Lab Home | Phone | Search
Center for Nonlinear Studies  Center for Nonlinear Studies
 Home 
 People 
 Current 
 Affiliates 
 Visitors 
 Students 
 Research 
 ICAM-LANL 
 Publications 
 Conferences 
 Workshops 
 Sponsorship 
 Talks 
 Colloquia 
 Colloquia Archive 
 Seminars 
 Postdoc Seminars Archive 
 Quantum Lunch 
 Quantum Lunch Archive 
 CMS Colloquia 
 Q-Mat Seminars 
 Q-Mat Seminars Archive 
 P/T Colloquia 
 Archive 
 Kac Lectures 
 Kac Fellows 
 Dist. Quant. Lecture 
 Ulam Scholar 
 Colloquia 
 
 Jobs 
 Postdocs 
 CNLS Fellowship Application 
 Students 
 Student Program 
 Visitors 
 Description 
 Past Visitors 
 Services 
 General 
 
 History of CNLS 
 
 Maps, Directions 
 CNLS Office 
 T-Division 
 LANL 
 
Tuesday, January 18, 2011
10:30 AM - 12:00 PM
CNLS Conference Room (TA-3, Bldg 1690)

Seminar

Inference about rare events: parallels in the asymptotics of unobserved probability and tail estimation.

Mesrob I. Ohannessian
MIT

Consider the following two archetypal rare event problems: the estimation of the probability of (discrete) unobserved outcomes, and the estimation of the probability of (continuous) exceedance events, or tail estimation. In this talk we attempt to describe these problems from a common perspective, by analyzing them within the same theoretical framework of asymptotic statistics. In particular, we characterize discrete distributions with a rate parameter that closely relates to the heavy tail index in extreme value theory, and show that this parameter governs the mean asymptotic behavior of the probability of unobserved outcomes.

Host: Misha Chertkov, chertkov@lanl.gov, 665-8119