Department of Statistics
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London School of Economics
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WC2A 2AE

 

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News

Peter Hall Memorial Conference

peterHallconf

A memorial conference for the distinguished Australian statistician Peter Hall takes place at the University of California, Davis on 30 September to 1 October 2016. Peter, who sadly died on 9 January 2016, was a Visiting Professor in the Department of Statistics at LSE. He is remembered with a great deal of respect and affection by all who knew him.

The ACEMS Workshop in Honour of Peter Hall takes place at the University of Melbourne on 10-12 December 2016.

To quote from the workshop website, "On 9 January 2016, in Melbourne, Australia, the statistics community lost one of its greatest statisticians, Peter Hall. This workshop will gather friends and colleagues of Peter to celebrate this exceptional man and his unique contributions to statistics."

PeterHallWorkshop

Posted on 21 July 2016


Congratulations to all of our graduates!

Many congratulations to all of our UG and MSc students in the Department of Statistics who graduated on 13th July 2016! Remember to register with the LSE Alumni online community, a hub through which alumni of LSE can stay in touch with the School, network with one another and access a range of exclusive benefits and services. Keep in touch and best wishes for the future.

Graduation2016

Posted on 15 July 2016


Rajendra Bhansali Prize awarded to Stan Graumans

The Rajendra Bhansali Prize for Best Overall Performance by an MSc Risk and Stochastics Student has been awarded to Stan Graumans, a graduate from our MSc in Risk and Stochastics in the 2015-16 academic session.

The Rajendra Bhansali Prize is donated by Rajendra Bhansali, graduate (BSc(Econ), 1967 and PhD, 1971) and former member of staff (1967-68) of the LSE and now Emeritus Professor of Mathematical Sciences at the University of Liverpool. Professor Bhansali is pictured here with Stan at our graduation reception.

rajBhansali2016

Posted on 15 July 2016


Leonard Smith: Chaos in Weather Forecasting (Royal Meteorological Society)

Professor Leonard Smith will give a talk on Chaos in Weather Forecasting at Imperial College London on 14 December 2016 as part of the Royal Meteorological Society national meeting Chaos and Confidence in Weather Forecasting. Registration for the event is open.

Professor Smith is the Director of the Centre for the Analysis of Time Series (CATS).

LAS-RMS

Posted on 10 July 2016


Meena Kotecha: Livening up statistics teaching rooms by “LOL"

The Royal Statistical Society (RSS) has invited Meena Kotecha to organise a session for their upcoming Annual International Conference. Meena's invited session entitled “Communicating Statistics: Communication statistics to non-specialist university students” is scheduled on 8th September 2016 from 10:10am to 11:30am. Meena's session details are now available here.

Posted on 21st July 2016


9th European Summer School in Financial Mathematics

Professor Kostas Kardaras will give a mini course at the 9th European Summer School in Financial Mathematics, St Petersburg, 29 August 2016 to 2 September 2016. The title of this course is 'Market viability and hedging beyond NFLVR'.

Professor Kardaras is a member of the Rick and Stochastics group. He is the Chair of the Research Committee in the Department of Statistics.

ESS

Posted on 8 July 2016


9th World Congress of the Bachelier Finance Society

Professor Pauline Barrieu is a plenary speaker at the 9th World Congress of the Bachelier Finance Society in New York on 15-19 July 2016. The title of the talk is 'Assessing Financial Model Risk'.

Professor Barrieu is the Head of Department elect of the Department of Statistics and a member of our Risk and Stochastic group. She is also Co-Director of the Centre for the Analysis of Time Series (CATS).

worldCongress

Posted on 8 July 2016


APT 2016

On the 5th July, Meena Kotecha and nine LSE students presented at the APT conference which was jointly organised by LSE and the University of Greenwich. Meena's paper abstract can be accessed here and also highlights the names of the nine LSE students.

Meena Kotecha

 Posted on 14th July 2016


ChrisCakeresizedChris Skinner - End of Term as Head of Department marked by the Department

Colleagues in the Department of Statistics recently gathered to acknowledge the end of Chris Skinner's term as Head of Department. In time-honoured tradition, the occasion was marked with cake in the Leverhulme Library.

The Department would again like to take this opportunity to thank Chris for his hard work and dedication over the past 3 years. Chris will be succeeded by Professor Pauline Barrieu.

Group Picture Resized

Posted on 13 June 2016 


Data Linkage and Anonymisation INI Programme

Professor Chris Skinner (Head of the Department of Statistics and a member of our Social Statistics group) is one of the organisers of a Scientific Programme on Data Linkage and Anonymisation at the Isaac Newton Institute in Cambridge from 4 July to 21December 2016.

'Data Linkage and Anonymisation: Setting the Agenda', the first of four workshops in the programme, takes place on 5 to 8 July 2016. This workshop has been co-organised by Professor Skinner with Professor Natalie Shlomo from the University of Manchester.

data linkage image

Posted on 9 June 2016


Teaching Award Winners

Congratulations to our Graduate Teaching Assistants and PhD students Victory Idowu, Ragvir Sabharwal and Yajing Zhu, recipients of the 2016 LSE Class Teacher Awards. These achievements were celebrated at the Teaching Awards Celebration on 11th May 2016.

Photograph of Ragvir Sabharwal, Victory Idowu and Yajing Zhu

Posted on 12 May 2016


SADL and Statistics students

The Student Ambassadors for Digital Literacy (SADL) programme was launched in October 2013.

This year seven of the nine senior Ambassadors are from the statistics department and have played a major role in helping with the planning and teaching of workshops.

Dr Jane Secker (Copyright and Digital Literacy Advisor) has praised the impact the statistics students have had on making SADL a success.

