Joint Econometrics and Statistics Workshop

Many of our seminars and public events this year will continue as in person or as hybrid (online and in person) events. Please check our website listings and Twitter feed @STICERD_LSE for updates.

Unless otherwise specified, in-person seminars are open to the public. Please ensure you have informed the event contact as early as possible.

Those unable to join the seminars in-person are welcome to participate via zoom if the event is hybrid.

Econometrics and Statistics seminars are held on Fridays in term time at 12:00-13:00, ONLINE, unless specified otherwise.

Seminar organisers: Dr Tatiana Komarova and Dr Yunxiao Chen.

For further information please contact Lubala Chibwe: l.chibwe@lse.ac.uk.

Please use this link to subscribe or unsubscribe to the Econometrics and Statistics seminars mailing list (stats).

Thursday 04 July 2024 14:00 - 15:00

Estimation of Grouped Time-Varying Network Vector Autoregression Models

This paper introduces a flexible time-varying network vector autoregressive model framework for large-scale time series. A latent group structure is imposed on the heterogeneous and node-specific time-varying momentum an...Read more...

Degui Li (University of York)

ONLINE

Friday 28 June 2024 14:00 - 15:00

Regression Analysis of Neuroimaging Data Leveraging Deep Neural Networks

The complex interplay between neuroimaging data and variables of interest poses significant challenges for conventional regression models. These challenges are due to the ultra-high dimensionality, varying levels of nois...Read more...

Jian Kang (Michigan)

ONLINE

Friday 31 May 2024 14:00 - 15:00

Identifiability and Consistent Estimation for Gaussian Chain Graph Model

The chain graph model admits both undirected and directed edges in one graph, where symmetric conditional dependencies are encoded via undirected edges and asymmetric causal relations are encoded via directed edges. Thou...Read more...

Haoran Zhang (Southern University of Science and Technology)

ONLINE

Friday 22 March 2024 14:00 - 15:00

The impact of job stability on monetary poverty in Italy: causal small area estimation

Job stability refers to the security and predictability of employment, including factors such as long-term contracts, adequate wages, social security benefits, and access to training and career development opportunities....Read more...

Katarzyna Reluga (Bristol)

ONLINE

Friday 08 March 2024 14:00 - 15:00

Bayesian Optimal Experimental Design

In order to use machine learning in a domain without pre-existing data, we must first gather data by conducting experiments. This presents an opportunity, because we can design experiments carefully to ensure we gather t...Read more...

Adam Foster (Microsoft Research AI4Science))

ONLINE

Friday 23 February 2024 14:00 - 15:00

Consistent Causal Inference for High-Dimensional Time Series

A methodology for high dimensional causal inference in a time series context is introduced. It is assumed that there is a monotonic transformation of the data such that the dynamics of the transformed variables are descr...Read more...

Alessio Sancetta (Royal Holloway)

ONLINE

Thursday 08 February 2024 14:00 - 15:00

Confounder Selection via Iterative Graph Expansion

Confounder selection, namely choosing a set of covariates to control for confounding between a treatment and an outcome, is arguably the most important step in the design of observational studies. Previous methods, such ...Read more...

Qingyuan Zhao (Cambridge)

ONLINE

Tuesday 20 June 2023 12:00 - 13:00

ScreeNOT: Optimal Singular Value Thresholding and Principal Component Selection in Correlated Noise

Principal Component Analysis (PCA) is a fundamental and ubiquitous tool in statistics and data analysis. The bare-bones idea is this. Given a data set of n points y_1, ..., y_n, form their sample covariance S. Eigenve...Read more...

Elad Romanov (Stanford)

ONLINE

Friday 16 June 2023 14:30 - 15:30

Exploring cross-trait genetic architectures: statistical models, computational challenges, and the BIGA platform

Numerous statistical models have been proposed to analyze cross-trait genetic architectures utilizing summary statistics from genome-wide association studies (GWAS). However, systematically analyzing high-dimensional GWA...Read more...

