2013 Tsinghua University Pao-Lu Hsu Distinguished Lecture
Speaker: David Siegmund
Professor of Stanford University
Member of the U. S. National Academy of Sciences
Fellow of the American Academy of Arts and Sciences
Time: 16:30-17:30, Oct 16 (Wed.), Oct 18 (Fri.), Oct 23 (Wed.), Oct 25 (Fri.)
Place: Lecture Hall, Floor 3, Jin Chun Yuan West Building, Tsinghua University
Titles and Abstracts
Lecture 1
Title: The Intersection of Operations Research, Kinetic Theory, and Genetics
Abstract: A number of related, and in some cases identical, mathematical models were developed in the early decades of the 20th century (1) to explain the apparent paradox between the second law of thermodynamics and its meaning in statistical mechanics, (2) to model the number of calls in a telephone exchange, and (3) to verify experimentally the theory of Brownian motion. I will give a historical review of these models and then jump ahead to the end of the century when at least some of the same models and essentially the same questions reappear in the statistical foundations of gene mapping in experimental and in human genetics.
Lecture 2
Title: Change-point Detection
Abstract: Change-point detection had its origins almost sixty years ago in the work of Page, Shiryayev, and Lorden, who focused on sequential detection of a change-point in an observed process. The process was typically a model for the measured quality of a continuous production process, and the change-point indicated a deterioration in quality that must be detected and corrected. Recently, motivation from a broad range of applications has lead to a variety of different problems. In this talk I will review this history with emphasis on the variety of applications and common features of likelihood based approaches.
Lecture 3
Title: Detecting Local Signals in Random Fields
Abstract: Problems of signal detection in biology/genetics and elsewhere lead to searching an indexed field of possibly correlated noisy observations for signals that manifest themselves as localized "peaks" in the random field. I will describe a number of examples and discuss approaches to the problems of (i) multiple comparisons and (ii) model selection, with applications to detection of copy number variations (CNV) using single nucleotide polymorphisms (SNPs).
Lecture 4
Title: Detection of Genomic Signals by Resequencing
Abstract: Several problems of genomic analysis involve detection of local genomic signals. When the data are generated by sequence based methods, the variability of read depth at different positions on the genome suggests point process models involving non-homogeneous Poisson processes, or perhaps negative binomial processes to accommodate excess variability. We discuss a number of examples, and consider in detail a model for detection of insertions and deletions (indels) inferred from paired end reads.
This is joint research with Benjamin Yakir and Nancy Zhang.
Introduction of David Siegmund
David Siegmund received his doctorate degree in statistics from Columbia University in 1966. After being an assistant and then a full professor at Columbia, he went to Stanford University in 1976, where he is currently a professor of statistics. He has served twice as the chair of Stanford's statistics department. He has also held visiting positions at Hebrew University of Jerusalem, the University of Zurich, the University of Oxford, and the University of Cambridge.
Professor David Siegmund is a statistician who is comfortable in both the airy heights of theory and the practicalities of real-world applications. He works at the interface between probability and statistics, applying the tools he develops to topics as diverse as the design of medical clinical trials and mapping the locations of genes that are involved in specific physiological traits. He focuses his research on statistical problems that arise in concrete scientific applications and require novel probability theory for their resolution.
His work has earned him several awards, including a Guggenheim Fellowship in 1974, the Humboldt Prize in 1980, and membership in the American Academy of Arts and Sciences in 1994. In 2002 he was elected to the National Academy of Sciences.
Source: http://en.wikipedia.org/wiki/David_Siegmund
http://www.pnas.org/content/101/21/7843.full
