Unless otherwise noted, all talks are in 120 Hanes Hall, at 3:30 PM on Mondays. 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. Kai Zhang.

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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Upcoming Events › STOR Colloquium

March 2019

STOR Colloquium: Yuan Liao, Rutgers University

March 20 @ 3:30 pm - 4:30 pm

Yuan Liao Rutgers University     Factor-Driven Two-Regime Regression using Mixed Integer Programming   We propose a two-regime regression model where the switching between the regimes is driven by a vector of possibly unobservable factors. When the factors are latent, we estimate them by the principal component analysis of a much larger data set. We show that the optimization problem can be reformulated as mixed integer optimization and present two alternative computational algorithms: (1) MI quadratic programming and (2) MI…

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