 16 June, 2021

Hiroki Masuda (Kyushu University, Japan)

Levy-Ornstein-Uhlenbeck Regression

Video recording


14 July, 2021

Anirvan Chakraborty (IISER Kolkata)

Statistics for Functional Data

Presentation slides 


Date: 18 August, 2021

Gery  Geenens (UNSW,Sydney)

Dependence, Sklar's copulas and discreteness

Video recording


Date: 15 September, 2021

Anup Biswas, IISER Pune


Ergodic risk-sensitive control: history, new results and open problems

Video recording


Date: 13 October, 2021

Cheng Li, National University of Singapore

Bayesian Fixed-domain Asymptotics for Covariance Parameters in Gaussian Random Field Models 

Video recording 


Date: 17 November, 2021

Jean Bertoin, University of Zurich

On the local times of noise reinforced Bessel processes

Video recording 


Date: 15 December, 2021

Estate Khmaladze, Victoria University of Wellington

Theory of Distribution-free Testing

Video recording

 

Date: 19 January, 2022

Martin Hazelton, Otago University

Dynamic fibre samplers for linear inverse problems

Video recording


Date: 16 February, 2022

Teppei Ogihara, University of Tokyo

Efficient estimation for ergodic jump-diffusion processes

Video recording


Date: 9 March, 2022

Omer Angel, University of British Columbia

A tale of two baloons 

Video recording


Date: 20 April, 2022

Rahul Roy, Indian Statistical Institute, Delhi


Deainage networks and the Brownian web

Video recording


Date: 18 May, 2022

Feng Chen, UNSW, Sydney

The Hawkes process and some of its recent extensions

Video recording


Date: 15 June, 2022

Jesse Goodman, University of Auckland

How accurate is the saddlepoint approximation for MLEs?


Presentation file 


Date: 13 July, 2022

Peter Braunsteins, KAUST

A sample-path large deviation principle for dynamic Erdős-Rényi random graphs

Presentation file 


Date: 17 August, 2022

B.L.S. Prakasa Rao, ISI

Mixed fractional Brownian motion and statistical inference

Presentation file 


Date: 14 September, 2022

Gennady Samorodnitsky, Cornell U and NUS


Short memory versus long memory: phase transitions and limit theorems


Video Recording


Date: 19 October, 2022

Soumendu Sundar Mukherjee,Visiting Senior Research Fellow, Department of Mathematics, NUS, and INSPIRE Faculty, ISI, Kolkata

A dynamic mean-field model of academic collaboration

Presentation file 


Date: 23 November, 2022

Emma Norton, INRIA, Bordeaux

A binary branch- ing model with Moran - type interactions

Video Recording


Date:18 January, 2023

Rongfeng Sun, National University of Singapore

A new correlation inequality for Ising models with external fields

Video Recording


Date: 15 February, 2023

Kais Hamza, Monash University, Melbourne

General bootstrap random walks

Video Recording


Date: 22 March, 2023

Subhajit Goswami, Tata Institute of Fundamental Research, Mumbai

Geometry of the trace of random walk on torus and random  interlacements

Video Recording


Date: 12 April, 2023

Monika Bhattacahrjee, Department of Mathematics, IIT Bombay

Asymptotics of Large Autocovariance Matrices

Video Recording


Date: 17 May, 2023

Hao Wu, Yau Mathematical Sciences Center, Tsinghua University

Connection probabilities for 2D critical lattice models

Video Recording


Date: 14 June, 2023

Yannis Yatracos, Yau Mathematical Sciences Center, Tsinghua University

Limitations of the Wasserman MD for univariate data

Video Recording


Date: 5 July, 2023

Kengo Kamatani, The Institute of Statistical Mathematics, Tokyo

Scaling of Piecewise Deterministic Monte Carlo for Anisotropic Targets

Video Recording


Date: 16 August, 2023

Andriy Olenko, Department of Mathematical and Physical Sciences, La Trobe University

Simultaneous Estimation of Cyclic Long-Memory Parameters

Video Recording


Date: 13 September, 2023

Masayuki Uchida, Graduate School of Engineering Science, Osaka University 

Parametric estimation for linear parabolic SPDEs in two space dimensions based on high frequency data


Video Recording


Date: 25 October, 2023

Alejandro Freri-Orgambide, School of Mathematics and Statistics, Victoria University of Wellington

Time Series Analysis with Ordinal Patterns

Video Recording


Date: 22 November, 2023

Mark Holmes, University of Melbourne,

All in!


Video Recording


Date: 13 March, 2024

Stephen Muirhead, University of Melbourne

Persistence and ergodic repulsion of stationary Gaussian fields

Video Recording