SADL and Statistics: an interview with Professor Pauline Barrieu, our Deputy Head of Department and a member of our Risk and Stochastics Group. Professor Barrieu is also Co-Director of the Centre for the Analysis of Time Series (CATS).

Sadl_2

Posted on 12 May 2016


Risk and Stochastics Conference 2016

Thank you to all the speakers and delegates who participated in the 10th Risk and Stochastics  Conference on 21 and 22 April 2016, and a big thanks to Winton for hosting the conference.

RS Conference 2016 Group Photo

Posted on 25 April 2016


Visit to the Big Bang Data Exhibition

PhD students and members of staff from the Department of Statistics visited the Big Bang Data exhibition at Somerset House on Wednesday 24 February. 

Big Bang Data

Posted 7 March 2016


Meena Kotecha named an 'LSE innovator'

We are delighted to announce that our very own Meena Kotecha has been named an 'LSE Innovator' by the Learning Technology and Innovation (LTI) department at LSE. The title describes people who are leading and living innovative practice in their teaching. Meena has been teaching MA107, ST102 and MG211.2 since October 2006. You can read about the secret of her success, and view her short video interview here

In addition to this, Meena has recently been invited to speak at the RSS 2016 International Conference on the subject “Communicating Statistics to Non-specialist University Students.” Meena will present with two academics whom she has invited from UCL and the University of Manchester to cover degree paths such as life sciences and medical science. You can view more information on the Conference here.

The Department would like to take this opportunity to congratulate Meena on her achievements.
Meena Kotecha


Professor Peter Hall, 1951 - 2016

We are deeply saddened by the news that Professor Peter Hall, LSE Centennial Professor in 2000-2002, Fellow of the Royal Society, Foreign Member of the National Academy of Science (USA), and Fellow of Australian Academy of Science, passed away on 9 January 2016.

Our condolences are extended to his family.

Professor Peter Hall


Wishing you all a very Happy Christmas and New Year

From everyone in the Department of Statistics.

Christmas

Posted 21 December 2015


Winton Prize awarded to Winter 2015 graduating student

The Winter 2015 Graduation Ceremony for Department of Statistics postgraduate students took place on 14 December 2015. Eileen Boyce attended the post-ceremony reception on behalf of Winton to congratulate Finbarr O'Donoghue, the recipient of the Winton Prize for Best Dissertation in MSc Statistics/MSc Statistics Financial Statistics.

Finbarr ODonoghue And Eileen Boyce

 

We extend our congratulations to all our students who graduated in 2015.

Posted on 15 December 2015


2015 Student Christmas Party

Students in the Department of Statistics had their Christmas party at Sway in Great Queen Street (WC2B) on 30 November 2015. Some more photos can be viewed here.

XmasParty2

Posted on 3 December 2015


Ice Skating at Somerset House

PhD students and staff braved the cold weather on 24 November 2015 to go ice skating at Somerset House.

20151124_150828 (1)

Posted on 24 November 2015


Worshipful Company of Actuaries annual lecture and award

Martin Clarke, the Government Actuary, gave the annual Worshipful Company of Actuaries lecture to our Actuarial Science undergraduate students on 9 November 2016. The title of his lecture was Financial Risks in Government.

Abstract: As a specialist adviser on some of the major financial liabilities of government, the Government Actuary is well-placed to reflect on the attitude to risk within Whitehall and to describe the professional challenges of his unique position.

Actuarial involvement in government can be traced back to the 19th century and the Government Actuary's Department has been around for nearly 100 years. The current Government Actuary will explain the role of actuaries in government today, focusing on areas which are distinct from private sector work:

1) Intergenerational fairness in pensions and social security - the rate of exchange for risks that are underwritten across generations and the levers that government has to manage them.
2) The quantification and risk mitigation for contingent liabilities and other sovereign risks. Some recent case studies of government initiatives supported by actuarial analysis.
3) The support of robust decision-making through professionally-sourced analysis. How the analytical professions including actuaries interface across government to inform policy-making.

Dennis Tay received the annual WCA award for best actuarial science student.

wca

Posted on 20 November 2015


CimateChangeByNumbers

Award for "Climate Change by Numbers" (BBC4)

The team behind the BBC programme Climate Change by Numbers, which included Professor Leonard Smith, Director of the Centre for the Analysis of Time Series (CATS), has won the gold AAAS Kavli Science Journalism Award in the category of ‘In-Depth Reporting’.

The awards recognise outstanding reporting for a general audience and honour individuals (rather than institutions, publishers or employers) for their coverage of the sciences, engineering and mathematics.

The judges said that the team "used clever analogies and appealing graphics to discuss three key numbers that help clarify important questions about the scale and pace of human influence on climate. The program featured a trio of mathematicians who use numbers to reveal patterns in data, assess risk, and help predict the future."

Posted on 20 November 2015 


"Nature does not play dice!" Randomisation without an experiment

This half-day session takes place at the Royal Statistical Society on Tuesday 9 February 2016. It has been organised by Dr Sara Geneletti, a member of our Social Statistics group, who will introduce the sessions. Three data situations are explored where units have been randomised in some way without a trial taking place. The speakers are Vanessa Didelez (University of Bristol), Dominik Hangartner (LSE and University of Zurich) and Ioannis Bakolis (King's College London).

Please visit the Royal Statistical Society Stats Life events calendar for more information.

SG-RSS 

Posted on 17 November 2015


20151115_100525Cumberland Lodge - November 2015

Thank you very much to all our students and staff who attended the "Probability and Statistics: Tools for Understanding the World" residential weekend at Cumberland Lodge on 13-15 November 2015. This included a special talk entitled Predictions, probability and JEDI insights by Professor Leonard Smith, the Director of the Centre for the Analysis of Time Series (CATS)

20151113_213214

Posted on 17 November 2015


New drop in clinic for students on LSE’s maths and stats courses

Just six weeks after its launch, the Maths & Stats Support Centre has established itself as the go-to source of advice for students on LSE’s core quantitative courses. Please read the full blog entry by Academic developer Mark Baltovic here.

teaching_blog_header_950px

Posted on 13 November 2015


Evaluating the Economics of Climate Risks and Opportunities in the Insurance Sector

LSE has released the findings of a five-year research project tracking the impact of climate change on the insurance sector.

