Course plan
Seminar instructions
I will list a few papers below for PhD students discuss during this course. Please write down on the comment to tell me which paper do you want to present (as the main presenter) and which paper do you want to discuss (as a discussant of other presentation )? If two or more students selected the same one, It will then distributed based on the first come, first served basis.
Master students will served with the topic of introduction to statistical learning. Most time I will present. The reference book is The Elements of Statistical Learning: Data Mining, Inference, and Prediction. Second Edition . Suggested reading chapters will be posted one week before the seminar on this page.
Upcoming seminars
Sep 22, 2013
Oct 10, 2013
Bien, J., & Tibshirani, R. (2011). Hierarchical Clustering with prototypes via minimax linkage. Journal of the American Statistical Association, 106(495), 1075-1084.
Presenter: You, Tao
Discussant : Shen, Bin
Lamoureux, C. G., & Lastrapes, W. D. (1990). Heteroskedasticity in stock return data: volume versus GARCH effects. The Journal of Finance, 45(1), 221-229.
Presenter: Shen, Bin
Discussant : You, Tao
Oct 17, 2013
Yau, C., Papaspiliopoulos, O., Roberts, G. O., & Holmes, C. (2011). Bayesian non‐parametric hidden Markov models with applications in genomics. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 73(1), 37-57.
Presenter: Chen, Yanglong
Discussant: Guo, Wenxin
Bodnar, T., & Okhrin, Y. (2008). Properties of the singular, inverse and generalized inverse partitioned Wishart distributions. Journal of Multivariate Analysis, 99(10), 2389-2405.
Presenter: Guo, Wenxin
Discussant: Chen, Yanglong
Oct 31, 2013
Nov 1, 2013 (Main Building 211)
Nov 7, 2013
Nov 14, 2013
- Understanding the 2008 Financial Crisis (external link)
Nov 21, 2013
Nov 28, 2013
Dec 5, 2013
Dec 12, 2013
Dec 19, 2013
Dec 26, 2013
- Review and Discussions
Jan 2, 2014
Where to find statistical papers
- Published papers If you want to find a paper yourself. You can use http://scholar.google.com . There is a lot of articles can be downloaded directly by clicking the PDF link.
- Working papers with free access