Unless otherwise noted, all talks are in 120 Hanes Hall, at 3:30 PM on Mondays and Wednesdays. Prior to the talk, from 3:00-3:30 PM, the audience is invited for refreshments in the lounge on the 3rd floor of Hanes Hall. If you would like to suggest a speaker, or get on our mailing list, please send an email to Dr. Gabor Pataki or Dr. Vladas Pipiras.
In addition to weekly colloquia and seminars, Hotelling lectures are held to honor the memory of Professor Harold Hotelling, first chairman of the “Department of Mathematical Statistics.”
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Philip Ernst Rice University Title: Yule's "Nonsense Correlation" Solved! Abstract: In this talk, I will discuss how I recently resolved a longstanding open statistical problem. The problem, formulated by the British statistician Udny Yule in 1926, is to mathematically prove Yule's 1926 empirical finding of ``nonsense correlation.” We solve the problem by analytically determining the second moment of the empirical correlation coefficient of two independent Wiener processes. Using tools from Fredholm integral equation theory, we calculate the second…Find out more »
Ilse Ipsen North Carolina State University Randomized Algorithms for Matrix Computations The emergence of massive data sets, over the past fifteen or so years, has lead to the development of Randomized Numerical Linear Algebra. Fast and accurate randomized matrix algorithms are being designed for applications like machine learning, population genomics, astronomy, nuclear engineering, and optimal experimental design.Find out more »