Talks

Some talks

Most of these talks are based upon work supported by the National Science Foundation under Grants: IIS-1837931, DMS-1521145, DMS-1407397, DMS-0906056, DMS-0604939, DMS-0306612, and DMS-0072445. Any opinions, findings, and conclusions or recommendations expressed in this material are those of the author(s) and do not necessarily reflect the views of the National Science Foundation. The reports are here.

Relatively recent talks:

Variable importance, cohort Shapley, and redlining
Stanford Human Centered Artificial Intelligence Institute (HAI), September 2021
slides
Discusses variable importance measures, Shapley value and the use of cohort Shapley value in algorithmic fairness.

Empirical Likelihood for Reinforcement Learning
ICML Workshop on Reinforcement Learning, July 2021
slides
Basics of empirical likelihood ideas with an emphasis on those likely to be useful in RL.
There followed a discussion of finite sample vs asymptotic theory. My take on it is here (PDF).

RICAM talks, March 2021
This is a series of four talks related to quasi-Monte Carlo presented at the Johann Radon Institute for Computational and Applied Mathematics (RICAM) in Linz, Austria.
1) Quasi-Monte Carlo
2) Randomized QMC
3) QMC Beyond the Cube
4) QMC and Variable Importance

Backfitting for large crossed random effects models
Stanford statistics seminar
slides
Getting the cost down from O(N**(3/2)) to O(N). Joint with Trevor Hastie and Swarnadip Ghosh.

Noether Senior Scholar Award Talk
JSM 2020
slides
Empirical likelihood: some history and new directions

Square root rule for adaptive importance sampling
Bayescomp 2020, University of Florida
slides
Safe and simple way to combine results from multiple iterates.

Six percent power and barely selective inference
WHOA-PSI 4, Washington University of St. Louis
slides
How to cope with sign error issues raised by Andrew Gelman.

Variable importance in statistics and real life
2019 Bradley Lecture: after dinner, April 2019
slides
Ideas about variable importance that I've been kicking around for about 10 years.

Tuning the tie-breaker design
Stanford statistics seminar, October 2018
slides
Joint with Hal Varian (Google)

London Mathematical Society and CRISM Summer School in Computational Statistics
July 2018, University of Warwick web page

Foundations of Monte Carlo, short course

Quasi-Monte Carlo, short course

Statistically efficient thinning of a Markov chain sampler
Conference for Charlie Geyer, April 2018, University of Minnesota, Minneapolis
slides

Important sampling the union of rare events, with an application to power systems analysis
SAMSI workshop, December 2017, Duke University
slides
(The bonus material on thinning to improve statistical efficiency of MCMC was not presented here. It was shown at the Geyer conference; slides above.)

Quasi-Monte Carlo, beyond the unit cube
Monte Carlo Methods 2017, Montreal, July 2017
slides

Bayesian Empirical Likelihood
11th Conference on Bayesian Nonparametrics, BNP 11, Paris, June 2017
slides

Shapley value for measuring importance of dependent inputs
Statistical Perspectives on Uncertainty Quantification, GA Tech, May 2017
slides

Method of moments for large crossed linear mixed models
University of Chicago, UC Davis, Stanford, 2017
slides

Adaptive Importance Sampling
Grid Science 2017, Santa Fe NM, January 2017
slides

Permutation p-value approximation via generalized Stolarsky invariance
International Society for Non-parametric Statistics
ISNPS 3, Avignon France, June 2016
slides
I missed this meeting due to an Air France strike. These are the slides I would have given, with annotations for some things I would have said aloud.

ANOVA and Sobol' indices tutorial: UQ 2016
Lausanne Switzerland, April 2016
slides

QMC Tutorial from MCMSki 5
Lenzerheide Switzerland, January 2016
slides

Picking k in factor analysis
With J. Wang
Bi-cross-validation slides

Moment estimation for large unbalanced crossed random effects
With K. Gao
Variance of estimated variance components slides

25th Eurographics Symposium on Rendering
Keynote on sampling: slides

Self-concordance for empirical likelihood
Canadian Journal of Statistics award 2014: talk| en Français

Empirical likelihood
Talk in honour of David Sprott

ANOVA, global sensitivity, Sobol' indices and all that
A tutorial from MCQMC 2014 in Leuven

Data enriched linear regression
With A. Chen and M. Shi
JSM slides | U. Michigan slides

Generalized Sobol' indices
MASCOT-NUM Talk I| MASCOT-NUM Talk II
Stanford dept talk | Notation crib sheet

Balanced adjusted empirical likelihood
First part based on work with S. Emerson
The rest is unpublished notes on EL for regression
ICSA slides

MCQMC talks, Sydney
With D. Eckles and S. Emerson
plenary
First 21 slides cover unpublished random projection work with S. Emerson on testing means when d >> n
The rest is crossed effects bootstrap with D. Eckles
tutorial
covering basic Monte Carlo

Quasi-Monte Carlo for Markov chain Monte Carlo
Based on work with S. Chen, J. Dick, M. Matsumoto, T. Nishimura
IMS Asia Pacific Rim version| MCQMC version

Pearson's meta-analysis: wrongly thought inadmissible for ~50 years!
Based on a problem arising in the S. Kim dev bio lab
Wharton slides

Visualizing networks and other bivariate heavy tailed data
With J. Dyer
NIPS slides

Bootstrapping sparse crossed random effects data (eg Netflix or Facebook)
With D. Eckles
Google Stat Foo| Iowa State U. Snedecor Lecture

Semi-supervised learning on graphs
Based on Y. Xu's dissertation, and J. Dyer
ASA SF Chapter

Cross-validation of SVD, NMF and other outer product matrix data models
With P. Perry
JSM version

Infinitely imbalanced logistic regression Few 1s, many 0s
U FL winter workshop

Crossed two way random effects bootstrap (eg Netflix)
slides

Latent variables in the AGEMAP data
With Kim lab and P. Perry
NIA slides

Robust hybrid of Ridge and Lasso (via Berhu penalty)
Snowbird slides

Empirical likelihood survey Fields Seminar

QMC and RQMC for unbounded integrands
MCQMC 2004

Estimating mean dimensionality
With R. Liu
MCQMC 2004

Older talks:

Some of these were originally rendered in postscript. They have been converted to PDF but not all PDF viewers like the result.

Plaid models
With L. Lazzeroni
slides

A gene recommender for C. elegans
With A. Villeneuve Lab and S. Kim Lab
Bay area worm meeting| World worm meeting| Synmuv phenotypes| Actual C elegans in action

Quasi-regression for black box functions
With T. Jiang
slides

Quasi-Monte Carlo with control variates
With F. Hickernell and C. Lemieux
slides

Latin supercube sampling
slides