The multi-million pound project, undertaken by the ESRC Centre for Climate Change Economics and Policy, has involved more than 30 academics, government and industry bodies, all working together to analyse the financial risks and opportunities posed by climate change.

Sponsored by Munich Re, one of the world’s leading insurance reinsurers, the project has linked scientific findings of climate change with their economic impact on financial products, disaster loss insurance and forecasting.

Established in October 2008 with a multi-million pound budget over a five-year period, the Programme funded LSE researchers, visiting professors and a PhD student, as well as events and activities. The Programme’s research was directed by Professor Leonard Smith, Director of the Centre for the Analysis of Time Series (CATS).

Professor Smith said: “These findings pull together in one place the major insights and accomplishments achieved, from posters to presentations, with the full literature available. It shows what can be accomplished when industry and academia work in concert.”

The Report can be downloaded here and includes the abstracts of two technical papers co-authored by Professor Pauline Barrieu, the Deputy Head of the Department of Statistics and Co-Director of CATS.

MunichRe

Posted on 11 November 2015


ALBowley

Arthur Bowley - LSE's first statistician

2015 is a year of Bowley anniversaries – 120 years since his first lecture at LSE, 100 years since his appointment as Professor of Statistics and 80 years since his retirement in 1935.

Arthur Bowley was born in Bristol in 1869. Aged two when his father James Bowley died he was brought up by his mother, Maria Johnson, and a supportive extended family. In 1879 he entered Christ’s Hospital eventually specialising in mathematics and receiving annual prizes. In 1888 went to Trinity College Cambridge with a scholarship in mathematics, apparently destined to be a mathematics teacher. Bowley’s burgeoning interest in social conditions – reading Fabian Society pamphlets and subscribing to the Economic Journal – encouraged his interest in the developing discipline of statistics.

Read the full article at LSE History, celebrating 120 years of LSE.

Published on 6 November 2015


Pauline Barrieu - talk at INFORMS annual meeting, Philadelphia

Professor Pauline Barrieu, our Deputy Head of Department and a member of our Risk and Stochastics group, gave an invited talk on Assessing Financial Model Risk at INFORMS 2015 annual meeting. The event took place at Independence Hall in Philadelphia on 1-4 November 2015. Professor Barrieu's talk was chaired by Patrick Cheridito, Princeton University.

Abstract: Model risk has a huge impact on any risk measurement procedure and its
quantification is therefore a crucial step. In this paper, we introduce three quantitative measures of model risk when choosing a particular reference model within a given class: the absolute measure of model risk, the relative measure of model risk and the local measure of model risk. Each of the measures has a specific purpose and so allows for flexibility.

The institute for Operations Research and the Management Sciences (INFORMS) is the largest society in the world for professionals in the field of operations research (O.R.), management science and analytics.

informs2015

Posted on 4 November 2015


StatisticsWithoutMathematics

Statistics without Mathematics

Statistics without Mathematics, a new book written by Professor Emeritus David J Bartholomew, is now available from Sage Publications. The books deals with the ideas that drive statistics and is an ideal primary for students who need an introduction to the concepts of statistics. The book provides an informal introduction that sets out the conceptual tools required by anyone undertaking statistical procedures for the first time and those needing a fresh perspective whilst studying the work of others.

Key topics include variability; standard distributions; correlation; relationship; sampling; inference

Professor Bartholomew joined LSE in 1973 and remained with us until his retirement in 1996. He was a Pro-Director between 1988 and 1991. He was President of the Royal Statistical Society between 1993 and 1995 and is a Fellow of the British Academy.

In December 2011 the Department of Statistics held a conference honouring the scientific achievements of Professor Bartholomew. Photos from that conference can be viewed here.

Posted on 2 November 2015


Pauline Barrieu - public lecture at Collegium Halveticum            

Professor Pauline Barrieu, a member of our Risk and Stochastics group, gave a public lecture on Assessing financial model risk at Collegium Helveticum (a joint initiative of ETH Zürich and the University of Zurich) on Thursday 8 October 2015.            

Abstract: Model risk has a huge impact on any financial or insurance risk measurement procedure and its quantification is therefore a crucial step. In this paper, we introduce three quantitative measures of model risk when choosing a particular reference model within a given class: the absolute measure of model risk, the relative measure of model risk and the local measure of model risk. Each of the measures has a specific purpose and so allows for flexibility. We illustrate the various notions by studying some relevant examples, so as to emphasize the practicability and tractability of our approach.

Please see further information here.  

You can listen to an audio recording of the lecture here.

20150604_grilling_barrieu_640

Posted on 13 October 2015


James Abdey - LSE Innovators case study

The department is proud to announce that Dr James Abdey is one of the five inaugural LTI LSE Innovators case studies. James is a passionate advocate of student learning and innovative pedagogy, as well as being an engaging teacher who uses technology for the betterment of the student experience.

Learning Technology and Innovation (LTI) supports innovation in teaching and learning with technology at the LSE. Its series of case studies, LSE Innovators, highlights the people who are leading innovative practice in their teaching.

James Abdey: An Injection of Showmanship
James Abdey LSE Innovators video

JamesAbdey_print

Posted on 13 October 2015


annaschroeder

PhD Research Poster Prize Award Winner

Anna Louise Schröder, a member of our Time Series group, is the second recipient of the department’s annual PhD Student Research Poster Prize of £500 for her research poster Frequency-Specific Change-Point Detection in Multichannel EEG Seizure Recordings.

