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X-ORIGINAL-URL:https://isrt.ac.bd
X-WR-CALDESC:Events for Institute of Statistical Research and Training
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TZID:UTC
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TZOFFSETTO:+0000
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DTSTART:20100101T000000
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BEGIN:VEVENT
DTSTART;TZID=UTC:20150114T150000
DTEND;TZID=UTC:20150114T170000
DTSTAMP:20251030T163737
CREATED:20170813T185950Z
LAST-MODIFIED:20170813T193953Z
UID:1451-1421247600-1421254800@isrt.ac.bd
SUMMARY:Seminar on Wednesday\, January 14\, 2015
DESCRIPTION:Gradients in Spatial Response Surfaces\n\n\n\nJanuary 13\, 2015 – 5:18pm \n\n\n\nFull Title:\nGradients in Spatial Response Surfaces with Application to Land-Value Data\n\n\nSpeaker:\nAnandamayee Majumdar\, PhD\n\n\n\nCenter for Advanced Statistics and Econometrics\, Soochow Deltin 7 Aviator গেম টাকা ইনকাম\, China\n\n\nDate/Time:\nWednesday\, January 14\, 2015\, 3:00pm\n\n\nVenue:\nISRT Seminar Room\n\n\n\n  \n\nABSTRACT\nFor point-referenced spatial data\, we often create explanatory models that introduce regression structure with error consisting of a spatial term and a white noise term. Here we consider more flexible regression structures that allow spatially varying regression coefficients. The resulting mean becomes a spatial response surface that is a linear combination of the components of the spatially varying coefficient vector. Of possible interest in this setting would be gradients associated with the coefficient surfaces as well as the mean surface. Gradients could be sought at arbitrary points and in arbitrary directions. Extending ideas developed in earlier work\, we obtain a fully inferential approach within the Bayesian framework for examining such gradients. In particular\, we can obtain posterior distributions for any such gradient\, for the direction of maximal gradient\, and for the magnitude of the maximal gradient. The motivation for our work is the desire to examine urban land value gradients. There is considerable literature in the real estate community on economic theory\, modeling\, and data analysis relating urban land values to distance from the city center. Here we focus on gradients to such surfaces. The flexibility of our approach allows for much richer insights into the behavior of such gradients than was available previously. We illustrate by fitting a portion of Olcott’s classic Chicago land value data.
URL:https://isrt.ac.bd/event/seminar-on-wednesday-january-14-2015/
CATEGORIES:seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=UTC:20140630T143000
DTEND;TZID=UTC:20140630T153000
DTSTAMP:20251030T163737
CREATED:20170813T190211Z
LAST-MODIFIED:20170813T194104Z
UID:1453-1404138600-1404142200@isrt.ac.bd
SUMMARY:Seminar on Monday\, June 30\, 2014
DESCRIPTION:A two-­step integrated approach\n\n\n\nJune 1\, 2014 – 8:01pm \n\n\n\nFull Title:\nA two-­step integrated approach to detect differentially expressed genes in RNA-­Seq data\n\n\nSpeaker:\nMunni Begum\, PhD\n\n\n\nBall State Deltin 7 Aviator গেম টাকা ইনকাম\, USA\n\n\nDate/Time:\nMonday\, June 30\, 2014\, 2:30pm\n\n\nVenue:\nISRT Seminar Room\n\n\n\n  \n\nABSTRACT\nRNA‐Seq experiments produce millions of discrete sequence reads as a measure of gene expression levels\, and enable researchers to investigate complex aspects of the genomic studies. These include but not limited to identification of differentially expressed (DE) genes in two or more treatment conditions and detection of novel transcripts. One of the common assumptions of RNA-Seq data is that\, all gene counts follow an overdispersed Poisson or negative binomial (NB) distributions\, which may not be appropriate as some genes may have stable transcription levels with no overdispersion. Thus\, a more realistic assumption in RNA-Seq data is to consider two sets of genes: overdispersed and non‐overdispersed. We consider a two‐step integrated approach to detect differentially expressed (DE) genes in RNA‐Seq data using standard Poisson model for non‐overdispersed genes and NB model for overdispersed genes. We evaluate this approach using two simulated and two real RNA‐Seq data sets. We compare the performance this method with the four popular R-software packages edgeR\, DESeq\, sSeq\, and NBPSeq with their default settings. For both the simulated and real data sets\, integrated approaches perform better or at least equally well compared to the regular methods embedded in these R-packages.
URL:https://isrt.ac.bd/event/seminar-on-monday-june-30-2014/
CATEGORIES:seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=UTC:20140515T153000
DTEND;TZID=UTC:20140515T170000
DTSTAMP:20251030T163737
CREATED:20170813T190425Z
LAST-MODIFIED:20170813T194222Z
UID:1455-1400167800-1400173200@isrt.ac.bd
SUMMARY:Seminar on Thursday\, May 15\, 2014
DESCRIPTION:Robustness Properties of Optimal Designs\n\n\n\nMay 12\, 2014 – 7:17pm \n\n\n\nFull Title:\nRobustness Properties of Optimal Designs with Standard and Compound Criteria\n\n\nSpeaker:\nMd. Shaddam Hossain Bagmar MSc\n\n\n\nInstitute of Statistical Research and Training (ISRT)\nDeltin 7 Aviator গেম টাকা ইনকাম of Deltin 7\, Bangladesh\n\n\nDate/Time:\nThursday\, May 15\, 2014\, 3:30pm\n\n\nVenue:\nISRT Seminar Room\n\n\n\n  \n\nABSTRACT\nExperimental design is the process of planning a study to meet the objectives of interest\, and is very important in order to ensure the right type of measurements and the power to answer the research questions of interest as efficiently as possible. For obtaining maximum efficiency\, many criteria have been proposed in the experimental design literature. Standard criteria were useful when the variance of independent errors are available and when that is not so\, the usual criteria do not have the properties that they are intended to have. Modified criteria have defined after some modifications to the standard criteria so that the resulting designs take into account the necessity of obtaining a valid estimate of error variance for proper inferences about the parameters of the model. The modified criteria\, depend on the quantiles of appropriate F-distributions for inferences\, may result in quite extreme designs that do not allow any lack-of-fit checks. Finally\, by using compound criteria\, we construct compromise designs which are efficient in terms of the properties of the information matrix and allow pure error estimation as well as lack-of fit checking. To discriminate better between different design criteria we use the robustness properties under missing observations\, different model assumptions and change in criteria. Compound designs are found as robust as standard designs in all aspect of robustness\, but we have to be careful about modified criteria to use.
