Selected talks by Dimitris N. Politis
-
Department of Mathematics and Statistics,
University of Melbourne,
Australia, Nov. 22, 2024. Talk entitled
Model-free Bootstrap vs. Conformal Prediction.
-
Department of Statistics,
Australian National University, Canberra,
Australia, Nov. 14, 2024. Talk entitled
Model-free Bootstrap vs. Conformal Prediction.
-
School of Mathematical and Physical Sciences,
Macquarie University, Sydney, Australia, Nov. 12, 2024.
Talk entitled Scalable Subsampling Estimation.
-
Department of Mathematics,
University of Athens,
Greece, May 23, 2024. Talk entitled
Model-free Prediction and Bootstrap.
-
Department of Mathematics,
University of Maryland, College Park,
April 25, 2024. Talk entitled
Model-free Bootstrap vs. Conformal Prediction.
- SIS 2023 - Statistical Learning, Sustainability and Impact Evaluation
Ancona (Italy), June 21-23, 2023. Talk entitled
Model-free Bootstrap and Conformal Prediction.
-
Workshop on Challenges for Statistics in the Era of Data Science,
Hannover, Germany, June 7-9, 2023.
Talk entitled Scalable Subsampling Estimation.
- Conference on Recent Advances in Statistics and Data Science,
Rutgers University, May 11-13, 2023.
Talk entitled Model-free Bootstrap and Conformal Prediction.
-
Seminar at the Department of Statistics, UC Riverside, March 7, 2023.
Talk entitled Model-free Bootstrap vs. Conformal Prediction.
-
2022 IMS International Conference on Statistics and Data Science (ICSDS)
December 13-16, 2022, Florence, Italy.
Talk entitled Scalable subsampling:
computation, aggregation and inference.
- Workshop on Bootstrap Methods for Time Series, Sept. 8th, 2022, Braunschweig, Germany.
Talk entitled Scalable subsampling:
computation, aggregation and inference.
- Royal Statistical Society conference, Sept 12-15, 2022, Aberdeen, Scotland.
Talk entitled Model-free Bootstrap vs. Conformal Prediction.
-
International Symposium on NonParametric Statistics (ISNPS2022), June 19-26, 2022, Paphos, Cyprus.
Talk entitled Model-free Bootstrap vs. Conformal Prediction.
-
CRETE 2021: The 19th Conference on Research on Economic Theory and Econometrics,
Naxos, 12-16 July 2021. Talk entitled
`Multi-step ahead prediction of financial returns'.
-
Two virtual seminars organized by the Institute of Statistics and Big Data,
Renmin University of China; San Diego 5pm June 15 and 16, 2021 (Beijing
8am June 15 and 16, 2021). Seminars
entitled `Model-free Prediction and Regression:
a Transformation-based Approach to Inference;
Part I: Regression; Part II: Time Series.'
-
Virtual seminar organized by the Department of
Mathematics and Statistics, Macquarie University, with
several Australian universities participating;
11am Oct. 22, 2020 (Sydney, Melbourne, Canberra)--5pm Oct. 21, 2020
PST (San Diego).
Talk entitled `Model-free Prediction and Regression:
a Transformation-based Approach to Inference.'
-
Joint
seminar of the Statistics and the Economics Departments,
University of California, Davis.
Nov. 26, 2019.
Talk entitled `Model-free prediction and regression with an
application to locally stationary time series.'
-
Dimensions of Artificial Intelligence Conference,
National Research Institute of Poland (NASK),
9-10 Sept. 2019, Warsaw, Poland. Plenary talk
entitled `Predictive Inference for
Locally Stationary Time Series.'
-
2019 Conference of the
European Meeting of Statisticians (EMS19),
22-26 July 2019, Palermo, Italy.
Talk entitled `Predictive Inference for
Locally Stationary Time Series.'
-
CIREQ Montreal Econometrics Conference: Recent Advances on Bootstrap Methods,
Montreal, May 10-11, 2019.
Talk entitled `Predictive Inference for
Locally Stationary Time Series.'
-
12th International Conference on Computational and Financial
Econometrics, Pisa (Italy), Dec. 10-16, 2018.
Short course entitled `Model-free Prediction and Regression.'
-
Department of Mathematics, University of Augsburg (Germany).