Anna is in the fourth and final year of her PhD and is supervised by Professor Piotr Fryzlewicz. Her research interests include nonstationary time series, in particular change-point detection in mean and variance, as well as in time-varying spectra, with applications to finance and neuroscience.

Please view a PDF copy of the poster here.

Posted on 7 October 2015


Irini Moustaki - Keynote Speaker at FGME

Professor Irini Moustaki, a member of our Social Statistics group, was a keynote speaker at the 12th Conference of the section of methods and evaluation of the German Psychological Society (12. Tagung der Facgruppe Methoden & Evaluation der Deutschen Gesellschaft für Psychologie). The conference took place at Friedrich-Schiller-Universität Jena on 16-18 September 2015 and Professor Moustaki's talk was on "Modelling item missingness in cross-sectional multivariate data and drop out in longitudinal multivariate data: a latent variable approach".

Abstract: Sample surveys collect information on a number of variables for a randomly selected number of respondents. Among other things, the aim is often to measure some underlying trait(s) of the respondents through their responses to a set of questions and that is often achieved by fitting a latent variable model.

Surveys are either cross-sectional or longitudinal and missingness occurs in both. Cross-sectional surveys often suffer from item non-response where longitudinal surveys suffer from drop out and item non-response. A latent variable approach is adopted for handling non-ignorable item non-response and drop out. Various model specifications are proposed to model the missing data mechanism together with the measurement and structural model. The model for the missing data mechanism will serve two purposes: first to characterize the item non-response/ drop-out as ignorable or non-ignorable and consequently to study the patterns of missingness/drop out and characteristics of non-respondents but also to study through a sensitivity analysis the effect that a misspecified model for the missing data mechanism might have on the structural part of the model.

The models proposed will be applied to real data from the European Social Survey and the British Household Panel Survey.

IriniFGME

Posted on 23 September 2015


Kostas Kardaras - Minerva Foundation Lectures

Professor Kostas Kardaras, a member of our Risk and Stochastics group, will give a short series of Minerva Foundation lectures at Columbia University (Department of Mathematics) on 13, 16, 20 and 22 October 2015. The title is "Monotone convex analysis on $L^0_+$".

Abstract: Of importance in the field of Mathematical Finance and Economics is the space $L^0$, consisting of all equivalence classes of measurable functions built over a sigma-finite measure space equipped with the topology of convergence in measure. The absence of local convexity of the $L^0$-topology renders the use of traditional functional-analytic methods---especially those relying on the Hahn-Banach theorem and its offspring---impossible. In this series of talks, we shall develop a theory for monotone (nondecreasing) convex and concave functionals on $L^0_+$, the nonnegative orthant of $L^0_+$. Classical results in convex analysis, such as Fenchel-Moreau duality, have appropriate equivalents through a natural, but non-classical, ``duality'' pairing of $L^0_+$ with itself. Standard topics such as arbitrage theory, utility maximization and existence of equilibrium will be presented as applications of the abstract theory. If time permits, certain deeper results on the structure of $L^0_+$ will also be discussed.

KostasKar

Posted on 22 September 2015


Leonard Smith - Accelerating Scientific Discovery

Professor Leonard Smith, Director of the Centre for the Analysis of Time Series (CATS), is a keynote speaker at the 3rd National eScience Symposium Accelerating Scientific Discovery in Amsterdam on 8 October 2015. Professor Smith's talk will be on "Doing Science in the Dark".

ASD-LeonardSmith

Posted on 21 September 2015


Pauline Barrieu - public lecture at Collegium Halveticum

Professor Pauline Barrieu (Deputy Head of the Department of Statistics, Co-Director of the Centre for the Analysis of Time Series and a member of our Risk and Stochastics group) will give a public lecture on Assessing financial model risk at Collegium Helveticum (a joint initiative of ETH Zürich and the University of Zurich) on Thursday 8 October 2015.

Abstract: Model risk has a huge impact on any financial or insurance risk measurement procedure and its quantification is therefore a crucial step. In this paper, we introduce three quantitative measures of model risk when choosing a particular reference model within a given class: the absolute measure of model risk, the relative measure of model risk and the local measure of model risk. Each of the measures has a specific purpose and so allows for flexibility. We illustrate the various notions by studying some relevant examples, so as to emphasize the practicability and tractability of our approach.

Please see further information here and here.

barrieu_640

Posted on 18 September 2015


Non-likelihood Based Statistical Modelling

Dr Wicher Bergsma (Associate Professor in our Social Statistics group) and Professors Piotr Fryzlewicz and Qiwei Yao were amongst the participants at the Non-likelihood Based Statistical Modelling event at the Centre for Research in Statistical Methodology (CRiSM), University of Warwick, on 7-9 September 2015. The scientific organiser of this workshop was Professor Emeritus Howell Tong, Chair in Statistics at LSE from 1999 until his retirement in 2009. 

Warwick1

Posted on 10 September 2015


Claus Moser, 1922 - 2015

The Department of Statistics is deeply saddened to report that Claus Moser, Baron Moser, of Regent's Park in the London Borough of Camden, died on 4 September 2015 at the age of 92. Baron Moser first taught at LSE in 1943 at the invitation of Sir Maurice Kendall. Following service in the Royal Air Force he returned to LSE in 1946 and became Professor of Social Statistics in 1961. He was appointed Director of the Central Statistical Office by Harold Wilson, then Prime Minister, in 1967 and made a Knight Commander of the Bath (KCB) in 1971. He was made a life peer in 2001.

