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       


Past Lecturers

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