Nov. 14, 2018.
Talk entitled `Predictive Inference for
Locally Stationary Time Series.'
-
Department of Statistics, University of Munich (Germany).
Nov. 12, 2018.
Short course entitled `Bootstrap Methods for Data Science.'
-
Joint seminar of the Mathematics Departments of the University of Dortmund
and University of Bochum (Germany).
Nov. 6, 2018.
Talk entitled `Predictive Inference for
Locally Stationary Time Series.'
-
Institute of Statistics,
Technical University of Vienna, Austria,
Nov. 2, 2018.
Talk entitled `Predictive Inference for
Locally Stationary Time Series.'
-
Institute of Mathematics,
Krakow Polytechnic University, Poland,
Oct. 30, 2018.
Talk entitled `Predictive Inference for
Locally Stationary Time Series.'
-
4th Conference of the International Society for NonParametric Statistics (ISNPS),
June 11-15, 2018, Salerno, Italy.
Talk entitled `Predictive Inference for
Locally Stationary Time Series.'
-
Dept. of Economics,
University of California, Riverside,
May 4, 2018.
Talk entitled `Predictive Inference for
Locally Stationary Time Series.'
-
Myra Samuels Memorial Lecture,
Dept. of Statistics,
Purdue University,
Apr. 20, 2018.
Talk entitled `Model-Free Prediction and
Regression: a
Transformation-based Approach to Inference.'
-
10th International Conference of the ERCIM WG
on Computational and Methodological
Statistics
CMStatistics 2017, London, UK, 16-18 December 2017.
Keynote talk
entitled `Model-Free Prediction and
Regression.'
-
Dept. of Mathematics and Statistics,
San Diego State University,
Oct. 11, 2017.
Talk entitled `Model-Free Prediction and
Regression: a
Transformation-based Approach to Inference.'
-
CRETE 2017: The 16th Conference on Research on Economic Theory and Econometrics,
Melos, 10-14 July 2017,
and
Ninth Greek Stochastics Meeting: Model Determination,
Milos, Greece, 14-17 July 2017.
Plenary talks on `Model-Free prediction and regression.'
-
San Diego ASA Chapter Fall Seminar,
Oct. 24, 2016.
Talk entitled `Model-Free Prediction and
Regression: a
Transformation-based Approach to Inference.'
-
Random Processes and Time Series: Theory and Applications,
Univ. of California at San Diego, October 21-23, 2016.
Plenary talk entitled `From Nonparametrics to Model-Free: a time series time line.'
(slides)
-
Greek Stochastics 2016 and
15th Conference on Research on Economic Theory and Econometrics, Tinos, Greece, 12-16 July 2016.
Talk entitled `Time-varying NoVaS vs. GARCH: robustness against
structural breaks in financial returns.'
-
Third conference of the International Society for Non-Parametric Statistics (ISNPS), Avignon,
France, 11-16 June 2016. Talk entitled
`Model-Free prediction for stationary and nonstationary
time series.'
-
Pacific Conference on Statistical Computing and Data Mining,
Palm Springs,
May 6-8, 2016. Keynote talk entitled `Model-Free Prediction and
Regression: a
Transformation-based Approach to Inference.'
-
Department of Statistics, Columbia University, New York, March 28, 2016. Talk entitled
`Model-Free Inference in Time Series Analysis.'
-
Department of Statistics, University of California, Berkeley, Nov. 23, 2015. Talk entitled
`Model-Free Prediction and Regression: a
Transformation-based Approach to Inference.'
-
California Econometrics Conference, University of Southern California, Sept. 25-26, 2015.
Talk entitled `Time-varying GARCH vs. NoVaS.'
-
GOF DAYS 2015: 2nd Workshop on Goodness-of-Fit and Change Point Problems, University of Athens, Sept. 4-6, 2015.
Talk entitled `Time-varying NoVaS vs. GARCH: robustness against structural breaks in financial returns.'
-
Recent Developments in Statistics for Complex Dependent Data,
Aug. 27-30, 2015, Loccum (Hannover), Germany.
Keynote talk entitled `Model-Free Inference in Time Series Analysis.'
-
60th World Statistics Congress – ISI2015,
Rio de Janeiro, Brazil, July 26–31, 2015.
