Statistics
Department of Mathematics & Statistics
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Upcoming seminars in Statistics

Seminars in Mathematics
What in the world caused that? Statistics of sensory spike trains and neural computation for inference

Mike Paulin

Department of Zoology

Date: Thursday 30 March 2017
Time: 11:00 a.m.
Place: Room 241, 2nd floor, Science III building

Before the “Cambrian explosion” 542 million years ago, animals without nervous systems reacted to environmental signals mapped onto the body surface. Later animals constructed internal maps from noisy partial observations gathered at the body surface. Considering the energy costs of data acquisition and inference versus the costs of not doing this in late Precambrian ecosystems leads us to model spike trains recorded from sensory neurons (in sharks, frogs and other animals) as samples from a family of Inverse Gaussian-censored Poisson, a.k.a. Exwald, point-processes. Neurons that evolved for other reasons turn out to be natural mechanisms for generating samples from Exwald processes, and natural computers for inferring the posterior density of their parameters. This is a consequence of a curious correspondence between the likelihood function for sequential inference from a censored Poisson process and the impulse response function of a neuronal membrane. We conclude that modern animals, including humans, are natural Bayesians because when neurons evolved 560 million years ago they provided our ancestors with a choice between being Bayesian or being dead.
This is joint work with recent Otago PhD students Kiri Pullar and Travis Monk, honours student Ethan Smith, and UCLA neuroscientist Larry Hoffman.
170216163720
Ion-selective electrode sensor arrays: calibration, characterisation, and estimation

Peter Dillingham

Department of Mathematics and Statistics

Date: Thursday 6 April 2017
Time: 11:00 a.m.
Place: Room 241, 2nd floor, Science III building

Abstract to follow
170110135500
Recovery and recolonisation by New Zealand southern right whales: making the most of limited sampling opportunities

Will Rayment

Department of Marine Science

Date: Thursday 13 April 2017
Time: 11:00 a.m.
Place: Room 241, 2nd floor, Science III building

Abstract to follow
170111085932
Integration of IVF technologies with genomic selection to generate high merit AI bulls

Fiona Hely

AbacusBio

Date: Thursday 27 April 2017
Time: 11:00 a.m.
Place: Room 241, 2nd floor, Science III building

Abstract to follow
170116105335
Correlated failures in multicomponent systems

Richard Arnold

Victoria University Wellington

Date: Thursday 4 May 2017
Time: 11:00 a.m.
Place: Room 241, 2nd floor, Science III building

Abstract to follow
170110163825
Finding true identities in a sample using MCMC methods

Paula Bran

Department of Mathematics and Statistics

Date: Thursday 11 May 2017
Time: 11:00 a.m.
Place: Room 241, 2nd floor, Science III building

Abstract to follow
170202102134
The CBOE SKEW

Jin Zhang

Department of Accountancy and Finance

Date: Thursday 18 May 2017
Time: 11:00 a.m.
Place: Room 241, 2nd floor, Science III building

The CBOE SKEW is an index launched by the Chicago Board Options Exchange (CBOE) in February 2011. Its term structure tracks the risk-neutral skewness of the S&P 500 (SPX) index for different maturities. In this paper, we develop a theory for the CBOE SKEW by modelling SPX using a jump-diffusion process with stochastic volatility and stochastic jump intensity. With the term structure data of VIX and SKEW, we estimate model parameters and obtain the four processes of variance, jump intensity and their long-term mean levels. Our results can be used to describe SPX risk-neutral distribution and to price SPX options.
170110164745
Hidden Markov models for incompletely observed point processes

Amina Shahzadi

Department of Mathematics and Statistics

Date: Thursday 25 May 2017
Time: 11:00 a.m.
Place: Room 241, 2nd floor, Science III building

Abstract to follow
170111085822
Twists and trends in exercise science

Jim Cotter

School of Physical Education, Sport and Exercise Sciences

Date: Thursday 1 June 2017
Time: 11:00 a.m.
Place: Room 241, 2nd floor, Science III building

Abstract to follow
170202102235