Scientific

On Long-Run Covariance Matrix Estimation with the Truncated Flat Kernel

Author: 
Shinichi Sakata
Date: 
Tue, Jun 3, 2008
Location: 
Simon Fraser University, Burnaby, Canada
Conference: 
PIMS Vancouver Econometrics Workshop
Abstract: 
Despite its large sample efficiency, the truncated flat (TF) kernel estimator of long-run covariance matrices is seldom used, because it lacks the guaranteed positive semidefiniteness and sometimes performs poorly in small samples, compared to other familiar kernel estimators. This paper proposes simple modifications to the TF estimator to enforce the positive definiteness without sacrificing the large sample efficiency and make the estimator more reliable in small samples through better utilization of the bias-variance tradeoff. We study the large sample properties of the modified TF estimators and verify their improved small-sample performances by Monte Carlo simulations.
Notes: 

Modelling Aperiodic Solids: Concepts and Properties of Tilings and their Physical Interpretation

Author: 
Franz Gaehler
Date: 
Thu, Aug 1, 2002
Location: 
University of Victoria, Victoria, Canada
Conference: 
Aperiodic Order, Dynamical Systems, Operator Algebras and Topology
Abstract: 
Topics: Quasicrystals, Quasiperiodicity, Translation module, Repetitivity, Local Isomorphism, Mutual Local Derivability, Matching Rules, Covering Rules, Maximal Coverings

Cohomology of Quasiperiodic Tilings

Author: 
Franz Gaehler
Date: 
Thu, Aug 1, 2002
Location: 
University of Victoria, Victoria, Canada
Conference: 
Aperiodic Order, Dynamical Systems, Operator Algebras and Topology
Abstract: 
Topics: • Quasiperiodic tilings • The hull of a tiling • Approximation the hull by CW-spaces • Application to canonical projection tilings • Relation to matching rules • Towards an interpretation

Equidistribution and Primes

Author: 
Peter Sarnak
Date: 
Sat, Sep 1, 2007
Location: 
University of British Columbia, Vancouver, Canada
Conference: 
PIMS 10th Anniversary Lectures
Abstract: 
We begin by reviewing various classical problems concerning the existence of primes or numbers with few prime factors as well as some of the key developments towards resolving these long standing questions. Then we put the theory in a natural and general geometric context of actions on affine n-space and indicate what can be established there. The methods used to develop a combinational sieve in this context involve automorphic forms, expander graphs and unexpectedly arithmetic combinatorics. Applications to classical problems such as the divisibility of the areas of Pythagorean triangles and of the curvatures of the circles in an integral Apollonian packing, are given.
Notes: 

Sequential Robust Design Strategies

Author: 
Doug Wiens
Date: 
Thu, May 16, 2002
Location: 
University of Alberta, Edmonton, Canada
Conference: 
International Conference on Robust Statistics
Abstract: 
The speaker introduces the formal notion of an approximately specified nonlinear regression model and investigates sequential design methodologies when the fitted model is possibly of an incorrect parametric form. He presents small-sample simulation studies which indicate that his new designs can be very successful, relative to some common competitors, in reducing mean squared error due to model misspecification and to heteroscedastic variation. His simulations also suggest that standard normal-theory inference procedures remain approximately valid under the sequential sampling schemes.
Notes: 

Kirchhoff Scattering Inversion

Author: 
Chuck Ursenbach
Date: 
Tue, Aug 1, 2006
Location: 
University of Calgary, Calgary, Canada
Conference: 
Seismic Imaging Summer School
Abstract: 
• These lectures will introduce the theory of Kirchhoff migration and imaging from an inversion perspective • They are intended to teach some geophysics to mathematicians and some mathematics to geophysicists • Recommended reference: Bleistein, Cohen & Stockwell, 2001, “Mathematics of Multidimensional Seismic Imaging, Migration, and Inversion”

String Theory Compactification with/without Torsion

Author: 
Piljin Yi
Date: 
Thu, Jun 1, 2006
Location: 
University of British Columbia, Vancouver, Canada
Conference: 
Summer School on Strings, Gravity, and Cosmology
Abstract: 
Topics: • Geometry and Holomony • Supersymmetry, Spinors, and Calabi-Yau • Flux and Backreaction • Energetics of Heterotic Flux Compactification • Strominger System and Heterotic Flux as a Torsion • A Supersymmetric Solution to Heterotic Flux Compactification • Global Issues: Index Counting, Smoothness, etc
Notes: 

Aperiodicity: Lessons from Various Generalizations

Author: 
C. Radin
Date: 
Thu, Aug 1, 2002
Location: 
University of Victoria, Victoria, Canada
Conference: 
Aperiodic Order, Dynamical Systems, Operator Algebras and Topology
Abstract: 
This is a slightly expanded version of a talk given at the Workshop on Aperiodic Order, held in Victoria, B.C. in August, 2002. The general subject of the talk was the densest packings of simple bodies, for instance spheres or polyhedra, in Euclidean or hyperbolic spaces, and describes recent joint work with Lewis Bowen. One of the main points was to report on our solution of the old problem of treating optimally dense packings of bodies in hyperbolic spaces. The other was to describe the general connection between aperiodicity and nonuniqueness in problems of optimal density.

Random Walk in Random Scenery

Author: 
Frank den Hollander
Date: 
Fri, Feb 3, 2006
Location: 
University of British Columbia, Vancouver, Canada
Conference: 
PIMS Distinguished Chair Lectures
Abstract: 
In this talk we consider a random walk on a randomly colored lattice and ask what are the properties of the sequence of colors encountered by the walk.
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