From A Cauchy Surprise to The Half-Cauchy Miracle
Xiao-Li Meng, Whipple V. N. Jones Professor of Statistics, Harvard University
Abstract: This talk follows the path from Pillai and Meng (2016, Annals of Statistics), “ An unexpected encounter with Cauchy and Levy” to Liu, Meng, and Pillai (2025, https://arxiv.org/abs/2501.01065) “A Heavily Right Strategy for Integrating Dependent Studies in Any Dimension”, inviting the audiences to join a journey to explore an emerging and mystic force in principled statistical inference in arbitrarily high dimensions: heavy-tail approximations.
Cost: free
Audience
- Faculty/Staff
- Student
- Post Docs/Docs
- Graduate Students
Contact
Kisa Kowal
(847) 491-3974
Email
Interest
- Academic (general)