ClausMoser

Posted on 7 September 2015


Pauline Barrieu discusses statistics and modelling (video) - now over 1,000 viewings

The video of Professor Pauline Barrieu discussing her approach to modelling and changing trends in the financial markets has now been viewed more than 1,000 times. Watch the video on You Tube

Professor Barrieu is the Deputy Head of the Department of Statistics and a member of our Risk & Stochastics group. She is also the Co-Director of the Centre for the Analysis of Time Series (CATS). Her research interests are focused on model uncertainty, insurance-linked securitization, contract designing, environmental economics and financial mathematics.

PBarrieuGG

Posted on 7 September 2015


UK Causal Inference Meeting 2016

The Centre for Statistical Methodology at the London School of Hygiene and Tropical Medicine (LSHTM) will host the 4th annual meeting of the UK Causal Inference Meeting (UK-CIM), which will take place from Wednesday 12 April 2016 to Friday 15 April 2016. This meeting is co-organised by LSE. A selection of pre-conference courses will take place on Tuesday 12 April 2016.

The UK-CIM is an initiative to organise a regular UK based meeting on causal inference as a collaborative effort across the methodology research community in the health, economics and social sciences.

Please visit the conference website here.

LogosLSHTM

Posted on 7 September 2015


London-Paris Bachelier Workshop on Mathematical Finance

In the second of a series of meetings bridging the London and Paris mathematical finance communities, a two-day London-Paris Bachelier Workshop on Mathematical Finance takes place in the Great Hall at King's College London on Friday 25 September 2015 and Saturday 26 September 2015.

The purpose of the workshop is to exchange information about recent research being carried out in the two communities, and to encourage cross-channel research collaborations. 

Speakers include Dr Hao Xing, a member of the Risk and Stochastics group in the Department of Statistics, as well as Dr Christoph Czichowsky of the financial mathematics group in the Department of Mathematics. Dr Luciano Campi (Risk and Stochastics group) is a member of the organising committee. 

Please visit the workshop website, here.

BchelierPoster

Posted 3 September 2015


Financial Mathematics and Economics Workshop - Thank You!

The Department of Statistics says a big thank you to all the speakers and delegates who participated in the Current Challenges in Financial Mathematics and Economics workshop in August 2015.

CCFME

Whiteboards

Posted on 27 August 2015


Methods Summer Programme

Professor Irini Moustaki, a member of our Social Statistics group, taught Latent Varaible Modelling and Structural Equation Modelling for Social Sciences Research on 17 to 21 August 2015 as part of the Methods Summer Programme

SummerSchoolIrini1

SummerSchoolIrini2

Further Methods Summer Programme courses were taught be Dr James Abdey (Statistical Methods for Social Research using SPSS) and Dr Matteo Barigozzi (Factor Models in Time Series with Applications in Macroeconomics and Finance). 

Posted on 21 August 2015


Hackney City Farm

Imelda Noble, Sarah McManus and Steve Ellis from the Department of Statistics joined professional services staff colleagues from other departments on Wednesday 5 August 2015 to volunteer for clearing work at Hackney City Farm.

HackneyCityFarm

Posted on 7 August 2015


HuaLi

Inaugural Rajendra Bhansali Prize awarded to Hua Li

The inaugural Rajendra Bhansali Prize for Best Overall Performance by an MSc Risk and Stochastics Student has been awarded to Hua Li, a graduate from our MSc in Risk and Stochastics and the staff-student liaison representative for the programme in the 2014-15 academic session.

The Rajendra Bhansali Prize is donated by Rajendra Bhansali, graduate (BSc(Econ), 1967 and PhD, 1971) and former member of staff (1967-68) of the LSE and now Emeritus Professor of Mathematical Sciences at the University of Liverpool, who is pictured here with Hua Li at our graduation ceremony.

Posted on 20 July 2015


im1Irini Moustaki appointed as Honorary Professor at the Hong Kong Institute of Education

Irini Moustaki, Professor of Statistics in our Social Statistics group, has been appointed as Honorary Professor in the Department of Psychological Studies at the Hong Kong Institute of Education. This is for the period 1 July 2015 to 30 June 2018.

Posted on 2 July 2015


IriniIRTItem response theory paper now available at Applied Psychological Measurement

IRT modelling in the presence of zero-inflation with application to psychiatric disorder severity, authored by Melanie M Wall (Columbia University and New York State Psychiatric Institute), Jung Yeon Park (Columbia University) and Irini Moustaki (LSE), is now available to read at Applied Psychological Measurement (OnlineFirst). Also see LSE Research Online.

Abstract: Item response theory (IRT) has been increasingly utilized in psychiatry for the purpose of describing the relationship among items in psychiatric disorder symptom batteries hypothesized to be indicators of an underlying latent continuous trait representing the severity of the psychiatric disorder. It is common to find zero-inflated (ZI) data such that a large proportion of the sample has none of the symptoms. It has been argued that standard IRT models of psychiatric disorder symptoms may be problematic due to the unipolar nature of many clinical traits. In the current article, the authors propose to address this by using a mixture model to approximate the unknown latent trait distribution in the IRT model while allowing for the presence of a nonpathological subgroup. The basic idea is that instead of assuming normality for the underlying trait, the latent trait will be allowed to follow a mixture of normals including a degenerate component that is fixed to represent a non-pathological group for whom the psychiatric symptoms simply are not relevant and hence are all expected to be zero. The authors demonstrate how the ZI mixture IRT method can be implemented in Mplus and present a simulation study comparing its performance with a standard IRT model assuming normality under different scenarios representative of psychiatric disorder symptom batteries. The model incorrectly assuming normality is shown to have biased discrimination and severity estimates. An application further illustrates the method using data from an alcohol use disorder criteria battery.

Professor Moustaki is a member of our Social Statistics group.

