2011 - 2012
Calendrier des conférences / Conference Calendar
Date Heure/Time : 02/10/2012 - 14:00
Lieu/Venue : Concordia University, 1400 de Maisonneuve O., Room LB-921.04, Library Building
Conférencier/Speaker : Prof. Dr. Jochen Blath, Technological University Berlin
Titre/Title : Longterm properties of the symbiotic branching model
Resume/Abstract :
In this talk we consider properties of the so-called 'symbiotic branching model' describing the spatial evolution of two populations which can only reproduce if they are both present at the same location at the same time. We will put particular emphasis on the long-term dynamics of this population model. To this end, we consider a 'critical curve' separating the asymptotic behaviour of the moments of the symbiotic branching process into two qualitatively different regimes. From this result, various properties can be derived. For example, we improve a result of Etheridge and Fleischmann on the speed of the propagation of the area in which both species are simultaneously present.
Date Heure/Time : 02/10/2012 - 15:30
Lieu/Venue : Concordia University, 1400 de Maisonneuve O., Room LB-921.04, Library Building
Conférencier/Speaker : Prof. Dr. Winfried Stute, Justus Liebig University, Giessen
Titre/Title : Principal component analysis of the Poisson Process
Resume/Abstract :
The Poisson Process constitutes a well-known model for describing random events over time. It has many applications in marketing research, insurance mathematics and finance. Though it has been studied for decades not much is known how to check (in a non-asymptotic way) the validity of the Poisson Process. In this talk we present the principal component decomposition of the Poisson Process which enables us to derive finite sample properties of associated goodness-of-fit tests. In the first step we show that the Fourier-transforms of the components contain Bessel and Struve functions. Inversion leads to densities which are modified arc sin distributions.
Date Heure/Time : 01/13/2012 - 15:30
Lieu/Venue : Concordia University, 1400 de Maisonneuve O., Room LB-921.04, Library Building
Conférencier/Speaker : Dr.Yulei He, Harvard School of Public Health
Titre/Title : Bayesian approaches to evidence synthesis in clinical practice guideline development
Resume/Abstract :
The American College of Cardiology Foundation (ACCF) and the American Heart Association (AHA) have jointly engaged in the production of guideline in the area of cardiovascular disease since 1980. The developed guidelines are intended to assist health care providers in clinical decision making by describing a range of generally acceptable approaches for the diagnosis, management, or prevention of specific diseases or conditions. This talk describes some of our work under a contract with ACCF/AHA for applying Bayesian methods to guideline recommendation development. In a demonstration example, we use Bayesian meta-analysis strategies to summarize evidence on the comparative effectiveness betweenPercutaneous coronary intervention and Coronary artery bypass grafting for patients with unprotected left main coronary artery disease. We show the usefulness and flexibility of Bayesian methods in handling data arisen from studies with different designs (e.g. RCTs and observational studies), performing indirect comparison among treatments when studies with direct comparisons are unavailable, and accounting for historical data.
Date Heure/Time : 12/09/2011 - 15:30
Lieu/Venue : UQAM, 201 ave. du Président-Kennedy, salle 5115
Conférencier/Speaker : Giles Hooker, Cornell University
Titre/Title : Detecting Evolution in Experimental Ecology: Diagnostics for Missing State Variables
Resume/Abstract :
This talk considers goodness of fit diagnostics for time-series data from processes approximately modeled by systems of nonlinear ordinary differential equations. In particular, we seek to determine three nested causes of lack of fit: (i) unmodeled stochastic forcing, (ii) mis-specified functional forms and (iii) mis-specified state variables. Testing lack of fit in differential equations is challenging since the model is expressed in terms of rates of change of the measured variables. Here, lack of fit is represented on the model scale via time-varying parameters. We develop tests for each of the three cases above through bootstrap and permutation methods. A motivating example is presented from laboratory-based ecology in which algae are grown on nitrogen-rich medium and rotifers are introduced as a predator. The resulting data exhibit dynamics that do not correspond to those generated by classical ecological models. A hypothesized explanation is that more than one algal species are present in the chemostat. We assess the statistical evidence for this claim and show that while models incorporating multiple algal species provide better agreement with the data, their existence cannot be demonstrated without strong model assumptions. We conclude with an examination of the use of control theory to design inputs into dynamic systems to improve parameter estimation and power to detect missing components.
Date Heure/Time : 11/11/2011 - 14:00
Lieu/Venue : Université de Montréal, Pavillon André-Aisenstadt, 2920 ch. de la Tour, SALLE 6214
Conférencier/Speaker : Hélène Guérin, Université Rennes 1
Titre/Title : An ergodic variant of the telegraph process for a toy model of bacterial chemotaxis
Resume/Abstract :
I will study the long time behavior of a variant of the classic telegraph process, with non-constant jump rates that induce a drift towards the origin. This process can be seen as a toy model for velocity-jump processes recently proposed as mathematical models of bacterial chemotaxis. I will give its invariant law and construct an explicit coupling for velocity and position, providing exponential ergodicity with moreover a quantitative control of the total variation distance to equilibrium at each time instant. It is a joint work with Joaquin Fontbona (Universidad de Santiago, Chile) and Florent Malrieu (Université Rennes 1, France).
Date Heure/Time : 11/11/2011 - 15:30
Lieu/Venue : Université de Montréal, Pavillon André-Aisenstadt, 2920 ch. de la Tour, SALLE 6214
Conférencier/Speaker : Ana-Maria Staicu, North Carolina State University
Titre/Title : Skewed functional processes and their applications
Resume/Abstract :
We introduce a novel class of models for functional data exhibiting skewness or other shape characteristics that vary with spatial location. Such data are not envisaged by the current approaches to model functional data, due to the lack of Gaussian – like features. Our methodology allows modeling the pointwise quantiles, has interpretability advantages and is computationally feasible. The methods were motivated by and are illustrated with a state-of-the-art study of neuronal tracts in multiple sclerosis patients and healthy controls.