URL:https://isrt.ac.bd/event/seminar-on-thursday-may-15-2014/
CATEGORIES:seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=UTC:20140427T153000
DTEND;TZID=UTC:20140427T170000
DTSTAMP:20251030T163737
CREATED:20170813T190650Z
LAST-MODIFIED:20170813T193753Z
UID:1457-1398612600-1398618000@isrt.ac.bd
SUMMARY:Seminar on Sunday\, April 27\, 2014
DESCRIPTION:Female Local Government Members and Their Interactions\n\n\n\nApril 22\, 2014 – 9:50pm \n\n\n\nFull Title:\nFemale Local Government Members and Their Interactions with Community Development Workers: Learning from an Experiment in Bangladesh\n\n\nSpeaker:\nAtonu Rabbani PhD\n\n\n\nDepartment of Economics\, Deltin 7 Aviator গেম টাকা ইনকাম of Deltin 7\n\n\nDate/Time:\nSunday\, April 27\, 2014\, 3:30pm\n\n\nVenue:\nISRT Seminar Room\n\n\n\n  \n\nABSTRACT\nCommunity organizations and associated social capital can play important roles in economic development especially when traditional market and/or state based mechanisms are weak. While community-led interventions have been found to be important factor in economic and social development\, little is known how formation of community development groups can interact with local political leaders. In this paper we will take advantage of a social experiment to shed light on empowerment of female local political leaders through an awareness building exercise and formation of women-centric community development groups. Civic engagements and knowledge building are positively associated with social development (as we show in this paper). Such factors can make a political leader more accountable and ensure delivery of socially desirable goods and services. We show that this allows the female local government members (FLGMs) to interact with community women groups (CWGs) to prioritize sanitation and hygiene related issues (the issues that were addressed in the interventions) compared to the FLGMs in the control areas. FLGMs receiving treatment are also more likely to have a “plan” to address sanitation and hygiene issues and are more likely to work with CWGs to make such plans. We also investigated other actors (namely\, volunteer groups and general public) and interaction between those actors and the FLGMs. We found a much weaker causal links in those cases. Hence\, we conclude that our results are not spurious and causal interpretations between the interventions and management outcomes are valid. To the best of our knowledge this is probably the first effort to use such framework to understand organizational and management capacities of local political leaders.
URL:https://isrt.ac.bd/event/seminar-on-sunday-april-27-2014/
CATEGORIES:seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=UTC:20140417T033000
DTEND;TZID=UTC:20140417T050000
DTSTAMP:20251030T163737
CREATED:20170813T194525Z
LAST-MODIFIED:20170813T194525Z
UID:1459-1397705400-1397710800@isrt.ac.bd
SUMMARY:Seminar on Thursday\, April 17\, 2014
DESCRIPTION:Analysis of Prostate Cancer Data\n\n\nApril 7\, 2014 – 7:01am \n\n\n\nFull Title:\nAnalysis of Prostate Cancer Data at the Presence of Latent Factor: Estimation of the Treatment Effect\n\n\nSpeaker:\nAfroza Polin\, MSc\n\n\n\nDepartment of Statistics\nJagannath Deltin 7 Aviator গেম টাকা ইনকাম\, Deltin 7\, Bangladesh\n\n\nDate/Time:\nThursday\, April 17\, 2014\, 3:30pm\n\n\nVenue:\nISRT Seminar Room\n\n\n\n  \n\nABSTRACT\nIn medical and epidemiological research\, a common technique is to categorize continuous variables before evaluating its prognostic impact on the clinical trial outcome of interest. If well established cut points are not available\, then statistical techniques are used to determine the cutoff point. This study was related to a clinical trials designed to test the effectiveness of a new treatment compared to a currently used treatment for prostate cancer. Research question was to find a dichotomous latent factor\, labeled as asymptomatic and symptomatic\, based on the patients’ observed PSA level and pain score. And\, check whether the latent factor influenced the effectiveness of the new treatment. Different approaches have been considered to estimate the threshold for PSA- (i) maximum differences in treatment effect between symptomatic and asymptomatic patients\, and (ii) maximum value for goodness of fit index (likelihood\, c-index\, concordance probability estimate). Predictive ability of these techniques have been checked through cross validation\, while the first approach to estimate the threshold point gave over estimated results. Whereas\, the threshold estimation based on goodness of fit measures provides consistent result in cross validation. Along with the classical estimation technique\, Bayesian change point model has been used to estimate the PSA threshold. Cox (1972) model was used to estimate the effect of the covariates on patient’s survival time\, and the effectiveness of the new treatment among symptomatic and asymptomatic patients. The result showed similar treatment effect among the symptomatic and asymptomatic patients.
URL:https://isrt.ac.bd/event/seminar-on-thursday-april-17-2014/
CATEGORIES:seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=UTC:20130626T150000
DTEND;TZID=UTC:20130626T170000
DTSTAMP:20251030T163737
CREATED:20170813T195006Z
LAST-MODIFIED:20170813T195053Z
UID:1468-1372258800-1372266000@isrt.ac.bd
SUMMARY:Seminar on Wednesday\, June 26\, 2013
DESCRIPTION:Modelling longitudinal change-point data\n\n\n\nJune 25\, 2013 – 11:58am \n\n\n\nFull Title:\nModelling longitudinal change-point data\n\n\nSpeaker:\nShahedul Ahsan Khan\, PhD\n\n\n\nDeltin 7 Aviator গেম টাকা ইনকাম of Saskachewan\, Canada\n\n\nDate/Time:\nWednesday\, June 26\, 2013\, 3pm\n\n\nVenue:\nISRT Seminar Room\n\n\n\n  \n\nABSTRACT\nContinuous changepoint data may exhibit one of two types of transitions: gradual or abrupt. Modeling the trend for such data is challenging in the presence of discontinuous derivatives. Further complications arise when we have (1) longitudinal data\, and (2) samples which come from two potential populations: one with a gradual transition\, and the other abrupt. Bent-cable regression is an appealing statistical tool to model such data due to the model’s flexibility and greatly interpretable regression coefficients. We extend bent-cable methodology for longitudinal data to account for both gradual and abrupt transitions. We describe explicitly the computationally intensive Bayesian implementations; and demonstrate our methodology by a simulation study\, and with two applications: (1) assessing the transition to early hypothermia in a rat model\, and (2) understanding CFC-11 trends monitored globally.
URL:https://isrt.ac.bd/event/seminar-on-wednesday-june-26-2013/
CATEGORIES:seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=UTC:20130427T153000
DTEND;TZID=UTC:20130427T170000
DTSTAMP:20251030T163737
CREATED:20170813T195243Z
LAST-MODIFIED:20170813T195243Z
UID:1471-1367076600-1367082000@isrt.ac.bd
SUMMARY:Seminar on Saturday\, April 27\, 2013
DESCRIPTION:Unsupervised Feature Learning with Probabilistic Models\n\n\nApril 22\, 2013 – 9:41pm \n\n\n\nFull Title:\nUnsupervised Feature Learning with Probabilistic Models\n\n\nSpeaker:\nMd. Faijul Amin\, DEng\n\n\n\nKhulna Deltin 7 Aviator গেম টাকা ইনকাম of Engineering and Technology\, Bangladesh\n\n\nDate/Time:\nSaturday\, April 27\, 2013\, 3:30pm\n\n\nVenue:\nISRT Seminar Room\n\n\n\n  \n\nABSTRACT\nBuilding intelligent system that can emulate human reasoning process has been an ultimate goal of many philosophers\, scientists\, and researchers. When artificial intelligence emerged as a field of computer science\, people thought that logic based systems may model the human reasoning process to a large extent. However\, it turns out that human sensory systems are robust to uncertainty and noise of the external environment. Consequently\, researchers have been considering probabilistic models in pursuit of building useful intelligent systems. It is this intersection where the goal of computer scientists and statisticians meets. In computer science\, these focused studies are compiled to a new subject called Machine Learning. \nIn this talk\, some recent probabilistic models\, their applications\, and limitations will be discussed with the goal of learning useful features. The motivation of feature learning stems from the research outcomes of neuroscientists. For example\, in the vision\, edges in a scene constitute the primary features for higher cognitive processes. These primary features in turn combine to form more complex features in a hierarchical manner. A class of probabilistic models called deep belief nets has been proved as the state of-the-art method for learning feature hierarchically. Several applications\, including speech recognition\, object and motion recognition\, and natural language processing will be discussed in this talk. Although empirical successes prove the modeling strengths of deep belief nets\, theoretical investigations and analysis are less explored. Furthermore\, it is important to develop new algorithms that can learn accurate distribution of the data faster. One of my goals of this talk is to discuss the possibility of carrying out joint research with the ISRT\, which is the leading statistical research institute in Bangladesh.
