Toggle Accessibility Tools

Colloquium - Aaditya Ramdas

Institution: Carnegie Mellon University
Title: From Universal and Sequential Inference to False Discovery Rate Control with E-values
Date: October 12, 2021
Location: Zoom (Click here for meeting details)
Time: 10:20 AM - 11:10 AM Eastern Time

Abstract:
This talk will gently introduce the concept of an e-value (a nonnegative random variable with expectation at most one under the null), which is an alternative to p-values, that merges frequentist, Bayesian and game-theoretic ways of thinking, and generalizes likelihood ratios and Bayes factors to nonparametric and composite settings. E-values have desirable properties for multiple testing including being automatically robust to arbitrary dependence between tests (https://arxiv.org/abs/2009.02824). To make the abstract concept of an "e-value" more concrete, I will discuss two broad settings where such e-values arise naturally, which is universal inference with the split likelihood ratio test (https://www.pnas.org/content/117/29/16880) and adaptive sequential inference in multi-armed bandits using nonnegative supermartingales (https://arxiv.org/abs/2107.07322). Extensions to estimation do exist, under the terminology "confidence sequences". In case of further interest in these topics, please check out http://stat.cmu.edu/~aramdas/sequential.html and http://stat.cmu.edu/~aramdas/multiple.html.

Click here to view the colloquium flyer

news

July 22, 2021 MSU statistician attains uncommon Institute of Mathematical Statistics "Annals quadfecta" status

MSU statistician attains uncommon Institute of Mathematical Statistics "Annals quadfecta" status

June 24, 2021 STT presents William L. Harkness Award to PhD student

PhD student Nilanjan Chakraborty was recently presented with the William L. Harkness Award for outstanding teaching by a graduate student.

May 20, 2021 STT Undergraduate Student Andrew McDonald Awarded Goldwater Scholarship

Mr. Andrew McDonald, an Honors College junior majoring in Computer Science in the College of Engineering; and Statistics, and Advanced Mathematics in the College of Natural Science, has been named a recipient of the nationally competitive Barry M. Goldwater Scholarship.

upcoming events

Colloquium - Sam Pimentel

Institution: University of California, Berkeley
Title: [TBA]
Date: November 2, 2021
Location: Zoom (Click here for meeting details)
Time: 10:20 AM - 11:10 AM Eastern Time

Colloquium - Jordan Awan

Institution: Purdue University
Title: [TBA]
Date: November 16, 2021
Location: Zoom (Click here for meeting details)
Time: 10:20 AM - 11:10 AM Eastern Time

Colloquium - Edgar Dobriban

Institution: University of Pennsylvania
Title: [TBA]
Date: November 23, 2021
Location: Zoom (Click here for meeting details)
Time: 10:20 AM - 11:10 AM Eastern Time

Colloquium - Matthew Pratola

Institution: Ohio State University
Title: [TBA]
Date: November 30, 2021
Location: Zoom (Click here for meeting details)
Time: 10:20 AM - 11:10 AM Eastern Time