Archive for UK

Roberto Casarin in Warwick [joint Stats/Econometrics seminar series]

Posted in Statistics with tags , , , , , , , on February 11, 2020 by xi'an

My friend, coauthor and former student Roberto Casarin (da Ca’Foscari Venezia) is giving a talk tomorrow in Warwick:

Bayesian Dynamic Tensor Regression (joint with Billio, M., Iacopini, M., and Kaufmann, S.)

Tensor-valued data (i.e. multidimensional data) are becoming increasingly available and call for suitable econometric tools. We propose a new dynamic linear regression model for tensor-valued response variables and covariates that encompasses some well-known multivariate models as special cases. We exploit the PARAFAC low-rank decomposition for providing a parsimonious parametrization and to incorporate sparsity effects. Our contribution is twofold: first, we extend multivariate econometric models to account for tensor-valued response and covariates; second, we define a tensor autoregressive process (TAR) and the associated impulse response function for studying shock propagation. Inference is carried out in the Bayesian framework combined with Monte Carlo Markov Chain (MCMC). We apply the TAR model for studying time-varying multilayer economic networks concerning international trade and international capital stocks. We provide an impulse response analysis for assessing propagation of trade and financial shocks across countries, over time and between layers.

The seminar will take place on Thursday Feb. 13 at 14:00 in OC0.01 (Oculus), University of Warwick, Coventry, UK.

punch [him] back, Britain!

Posted in Statistics with tags , , , , , , , on December 12, 2019 by xi'an

postgraduate open day at Warwick [4 Dec]

Posted in pictures, Statistics, University life with tags , , , , , , , , , , on November 12, 2019 by xi'an

The department of Statistics at the University of Warwick is holding an open day for prospective PhD students on 4 December 2019, starting at 2pm (with free lunch at 1pm). In the Mathematical Sciences Building common room (room MB1.02). The Director of Graduate Studies, Professor Mark Steel, and the PhD admissions tutors Professors Martyn Plummer and Barbel Finkelstadt Rand will give short presentations about what it means to do a PhD, what it means to do it at Warwick, the benefits of a PhD degree, and the application process.

Subsequently there will be an informal meeting, during which students have the possibility to ask questions and find out more about the different PhD opportunities at Warwick Statistics; in fact, we offer a very broad range of possibilities, giving a lot of choice for potential applicants. Current members of staff will be invited to participate, to discuss potential projects.

UK travel expenses will be covered by the Department of Statistics (standard class travel by public transport with pre-booked tickets). Please register if interested in this event.


Posted in pictures, Travel, University life with tags , , , , on October 27, 2019 by xi'an

and it only gets worse [verbatim]

Posted in Kids, pictures, Travel with tags , , , , , , , , , , , , , , , , , on July 9, 2019 by xi'an

“Increasing export capacity from the Freeport LNG project is critical to spreading freedom gas throughout the world by giving America’s allies a diverse and affordable source of clean energy” M. Menezes, US Secretary of Energy

“NASA should NOT be talking about going to the Moon – We did that 50 years ago. They should be focused on the much bigger things we are doing, including Mars (of which the Moon is a part)” DT,, 7 June

“I just met with the Queen of England (U.K.) [sic], the Prince of Whales [re-sic]” DT, 13 June

“[Sarah Sanders] is going to be leaving the service of her country and she’s going to be going  (…) She’s a very special person, a very, very fine woman, she has been so great, she has such heart, she’s strong but with great, great heart, and I want to thank you for an outstanding job.” DT, 13 June

“…when I asked, ‘How many will die?’ ‘150 people, sir’, was the answer from a General. 10 minutes before the strike I stopped it, not … proportionate to shooting down an unmanned drone.” DT, 21 June

“The reason we have tragedies like that on the border is because that father didn’t wait to go through the asylum process in the legal fashion and decided to cross the river and not only died but his daughter died tragically as well,” K. Cuccinelli, head of US Immigration and Citizenship Services, 28 June

“If Japan is attacked, we will fight World War III. But if we’re attacked, Japan doesn’t have to help us at all. They can watch it on a Sony television.” DT, 24 June