Posted on 26 June 2015


PhD/Staff Summer Badminton Competition

PhD students, alumni and staff in the Department of Statistics got together at Finsbury Leisure Centre on 11 June 2015 for a friendly badminton competition. Very special thanks go to Baojun Dou (a PhD student in our Time Series group), Cheng Li (a PhD student in our Risk & Stochastics group) and Shaojun Guo (a research officer in our Time Series group) for organising this.

Pictured below
Back row: Qiwei Yao; Ali Habibnia; Wicher Bergsma; Piotr Fryzlewicz; Cheng Li; Shaojun Guo
Front row: Yajing Zhu; Jia Wei Lim; Phoenix Feng; Wenqian Cheng

Badminton

Posted on 12 June 2015


BarigozziMatteo Barigozzi confirmed as a speaker at the Econometrics of Networks Workshop

Dr Matteo Barigozzi, a member of our Time Series group, is one of the confirmed speakers at the Econometrics of Networks Workshop, organised by the Institute for New Economic Thinking at the University of Cambridge. This workshop takes place on 14 June 2015.

Dr Barigozzi's talk is 'NETS: Network Estimation for Time Series' (joint work with Christian Brownless, Universitat Pompeu Fabra).

Posted on 12 June 2015


Beatrice Acciao and Kostas Kardaras will be plenary speakers at the 7th General AMaMeF and Swissquote conference

Dr Beatrice Acciaio and Professor Kostas Kardaras, members of our Risk and Stochastics group, will be plenary speakers at the 7th General Advanced Mathematical Methods in Finance and Swissquote Conference 2015 on 7-10 September 2015 at the Swisstech Convention Centre, EPFL, Switzerland. Professor Pauline Barrieu, our Deputy Head of Department and also a memember of our Risk and Stochastics group, is a member of the scientific committee for this conference.

swissquote

Posted on 11 June 2015


19th International Congress on Insurance: Mathematics and Economics (IME 2015)

Professor Pauline Barrieu, our Deputy Head of Department and a member of our Risk and Stochastics group, is a member of the scientific committee for the IME 2015 conference at the University of Liverpool on 24-26 June 2015. The plenary speakers are Søren Asmussen, Montserrat Guillén and Stéphane Loisel.

Professor Barrieu is the Co-Director of the Centre for the Analysis of Time Series (CATS).

IME2015

Posted on 11 June 2015


Jouni KuhaDetails of Opinion Poll Inquiry Announced

The British Polling Council (BPC) has announced further details of the inquiry into the performaance of the opinion polls that is has established in collaboration with the Market Research Society (MRS). Under the chairmanship of Professor Patrick Sturgis, Director of the National Centre for Research Methods (NCRM) at the University of Southampton, the inquiry is charged with the task of establishing the degree of inaccuracy in the polls, the reasons for the inaccurancies it identifies, and whether the findings and conduct of the polls were adequately communicated to the general public.

The membership of the inquiry panel includes Jouni Kuha, Associate Professor of Statistics and Research Methodology at LSE. Dr Kuha is the Head of the Department of Methodology and a member of the Social Statistics group in the Department of Statistics.

Posted on 9 June 2015


Adieu but not goodbye

We say a fond farewell to Penelope Smith, our undergraduate administrator, who is leaving us temporarily while she and her husband Darren await the birth of their first child. Everyone in the department wishes Penny the very best in the coming months and looks forward to her return. Some of our staff are pictured here with Penny, with a cake baked especially for the occasion by our department manager, Imelda Noble.

photo 3

Posted on 9 June 2015


geartyGrilling1Pauline Barrieu on statistics and modelling

Professor Pauline Barrieu discusses her approach to modelling and changing trends in the financial markets. Watch the video on You Tube

Professor Barrieu is the Deputy Head of the Department of Statistics and a member of our Risk & Stochastics group. She is also the Co-Director of the Centre for the Analysis of Time Series (CATS)

More videos from the "Gearty Grillings" series can be viewed here

Posted on 4 June 2015


BergsmaMaking new drugs safer and faster to develop

Wicher Bergsma, Associate Professor in the Department of Statistics and a member of our Social Statistics group, helped pharmaceutical giant GlaxoSmithKline to develop a better way to analyse vaccine trials.

You can read more here and download a PDF copy of the impact case study.

Posted on 1 June 2015


Ali Habibnia "highly commended" at the LSE Research Festival

Our PhD student Ali Habibnia (Time Series group and Systemic Risk Centre) presented his research poster Nonlinear forecasting with many predictors by neural network factor models at the LSE Research Festival exhibition on 21 May 2015, where is was chosen as "highly commended research". Ali had previously won a prize of £500 for this poster, awarded by the department's Research Committee.

You can view the poster here.

Ali_Poster

Ali Habibnia with our Head of Department, Professor Chris Skinner.

Posted on 22 May 2015


PhD Presentation Event 2015

The department's annual PhD Presentation Event took place on 19 and 20 May 2015, affording our MPhil and PhD students an opportunity to present their research topics and findings to an audience of fellow students and staff. A big thank you goes to everyone who presented at and attended this event, which was hosted by Dr Angelos Dassios, our Doctoral Programme Director.

More information about the event can be viewed here.

PhDEvent2014-15

Posted on 22 May 2015


huiWangHui Wang appointed as Visiting Senior Fellow

Professor Hui Wang from the School of Finance at the Central University of Finance and Economics has been appointed as a Visiting Senior Fellow in the Department of Statistics for the period 14 August 2015 to 13 August 2016.

Professor Hui's visit is hosted by Professor Qiwei Yao of our Time Series group.