Bingxin Zhao (University of Pennsylvania), joint with Fei Xue and Yujue Li

ONLINE

Friday 26 May 2023 12:00 - 13:00

Reinforcement Learning for Respondent-Driven Sampling

Respondent-driven sampling (RDS) is a network-based sampling strategy used to study hidden populations for which no sampling frame is available. In each epoch of an RDS study, the current wave of study participants are ...Read more...

Eric Laber (Duke University)

KSW 2.12, 20 Kingsway Building, LSE, entrance in Portugal Street, London WC2B 6LH

Friday 31 March 2023 12:00 - 13:00

Inference on Time Series Nonparametric Conditional Moment Restrictions Using General Sieves

General nonlinear sieve learnings are classes of nonlinear sieves that can approximate nonlinear functions of high dimensional variables much more flexibly than various linear sieves (or series). This paper considers gen...Read more...

Xiaohong Chen (Yale University)

ONLINE

Tuesday 21 March 2023 12:00 - 13:00

Multiple Randomization Designs

In this study we introduce a new class of experimental designs. In a classical randomized controlled trial (RCT), or A/B test, a randomly selected subset of a population of units (e.g., individuals, plots of land, or exp...Read more...

Guido Imbens (Stanford University)

Shaw Library, 6th Floor, Old Building, LSE, Houghton Street, London WC2A 2AE

Friday 17 March 2023 12:00 - 13:00

A network approach to compute hypervolume under ROC manifold for multi-class biomarkers

Computation of hypervolume under ROC manifold (HUM) is necessary to evaluate biomarkers for their capability to discriminate among multiple disease types or diagnostic groups. However the original definition of HUM invol...Read more...

Jialiang Li (National University of Singapore)

ONLINE

Friday 17 February 2023 12:00 - 13:00

Two projects on the AUC

I will describe two current projects dealing with the AUC. The AUC is a measure of how well a binary classifier discriminates. Long popular in the medical sciences, it has seen new life in data science applications. In t...Read more...

Haben Michael (University of Massachusetts)

SAL 1.05, 1st Floor Conference Room, Sir Arthur Lewis Building, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH

Friday 03 February 2023 12:00 - 13:00

Super Reinforcement Learning in Confounded Environments

We introduce super reinforcement learning in the batch setting, which takes the observed action as input for achieving a stronger oracle in policy learning. In the presence of unmeasured confounders, the recommendations ...Read more...

Jiay Wang (University of Texas)

ONLINE

Friday 20 January 2023 12:00 - 13:00

Causal Falsification of Digital Twins

We consider how to assess the accuracy of a digital twin using real-world data. We formulate this problem within the framework of causal inference, which leads to a precise definition of what it means for a twin to be "c...Read more...

Rob Cornish (Oxford)

OLD 5.25, Graham Wallas Room, Old Building, LSE, Houghton Street, London WC2A 2AE

Wednesday 01 June 2022 14:00 - 15:00

Quadratic Prediction Methodology and Calibration of Prediction Intervals Based on Subsampling

We consider nonlinear prediction of a stationary time series using quadratic functions of the past data. We derive explicit formulae for the best quadratic predictor and its MSPE. We also give conditions under which the...Read more...

Soumen Lahiri (Washington University in St Louis)

This event is both online and in person

Leverhulme Library, COL 6.15, 6th Floor, Columbia House, LSE, 69 Aldwych, London WC2B 4RR

Friday 20 May 2022 12:00 - 13:00

CANCELLED

Flexible Covariate Adjustments in Regression Discontinuity Designs

Empirical regression discontinuity (RD) studies often use covariates to increase the precision of their estimates. In this paper, we propose a novel class of estimators that use such covariate information more efficientl...Read more...

Claudia Noack (University of Oxford)

ONLINE

Friday 18 February 2022 12:00 - 13:00

Matching for causal effects via multimarginal optimal transport

Please register to attend: https://lse.zoom.us/j/81404118660...Read more...

Florian Gunsilius (University of Michigan)

ONLINE

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