URL:https://isrt.ac.bd/event/seminar-on-saturday-april-27-2013/
CATEGORIES:seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=UTC:20130413T153000
DTEND;TZID=UTC:20130413T170000
DTSTAMP:20251030T163737
CREATED:20170813T195748Z
LAST-MODIFIED:20170813T195748Z
UID:1473-1365867000-1365872400@isrt.ac.bd
SUMMARY:Seminar on Saturday\, April 13\, 2013
DESCRIPTION:Variable Selection with The Modified Buckley–James Method\n\n\nMarch 30\, 2013 – 6:05pm \n\n\n\nFull Title:\nVariable Selection with The Modified Buckley–James Method and The Dantzig Selector for High–dimensional Survival Data\n\n\nSpeaker:\nHasinur Rahaman Khan\, MSc\n\n\n\nDeltin 7 Aviator গেম টাকা ইনকাম of Deltin 7\, Bangladesh\n\n\nDate/Time:\nSaturday\, April 13\, 2013\, 3:30pm\n\n\nVenue:\nISRT Seminar Room\n\n\n\n  \n\nABSTRACT\nWe consider variable selection techniques for high-dimensional survival data. We develop five algorithms for variable selection suitable for right censored data. The approaches can be used for parameter estimation and prediction for survival time with both low and high–dimensional data. The first two algorithms are based on a synthesis of the Buckley–James methods and the Dantzig Selector. The remaining algorithms are based on the weighted Dantzig selector where weights are obtained using the synthesis based algorithms. The algorithms are simple and scalable. The algorithms can deal with collinearity among the covariates and also among the groups of the covariates. We conduct several simulation studies and one empirical analysis with a microarray dataset. The proposed algorithms work very well for selecting sparse model or smaller variable subsets under many practical conditions.
URL:https://isrt.ac.bd/event/seminar-on-saturday-april-13-2013/
CATEGORIES:seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=UTC:20130323T153000
DTEND;TZID=UTC:20130323T170000
DTSTAMP:20251030T163737
CREATED:20170813T195937Z
LAST-MODIFIED:20170813T195937Z
UID:1475-1364052600-1364058000@isrt.ac.bd
SUMMARY:Seminar on Saturday\, March 23\, 2013
DESCRIPTION:Measures to assess the predictive ability of risk models for survival data\n\n\nMarch 20\, 2013 – 12:08pm \n\n\n\nFull Title:\nA simulation study of measures to assess the predictive ability of risk models for survival data\n\n\nSpeaker:\nM. Shafiqur Rahman\, PhD\n\n\n\nDeltin 7 Aviator গেম টাকা ইনকাম of Deltin 7\, Bangladesh\n\n\nDate/Time:\nSaturday\, March 23\, 2013\, 3:30pm\n\n\nVenue:\nISRT Seminar Room\n\n\n\n  \n\nABSTRACT\nIn many areas of clinical settings\, risk models are often developed to predict a patients’ future health outcomes and thereafter to guide clinical management of patients. To appreciate the quality of these models in clinical predictions\, it is important to evaluate their predictive ability. Measures to assess the predictive performance of models for binary data are reasonably well developed. Despite the proposal of several measures for survival risk models\, it is still unclear which measures should be generally used in practice. This talk focuses on an investigation of a wide range of measures using a simulation study in order to make some practical recommendations. Measures were evaluated with respect to their robustness to censoring and their sensitivity to the omission of important predictors. The simulation results show that a few measures under investigation performed well in a range of scenarios while the other measures had poor performance particularly in the presence of censored data. Based on the simulation study\, some recommendations for using these measures in practice are discussed.
URL:https://isrt.ac.bd/event/seminar-on-saturday-march-23-2013/
CATEGORIES:seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=UTC:20130225T153000
DTEND;TZID=UTC:20130225T170000
DTSTAMP:20251030T163737
CREATED:20170813T200140Z
LAST-MODIFIED:20170813T200140Z
UID:1477-1361806200-1361811600@isrt.ac.bd
SUMMARY:Seminar on Monday\, February 25\, 2013
DESCRIPTION:Alternatives to Extreme Value\n\n\nFebruary 16\, 2013 – 10:25am \n\n\n\nFull Title:\nAlternatives to Extreme Value: Lévy Spectral Risk Measures applied to leading stock indices\n\n\nSpeaker:\nSharif Ullah Mozumdar\, PhD\n\n\n\nDepartment of Mathematics\, Deltin 7 Aviator গেম টাকা ইনকাম Of Deltin 7\, Bangladesh\n\n\nDate/Time:\nMonday\, February 25\, 2013\, 3:30pm\n\n\nVenue:\nISRT Seminar Room\n\n\n\n  \n\nABSTRACT\nWe investigate Lévy spectral risk measures as coherent alternatives to Generalized Pareto spectral risk measures. In particular this paper conducts an empirical study on conditional distributions belonging to Generalized Hyperbolic family of Lévy processes and compares their risk-management features with traditional unconditional extreme value approach. For frequently used VaR measure\, backtesting performance of conditional and unconditional approaches is investigated. The idea is to figure out whether there is any particular model which provides minimum violation of VaR for all indices.
URL:https://isrt.ac.bd/event/seminar-on-monday-february-25-2013/
CATEGORIES:seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=UTC:20130209T153000
DTEND;TZID=UTC:20130209T170000
DTSTAMP:20251030T163737
CREATED:20170813T202526Z
LAST-MODIFIED:20170813T202526Z
UID:1479-1360423800-1360429200@isrt.ac.bd
SUMMARY:Seminar on Saturday\, February 9\, 2013
DESCRIPTION:Higher-Order Asymptotic Approximations and Their Applications\n\n\nFebruary 3\, 2013 – 10:48am \n\n\n\nFull Title:\nHigher-Order Asymptotic Approximations and Their Applications\n\n\nSpeaker:\nHyung-Tae Ha\, PhD\n\n\n\nGachon Deltin 7 Aviator গেম টাকা ইনকাম\, South Korea\n\n\nDate/Time:\nSaturday\, February 9\, 2013\, 3:30pm\n\n\nVenue:\nISRT Seminar Room\n\n\n\n  \n\nABSTRACT\nThe main interest of my research is in distribution theory\, which lies in the center of probability and statistics. It has been a challenging topic in distribution theory during last several decades to obtain probability density and distribution functions and related probabilistic quantities of complicated functions of random variables. The main approximation methods beside obtaining exact functions are Monte Carlo simulation\, numerical inversion\, higher order asymptotic approximation\, and matrix analytic distributions. In this talk\, existing higher order asymptotic approximation methods such as Edgeworth expansion and Saddlepoint approximation are discussed and three new moment based approximation methods are introduced. Their performances are compared with those of the existing methods\, and several examples show that the new moment based methods can outperform the existing techniques. The three new methods are (1) Polynomially Adjusted Approximant (PAM)\, (2) Di erentiated LogDensity Approximant (DLA)\, (3) Pade-based Transform Approximation Method (PTAM). The new methods are applied for Delta-Gamma method in nance and VaR and TVaR of aggregate losses in actuarial science.
