Week 5: Statistics, Applied Probability & Operational Research Seminars
Date: 10 November
Venue: Lecture Theatre, Department of Statistics, 1 South Parks Road, Oxford, OX1 3TG
Time: 2:15 p.m.
Tea, coffee and biscuits are served after the seminar in the Statistics Common Room
Speaker: Axel Gandy<http://www2.imperial.ac.uk/%7Eagandy/>, Imperial College, London
Title: Algorithms for the Implementation and Evaluation of Monte Carlo Tests
Abstract: This talk presents two algorithms concerning Monte Carlo tests (such as a bootstrap or permutation test). The first implements Monte Carlo tests with a uniform bound on the resampling error. The second generates a conservative confidence interval of a specified length and coverage probability for the power of a Monte Carlo test. These are the first methods that achieve these aims for almost any Monte Carlo test. Previous research has mostly focused on obtaining as accurate a result as possible for a fixed computational effort, without a guaranteed precision. In the proposed algorithms, the computational effort is random and there is a guaranteed precision. For example, the second algorithms operates until a confidence interval can be constructed that meets the requirements of the user, in terms of length and coverage probability.
Seminar organiser: Professor Arnaud Doucet <mailto:[log in to unmask]>
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Christine Stone
Administrative and Personal Assistant
Department of Statistics, University of Oxford
1 South Parks Road
Oxford OX1 3TG
Tel: +44 (0)1865 272866/60 Fax: +44 (0)1865 272595
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