Talk entitled `Model-Free Bootstrap for Markov processes.'
-
16th Applied Stochastic Models and Data Analysis International Conference (ASMDA2015),
30 June - 4 July 2015, University of Piraeus, Greece.
Talk entitled `Bootstrap prediction intervals for Markov processes.'
-
35th International Symposium on Forecasting,
June 21-24, 2015, Riverside, California. Keynote talk entitled
`Model-Free Prediction and Regression: a Transformation-based Approach to Inference.'
- Department of Statistics,
University of California, Irvine, Nov. 25, 2014. Talk entitled `Model-free
prediction intervals for regression and autoregression.'
(slides)
- Third International Workshop on Functional and Operatorial Statistics (IWFOS 2014),
Stresa, Italy,
June 19-21, 2014.
Plenary talk entitled `Model-free prediction with application to functional
data analysis.'
(slides)
- Second Conference of the International Society for NonParametric Statistics. Cadiz, Spain. June 12-16, 2014.
Talk entitled `High-dimensional autocovariance matrices, Linear Process Bootstrap and
optimal linear prediction.'
- LMU and TU Munich, Oberseminar Finanz- und Versicherungsmathematik,
May 26, 2014.
Talk entitled `High-dimensional autocovariance matrices, Linear Process Bootstrap and
optimal linear prediction.'
(slides)
- Sixth
International Conference on
Mathematical and Statistical methods for Actuarial Sciences and Finance,
Salerno,
Italy, April 22-24, 2014. Plenary talk entitled `Model-free
prediction and regression.'
- Department of Statistics,
University of California, Davis, Nov. 26, 2013. Talk entitled `Model-free
prediction intervals for regression and autoregression.'
(slides)
- AMS Western Fall Sectional Meeting
University of California, Riverside,
November 2-3, 2013. Special session on Time Series in honor of Professor Keh-Shin Lii.
Talk entitled `Estimation of a high-dimensional autocovariance matrix with applications.'
- Seventh International Workshop on Simulation, Rimini,
Italy, May 21-25, 2013. Talk entitled `Model-free
prediction intervals for regression and autoregression.'
- Department of Statistics,
University of Firenze, Italy, May 27, 2013. Talk entitled `Model-free
prediction intervals for regression and autoregression.'
- Department of Mathematics,
Technical University of Munich, May 13-15, 2013.
Series of three seminars entitled
`Model-free Versus Model-based Prediction Intervals.'
-
First Conference of the International Society for NonParametric Statistics (ISNPS). Chalkidiki, Northern Greece, June 15-19, 2012.
Talk entitled `Confidence and prediction intervals in
nonparametric regression without an additive model.'
-
International Workshop on Recent Advances in Time Series Analysis, Protaras, Cyprus, June 9-12, 2012.
Talk entitled
`Spectral estimation: linear vs. nonlinear.'
(slides)
-
Department of Statistics, University of British Columbia,
Nov. 22, 2011.
Talk entitled `Model-free model fitting and predictive distributions.'
-
Department of Biostatistics, UCLA, Oct. 12, 2011.
Talk entitled `Model-free model fitting and predictive distributions.'
-
8th Summer School in Stochastic Finance,
July 4-8, Nafplion, Greece.
Two-hour seminar entitled `Model-free model fitting and
predictive distributions.'
(slides)
-
2nd NTH-Workshop on Financial and Insurance Mathematics,
Technical University of Braunschweig, Germany, June
30--July 2, 2011.
Talk entitled
`Spectral estimation: linear vs. nonlinear.'
(slides)
-
Conference in Honor of Halbert L. White, Jr.:
Causality, Prediction, and Specification Analysis: Recent Advances and Future
Directions,
UCSD Economics Department, May 6-7, 2011.
Talk entitled
`Spectral estimation: linear vs. nonlinear.'
(slides)
-
Department of Biostatistics and Bioinformatics, University of California, San Diego,
March 8, 2011.
Talk entitled `Model-free model fitting and predictive distributions.'
-
Department of Statistics, Stanford University,
Jan. 4, 2011.
Talk entitled `Model-free model fitting and predictive distributions.'
-
Workshop on
"Fourier meets wavelets", Karlsruhe Institute of Technology,
Karlsruhe, Germany, Sept. 6-7, 2010. Talk entitled `The Linear Process
Bootstrap.'