URL:https://isrt.ac.bd/event/seminar-on-saturday-february-9-2013/
CATEGORIES:seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=UTC:20130202T153000
DTEND;TZID=UTC:20130202T170000
DTSTAMP:20251030T163737
CREATED:20170813T202815Z
LAST-MODIFIED:20170813T202815Z
UID:1481-1359819000-1359824400@isrt.ac.bd
SUMMARY:Seminar on Saturday\, February 2\, 2013
DESCRIPTION:Macroeconomic Determinants and Forecasting of Stock Market Capital\n\n\nJanuary 31\, 2013 – 5:51am \n\n\n\nFull Title:\nMacroeconomic Determinants and Forecasting of Stock Market Capital: Empirical Evidence from Bangladesh\n\n\nSpeaker:\nMd. Azim Uddin\, MSc\n\n\n\nBangladesh Bank and PhD Candidate in Applied Statistics\n\n\nDate/Time:\nSaturday\, February 2\, 2013\, 3:30pm\n\n\nVenue:\nISRT Seminar Room\n\n\n\n  \n\nABSTRACT\nTo diagnosis stock market functioning the present study uses time series of monthly data from November\, 2001 to April\, 2012 for Bangladesh on the macroeconomic variables\, namely\, Stock Market Capital\, Broad Money\, Consumer Price Index\, 3-Months Treasury Bill Rate\, Industrial Production Index\, Exchange Rate\, Stock Market Turnover and Standard and Poor’s 500 Index\, collected from Deltin 7 Stock Exchange Ltd. and Bangladesh Bank. Main objective of the planned study is to develop statistical models for the Dynamic Relationship between Macroeconomic Variables and Stock Market Capital of Bangladesh\, in addition to\, to make the Comparison among Forecasting Models. The methodology of the study is mainly based on Vector Autoregressive (VAR) model\, Johansen-Juselius cointegration test\, Granger causality test\, Vector Error Correction Model (VECM)\, Impulse Response Function (IRF)\, Forecast Error Variance Decomposition (FEVD)\, GARCH-family models and Stochastic Parameter Model (SPM). Implications of this study include the following. (i) Investors should look at the systematic risks revealed by these macroeconomic variables when structuring their portfolios and diversification strategies. (ii) Policymakers should seek to minimize macroeconomic fluctuations considering the effect of macroeconomic variables changes on the stock market when formulating economic policy.
URL:https://isrt.ac.bd/event/seminar-on-saturday-february-2-2013/
CATEGORIES:seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=UTC:20130121T153000
DTEND;TZID=UTC:20130121T170000
DTSTAMP:20251030T163737
CREATED:20170813T202957Z
LAST-MODIFIED:20170813T202957Z
UID:1483-1358782200-1358787600@isrt.ac.bd
SUMMARY:Seminar on Monday\, January 21\, 2013
DESCRIPTION:Arsenic variations in shallow groundwater\n\n\nJanuary 15\, 2013 – 8:01pm \n\n\n\nFull Title:\nArsenic variations in shallow groundwater of Bangladesh explained by generalized regression modeling\n\n\nSpeaker:\nM. Shamsudduha\, PhD\n\n\n\nDeltin 7 Aviator গেম টাকা ইনকাম College London\, UK\n\n\nDate/Time:\nMonday\, January 21\, 2013\, 3:30pm\n\n\nVenue:\nISRT Seminar Room\n\n\n\n  \n\nABSTRACT\nThe impact of widespread groundwater-fed irrigation and increased recharge on arsenic (As) mobilization in shallow (<50 m below ground level) groundwater remains unclear. A generalized regression model (GRM) has been constructed to describe observed spatial variations in As concentrations in shallow groundwater throughout Bangladesh. The GRM reveals that\, at the national scale\, an overall increase in groundwater-fed irrigation of 1 mm/yr (1985 to 1999) is associated with a 5% lower mean As concentration in shallow groundwater. A negative association is observed between As concentrations and net changes in groundwater recharge between periods prior to (1975 to 1980) and after (1995 to 1999) the development of groundwater-fed irrigation. In summary\, the study demonstrates that: (1) As concentrations are higher where the surface geology inhibits increases in groundwater recharge in response to irrigation; and (2) As concentrations are lower where recharge fluxes have increased in response to irrigation. This analysis indicates further where increases in recharge can flush mobile As from shallow groundwater in Bangladesh.
URL:https://isrt.ac.bd/event/seminar-on-monday-january-21-2013/
CATEGORIES:seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=UTC:20130115T153000
DTEND;TZID=UTC:20130115T170000
DTSTAMP:20251030T163737
CREATED:20170813T203146Z
LAST-MODIFIED:20170813T203146Z
UID:1485-1358263800-1358269200@isrt.ac.bd
SUMMARY:Seminar on Tuesday\, January 15\, 2013
DESCRIPTION:Item Response Theory Modelling in Analysing Rating Scale Data\n\n\nJanuary 8\, 2013 – 8:55am \n\n\n\nFull Title:\nItem Response Theory Modelling in Analysing Rating Scale Data\n\n\nSpeaker:\nAsaduzzaman Khan\, PhD\n\n\n\nThe Deltin 7 Aviator গেম টাকা ইনকাম of Queensland and The Deltin 7 Aviator গেম টাকা ইনকাম of New England\, Australia\n\n\nDate/Time:\nTuesday\, January 15\, 2013\, 3:30pm\n\n\nVenue:\nISRT Seminar Room\n\n\n\n  \n\nABSTRACT\nRating scales are increasingly used to perform patient assessments through graded responses on ordinal level of measurements. Outcomes measured in rating scales however provide only a rank ordering of scores where differences between scores composing the scale are unequal in terms of what is being measured. Scores from rating scales do not have an underlying number line with an equal interval and are unable to represent a true linear and continuous measurement. As such\, they may not be able to comply with many assumptions of parametric statistics\, and has the potential to produce invalid statistical inferences. This paper highlights current concerns in using total raw scores in measuring outcomes in clinical settings along with their potential solutions through using Item Response Theory (IRT) modelling. Results from a simulation study and other real life examples are examined to investigate the suitability of using parametric statistics in the rating scale scores (e.g. summative scores) and their IRT transformed scores. The findings support the use of IRT-based scores when using rating scales to measure patient progress\, which in turn can help clinical decision making to optimize patient care.
