CAST Seminar: Radu Craiu

Join us at the CANSSI Ontario STatistics Seminars (CAST) with

Radu Craiu

Professor
Department of Statistical Sciences
University of Toronto

Talk Title

Statistical Elucidation of Latent Structures via Copulas

Abstract

Latent variable models, be they static or dynamic, are ubiquitous in statistical analyses. We present copula-based extensions of such models and discuss the inferential benefits and computational challenges that result from these extensions. The methodology is illustrated using numerical experiments and data analyses.

Speaker Profile

Dr. V. Radu Craiu is Professor of Statistical Sciences at the University of Toronto. He studied Mathematics at the University of Bucharest (BS 1995, MS 1996) and received a PhD from the Department of Statistics at The University of Chicago in 2001. His main research interests are in computational methods in statistics, especially, Markov chain Monte Carlo algorithms (MCMC), Bayesian inference, copula models, model selection procedures and statistical genetics. He is currently Contributing Editor for the IMS Bulletin and Associate Editor for the Journal of the American Statistical Association – Theory and Methods, Harvard Data Science Review, Journal of Computational and Graphical Statistics, Statistics Surveys, The Canadian Journal of Statistics, and Statistical Methods and Applications. He received the 2016 CRM-SSC prize, is a Fellow of the Institute of Mathematical Statistics, a Fellow of the American Statistical Association, a Faculty Affiliate of the Vector Institute, and an Elected Member of the International Statistical Institute.