Posted on 14 May 2015

 

 


KuhaGeneral Election 2015: Explaining the Exit Poll

Jouni Kuha, Associate Professor of Statistics and Research Methodology and Head of the Department of Methodology at LSE, explains the detail behind the exit poll forecast and indicates some of the difficulties in putting together a forecast under considerable time pressures. Please read his blog entry here

Posted on 7 May 2015 

 


teachingAwards1LSE Teaching Excellence Awards 2015

Dr Milt Mavrakakis, Dr James Abdey, Dr Anastasia Kakou and Dr Jose Pina-Sánchez from the Department of Statistics attended the LSE Student-led Teaching Excellence Awards reception in the Saw Swee Hock Student Centre on 5 May 2015. Milt, Anastasia and Jose won Class Teaching Awards. James won an Award for Inspirational Teaching and was highly commended.

Posted on 6 May 2015


elenaElena Erosheva, University of Washington

Dr Elena A Erosheva, Associate Professor of Statistics and Social Work, from the Centre for Statistics and Social Sciences at the University of Washington visited the department between 27 April 2015 and 4 May 2015. This visit was hosted by Professor Irini Moustaki of our Social Statistics group. During her visit, Elena gave a talk on Life-Course Data Analysis: A Generalized Hierarchical Unimodal Curve Registration Approach.

Abstract:  A major aim of life course data analysis is to describe the within- and between-individual variability in a behavioural outcome, such as crime or drug use. Popular methods for analysing individual behavioural trajectories -- group-based trajectory and growth mixture models -- rely on a combination of growth curve and mixture modelling. Applications of these methods have been popular with criminologists and developmental psychologists, and are quickly expanding to other areas such as clinical medicine and public health. Most commonly, these applications seek to identify distinct trajectory patterns. In this talk, I start by describing these traditional approaches to life course data analysis, and summarize observations on the statistical practice. I then present an alternative approach, Unimodal Curve Registration (UCR). This approach allows researchers to describe individual criminal careers via individual-specific phase and amplitude departures from the unimodal population age-crime curve. The generalized hierarchical UCR approach accommodates different types of outcomes via underlying latent Gaussian random variables, and allows for covariate effects on phase and amplitude. The ideas are illustrated using (a) scale data on antisocial behaviour from Montreal Longitudinal and Experimental Study and (b) self-reported counts of yearly marijuana use from the Denver Youth Survey.

Joint work with Donatelo Telesca and Ross Matsueda

Posted on 5 May 2015


Ali Habibnia will present at the 2015 LSE Research Festival

Ali Habibnia, a PhD candidate in the Department of Statistics (researcher in the Systemic Risk Centre and Time Series research group) will present his research poster entitled Nonlinear forecasting with many predictors by neural network factor models at the LSE Research Festival Exhibition on 21 May 2015.

More information about the festival can be viewed here.  

scan00020-horz

Posted on 1 May 2015


BSDPMBBernard Sinclair-Desgagné and Pauline Barrieu: Seminar on Economic Policy when Models Disagree

Bernard Sinclair-Desgagné, Professor in the Département des affaires internationales at HEC Montréal, and Pauline Barrieu, Professor in the Department of Statistics and Co-Director of the Centre for the Analysis of Time Series, give a talk on 30 April 2015 on Economic Policy when Models Disagree in the Centre for Philosophy of Natural and Social Science.

Abstract: This paper introduces a general approach to conceive public policy when there is no consensual model of the situation of interest. This approach builds on one basic attribute  of rational policymakers -- namely their ability to appraise their experts’ scenarios and  forecasts -- and uses only one normative criterion: that the value to policymakers of a  remedy’s projected outcomes meets their willingness to escape the current situation.  Unlike the methods currently put forward in the literature, it does not need -- but  is compatible with -- a representative policymaker’s objective function (as in the ambiguity aversion literature), a reference model (as in robust control theory) or some prior probability distribution over the set of supplied scenarios (as in Bayesian model-averaging). It can handle situations where policy decisions are made through collective deliberations and voting. Policies constructed in this manner are shown to be effective, robust, simple and precautionary in a precise and intuitive sense.

More information can be viewed here.

Professor Sinclair-Desgagné is a Visiting Professor in the Department of Statistics.

Posted on 30 April 2015


James Abdey - Student-lead Teaching Excellence Award 2015

We are delighted to be able to announce that Dr James Abdey has been Highly Commended in the category of Award for Inspirational Teaching in the Student-led Teaching Excellence Awards 2015.

The awards are run by the LSE Students' Union, supported by the Teaching and Learning Centre and sponsored by the LSE Annual Fund.

JamesAbdey

Posted on 24 April 2015


Statistics students become digital literacy ambassadors

Student Ambassadors for Digital Literacy (SADL) is a programme currently open to undergraduate students in the Departments of Statistics, Social Policy, International Relations and Law. It is run by Learning Technology and Innovation (LTI) and the Library and it is now in its second year.

This year the SADL team appointed four Senior Ambassadors who completed the programme in 2013-14. The Seniors are all Statistics students and include third year student Seow Wei Chin and second year students Djelila Delior, Simran Masand and Eugene McGeown. Their role was to help plan and run the workshops in conjunction with LTI and Library staff and to supervise a group project which was presented at the end of the programme..

Please read more here (PDF download). 

Senior_ambassadors1

Posted on 23 March 2015


IriniM-vertAERA Outstanding Reviewer for 2014 awarded to Irini Moustaki

The American Educational Research Association (AERA) and Journal of Educational and Behavioral Statistics (JEBS) has chosen Professor Irini Moustaki of our Social Statistics group as the Outstanding Reviewer for 2014. An award ceremony takes place at the Journal Publications Committee Reception in Chicago on 16 April 2015.

Posted on 11 March 2015 


smpLatent variable modelling and structural equation modelling for social sciences research

As part of the Methods Summer Programme (Quantitative Social Research Methods), Professor Irini Moustaki will teach ME115 Latent variable modelling and structural equation modelling for social sciences research on 17-21 August 2015. 

