LSE Statistics PhD Reading Group

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A super simple site to organize meetings for our reading group

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Michaelmas Term 2021/22

Date Speaker Research Group Topic
26-08-2021 Camilo Cardenas-Hurtado social statistics Automatic selection of tuning parameters in Penalised ML estimation for Latent Variable Models
16-09-2021 Patrick Aschermayr probability Implementing Sequential Parameter Estimation
30-09-2021 Shakeel Gavioli-Akilagun time series Testing for changepoints using the multi-resolution norm
14-10-2021 Anica Kostic time series Change-Point Ideas in Multiple Testing: estimating the proportion of false null hypotheses
28-10-2021 Eduardo Ferioli Gomes probability High Frequency Modelling in Kyle-Back Model
12-11-2021 Jing Han Tee probability Local Times of Brownian Motion
26-11-2021 Zezhun Chen probability Integer-Value Time Series