Date Heure/Time : 10/14/2011 - 14:00
Lieu/Venue : Université McGill, Trottier Building, 3630 rue University, salle TROTTIER 1080
Conférencier/Speaker : Debbie Dupuis, HEC Montréal
Titre/Title : Modeling non-stationary extremes: The case of heat waves
Resume/Abstract :
Environmental processes are often non-stationary since climate patterns cause systematic seasonal effects and long-term climate changes cause trends. The usual limit models are not applicable for non-stationary processes, but models from standard extreme value theory can be used along with statistical modeling to provide useful inference. Traditional approaches include letting model parameters be a function of covariates or using time-varying thresholds. These approaches are inadequate for the study of heat waves however and we show how a recent pre-processing approach by Eastoe and Tawn~(2009) can be used in conjunction with an innovative change-point analysis to model daily maximum temperature. The model is then fitted to data from four U.S. cities and used to estimate the recurrence probabilities of runs over seasonally high temperatures. We show that the probability of long and intense heat waves has increased considerably over 50 years.
Date Heure/Time : 10/14/2011 - 15:30
Lieu/Venue : Université McGill, Trottier Building, 3630 rue University, salle TROTTIER 1080
Conférencier/Speaker : Richard A. Davis, Columbia University
Titre/Title : Estimating Extremal Dependence in Time Series via the Extremogram
Resume/Abstract :
The extremogram is a flexible quantitative tool that measures various types of extremal dependence in a stationary time series. In many respects, the extremogram can be viewed as an extreme-value analogue of the autocorrelation function (ACF) for a time series. Under mixing conditions, the asymptotic normality of the empirical extremogram was derived in Davis and Mikosch (2009). Unfortunately, the limiting variance is a difficult quantity to estimate. Instead we employ the stationary bootstrap to the empirical extremogram and establish that this resampling procedure provides an asymptotically correct approximation to the central limit theorem. This in turn can be used for constructing credible confidence bounds for the sample extremogram. The use of the stationary bootstrap for the extremogram is illustrated in a variety of real and simulated data sets. The cross-extremogram measures cross-sectional extremal dependence in multivariate time series. A measure of this dependence, especially left tail dependence, is of great importance in the calculation of portfolio risk. We find that after devolatilizing the marginal series, extremal dependence still remains, which suggests that the extremal dependence is not due solely to the heteroskedasticity in the stock returns process. However, for the univariate series, the filtering removes all extremal dependence. Following Geman and Chang (2010), a return time extremogram which measures the waiting time between rare or extreme events in univariate and bivariate stationary time series is calculated. The return time extremogram suggests the existence of extremal clustering in the return times of extreme events for financial assets. The stationary bootstrap can again provide an asymptotically correct approximation to the central limit theorem and can be used for constructing credible confidence bounds for this return time extremogram. (This is joint work with Thomas Mikosch and Ivor Cribben.)
Date Heure/Time : 09/09/2011 - 14:00
Lieu/Venue : Université de Montréal, Pav. André-Aisenstadt, 2920, chemin de la Tour, SALLE 1360
Conférencier/Speaker : Aurelie Labbe , McGill University
Titre/Title : An Integrated Hierarchical Bayesian Model for Multivariate expression-Quantitative Trait Locus (eQTL) genetic Mapping
Resume/Abstract :
Recently, expression quantitative loci (eQTL) mapping studies, where expression levels of thousands of genes are viewed as quantitative traits, have been used to provide greater insight into the biology of gene regulation. Current data analysis and interpretation of eQTL studies involve the use of multiple methods and applications, the output of which is often fragmented. In this talk, we present an integrated hierarchical Bayesian model that jointly models all genes and SNPs to detect eQTLs. We propose a model (named iBMQ) that is speci cally designed to handle a large number G of gene expressions, a large number S of regressors (genetic markers) and a small number n of individuals in what we call a "large G, large S, small n" paradigm. This method incorporates genotypic and gene expression data into a single model while 1) specifically coping with the high dimensionality of eQTL data (large number of genes), 2) borrowing strength from all gene expression data for the mapping procedures, and 3) controlling the number of false positives to a desirable level.
Date Heure/Time : 09/09/2011 - 15:30
Lieu/Venue : Université de Montréal, Pav. André-Aisenstadt, 2920, chemin de la Tour, SALLE 1360
Conférencier/Speaker : Edward Susko, Dalhousie University, Lauréat du Prix CRM-SSC 2011 Recipient
Titre/Title : Properties of Bayesian Posteriors and Bootstrap Support in Phylogenetic Inference
Resume/Abstract :
The data generated by large scale sequencing projects is complex, high-dimensional, multivariate discrete data. In studies of evolutionary biology, the parameter space of evolutionary trees is an unusual additional complication from a statistical perspective. In this talk I will briefly introduce the general approaches to utilizing sequence data in phylogenetic inference. A particular issue of interest in phylogenetic inference is assessments of uncertainty about the true tree or structures that might be present in it. The primary way in which uncertainty is assessed in practice is through bootstrap support (BP) for splits, large values indicating strong support for the split. A difficulty with this measure, however, has been deciding how large is large enough. We discuss the interpretation of BP and ways of adjusting it so that it has an interpretation similar to a p-value. A related issue, having to do with the behaviour of methods when data are generated from a star tree, gives rise to an interesting example in which, due to the unusual statistical nature, Bayesian and maximum likelihood methods give strinkingly different results, even asymptotically.