Econometrics


  • FDS Colloquium: Josh Alman (Columbia), “Algorithms and Hardness for Kernel Density Estimation and Attention”

    Webcast Link (via Zoom – starts at 12:00): https://yale.zoom.us/s/7859884026 “Algorithms and Hardness for Kernel Density Estimation and Attention” Abstract: This talk will focus on two related computational problems. The first is Kernel Density Estimation, a statistical task which has diverse applications from machine learning to computational physics. The second is Attention, the task at the core…


  • FDS Colloquium: David Matteson (Cornell), “Drift vs Shift: Decoupling Trends and Changepoint Analysis”

    Webcast Link (via Zoom – starts at 12:00): https://yale.zoom.us/s/7859884026 Abstract: We introduce a new approach for decoupling trends (drift) and changepoints (shifts) in time series. Our locally adaptive model-based approach for robustly decoupling combines Bayesian trend filtering and machine learning based regularization. An over-parameterized Bayesian dynamic linear model (DLM) is first applied to characterize drift.…


  • S&DS Seminar: Yiling Chen (Harvard), “Strategic Design to Improve Information Integrity”

    Speaker: Yiling ChenGordon McKay Professor of Computer ScienceJohn A. Paulson School of Engineering & Applied SciencesHarvard UniversityWebsite: https://seas.harvard.edu/person/yiling-chen Monday, April 15, 20243:30 pm – Pre-talk meet and greet teatime (FDS Kitchen)4:00 pm – Talk (FDS Seminar Room #1327)at the Yale Institute for Foundations of Data Science, Kline Tower, 13th Floor Virtual Link : https://yale.zoom.us/j/94223816617 (Zoom…


  • Yale’s new Institute for Foundations of Data Science will help faculty across dozens of disciplines infuse their research with next-generation insights.

    Institute for Foundations of Data Science debuts with interdisciplinary vision

    Yale’s new Institute for Foundations of Data Science will help faculty across dozens of disciplines infuse their research with next-generation insights. by Jim Shelton, YaleNews The future of data science at Yale will reside on one of the top floors of a re-imagined Kline Tower on Science Hill, starting in 2023 — but the university,…