It gives us immense pleasure to announce a talk under IWM's Visitors' Program from an eminent woman statistician from ISI Bangalore
The details of the talk are as follows:
Speaker: Prof. Rituparna Sen, ISI Bangalore
Time and Date: 8 th January 4:00 PM - 5 PM
Venue: MSB 410 Madhava Lecture Hall
Title: Statistical Problems of Big Data with some Applications in Finance
Abstract: Big data is ubiquitous and often exhibits phenomena transcending the boundary of classical multivariate statistical analysis. We shall illustrate some limitations of classical statistical techniques in regression and multivariate analysis problems when the dimension of the data is large and present some recent developments on addressing these issues using the theory of random matrices. We shall then present a financial application of portfolio selection from a huge number of available assets using methods of Bayesian multiple testing.
About IWM and the Visitors' Program:Indian Women and Mathematics (IWM) is a collective of mathematicians that has been in existence formally since 2013. Our main aim is to encourage more women to pursue higher education and careers in mathematics. To this end, we organise regular academic events and networking opportunities in all parts of India, and we collaborate with like-minded organisations and people across the world. The programme is funded by NBHM, GoI.
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pasom@iisertvm.ac.in
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