ZüKoSt: Seminar on Applied Statistics

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Spring Semester 2015

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Speaker

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5 March 2015
16:15-17:00

Maria-Pia Victoria-Feser
Research Center for Statistics, Université de Genève

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ZüKoSt Zürcher Kolloquium über Statistik

Title	Robust Generalised Method of Wavelet Moments
Speaker, Affiliation	Maria-Pia Victoria-Feser , Research Center for Statistics, Université de Genève
Date, Time	5 March 2015, 16:15-17:00
Location	HG G 19.1
Abstract	The estimation of complex time-series or state-space models via maximum-likelihood can often be extremely complicated and burdensome. In addition, the existing estimation procedures can become highly biased if the true process is characterized by contamination which is unrelated to the process itself. Recently however, Guerrier et al. (2013) proposed a new methodology which employs the Wavelet Variance (WV), a measure which quantifies the amount of variation present in each of the sub-processes resulting from a wavelet decomposition. This methodology is called the Generalized Method of Wavelet Moments (GMWM) which takes advantage of the unique matching that exists between the WV and a stochastic process Pθ estimating the parameters θ which minimize the distance between the observed WV and that implied by the model Pθ. Moreover, the GMWM is often the only viable method to estimate the parameters of processes which are composed of an ensemble of underlying processes that operate at different scales (hereinafter composite processes). Nonetheless, many of the domains in which the GMWM can be employed often suffer from different sources of data contamination which can highly bias the parameter estimation process. It is therefore necessary to employ robust estimation methods which are able to limit the bias under different contamination settings. By using a robust estimator for the WV based on Huber's Proposal 2 or the approach proposed by Mondal and Percival (2011), it is possible to deliver a robust version of the GMWM (RGMWM) which provides a method to robustly estimate both simple time series models as well as complex state-space models or composite processes. References S. Guerrier, Y. Stebler, J. Skaloud, and M.P. Victoria-Feser. Wavelet variance based estimation for composite stochastic processes. Journal of the American Statistical Association, 2013, 108 (503): 1021-1030 D. Mondal and D.B. Percival. M-estimation of wavelet variance. Annals of The Institute of Statistical Mathematics, February 2012, Volume 64, pp 27-53.

Robust Generalised Method of Wavelet Momentsread_more

HG G 19.1

* 15 April 2015
16:15-17:00

Friedrich Leisch
Universität Wien

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ZüKoSt Zürcher Kolloquium über Statistik

Title	FLEXIBLE IMPLEMENTATION OF RESAMPLING SCHEMES FOR CLUSTER VALIDATION
Speaker, Affiliation	Friedrich Leisch, Universität Wien
Date, Time	15 April 2015, 16:15-17:00
Location	HG G 19.1
Abstract	Model diagnostic for cluster analysis is still a developing field because of its exploratory nature. Numerous indices have been proposed in the literature to evaluate goodness-of-fit, but no clear winner that works in all situations has been found yet. Derivation of (asymptotic) distribution properties is not possible in most cases. Resampling schemes provide an elegant framework to computationally derive the distribution of interesting quantities describing the quality of a partition. Special emphasis will be given to stability of a partition, i.e., given a new sample from the same population, how likely is it to obtain a similar clustering? This framework has been implemented in R with automatic support for parallel processing on multiple cores or compute clusters. An example from market segmentation is used to illustrate the procedures.

FLEXIBLE IMPLEMENTATION OF RESAMPLING SCHEMES FOR CLUSTER VALIDATIONread_more

HG G 19.1

23 April 2015
16:15-17:00

Diego Kuonen
Statoo Consulting, Bern

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ZüKoSt Zürcher Kolloquium über Statistik

Title	A Statistician's 'Big Tent' View on Big Data and Data Science
Speaker, Affiliation	Diego Kuonen, Statoo Consulting, Bern
Date, Time	23 April 2015, 16:15-17:00
Location	HG G 19.1
Abstract	There is no question that big data have hit the business, government and scientific sectors. The demand for skills in data science is unprecedented in sectors where value, competitiveness and efficiency are driven by data. However, there is plenty of misleading hype around the terms 'big data' and 'data science'. This presentation gives a professional statistician's 'big tent' view on these terms, illustrates the connection between data science and statistics, and highlights some challenges and opportunities from a statistical perspective.

A Statistician's 'Big Tent' View on Big Data and Data Scienceread_more

HG G 19.1

* 25 June 2015
16:15-17:00

Hadley Wickham
Rice University

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ZüKoSt Zürcher Kolloquium über Statistik

Title	Pure, predictable, pipeable: creating fluent interfaces with R.
Speaker, Affiliation	Hadley Wickham, Rice University
Date, Time	25 June 2015, 16:15-17:00
Location	HG E 1.1
Abstract	A fluent interface lets you easily express yourself in code. Over time a fluent interface retreats to your subconcious. You don't need to bring it to mind; the code just flows out of your fingers. I strive for this fluency in all the packages I write, and while I don't always succeed, I think I've learned some valuable lessons along the way. In this talk, I'll discuss three guidelines that make it easier to develop fluent interfaces: * __Pure functions__. A pure function only interacts with the world through its inputs and outputs; it has no side-effects. Pure functions make great building blocks because they're are easy to reason about and can be easily composed. * __Predictable interfaces__. It's easier to learn a function if its consistent, because you can learn the behaviour of a whole group of functions at once. I'll highlight the benefits of predictability with some of my favourite R "WAT"s (including `c()`, `sapply()` and `sample()`). * __Pipes__. Pure predictable functions are nice in isolation but are most powerful in combination. The pipe, `%>%`, is particularly in important when combining many functions because it turns function composition on its head so you can read it from left-to-right. I'll show you how this has helped me build dplyr, rvest, ggvis, lowliner, stringr and more. This talk will help you make best use of my recent packages, and teach you how to apply the same principles to make your own code easier to use.

Pure, predictable, pipeable: creating fluent interfaces with R.read_more

HG E 1.1

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Organisers: Peter Bühlmann, Leonhard Held, Torsten Hothorn, Markus Kalisch, Marloes Maathuis, Martin Mächler, Lukas Meier, Nicolai Meinshausen, Mark D. Robinson, Carolin Strobl, Sara van de Geer

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