January 9, 2017 - January 13, 2017
Public Access Category: All |
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- Time:
- 11:30am
- Location:
- Ramanujan Hall
- Description:
- Title: Bayesian Variable Selection in Linear and Time-to-Event Models
Abstract: We consider the question of variable selection in complex models. This is often a difficult problem due to the inherent nonlinearity of the models and the resulting non-conjugacy in their Bayesian analysis. Bayesian variable selection in time-to-event models often utilize cross-validated predictive model selection criteria which can be relatively easy to estimate for a given model. However, the performances of these criteria are not well-studied in large-scale variable selection problems and, evaluation of these criteria for each model under consideration can be difficult to infeasible. An alternative criterion is based on the highest posterior model but its implementation is difficult in non-conjugate lifetime models. In this presentation, we compare the performances of these different criteria in complex lifetime data models including models with limited failure. We also propose an efficient variable selection method and illustrate its performance in simulation studies and real example.
- Time:
- 10:00am
- Location:
- Ramanujan Hall
- Description:
- Title: Control of compressible Navier-Stokes system
Abstract: We consider the one dimensional compressible Navier-Stokes system near a constant steady state with the periodic boundary conditions. The linearized system around the constant steady state is a hyperbolic-parabolic coupled system. We discuss some of the properties of the linearized system and its spectrum. Next we study some controllability results of the system.
- Time:
- 3:00pm
- Location:
- Ramanujan Hall
- Description:
- Title: Fitting a Two Phase Threshold Multiplicative Error Model
Abstract. The class of multiplicative error models are particularly suited to model nonnegative time series such as financial durations, realized volatility, and squared returns. Threshold models are also known to play an important role in time series analysis. In this talk we shall present a lack-of-fit test for fitting a two-phase threshold model to the conditional mean function in a multiplicative error model. The proposed testing procedure can also be applied to a class of autoregressive conditional heteroscedastic threshold models. A simulation study shows some superiority of the proposed test over some commonly used existing tests. We shall illustrate the testing procedure by some data examples.
- Time:
- 3:30pm
- Location:
- Room No. 216
- Description:
- Title: Diophantine Arithmetic and Homogeneous Dynamics
Abstract:
In this talk I will introduce generalities of the interaction between problems in Diophantine arithmetic and dynamics of flows on homogeneous spaces, and set the tone for subsequent lectures.
- Time:
- 4:00pm-5:00pm
- Location:
- Ramanujan Hall
- Description:
- Title: Some result in probability theory with application to analysis
Abstract: attached as pdf
- Time:
- 2:30pm
- Location:
- Ramanujan Hall
- Description:
- Title: Representation ring of Levi subgroups versus
cohomology ring of flag varieties
Abstract: attached as pdf
- Time:
- 4:00pm-5:00pm
- Location:
- Ramanujan Hall
- Description:
- Speaker: Manas Rachh, Yale University
Title: Integral equation formulation of the biharmonic problem with Dirichlet boundary conditions
Abstract: In this talk, we present a novel integral representation for the Dirichlet problem of the biharmonic equation. To obtain the representation, the Dirichlet problem is first converted into a related Stokes problem for which the Sherman-Lauricella integral representation can be used. However, not all potentials for the Dirichlet problem correspond to a potential for Stokes flow, and vice-versa, but we show that the integral representation can be augmented and modified accordingly, with careful attention paid to the case of multiply connected domains. The resulting integral representation has a kernel with a lower order singularity (as a function of the ambient space) than classical representations. We illustrate the accuracy, and conditioning of our method with several numerical examples.
- Time:
- 3:30pm-5:00pm
- Location:
- Ramanujan Hall
- Description:
- Title: Koszul Algebras
Abstract: Koszul algebras are the algebras over which the resolution of
the residue class field is given entirely by linear matrices. This series
of talks will be a survey on results obtained about Koszul algebras since
they were introduced by Priddy in 1970.
In the first talk, We shall see lots of examples of Koszul algebras, and
discuss several characterizations of Koszul algebras.