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Event(s) on December 2005
- Tuesday, 6th December, 2005
Title: Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models wit conditional heteroscedasticity Speaker: Prof. Wai Keung LI, Department of Statistics and Actuarial Science, The University of Hong Kong Time/Place: 11:30 - 12:30
Abstract: In order to model time series exhibiting the features of long memory, conditional heteroscedasticity and heavy tails, a least absolute deviation approach is considered to estimate fractionally autoregressive integrated moving average models with conditional heteroscedasticity. The time series generated by this model is short memory or long memory, stationary or nonstationary, depending on whether the fractional differencing parameter d (-1/2,0) or (0, ∞ ), (-1/2,1/2) or (1/2, ∞) respectively. Using a unified approach, the asymptotic properties of the least absolute deviation estimation are established. This article also derives the large sample distribution of residual autocorrelations and absolute residual autocorrelations and these results lead to two useful diagnostic tools for checking the adequacy of the fitted models. Some Monte Carlo experiments were conducted to examine the performance of the theoretical results in finite sample cases. As an illustration, the process of modeling the absolute return of the daily closing Dow Jones Industrial Average Index (1995-2004) is also reported.
- Friday, 16th December, 2005
Title: On Surrogate Dimension Reduction for Measurement Error Regression: An Invariance Law Speaker: Professor YIN, Xiangrong, Department of Statistics, University of Georgia, USA Time/Place: 14:30 - 15:30
Abstract: It has been recently discovered that several well known dimension reduction methods, such as OLS, SIR, and pHd, can be performed on the surrogate regression problem to produce correct estimate for the original regression problem involving the unobserved true predictor. In this paper we will establish a general invariance law between the surrogate and the original dimension reduction spaces which implies that, at least at the population level, the two dimension reduction problems are in fact equivalent. This allows us to use the recently developed dimension reduction techniques to tackle the difficult situations in which the classical methods are inaccurate. We apply several dimension reduction methods to real and simulated data sets involving measurement error to compare their performances.
- Friday, 16th December, 2005
Title: The State of Mathematics Research and Doing Postgradute Research in Germany Speaker: Profs.R.Rannacher/C.Carstensen, University of Heidelberg/Humboldt University Time/Place: 16:00 - 17:30
Abstract: Sponsored by The Croucher Foundation, DAAD and Hong Kong Baptist University.
- Monday, 19th December, 2005
Title: The role of nonlinearities in the biophysical properties and biological function of key subcellular components Speaker: Prof. Jack Tuszynski, Department of Physics, The University of Alberta Time/Place: 11:00 - 12:00
Abstract: This paper discusses the role of nonlinearities in the physical description of several key biomolecules that participate in a number of crucial subcellular processes, namely actin, microtubules and ions crowding around these filaments. We show that the assembly kinetics of actin is a nonlinear process that requires not only a mechanism of saturation but also annealing and fragmentation that are governed by coupled nonlinear equations involving monomer concentration and filament number as the key dynamical variables. The observed dendritic growth of actin networks in cell motility phenomena is subsequently described by the coupling of actin filaments to the protein called Arp 2/3. We then investigate the role of nonlinear dynamics in the formation of microtubules. First of all, space-flight laboratory experiments have shown that the in vitro and in vivo self-organization of microtubules is sensitive to gravitational conditions. We propose a model of self-organization of microtubules in a gravitational field. The model is based on the dominant chemical kinetics. The pattern formation of microtubule concentration is obtained: 1) in terms of a moving kink in the limit when the disassembly rate is negligible, and 2) for the case of no free tubulin and only assembled microtubules present. The results of our simulations are in good quantitative agreement with experimental data. Next, we present a recently proposed model of molecular and bulk elastic properties of microtubules that include macroscopic estimates of the anisotropic elastic moduli of microtubules, accounting for the molecular forces between tubulin dimers: for a longitudinal compression, for a lateral force and for a shearing force. At the level of large bending motions of microtubule filaments, a continuous medium model is proposed describing a microtubule as an elastic rod. Keeping the dominant nonlinear terms in the bending dynamics equation, we found that when the microtubule is subjected to bending forces, the deviation angle satisfies a Sine-Gordon equation. Particular analytical solutions of this equation are found which describe kink and anti-kink bending modes that may propagate at a range of velocities along the length of the microtubule. Kinetic energies and characteristic damping times of these modes are calculated for different propagation velocities and compared with thermal and ATP hydrolysis energies. Finally, we discuss how coupled differential equations describing the interactions between ions in solution and the filament they surround can lead to solitonic signal transmission. This work was supported by grants from MITACS and NSERC awarded to J.A.T. and S.P. acknowledges support of the Bhatia post-doctoral fellowship.
- Wednesday, 21st December, 2005
Title: Combining Data from different Sources: for enhancement of data value and removal of bias using geo-demographic clusters Speaker: Jae Chang Lee, Ph.D, Professor of Statistics, Korea University, Korea Time/Place: 11:00 - 12:00
Abstract: The trend of massive data use—data mining, data warehousing and CRM—is one of the most important characteristics in the information society. Need to combine the customer data with official data to enhance the value for marketing and business decisions create a new and increased demand for micro data from the government agencies. The issue of privacy becomes also important in this respect when the micro data of such nature are used for private purposes. One solution to this problem is to design census-based clusters with very fine segmentations based on demographic similarity of neighborhood. Using the Korean Census data we will show the method of combining data of many different sources, different levels of abstraction as well as seemingly unrelated types of data. Examples will be given as to how to improve the data value using the cases of a few Korean companies.