Posted on 9 February 2015


smpFactor models in time series with applications in macroeconomics and finance

As part of the Methods Summer Programme (Methods for Economists), Dr Matteo Barigozzi will teach ME111 Factor models in time series with applications in macroeconomics and finance on 24-28 August 2015.

Posted on 9 February 2015


smpStatistical methods for social research using SPSS

As part of the Methods Summer Programme (Quantitative Social Research Methods), Dr James Abdey will teach ME108 Statistical methods for social research using SPSS on 17-28 August 2015.

Posted on 9 February 2015


Erica-ThompsonWorld can cut carbon emissions and live well (GOV.UK Department of Energy and Climate Change press release)

Dr Erica L Thompson, a Research Officer working in the Centre for the Analysis of Time series (CATS), played a key role in the interpretations and presentation of the IPCC climate projections, translating changes in lifestyle/policy into impacts. Please read the press release here.

Professor Leonard Smith is the Director of CATS and Professor Pauline Barrieu is Co-Director. Professor Emeritus Henry Wynn is the Chair.

Posted on 28 January 2015  


marcYor1Special conference in memory of Marc Yor at LPMA (Paris) in June 2015

Journées à la mémoire de Marc Yor, a special conference in memory of Professor Marc Yor, who died on 9 January 2014, takes place in Paris on 3 to 5 June 2015, organised by the LPMA (Probabilities and Random Models Laboratory). Marc was a Visiting Professor in the Department of Statistics and an inspiration to all who knew him.

Please visit the conference website here.
Please read an obituary of Marc, written by Hélyette Geman and Monique Jeanblanc, here.

marcYor2

Posted on 20 January 2015


LASImproving weather forecasts - REF impact case study film

The Improving weather forecasts to avoid disruptions, damage and disaster REF impact case study film by Professor Leonard Smith has the highest hit rate of any LSE research impact film (as of 13/01/2015). You can watch the film here.

Professor Smith is the director of the Centre for the Analysis of Time Series (CATS).

Posted on 14 January 2015


BernardBernard Sinclair-Desgagné appointed Visiting Professor

We are very pleased to announce that Bernard Sinclair-Desgagné, Professor in the  Département des affaires internationales at HEC Montréal, has been appointed as a Visiting Professor in the Department of Statistics. This appointment is for a period of three years from 1 December 2014 to 30 November 2017.

Posted on 15 December 2014


RagnarNorbergHeriot Watt Honorary Degree awarded to Ragnar Norberg

Heriot-Watt University has awarded an Honorary Degree (Doctorate) to Professor Ragnar Norberg of the University of Lyon 1 (Institut de Science Financiere et d'Assurances - ISFA). Professor Norberg was a Professor of Statistics at LSE from 2000 to 2010 and is now Emeritus Professor of Statistics. He was a founder member of our Risk and Stochastics group and the 2015 Risk and Stochastics Conference at the Royal Statistical Society is held in his honour.

Posted 25 November 2014


JouniKuhaMore of us are heading down social ladder, new research shows

A study by Oxford University and LSE shows that, contrary to what is widely supposed, there has been no decline in social mobility in Britain over recent decades but more of us are moving down rather than up the social ladder. The study looked at a total of more than 20,000 British men and women in four birth cohorts from 1946, 1958, 1970 and 1980-84.

‘The mobility problem in Britain: New findings from analysis of birth cohort data’, by Associate Professor Erzsébet Bukodi, Dr John Goldthorpe and Dr Lorraine Waller of Oxford University, with Dr Jouni Kuha (LSE, departments of Methodology and Statistics), is published in the early online issue of the British Journal of Sociology on Thursday 6 November 2014.

The researchers used data from the National Survey of Health and Development (1946), the National Child Development Study (1958), the British Cohort Study (1970) and the UK Household Longitudinal Study (1980-84).

Posted 7 November 2014


IriniIrini Moustaki to assume the role of Editor-in-Chief of Psychometrika

With effect from 1 November 2014 Professor Irini Moustaki takes up the post of Editor-in-Chief of Psychometrika, the scientific journal of the Psychometric Society. This post is for a period of four years.

Posted 22 October 2014


MyrsiniKESRC future research leaders fellowship awarded to Dr Myrsini Katsikatsou

The department is delighted to announced that Dr Myrsini Katsikatsou has been awarded an ESRC future research leaders fellowship, total value £242,870. The research project, "Methods of analysis and inference for social survey data within the framework of latent variable modelling and pairwise likelihood", will start on 1 October 2014 for a period of 36 months.

Dr Katsikatsou is currently the research officer on the NCRM/ESRC research grant "Item nonresponse and measurement error in cross-national surveys: methods of data collection and analysis" held by Dr Jouni Kuha.

Posted 18 July 2014


Themed edition of the Journal of the Royal Statistical Society: Series C (Applied Statistics)

Dr Jouni Kuha and Professor Irini Moustaki have collaborated as guest associate editors to produce a special themed edition of the Journal of the Royal Statistical Society: Series C (Applied Statistics), volume 63 (2), pages 191-360, February 2014. Originating in a two-day conference on social statistics at the LSE in December 2011, organised by Professor Moustaki to honour the scientific contributions of Professor Emeritus David J Bartholomew, the papers in this edition represent a wider range of styles than is usual for the journal.

Posted: 18 March 2014


Professor Marc Yor (1949 - 2014)

We are deeply saddened to report that Professor Marc Yor has died. He was liked and respected by all who knew him and will be greatly missed. Our condolences are extended to his family.

Marc Yor made pioneering contributions to research on stochastic processes and their applications in financial mathematics. He had been a professor at Paris VI since 1981 and was a Visiting Professor in the Department of Statistics at LSE.

Posted : 10 January 2014


 

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