URL:https://isrt.ac.bd/event/seminar-on-tuesday-january-15-2013/
CATEGORIES:seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=UTC:20130107T153000
DTEND;TZID=UTC:20130107T170000
DTSTAMP:20251030T163737
CREATED:20170813T203337Z
LAST-MODIFIED:20170813T203337Z
UID:1487-1357572600-1357578000@isrt.ac.bd
SUMMARY:Seminar on Monday\, January 7\, 2013
DESCRIPTION:A Joint Modeling Approach for Multiple Ordinal Processes\n\n\nJanuary 1\, 2013 – 10:39am \n\n\n\nFull Title:\nA joint modeling approach for multiple ordinal processes via generalized estimating equations\n\n\nSpeaker:\nAbdus S. Wahed\n\n\n\nDeltin 7 Aviator গেম টাকা ইনকাম of Pittsburgh\nPittsburgh\, PA\, USA\n\n\nDate/Time:\nMonday\, January 7\, 2013\, 3:30pm\n\n\nVenue:\nISRT Seminar Room\n\n\n\n  \n\nABSTRACT\nTo be announced
URL:https://isrt.ac.bd/event/seminar-on-monday-january-7-2013/
CATEGORIES:seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=UTC:20121211T140000
DTEND;TZID=UTC:20121211T150000
DTSTAMP:20251030T163737
CREATED:20170813T203523Z
LAST-MODIFIED:20170813T203523Z
UID:1489-1355234400-1355238000@isrt.ac.bd
SUMMARY:Seminar on Tuesday\, December 11\, 2012
DESCRIPTION:Estimation of slope of a regression model when both variables have measurement error\n\n\nDecember 7\, 2012 – 10:11pm \n\n\n\nFull Title:\nEstimation of slope of a regression model when both variables have measurement error\n\n\nSpeaker:\nShahjahan Khan\, PhD\n\n\n\nDeltin 7 Aviator গেম টাকা ইনকাম of Southern Queensland\, Australia\n\n\nDate/Time:\nTuesday\, December 11\, 2012\, 2:00pm\n\n\nVenue:\nISRT Seminar Room\n\n\n\n  \n\nABSTRACT\nIt is well known that in the presence of equation error in the regression models any estimator based on assumed knowledge of the ratio of error variances () is biased. Although Wald’s method could deal with models that include equation error\, it lacks efficiency and subject to identifiability problem. Based on the above two methods this paper introduces a new slope estimator for regression model when both variables are subject to measurement errors and the model includes equation error. The main aim of the proposed method is to improve the efficiency of the Wald’s estimator under flexible assumption on ratio of error variance. To compare the relative efficiency of the proposed estimator with the OLS\, Wald’s and Geary’s estimators simulation studies under various assumptions are undertaken. Also included a comparison of the new estimator with the method of moments estimator when  is biased due to the presence of the equation error. The simulation results show that the proposed estimator is more consistent and efficient than the other estimators.
URL:https://isrt.ac.bd/event/seminar-on-tuesday-december-11-2012/
CATEGORIES:seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=UTC:20121006T120000
DTEND;TZID=UTC:20121006T130000
DTSTAMP:20251030T163737
CREATED:20170813T203718Z
LAST-MODIFIED:20170813T203718Z
UID:1491-1349524800-1349528400@isrt.ac.bd
SUMMARY:Seminar on Saturday\, October 6\, 2012
DESCRIPTION:Some hierarchical models for space-time data\n\n\nOctober 4\, 2012 – 6:25am \n\n\n\nFull Title:\nSome hierarchical models for space-time data\n\n\nSpeaker:\nShuvo Bakar\, PhD\n\n\n\nISRT\, Deltin 7 Aviator গেম টাকা ইনকাম of Deltin 7 and CSIRO\, Australia\n\n\nDate/Time:\nSaturday\, October 6\, 2012\, 1200 noon\n\n\nVenue:\nComputer Lab (2nd Floor)\n\n\n\n  \n\nABSTRACT\nIncreasingly large volumes of space-time data are collected everywhere by mobile computing applications\, and in many of these cases temporal data are obtained by registering events\, for example telecommunication or web traffic data. Having both the spatial and temporal dimensions adds substantial complexity to data analysis and inference tasks. In this talk we discuss some hierarchical models to analyse these complex space-time data where Markov chain Monte Carlo techniques are used to make inference. We also discuss a novel method for tackling large data sets with application to daily maximum 8-hour average ground level ozone concentration data from 1997 to 2006 from a large study region in the eastern United States. Finally\, we introduce a software package “spTimer” that can model space-time data and is currently available from the R archive network.
URL:https://isrt.ac.bd/event/seminar-on-saturday-october-6-2012/
CATEGORIES:seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=UTC:20120915T120000
DTEND;TZID=UTC:20120915T130000
DTSTAMP:20251030T163737
CREATED:20170813T203854Z
LAST-MODIFIED:20170813T203854Z
UID:1493-1347710400-1347714000@isrt.ac.bd
SUMMARY:Seminar on Saturday\, September 15\, 2012
DESCRIPTION:Multi-class Multi-server Accumulating Priority Queue\n\n\nSeptember 12\, 2012 – 8:49pm \n\n\n\nFull Title:\nMulti-class Multi-server Accumulating Priority Queue\n\n\nSpeaker:\nAzaz Bin Sharif\, MSc\n\n\n\nDeltin 7 Aviator গেম টাকা ইনকাম of Western Ontario\, Canada\n\n\nDate/Time:\nSaturday\, September 15\, 2012\, 12:00 noon\n\n\nVenue:\nISRT Seminar Room\n\n\n\n  \n\nABSTRACT\nThis talk presents an accumulated priority model for multi-server queues in which waiting customers accumulate priority credit at a linear rate that depends upon their priority classification. The advantage of an accumulated priority model over a classical priority queue is that the longer a customer waits\, the greater their priority – thereby ensuring a better outcome for customers of lower priority. Numerical examples illustrating the delay impact of the accumulation rates will be presented. We hope to be able to provide broad conclusions based on the numerical experiments about the nature of priority accumulation in a multi-server environment.
URL:https://isrt.ac.bd/event/seminar-on-saturday-september-15-2012/
CATEGORIES:seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=UTC:20120627T150000
DTEND;TZID=UTC:20120627T160000
DTSTAMP:20251030T163737
CREATED:20170813T204126Z
LAST-MODIFIED:20170813T204126Z
UID:1495-1340809200-1340812800@isrt.ac.bd
SUMMARY:Seminar on Wednesday\, June 27\, 2012
DESCRIPTION:Modeling Healthcare Data Using Markov Decision Process\n\n\nJune 22\, 2012 – 6:26am \n\n\n\nFull Title:\nModeling Healthcare Data Using Markov Decision Process\n\n\nSpeaker:\nKumer Pial Das\, PhD\n\n\n\nLamar Deltin 7 Aviator গেম টাকা ইনকাম\, Texas\, USA\n\n\nDate/Time:\nWednesday\, June 27\, 2012\, 3:00pm\n\n\nVenue:\nISRT Seminar Room\n\n\n\n  \n\nABSTRACT\nA Markov decision process (MDP) is a 4-tuple (a set of states\, a set of actions\, a set of rewards\, and a transition probability function). MDPS are used to study a wide range of randomization problems. MDPs find optimal solutions to sequential and stochastic decision problems. An MDP binds previous\, current\, and future system decisions through the proper definition of system states. The use of MDPs for modeling and solving medical treatment decisions has been increased significantly in recent years. This study gives an overview of MDP models and solution techniques.We describe MDP modeling in the context of healthcare data.
