[Statlist] Next talks: Friday, April 19, 2013 by Alexander Sokol and by Christian Genest and Johanna G. Neslehova

[Cecilia Rey]

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ETH and University of Zurich

Organisers:
Proff. P. Bühlmann - L. Held - H.R. Kuensch - M. Maathuis - S. van de Geer - M. Wolf 

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We are glad to announce the following talks on Friday, April 19, 2013, at ETH Zurich HG G 19.1                                 

Time:                     1) 15.15h to 16.15h

Speaker:                 Alexander Sokol, University of Copenhagen
Title:                   Stochastic differential equations as causal models

Abstract: 		We define a notion of interventions in a stochastic differential equation based on simple substitution in the SDE. We prove that this notion of intervention is the same as can be obtained by making do()-interventions in the Euler scheme for the SDE and taking the limit. We show that when the driving semimartingale is a Lévy process and there are no latent variables, the postintervention distribution is always identifiable from the observational distribution. We also relate our results to litterature on weak conditional local independence by Gégout-Petit and Commenges.


			 	Coffee break:	16.15h to 16.30h


Time: 			2) 16.30h to 17.30h

Speakers:               Christian Genest and Johanna G. Neslehova, McGill University, Montréal, Canada
Title:			Tests of independence for sparse contingency tables and beyond                        

Abstract: 		New statistics are proposed for testing the hypothesis that arbitrary random variables are mutually independent. These tests are consistent and well-behaved for any type of data, even for sparse contingency tables and tables whose dimension depends on the sample size. The statistics are Cram?ér-von Mises and Kolmogorov-Smirnov type functionals of the empirical checkerboard copula. The asymptotic behavior of the corresponding empirical process will be characterized and illustrated; it will also be shown how replicates from the limiting process can be generated using a multiplier bootstrap procedure. As will be seen through simulations, the new tests are considerably more powerful than those based on the Pearson chi squared, likelihood ratio, and Zelterman statistics often used in this context.


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These abstracts are also to be found under the following link: http://stat.ethz.ch/talks/research_seminar

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