Graduate Statistics Seminar
Some Topics in Optimal Design, Bioinformatics, and Financial Mathematics
Abstract: In this talk, I will briefly introduce several active research areas of mine, including related publications, current research projects, and potential research topics for students. In the area of optimal design theory, we developed some theoretical results and numerical algorithms for D-optimal designs under generalized linear models and multinomial logistic models. We expect to extend our results to more general multivariate generalized linear models and big data analysis. In the area of bioinformatics, we developed a numerical vectorization approach for classifying viral genomes and protein sequences. We also proposed a high-dimensional classification approach based on a permamental process. We are working on the permanental approach for big data analysis and microbiome data analysis. In the area of financial mathematics, we have proposed two nonparametric approaches for estimating the risk-neutral densities using market option prices. We are working on the consistency of the proposed approaches.
Wednesday February 14, 2018 at 3:00 PM in SEO 636