URL:https://isrt.ac.bd/event/seminar-on-wednesday-june-27-2012/
CATEGORIES:seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=UTC:20120606T120000
DTEND;TZID=UTC:20120606T130000
DTSTAMP:20251030T163737
CREATED:20170813T204306Z
LAST-MODIFIED:20170813T204306Z
UID:1497-1338984000-1338987600@isrt.ac.bd
SUMMARY:Seminar on Wednesday\, June 6\, 2012
DESCRIPTION:On the Correlation and Independence Between Sample Mean and Variance\n\n\nJune 3\, 2012 – 11:52am \n\n\n\nFull Title:\nOn the Correlation and Independence Between Sample Mean and Variance\n\n\nSpeaker:\nAnwar H Joarder\, PhD\n\n\n\nDepartment of Mathematics and Statistics\nKing Fahd Deltin 7 Aviator গেম টাকা ইনকাম of Petroleum and Minerals\nDhahran 31261\, Saudi Arabia\n\n\nDate/Time:\nWednesday\, June 6\, 2012\, 1200 noon\n\n\nVenue:\nISRT Seminar Room\n\n\n\n  \n\nABSTRACT\nAn alternative formula for the covariance between sample mean and variance based on any probability distribution has been derived. Interesting specials cases of uncorrelation between sample mean and variance have been identified. A direct derivation of the joint moment generating function of sample mean and variance is also presented.
URL:https://isrt.ac.bd/event/seminar-on-wednesday-june-6-2012/
CATEGORIES:seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=UTC:20120523T103000
DTEND;TZID=UTC:20120523T113000
DTSTAMP:20251030T163737
CREATED:20170813T204441Z
LAST-MODIFIED:20170813T204441Z
UID:1499-1337769000-1337772600@isrt.ac.bd
SUMMARY:Seminar on Wednesday\, May 23\, 2012
DESCRIPTION:Macroeconomic Determinants and Forecasting of Stock Market Capital\n\n\nMay 15\, 2012 – 2:47pm \n\n\n\nFull Title:\nMacroeconomic Determinants and Forecasting of Stock Market Capital: Empirical Evidence from Bangladesh\n\n\nSpeaker:\nMd. Azim Uddin\n\n\n\nStatistics Department\, Bangladesh Bank\, Deltin 7\, Bangladesh\n\n\nDate/Time:\nWednesday\, May 23\, 2012\, 10:30am\n\n\nVenue:\nISRT Seminar Room\n\n\n\n  \n\nABSTRACT\nTo diagnosis stock market functioning the present study uses time series of monthly data from November\, 2001 to April\, 2011 for Bangladesh on the macroeconomic variables\, namely\, Stock Market Capital\, Broad Money\, Consumer Price Index\, 3-Months Treasury Bill Rate and Industrial Production Index\, collected from Deltin 7 Stock Exchange Ltd. and Bangladesh Bank. Main objective of the planned study is to develop statistical models for the Dynamic Relationship between Macroeconomic Variables and Stock Market Capital of Bangladesh\, in addition to\, to make the Comparison among Forecasting Models. The methodology of the study is mainly based on Vector Autoregressive (VAR) model\, Granger causality test\, Johansen-Juselius cointegration test\, Vector Error Correction Model (VECM)\, Impulse Response Function (IRF)\, Forecast Error Variance Decomposition (FEVD) and Stochastic Parameter Model (SPM). Implications of this study include the following. (i) Investors should look at the systematic risks revealed by these macroeconomic variables when structuring their portfolios and diversification strategies. (ii) Policymakers should seek to minimize macroeconomic fluctuations considering the effect of macroeconomic variables changes on the stock market when formulating economic policy.
URL:https://isrt.ac.bd/event/seminar-on-wednesday-may-23-2012/
CATEGORIES:seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=UTC:20120509T110000
DTEND;TZID=UTC:20120509T120000
DTSTAMP:20251030T163737
CREATED:20170813T204620Z
LAST-MODIFIED:20170813T204620Z
UID:1501-1336561200-1336564800@isrt.ac.bd
SUMMARY:Seminar on Wednesday\, May 9\, 2012
DESCRIPTION:An Introduction to Scientific Writing and Referencing\n\n\nMay 9\, 2012 – 9:22am \n\n\n\nFull Title:\nAn Introduction to Scientific Writing and Referencing\n\n\nSpeaker:\nDorothy Southern\, MPH\n\n\n\nCentre for Communicable Diseases\, icddr\,b\, Deltin 7\n\n\nDate/Time:\nWednesday\, May 9\, 2012\, 11:00am\n\n\nVenue:\nISRT Seminar Room\n\n\n\n  \n\nABSTRACT\nNot available
URL:https://isrt.ac.bd/event/seminar-on-wednesday-may-9-2012/
CATEGORIES:seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=UTC:20120418T150000
DTEND;TZID=UTC:20120418T160000
DTSTAMP:20251030T163737
CREATED:20170813T204853Z
LAST-MODIFIED:20170813T204853Z
UID:1503-1334761200-1334764800@isrt.ac.bd
SUMMARY:Seminar on Wednesday\, April 18\, 2012
DESCRIPTION:History of graphical representations of statistical data\n\n\nApril 13\, 2012 – 5:47am \n\n\n\nFull Title:\nHistory of graphical representations of statistical data\n\n\nSpeaker:\nOlav Muurlink\, PhD\n\n\n\nGriffith Deltin 7 Aviator গেম টাকা ইনকাম\, Australia\n\n\nDate/Time:\nWednesday\, April 18\, 2012\, 3:00pm\n\n\nVenue:\nISRT Seminar Room\n\n\n\n  \n\nABSTRACT\nThis paper briefly reviews the history of graphical representations of research findings\, and suggests that the rapid advance of published statistics have not been matched by advances in communicating these findings to readers of scholarly publications. In addressing this widening gap between statistical procedures and the communications of results\, this paper suggests that methods developed in the mid-20th century deserve to be revisited. It suggests a procedure\, Clustered Iconographic Charts (CIX)\, that enables the simultaneous presentation of multiple variables in an intuitive manner. It situates CIX within the small but growing movement towards ‘open source’ research.
URL:https://isrt.ac.bd/event/seminar-on-wednesday-april-18-2012/
CATEGORIES:seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=UTC:20120407T150000
DTEND;TZID=UTC:20120407T160000
DTSTAMP:20251030T163737
CREATED:20170813T205040Z
LAST-MODIFIED:20170813T205040Z
UID:1505-1333810800-1333814400@isrt.ac.bd
SUMMARY:Seminar on Saturday\, April 7\, 2012
DESCRIPTION:Particulate Matter and Cardiovascular Mortality: How Risky is Breathing?\n\n\nApril 5\, 2012 – 4:55am \n\n\n\nFull Title:\nParticulate Matter and Cardiovascular Mortality: How Risky is Breathing?\n\n\nSpeaker:\nSorina Eftim\, PhD\n\n\n\nGeorge Washington Deltin 7 Aviator গেম টাকা ইনকাম\, USA\n\n\nDate/Time:\nSaturday\, April 7\, 2012\, 3:00pm\n\n\nVenue:\nISRT Seminar Room\n\n\n\n  \n\nABSTRACT\nThe talk explores statistical methods in air pollution studies with examples from Dr. Eftim’s own research on the health effects of exposure to PM2.5 and mortality in the Medicare cohort. Some other examples include transboundary air pollution from forest fires\, asthma exacerbation and traffic related air pollution\, and studies of personal exposure to air pollutants.
