Presented at ICIAM 2023, Tokyo, August 2023.

slides

Ideas from variable importance (Sobol' and Shapley) aimed at researchers in quasi-Monte Carlo and complexity where many of the same tools are used.

Presented at Joint Statistical Meetings, Toronto, August 2023.

slides

Latest on tie-breakers where we sort subjects from most to least appropriate of treatment, treat the most, not the least and randomize in the middle in order to combine efficient allocation with estimation of causal effects.

MCM 2023, Paris, June 2023

slides

Some radial basis functions become essentially additive as dimension increases. This makes them a poor choice for high dimensional tasks. Other RBFs do better.

Stanford Causal Inference Center, June 2023

slides

It payes to do multiple A/B tests at once and then use either Bayes or Stein shrinkage to combine them. This talk looks at design and analysis of such experiments.

Invited keynote lecture with discussion. University of Padova 800'th anniversary, Padova, September 2022.

Venue

slides

Work on making crossed random effects scalable.

MCQM, Linz, July 2022.

slides

Median of means approach to randomized quasi-Monte Carlo. The error is \(O( n^{-c\log(n)})\) under sufficient smoothness. Presented in place of Zexin Pan who was unable to attend.

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.

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).

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

Stanford statistics seminar

slides

Getting the cost down from O(N**(3/2)) to O(N). Joint with Trevor Hastie and Swarnadip Ghosh.

JSM 2020

slides

Empirical likelihood: some history and new directions

Bayescomp 2020, University of Florida

slides

Safe and simple way to combine results from multiple iterates.

WHOA-PSI 4, Washington University of St. Louis

slides

How to cope with sign error issues raised by Andrew Gelman.

2019 Bradley Lecture: after dinner, April 2019

slides

Ideas about variable importance that I've been kicking around for about 10 years.

Stanford statistics seminar, October 2018

slides

Joint with Hal Varian (Google)

- Monte Carlo, what, why and how
- Random vectors
- Variance reduction
- Importance sampling
- Introduction to MCMC

Conference for Charlie Geyer, April 2018, University of Minnesota, Minneapolis

slides

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.)

Monte Carlo Methods 2017, Montreal, July 2017

slides

11th Conference on Bayesian Nonparametrics, BNP 11, Paris, June 2017

slides

Statistical Perspectives on Uncertainty Quantification, GA Tech, May 2017

slides

University of Chicago, UC Davis, Stanford, 2017

slides

Grid Science 2017, Santa Fe NM, January 2017

slides

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.

Lausanne Switzerland, April 2016

slides

Lenzerheide Switzerland, January 2016

slides

With J. Wang

Bi-cross-validation slides

With K. Gao

Variance of estimated variance components slides

Keynote on sampling: slides

Canadian Journal of Statistics award 2014: talk| en Français

Talk in honour of David Sprott

A tutorial from MCQMC 2014 in Leuven

With A. Chen and M. Shi

JSM slides | U. Michigan slides

MASCOT-NUM Talk I| MASCOT-NUM Talk II

Stanford dept talk | Notation crib sheet

First part based on work with S. Emerson

The rest is unpublished notes on EL for regression

ICSA slides

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

Based on work with S. Chen, J. Dick, M. Matsumoto, T. Nishimura

IMS Asia Pacific Rim version| MCQMC version

Based on a problem arising in the S. Kim dev bio lab

Wharton slides

With J. Dyer

NIPS slides

With D. Eckles

Google Stat Foo| Iowa State U. Snedecor Lecture

Based on Y. Xu's dissertation, and J. Dyer

ASA SF Chapter

With P. Perry

JSM version

U FL winter workshop

slides

With Kim lab and P. Perry

NIA slides

Snowbird slides

MCQMC 2004

With R. Liu

MCQMC 2004

With L. Lazzeroni

slides

With A. Villeneuve Lab and S. Kim Lab

Bay area worm meeting| World worm meeting| Synmuv phenotypes| Actual C elegans in action

With T. Jiang

slides

With F. Hickernell and C. Lemieux

slides

slides