Fall 2009 Joint UBC/SFU Graduate
Student Workshop 

Sponsored by: Location: IRMACS Theatre, ASB10900 Simon Fraser University Date: Saturday Nov 21th Contacts: Joslin Goh joslin_goh@sfu.ca Camila P. Estevam de Souza camilaestevambr@gmail.com 
Welcome to the Fall 2009 Joint UBC/SFU Graduate Student Workshop in Statistics Webpage! Many thanks to Pacific Institute of Mathematical Sciences and The IRMACS Center for making this event possible. Steve's talk PostEvent Pictures: Schedule 9.30am  10.00am Coffee/Muffins 10.00am  11.00am Steve Thompson 11.00am  11.30am Matt Pratola 11.30am  12.00pm Lei Hua 12.00pm  12.30pm Saman Muthukumarana 12.30pm  1.30pm Lunch 1.30pm  2.30pm Rollin Brant 2.30pm  3.00pm Mike Danilov 3.00pm  3.15pm Break 3.15pm  3.45pm Kelly Burkett 3.45pm  4.15pm Corinne Riddell 5.30pm  Dinner Abstracts Speaker: Steve Thompson Title: Sampling in research and statistics Sampling design refers to how a sample is selected from a population or distribution. Experimental design refers to how units are assigned to treatments, but in fact an experiment also includes a sampling layer. When a study has not been designed we think of the natural design as the inherent procedure by which the data you see have been selected from all the possibilities. It turns out that in general, one can not make valid inferences from data without taking the design into account. Perhaps of more interest still, improving sampling design usually makes more difference to inference effectiveness than does using one inference approach vs another. Further, the optimal sampling strategy is in general an adaptive one. In this talk I will describe some of the types of designs I have worked on and discuss some of my research experiences along the way. Speaker: Matt Pratola Title: An Overview of Computer Model Calibration Experiments with Application to a SpaceWeather Model Computer models enable scientists to investigate realworld phenomena in a virtual laboratory using computer experiments. Recently, statistical calibration enabled scientists to incorporate field data. However, the practical application is hardly straightforward. For instance, large and nonstationary computer model output is not well addressed, and model identifiability can also be problematic. Putting aside these difficult issues, this talk will serve as an introduction to computer model calibration experiments, and show some preliminary results of the calibration of a spaceweather model of the upper atmosphere. Speaker: Lei Hua Title: Study tail behavior of multivariate copulas via tail orders In this talk, I will introduce the background of the research and present some new results we have obtained. For statistical modeling with copulas, properties such as strengths of upper/lower tail dependence and reflection symmetry or direction of reflection asymmetry are important in deciding on appropriate copulas. For example, for the tail asymmetry phenomena of financial markets, copula families with a variety of tail behavior are useful for statistical modeling. Although the multivariate Gaussian and t copula families have a wide range of dependence, they are not appropriate when there is reflection or tail asymmetry. But copulas can be constructed from other methods to get different joint tail behavior. Then for use of copulas for inference for joint tail probabilities, sensitivity analysis over different families can be performed. Therefore, an important task is to study and construct new copula families that have different tail behavior and asymmetry than multivariate Gaussian and t copulas. Strong tail dependence has been important in applications where copulas are used for inference on tail probabilities, but the tail order we proposed can also cover intermediate tail dependence. For multivariate Archimedean copulas and other copula constructions based on Laplace transforms, the study of tail order is related to the asymptotic behavior of Laplace transforms at 0 and infinity, and to the tails of the density of the mixing random variable. Some further properties of tail orders that are obtained include the tail relationship between a copula function and its density, and a copula and its margins.
The primary goal of this talk is to introduce students interested in biostatistics to the subject area through the presentation of an interesting example. We will discuss the use of latent class models to investigate the specific research question followed by a discussion of the advantages and potential limitations of the model in general. UBC to SFU: take 99B line to Commerical Stn, then Millenium Line Waterfront train to Production Way/University, then Bus #145 to SFU. Once at SFU, pass the first bus stop (15), then get off at the Bus loop (39) and walk to ASB (32). 