-
28th European Meeting of Statisticians,
University of Piraeus, Greece,
Aug. 17-22, 2010. Special Invited Talk entitled `Model-free model fitting and predictive distributions.'
-
10th International Vilnius Conference on Probability and Mathematical Statistics,
Vilnius, Lithuania,
June 28--July 3, 2010. (Opening) Plenary Talk entitled `Model-free model fitting and
predictive distributions.'
(slides)
-
Institute for Advanced Study,
Technische Universitat Munchen,
June 24, 2010. Talk entitled `Model-free model fitting and predictive distributions.'
-
Department of Economics, University of California, San Diego,
June 1, 2010.
Talk entitled `Model-free model fitting and predictive distributions.'
-
Workshop on Resampling Methods and High Dimensional Data, College Station, Texas, March 25
-26, 2010.
Talk entitled `Model-free prediction in
regression.'
-
All-UC Econometrics conference, Riverside, Sept. 25-26, 2009.
Talk entitled `Recent results on the NoVaS methodolody for
financial time series.'
-
Department of Statistics, University of California, Riverside, Jan. 20, 2009.
Talk entitled `Self-normalization and
subsampling in non-regular time series
settings.'
-
Department of Economics, Universidad Pompeu Fabre, Barcelona, Spain, July 2, 2008.
Talk entitled `Recent results on subsampling.'
-
Department of Economics, Universidad Carlos III de Madrid, Spain, June 30, 2008.
Talk entitled `Recent results on subsampling.'
-
Department of Mathematics, University of Santiago di Compostela, Spain, June 24, 2008.
Talk entitled `Recent results on subsampling.'
-
First International Workshop on Functional and Operatorial Statistics, Toulouse, June 19-21, 2008.
Plenary Talk entitled `K-sample subsampling'.
-
Workshop on Bootstrap and Time Series, June 5-6th, 2008, University of Kaiserslautern, Germany.
Talk entitled `Self-normalization and
subsampling in non-regular time series
settings.'
- 56th Session of the ISI
(International Statistical Institute)
22 - 29 Aug. 2007, Lisbon. Invited talk entitled
`Model-free prediction'.
- LMU and TU Munich, Oberseminar
Finanz- und Versicherungsmathematik, June 21, 2007. Talk entitled
`Model-free prediction or Can the stock market be linearized?'.
-
First UC San Diego Workshop
in Statistics, Biostatistics and Bioinformatics:
Model selection and Statistical Learning,
March 15, 2007. Talk entitled
`Bagging multiple comparison'.
- Department of Statistics, Stern School of Business, New York University,
Mar. 31, 2006. Talk entitled
`Can the stock market be linearized?'.
- Department of Mathematics, University of Southern California,
Feb. 2, 2006. Talk entitled
`Bootstrap Methods for Time Series'.
- Department of Statistics, Athens University of Economics and Business,
Dec. 21, 2005.
Talk entitled
`Bootstrap Methods for Time Series'.
- Second International Symposium ``Advances in
Financial Forecasting", Loutraki, Greece, Oct. 21-26, 2005.
Keynote address entitled
`Model-free vs. Model-based Volatility Prediction'.
- Department of Statistics, University of Salerno,
Oct. 19, 2005.
Talk entitled
`Bootstrap Methods for Time Series'.
- Department of Statistics and Economics, University of Rome ``La Sapienza",
Oct. 14, 2005.
Talk entitled
`Bootstrap Methods for Time Series'.
-
Ente Luigi Einaudi for monetary, banking and financial studies, Rome,
Oct. 13, 2005. Talk entitled
`Model-free vs. Model-based Volatility Prediction'.
- Department of Economics, European University Institute, Florence,
Oct. 7, 2005.
Talk entitled
`Bootstrap Methods for Time Series'.
- NSF-NBER Time Series Conference, Heidelberg, Sept. 22-24, 2005.
Talk entitled
`Higher-order accurate, positive semi-definite estimation of large-sample
covariance and spectral density matrices'.
- Department of Economics, University of Geneva, Sept. 20, 2005.
Talk entitled
`Bootstrap Methods for Time Series'.
- Department of Economics, Stanford University, Nov. 10, 2004.
