Corcoran Memorial Lectures
The Corcoran Memorial lectures are named in memory of Stephen Corcoran, a DPhil student in the Department of Statistics. Stephen's research was in the field of empirical likelihood. He made substantial progress in this work but sadly his thesis remained unfinished at the time of his death from cancer in 1996. Part of Stephen's uncompleted thesis was edited by Professor A.C. Davison and published in Biometrika (1998, pp 967-972).
A family bequest established a lecture in honour of Stephen in which distinguished guest lecturers are invited to deliver a lecture on important aspects of their work. In addition, the Corcoran Memorial Prize is awarded every two years to students of the Department of Statistics for outstanding graduate work. The prizewinners are also invited to give a lecture.
We are delighted to announce that the winner of the 2016 Corcoran Memorial Prize is Dr Fiona Skerman for her DPhil dissertation entitled 'Modularity of Networks'. The prize will be awarded at the next Corcoran Memorial Lecture.
Date: Friday 24th November 2017, 3.00 pm
Speaker: Professor Steffen Lauritzen, Department of Mathematical Sciences, University of Copenhagen
Title: Maximum likelihood estimation in Gaussian models under total positivity
Abstract: The problem of maximum likelihood estimation for Gaussian distributions that are multivariate totally positive of order two (MTP2) is investigated. The maximum likelihood estimator (MLE) for such distributions exists based on just two observations, irrespective of the underlying dimension. It is further demonstrated that the MTP2 constraint serves as an implicit regularizer and leads to sparsity in the estimated inverse covariance matrix, determining what we name the ML graph. We show that the maximum weight spanning forest (MWSF) of the empirical correlation matrix is a spanning forest of the ML graph. In addition, we show that we can find an upper bound for the ML graph by adding edges to the MSWF corresponding to correlations in excess of those explained by the forest. We provide globally convergent coordinate descent algorithms for calculating the MLE under the MTP2 constraint which are structurally similar to iterative proportional scaling.
The lecture is based on recent joint work with Caroline Uhler and Piotr Zwiernik.
Venue: Large Lecture Theatre, Department of Statistics, 24-29 St Giles', Oxford
Please join us for drinks and nibbles afterwards in the ground floor social area.
To book your place, please register here.
Previous Corcoran Memorial Prize Winners
2014 Dr Therese Graversen, Statistical and Computational Methodology for the Analysis of Forensic DNA Mixtures with Artefacts
2012 Dr Robin Ryder, Phylogenetic Models of Language Diversification
2010 Dr Christopher Yau, Statistical Methodologies for the Detection of Copy Number Variation in Mammalian Genomes from High-Throughput Genomic Datasets
2008 Dr Chris Spencer, Human Genetic Variation and the Evidence for Natural Selection
and Dr Ludger Evers, Model Fitting and Model Selection for "Mixture of Experts" Models
2006 Dr Simon Myers, The Detection of Recombination Events Using DNA Sequence Data
2004 Dr Anja Sturm, On Spatially Structured Population Processes and relations to Stochastic Partial Differential Equations
2002 Dr Yih-Choung Teh, Critical Thresholds for Dynamic Routing in Queueing Networks
2000 Dr Matthew Stephens, Bayesian methods for mixtures of normal distributions
1998 Dr Mark Mathieson, Ordered Classes and Predictive Methods in Pattern Recognition
2015 Professor Arthur Gretton, Gatsby Computational Neuroscience Unit, University College London
2013 Professor Nils Lid Hjort (Department of Mathematics, University of Oslo)
2007 Professor David Spiegelhalter FRS, MRC Biostatistics Unit, University of Cambridge
2003 Professor Terry Speed, The Walter & Eliza Hall Institute of Medical Research, Melbourne & Department of Statistics, University of California, Berkeley
2002 Professor Anthony Davison, Swiss Federal Institute of Technology, Lausanne
2001 Professor Peter Hall, Australian National University
2000 Professor Bernard Silverman, University of Bristol
1999 Professor Peter McCullagh, University of Chicago
1998 Professor Adrian Smith, Imperial College, London
1997 Professor Don Rubin, Harvard University