URL:https://isrt.ac.bd/event/seminar-on-saturday-april-7-2012/
CATEGORIES:seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=UTC:20120320T150000
DTEND;TZID=UTC:20120320T160000
DTSTAMP:20251030T163737
CREATED:20170813T205207Z
LAST-MODIFIED:20170813T205207Z
UID:1507-1332255600-1332259200@isrt.ac.bd
SUMMARY:Seminar on Tuesday\, March 20\, 2012
DESCRIPTION:Design of experiments and microarray data analysis\n\n\nMarch 15\, 2012 – 12:58pm \n\n\n\nFull Title:\nDesign of experiments and microarray data analysis\n\n\nSpeaker:\nMahbub Latif\, PhD\n\n\n\nISRT\, Deltin 7 Aviator গেম টাকা ইনকাম of Deltin 7\, Bangladesh\n\n\nDate/Time:\nTuesday\, March 20\, 2012\, 3:00pm\n\n\nVenue:\nISRT Seminar Room\n\n\n\n  \n\nABSTRACT\nIdentifying differentially expressed genes is one of the common goals of microarray experiments. For a given number of available arrays and number of treatment conditions\, different microarray experiments can be considered. The use of an efficient design in microarry experiments can improve the power of the inferential procedure. The selection of an efficient microarray design is important for identifying differentially expressed genes. In this talk a genetic algorithm based method of selecting efficient designs will be discussed.
URL:https://isrt.ac.bd/event/seminar-on-tuesday-march-20-2012/
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=UTC:20120225T150000
DTEND;TZID=UTC:20120225T160000
DTSTAMP:20251030T163737
CREATED:20170813T205350Z
LAST-MODIFIED:20170813T205350Z
UID:1509-1330182000-1330185600@isrt.ac.bd
SUMMARY:Seminar on Saturday\, February 25\, 2012
DESCRIPTION:Option Pricing and Risk Management: Analytic Approaches with GARCH-Levy Dynamics\n\n\nFebruary 20\, 2012 – 11:52am \n\n\n\nFull Title:\nOption Pricing and Risk Management: Analytic Approaches with GARCH-Levy Dynamics\n\n\nSpeaker:\nMd. Sharif Ullah Mozumder\, PhD\n\n\n\nDepartment of Mathematics\, Deltin 7 Aviator গেম টাকা ইনকাম of Deltin 7\, Bangladesh\n\n\nDate/Time:\nSaturday\, February 25\, 2012\, 3:00pm\n\n\nVenue:\nISRT Seminar Room\n\n\n\n  \n\nABSTRACT\nThis work considers making some contributions to the asset pricing and financial risk management literature. First of all it offers some dynamics in the area of asset pricing which are practically implementable for pricing European style options. More precisely it considers blending GARCH type non-Markovian dynamics with Levy type Markovian innovations to offer analytic valuation of European style derivatives(at this initial stage). Revealing the mathematical underpinnings–required to replace conditional Gaussian innovations in GARCH option pricing models by innovations coming from some Levy processes (with one sided and both sided jumps)–is the main focus. The necessity for this arises from the fact that the non-normal(Levy) innovations are crucial as heteroskedasticity alone doesn’t suffice to capture the option smirk and the analytic valuation is highly expected because it makes the model practically implementable. Thus besides incorporating non-normality particular attention is paid to analytic valuation as well; though the Monte Carlo techniques can be readily applied for the proposed dynamics. However an approximation is required to uphold the analytic pricing\, especially for innovations coming from Levy processes which are not Subordinator. These dynamics are capable of overcoming many deficiencies of benchmark Black-Scholes model and can be used to price other derivatives such as Credit\, Interest rate\, Commodity\, Weather etc. The approach is built on a discrete time continuous state space and upholds the no-arbitrage principle of derivative pricing through the use of conditional Esscher transform to configure Equivalent Martingale Measure(EMM). Similar to the existing literature\, established for GARCH with normal innovations\, existence of EMM provides de-facto evidence in support of no-arbitrage argument. Besides the main focus this research has made some complementary contributions to the option pricing literature. \nSince J.P.Morgan introduced RiskMetrics in 1994\, the normal quantile based VaR has been considered as industry standard for risk management. However VaR itself has inherent inconsistencies which are exacerbated under the assumption of normality. The second part of this thesis considers two frequently referred approaches to non-normality in risk management : extreme value(EV) approach and Levy approach. The idea is to reveal the relative performance of various risk measures under full density based Levy approach and solely tail observation based EV approach. We provide empirical evidence which confirms that though purely tail based risk measures value-at-risk(VaR) and its coherent version expected shortfall(ES) are well comparable under both approaches\, entire spectrum based spectral risk measure(SRM) is misleading for EV approach. Backtesting risk measure VaR is considered under both approaches. We plan to improve the computational efficiency of\nestimation of Levy coherent risk measures through application of characteristic function based FRFT. Our ultimate goal is to see whether the conditional moment generating functions developed for GARCH-Levy models in the first part of this thesis can be adapted to the characteristic function based FRFT technique in order to estimate the risk measures in analytic fashion.
URL:https://isrt.ac.bd/event/seminar-on-saturday-february-25-2012/
CATEGORIES:seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=UTC:20120218T150000
DTEND;TZID=UTC:20120218T160000
DTSTAMP:20251030T163737
CREATED:20170813T205618Z
LAST-MODIFIED:20170813T205618Z
UID:1511-1329577200-1329580800@isrt.ac.bd
SUMMARY:Seminar on Saturday\, February 18\, 2012
DESCRIPTION:An overview of clinical research: Observational studies\n\n\nFebruary 14\, 2012 – 10:15am \n\n\n\nFull Title:\nAn overview of clinical research: Observational studies\n\n\nSpeaker:\nShomoita Alam\n\n\n\nCentre for Communicable Diseases\, icddr\,b\n\n\nDate/Time:\nSaturday\, February 18\, 2012\, 3:00pm\n\n\nVenue:\nISRT Seminar Room\n\n\n\n  \n\nABSTRACT\nIn clinical research\, not only understanding the association between disease and exposure is important\, but also to know whether the exposure caused the disease holds equal concern. If it can be showed that the exposure caused the outcome\, the impact of the outcome can be evaluated by intervening on the exposure. An ideal experiment is unrealistic\, given that the same individual is followed for outcome under identical conditions with and without the exposure\, by going back in time. To mimic such counterfactual\, one possible way is to design a randomized control trial (RCT) where the exposure is assigned by the investigator and followed up till the outcome occurs. In many cases it may not be a feasible option to randomly assign exposure of interest in RCT due to ethical issues or as it is cost prohibitive. The best alternative is conducting observational studies. Observational studies can be either analytical or descriptive. Analytical studies feature a comparison (control) group\, whereas descriptive studies do not. Hypotheses about causation from descriptive studies are often tested in rigorous analytical studies. Within analytical studies\, cohort studies\, case control studies and cross sectional studies are popularly used among epidemiologists based on their research objective.