Talk entitled
`Model-free vs. Model-based Volatility Prediction'.
- International Workshop on
Recent Advances in Time Series Analysis, Cyprus, June 9-12, 2004.
Keynote address 1 entitled
`Bootstrap Methods for Time Series: a Selective Overview'.
(slides)
- International Workshop on
Recent Advances in Time Series Analysis, Cyprus, June 9-12, 2004.
Keynote address 2 entitled
`Model-free vs. Model-based Statistical Analysis of Financial Time Series'.
- Department of Economics, University of California---San Diego, March 30, 2004.
Talk entitled
`Model-free vs. Model-based Volatility Prediction'.
- 6th Hellenic-European Conference on Computer
Mathematics and
its Applications (HERCMA'03),
Athens University of Economics and Business,
Athens, Greece, September 25 - 27, 2003.
Talk entitled
`A new approach on estimation of the tail index'.
- Department of Statistical Science,
Cornell University, March 26, 2003.
Gave the talk entitled
`The Continuous-Path Bootstrap'.
- Department of Mathematical Sciences, Florida Atlantic University,
Boca Raton,
Nov. 7, 2002. Gave the talk entitled
`Adaptive bandwidth choice'.
- 24th European Meeting of Statisticians, Prague, Chech Republic, August 19-25, 2002.
Gave the talk entitled
`A new approach on estimation of the tail index'.
-
International Conference on Current Advances and Trends
in Nonparametric Statistics, Crete, Greece, July 15-19, 2002.
Gave the talk entitled
`Adaptive bandwidth choice'.
- York Annual Meeting in Econometrics, University of York, England, June 22, 2002.
Gave the talk entitled
`Smoothing with infinite-order kernels and adaptive bandwidth choice'.
- Department of Economics and Department of Statistics,
University of California, Riverside, May 9, 2002.
Gave the talk entitled
`Unit roots, Cointegration,
and the Continuous-Path Bootstrap'.
- Department of Economics,
University of Southern California , Nov. 29, 2001.
Gave the talk entitled
`Unit roots, Cointegration,
and the Continuous-Path Bootstrap'.
- Montreal, Canada, October 13-14, 2001.
Gave the keynote talk entitled
`Recent Advances in Resampling for Integrated (or Possibly
Integrated) Univariate Time
Series'
at the C.R.D.E. workshop ``Resampling Methods in Econometrics"
at the University of Montreal.
- Department of Economics,
University of California, San Diego , May 15, 2001.
Gave the talk entitled
`Unit roots, Cointegration,
and the Continuous-Path Bootstrap'.
- Workshop on Asymptotic Methods in Statistics
and Probability, Department of Statistics,
University of California, Davis , May 19-20, 2001.
Chaired Session IX, and gave the talk entitled
`Tapered block bootstrap'.
- Department of Statistics,
Stanford University , May 22, 2001.
Gave the talk entitled
`Unit roots, Cointegration,
and the Continuous-Path Bootstrap'.
- Brussels-York Colloquium in Econometrics
and Statistics, European Centre for Advanced Research in
Economics and Statistics (ECARES), Universite Libre de Bruxelles,
Brussels, March 23, 2001.
Gave the talk entitled
`Two variations on a block bootstrap theme'.
- Department of Statistics,
Athens University of Economics and Business,
Athens, Greece, December 15, 1999.
Gave the talk entitled
`Recent advances in nonparametric density estimation'.
- Department of Mathematics,
Universit\'e Paris X, Nanterre, France,
October 25, 1999.
Gave the talk entitled
`Recent advances in nonparametric function estimation'.
- International Conference on Recent Advances in
Probability and Statistics in honor of T. Cacoullos,
University of Athens, June 5, 1999.
Gave the talk entitled
`Some recent advances in nonparametric estimation'.
- 4th Hellenic-European Conference on Computer
Mathematics and
its Applications (HERCMA'98),
Athens University of Economics and Business,
Athens, Greece, September 26 - 28, 1998.
Gave the talk entitled
`On the sample mean of a stationary sequence under long-range
dependence and heavy tails'.
- 6th Purdue International Symposium on Statistical
Decision Theory and Related Topics,
W. Lafayette, June 17-23, 1998.
Gave the talk entitled `Resampling
Marked Point Processes'.
