APSPS/統計数学セミナー 5/18

[Yuta Koike]

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東京大学の小池です。

5月のAsia-Pacific Seminar in Probability and Statistics (APSPS)の告知です。

Date: 18 May (Wed), 2022
Time: 14:30 (Japan)
Speaker: Feng Chen, UNSW Sydney
Title: The Hawkes process and some of its recent extensions
Abstract: The Hawkes self-exciting point process is a popular point
process model for clustered event sequence data. It can be viewed as a
Poisson cluster process, with a homogeneous Poisson cluster centre
process. The Poissonianity assumption (with homogeneity) is rather
restrictive in some applications. In this talk we give a short review
of the Hawkes process and discuss two extensions to it. The first one
removes the homogeneity requirement on the cluster centre process, and
we call it the inhomogeneous self-exciting process (IHSEP). The second
removes Poissonianity and is called the renewal Hawkes (RHawkes)
process. Two R packages for the simulation and fitting of the Hawkes
process and its two extensions discussed are available on the CRAN:
IHSEP, https://cran.r-project.org/package=IHSEP;
RHawkes, https://cran.r-project.org/package=RHawkes.

https://sites.google.com/view/apsps/home


東京大学からは、統計数学セミナーを通して、Zoomで配信します。
参加希望の方は以下のGoogle Formより２日前までにご登録ください。
ご登録後、会議参加に必要なURLを送付いたします。
https://docs.google.com/forms/d/e/1FAIpQLSdbO8hSy96xvhO2x8XbfPbCnwqx-RzQjPg9oA8GzlIh2soFdw/viewform

統計数学セミナーオーガナイザー
吉田 朋広(東大数理)，荻原 哲平(東大情報理工), 小池 祐太(東大数理)
Nakahiro Yoshida (University of Tokyo), Teppei Ogihara (University of
Tokyo), Yuta Koike (University of Tokyo)
Email:  ogi...@mist.i.u-tokyo.ac.jp
Web:  http://www.ms.u-tokyo.ac.jp/seminar/probstat/future.html





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Asia-Pacific Seminar in Probability and Statistics


The seminar is created as a permanent forum for good research in the
field. It is our way to counterbalance the restrictions imposed on us
by the pandemic and to still promote scientific exchange and
cooperation. It will run using Zoom.

Topics include probabilistic models for natural phenomena, stochastic
processes and statistical inference, statistical problems in
high-dimensional spaces, asymptotic methods, statistical theory of
diversity. At the same time, there are no restrictions on other topics
of the seminar presentations.

The emphasis is on novelty, but even more so, on beauty, and clarity.
Where possible, heuristic arguments are preferred to presentation of
technical details.  Speakers are encouraged to discuss meaningful
applications and open problems.  Good reviews are welcome.
Presentations should be accessible to good postgraduate students in
probability and mathematical statistics.

The Board of the Seminar consists of

Sanjay Chaudhuri (NUS, Singapore),
Mark Holmes (University of Melbourne, currently at UBC, Vancouver),
Estate Khmaladze (VUW, Wellington),
Krishanu Maulik (ISI, Kolkata)
Spiro Penev (UNSW, Australia),
Masanobu Taniguchi (Waseda University, Tokyo),
Nakahiro Yoshida (University of Tokyo, Tokyo).

The Board is responsible for the programme. All of us will be happy to
discuss details with potential speakers. Please, e-mail us if you
would like to contribute -- addresses readily obtainable on the web.

We plan to run seminars on Wednesdays, once a month. Time will vary in
between UTC+10 - UTC+12 (India) and UTC+17 - UTC+20 (New Zealand).
Specific dates will be given on the web-page
                                https://sites.google.com/view/apsps/home