## 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

*Journal of Statistical Software*,

*32*(c02).

#### 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

i would likt to choose NO.5 as my reading and presentation paper.