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Operational Research and Statistics Seminars 2013-2014


All seminars will commence at 12:10pm in room M/0.34, The Mathematics Building, Cardiff University, Senghennydd Road (unless otherwise stated).

Please contact Dr Iskander Aliev for more details regarding Operational Research/WIMCS lectures and Dr Jonathan Gillard for more details regarding Statistics lectures.

9 October 2013

Speaker: Dr Mark Kelbert (Swansea University).

Title: Earthquake forecasting: Statistics and Information.

Abstract: We present an axiomatic approach to the earthquake forecasting in terms of multi-component random fields on the lattice. This approach provides a method for constructing point estimates and confidence intervals for conditional probabilities of strong earthquakes under conditions on the levels of precursors. Also, it provides an approach for setting multilevel alarm system and hypothesis testing for binary alarms. We propose a method of comparison for different earthquake forecasts in terms of the increase of Shannon information. 'Forecasting' and 'prediction' of earthquakes are equivalent in this approach.

23 October 2013

Speaker: Prof. Anatoly Zhigljavsky (Cardiff University).

Title: Stochastic methods in multiobjective optimization.

Abstract: TBC.

30 October 2013

Speaker: Dr Andreas Artemiou (Cardiff University).

Title: Dimension Reduction in Regression.

Abstract: Firstly I will go through a historical overview of how dimension reduction is achieved in regression problems (with a focus on linear regression).   I will be spending more time explaining why unsupervised methods like Principal Component Analysis will not work and I  will be sufficient dimension reduction, a class of supervised dimension reduction techniques, that have been developed the last 25 years. After the general introduction (and probably in a second talk) I will focus on the use of machine learning algorithm and more specifically the use of Support Vector Machine to achieve linear and nonlinear dimension reduction in a unified framework.  I will discuss the advantages of this type of methodology over previous methods, as well as ways to improve the shortcomings of it, (by the end of it, I will discuss in detail current research I am doing on this topic).

13 November 2013 at 12:10

Speaker: Dr Andreas Artemiou (Cardiff University).

Title: Using support vector machines in sufficient dimension reduction.

Abstract: Having introduced the general framework for sufficient dimension reduction in the first part of the talk, in this part I will discuss how Support Vector Machine can be used to achieve both linear and nonlinear sufficient dimension reduction under a unified framework (idea discussed in Li, Artemiou and Li (2011)).  Then I will discuss possible problems of the algorithms as well as possible solutions we are currently working on.

27 November 2013

Speaker: Gareth Davies (Cardiff University).

Title: Calibration in Survey Sampling.

Abstract: Calibration is a technique frequently used in sample surveys. It consists of determining a set of final estimation weights that satisfy some benchmark constraints and that are as close as possible to a set of initial design weights. The motivation for the calibration problem and the main reasons for calibration in practice are introduced. In this talk, we consider various methods of calibration. When constraints are 'hard' it is not guaranteed that the weights will remain positive or 'close' to the initial design weights. A variety of distance functions are considered and their relative merits explored. The chi-square distance function receives most attention in calibration literature, but is this the most appropriate function? Alternative calibration approaches will be introduced, namely empirical likelihood calibration, soft calibration and model calibration.

15 January 2014

Speaker: Dr David Hodge (University of Nottingham).

Title: TBC.

Abstract: TBC.

19 February 2014

Speaker: Dr Felix Fischer (Cambridge).

Title: TBC.

Abstract: TBC.