USC Department of Mathematics
Probability & Statistics Seminar
The Probability & Statistics Seminar is held on Fridays at 3:30 PM in KAP 414 (map), unless otherwise noted. Refreshments are served beforehand 2:45-3:30 PM in KAP 410. Please email comments or inquiries to Jay Bartroff (bartroff@usc.edu).


Fall 2009
Date Speaker Affiliation Title of Talk Abstract Comment
4.Sep Jianqing Fan Princeton Univ. Operations Research & Financial Engineering Risk assessment and asset allocation with gross exposure constraints for vast portfolios PDF Joint Math Finance/Prob & Stat seminar
25.Sep Richard Arratia USC Mathematics Mertens' Theorem: explaining the gamma directly from 1+1/2+1/3+...+1/n=log n + gamma + o(1).   Some background material: Villarino (2005) PDF
2.Oct Michael Cranston UC Irvine Mathematics A Central Limit Theorem for classical and Kraichnan isotropic stochastic flows We show that a body of passive tracers carried by an isotropic flow, when properly normalized, will have a.s. asymptotically a standard normal distribution.  
23.Oct Song Yao University of Michigan Optimal stopping for dynamic convex risk measures   Joint Math Finance/Prob & Stat seminar
2.Nov Mike Ludkovski UCSB Statistics & Applied Probability Optimal trade execution in illiquid markets   Financial Math seminar of interest.
6.Nov Thomas Richthammer UCLA Mathematics A proof of Aldous' spectral gap conjecture PDF  
13.Nov Rahul Jain USC Electrical Engineering and Industrial & Systems Engineering Simulation-based optimization of Markov decision processes: An empirical process theory approach PDF  
20.Nov Mark Davis Imperial College London Mathematics Jump-diffusion risk-sensitive asset management    
4.Dec Aleksey Polunchenko USC Mathematics On optimality of the Shiryaev-Roberts-Pollak detection procedure for detecting a change in distribution PDF  




Spring 2010
Date Speaker Affiliation Title of Talk Abstract Comment
22.Jan David Kempe USC Computer Science TBA    
29.Jan Lawren Smithline Ctr. for Communications Research Princeton A cryptic letter to Thomas Jefferson   Joint Colloquium/Prob & Stat seminar.




Spring 2009
Date Speaker Affiliation Title of Talk Abstract Comment
16.Jan George Moustakides Univ. of Patras, Greece Optimum GLR tests PDF  
13.Feb Po-Shen Loh Princeton Univ. Mathematics, visiting UCLA Random graphs, and the power of two choices PDF  
20.Feb Sheldon Ross USC Industrial & Systems Engineering Multiple player gambler's ruin problems PDF  
27.Feb Alexander Tartakovsky USC Mathematics Efficient numerical methods for optimization and performance evaluation of changepoint detection procedures PDF  
20.Mar         No seminar: Spring break
27.Mar Julien Emile-Geay USC Earth Sciences Imputation of missing values in geophysical datasets: An improved, data-adaptive regularization scheme PDF  
10.Apr Jean-Pierre Fouque UC Santa Barbara Statistics & Applied Probability Calibration of stock betas from skews of implied volatilities See Math Finance Joint Math Finance/Prob & Stat seminar. Note non-standard location: DRB 337.
17.Apr George Papanicolaou Stanford Univ. Mathematics Imaging with noise See CAMS Joint CAMS Distinguished Lecture/Prob & Stat seminar. Davis Auditorium GER.
24.Apr Jinchi Lv USC Marshall School Sure independence screening for ultra-high dimensional feature space PDF  




Fall 2008
Date Speaker Affiliation Title of Talk Abstract Comment
03.Oct Fernando Zapatero USC Marshall School Optimal acquisition of a partially hedgeable house   Joint Math Finance/Prob & Stat seminar
10.Oct Jason Schweinsberg UCSD Mathematics A waiting time problem arising from the study of multi-stage carcinogenesis PDF  
17.Oct Darrell Duffie Stanford Univ. Graduate School of Business     Joint Math Finance/Prob & Stat seminar
24.Oct Persi Diaconis Stanford Univ. Mathematics & Statistics Adding numbers and shuffling cards PDF Joint CAMS Distinguished Lecture/Prob & Stat seminar. Reception at 3:15 PM, lecture at 4 PM, Davis Auditorium GER.
31.Oct Alexander Korostelev Wayne State Univ. Mathematics Detection of slightly expressed changes in random environment PDF  
07.Nov David Siegmund Stanford Univ. Statistics Detecting the emergence of a signal in a noisy image PDF  
14.Nov Weng Kee Wong UCLA Biostatistics Recent advances in optimal experimental designs PDF  
21.Nov Peter Radchenko USC Marshall School Forward-LASSO with adaptive shrinkage PDF  
28.Nov         No seminar: Thanksgiving holiday.
05.Dec Mirjana Vuletic Caltech Mathematics Asymptotics of large random strict plane partitions and generalized MacMahon's formula PDF