- University of California, Los Angeles, April 27, 1998.
Gave the
talk entitled `Subsampling and Resampling
Marked Point Processes'
at the Colloquium series of the Department of Statistics.
- University of California, Riverside, October 21, 1997.
Gave the
talk entitled `Subsampling and Resampling
Marked Point Processes'
at the Colloquium series of the Department of Statistics.
- Workshop on Resampling Methods, Centre de Recherches
Math\'ematiques, Universit\'e de Montreal, September 15-19, 1997.
Gave the talk entitled `Resampling
Marked Point Processes'.
- 3rd Hellenic-European Conference on Mathematics and
Informatics, Athens University of Economics and Business,
Athens, Greece, September 26 - 28, 1996.
Gave the talk entitled `Resampling
Marked Point Processes'.
- Second World Congress of Nonlinear Analysts,
Athens, Greece, July 10-17, 1996.
Gave the talk entitled `Subsampling and Resampling
Marked Point Processes'.
- Smoothing and Resampling in Economics Conference at
Humboldt University, Berlin, Germany, October 4-7, 1995.
Gave the talk entitled `Subsampling taken to its limit'.
- Multiple Decision Theory and Related Topics - A Conference in Honor of
Shanti S. Gupta, W. Lafayette, June 8-10, 1995.
Gave the talk entitled `Subsampling taken to its limit'.
- University of California, San Diego, May 8, 1995.
Gave the
talk entitled `Subsampling estimators with unknown rate of convergence'
at the Colloquium series of the Department of Mathematics.
- S\'eminaire Europ\'een de Statistiques: Likelihood, Time Series, with Econometric
and other Applications, Oxford, December 12-17, 1994.
Gave the talk entitled
`Recent results on subsampling stationary and nonstationary time series'.
- Calvin College Mathematics Colloquium, Calvin
College, October 13, 1994.
Gave the expository talk entitled `The bootstrap, the jackknife,
and other household items
in a statistician's toolbox'.
- Indiana University -- Purdue University at Indianapolis, Indianapolis,
October 5, 1994.
Gave the
talk entitled `Subsampling and Resampling
Stationary Time Series and Random Fields'
at the Colloquium series of the Department of Mathematics.
- University of Crete, Greece, July 26, 1994.
Gave a 90-minute special lecture
entitled `On subsampling'
at the Department of Mathematics Colloquium.
- Chapel Hill, North Carolina, June 20-25, 1994. Gave the
talk entitled `Subsampling' in the Invited Paper
Session on Resampling and Bootstrap Methods
of the joint 1994 Bernoulli Society Third World Congress and 57th IMS Annual Meeting.
- University of Georgia, Athens, February 25, 1994.
Gave the talk entitled
`Subsampling'
at the Colloquium series of the Department of Statistics.
- University of Chicago, November 15, 1993.
Gave the talk entitled
`Large-sample confidence regions based on subsamples under
minimal assumptions'
at the Colloquium series of the Department of Statistics.
- First IMS North American New Researchers Meeting, 4-7 August 1993, Berkeley.
Gave the talk entitled
`Bias-corrected Moving Blocks Bootstrap and Jackknife'.
- Symposium on New Directions in Time Series
Analysis, Heidelberg (Germany), June 23-27, 1992.
Gave the talk entitled
`Nonparametric Resampling for
Homogeneous and Strong Mixing Random Fields'.
- Northern Illinois University, Dekalb, March 19, 1992.
Gave the talk entitled `Non-Standard Maximum Entropy'
at the Seminar series of the Division of Statistics.
- University of Illinois, Urbana-Champaign, April 11, 1991.
Gave the talk entitled `The Stationary Bootstrap' at the
joint Purdue-Illinois Statistics
Colloquium.
- Spetses, Greece, July 29 -August 11, 1990.
Advanced Study Institute on Nonparametric
Functional Estimation and Related Topics, and gave the
talk with title `Bootstrapping Time Series via
Autoregressive Approximations'.
- Computing Science and Statistics:
22nd Symposium on the Interface, East Lansing, May 17-19, 1990.
Gave the talk entitled `A Nonparametric Resampling Procedure for
Multivariate Confidence Regions
in Time Series Analysis'.
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