URL:https://isrt.ac.bd/event/seminar-on-saturday-february-18-2012/
CATEGORIES:seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=UTC:20120129T150000
DTEND;TZID=UTC:20120129T160000
DTSTAMP:20251030T163737
CREATED:20170813T205807Z
LAST-MODIFIED:20170813T205807Z
UID:1513-1327849200-1327852800@isrt.ac.bd
SUMMARY:Seminar on Sunday\, January 29\, 2012
DESCRIPTION:Statistical method for the analysis of functional connections of multiple spike trains\n\n\nJanuary 19\, 2012 – 4:43pm \n\n\n\nFull Title:\nStatistical method for the analysis of functional connections of multiple spike trains\n\n\nSpeaker:\nMohammad Shahed Masud\, PhD\n\n\n\nInstitute of Statistical Research and Training\, Deltin 7 Aviator গেম টাকা ইনকাম of Deltin 7\n\n\nDate/Time:\nSunday\, January 29\, 2012\, 3:00pm\n\n\nVenue:\nISRT Seminar Room\n\n\n\n  \n\nABSTRACT\nDevelopment of Multi-Electrode Arrays (MEA) enables researchers to record multiple spike trains simultaneously from associated neurons. Simultaneously recorded multiple spike trains are used to study how groups of neurons process information and how they interact with each other. Developing a statistical method for analyzing multiple spike trains and\, in particular\, estimating the functional connection between spike trains is a challenging problem that has resulted in substantial research. In this study a statistical method\, the Cox method is presented for analyzing functional connection of simultaneously recorded multiple spike trains. This method estimates a vector of influence strengths from multiple spike trains (called reference trains) to the selected (target) spike train. Selecting another target spike train and repeating the calculation of the influence strengths from the reference spike trains enables researchers to find all functional connections among multiple spike trains. In order to study functional connection an ‘influence function’ is identified. This function recognizes the specificity of neuronal interactions and reflects the dynamics of postsynaptic potential. The Cox method has been thoroughly tested using multiple sets of data generated by the neural network model of the leaky integrate and fire neurons with a prescribed architecture of connections. The results suggest that this method is highly successful for analyzing functional connection of simultaneously recorded multiple spike trains.
URL:https://isrt.ac.bd/event/seminar-on-sunday-january-29-2012/
CATEGORIES:seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=UTC:20120118T150000
DTEND;TZID=UTC:20120118T160000
DTSTAMP:20251030T163737
CREATED:20170814T014454Z
LAST-MODIFIED:20170814T014454Z
UID:1515-1326898800-1326902400@isrt.ac.bd
SUMMARY:Seminar on Wednesday\, January 18\, 2012
DESCRIPTION:Functional data analysis and its applications\n\n\n\nJanuary 9\, 2012 – 9:41am \n\n\n\nFull Title:\nFunctional data analysis and its application\n\n\nSpeaker:\nM. Shahid Ullah\, PhD\n\n\n\nFlinders Deltin 7 Aviator গেম টাকা ইনকাম\, Adelaide\, Australia\n\n\nDate/Time:\nWednesday\, January 18\, 2012\, 3:00pm\n\n\nVenue:\nISRT Seminar Room\n\n\n\n  \n\nABSTRACT\nThe Functional Data Analysis (FDA) approach is proposed towards modelling time series data because of recognition of the need to better analyse\, model and forecast data observed over time. This approach allows for smooth functions of age\, is robust for outlying years due to wars and epidemics\, and provides a modelling framework that is easily adapted to allow for constraints and other information. Ideas from functional data analysis\, nonparametric smoothing and robust statistics are combined to form a methodology that is widely applicable to any functional time series data observed discretely and possibly with error. The model is a generalization of the Lee–Carter (LC) model and is applied to French mortality data\, Australian fertility data and Finish injury data\, and the forecasts obtained are shown to be superior to those from the LC method and several of its variants. A new approach called Forecast REsidual Sum of Squares (FRESS) is also proposed to check the forecast accuracy. Using the specific example of Finish injury data\, FRESS demonstrated that FDA is superior over the more commonly reported ordinary least square\, Poisson and negative binomial modelling approaches in terms of forecast accuracy.
URL:https://isrt.ac.bd/event/seminar-on-wednesday-january-18-2012/
CATEGORIES:seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=UTC:20111228T120000
DTEND;TZID=UTC:20111228T130000
DTSTAMP:20251030T163737
CREATED:20170814T014705Z
LAST-MODIFIED:20170814T014705Z
UID:1517-1325073600-1325077200@isrt.ac.bd
SUMMARY:Seminar on Wednesday\, December 28\, 2011
DESCRIPTION:Bayesian Penalized Methods for High-Dimensional Data\n\n\nDecember 16\, 2011 – 7:37am \n\n\n\nFull Title:\nBayesian Penalized Methods for High-Dimensional Data and Network Analysis\n\n\nSpeaker:\nZakaria S Khondker\n\n\n\nDeltin 7 Aviator গেম টাকা ইনকাম of North Carolina at Chapel Hill\, USA\n\n\nDate/Time:\nWednesday\, December 28\, 2011\, 12:00 noon\n\n\nVenue:\nISRT Seminar Room\n\n\n\n  \n\nABSTRACT\nThe curse of dimensionality boils down to dealing with too many parameters than the sample size reasonably permits. When dimension is larger than the sample size the model is unidentifiable and all the parameters are not estimable. Even when the dimension is smaller than the sample size but dimension to sample size ratio is not small enough or there is colinearity among the predictors the estimators are unstable. Penalized methods for shrinkage of parameters are becoming increasingly popular. The advent of high-dimensional data\, where the number of covariates (p) or responses (d) exceed the sample size (n)\, made traditional estimation techniques infeasible. Even for cases with sample size larger than the number of parameters shrinkage can improve performance in both mean and covariance\nparameters. \nOur first paper focuses on estimation of sparse covariance matrices and their inverse subject to positive definiteness constraints. The abundance of high-dimensional data\, where the sample size (n) is less than the dimension (d)\, requires shrinkage estimation methods since the maximum likelihood estimator is not positive definite in this case. Furthermore\, when n is larger than d but not sufficiently larger\, shrinkage estimation is more stable than maximum likelihood as it reduces the condition number of the precision matrix. Frequentist methods have utilized penalized likelihood methods\, whereas Bayesian approaches rely on matrix decompositions\, Wishart priors or graph theory for shrinkage. In this paper we propose a new Bayesian method\, called the Bayesian Covariance Lasso (BCLASSO)\, for the shrinkage estimation of a precision (covariance) matrix. We consider a class of priors for the precision matrix that leads to the popular frequentist penalties as special cases\, develop a Bayes estimator for the precision matrix\, and propose an efficient sampling scheme that does not precalculate boundaries for positive definiteness. The proposed method is permutation invariant and performs shrinkage and estimation simultaneously for non-full rank data. Simulations show that the proposed BCLASSO performs similarly as frequentist methods for non-full rank data. \nOur second paper focuses on estimation of the matrix of regression coefficients for high-dimensional multivariate response. The common approaches for dimension reduction in high-dimensional data include variable selection and penalized regression. Penalized approaches like lasso\, adaptive lasso\, SCAD\, and Bayesian lasso have been used for the estimation of mean parameters for multivariate response. A less explored approach for multivariate response involves dimension reduction via reduced rank decomposition of the regression coefficient matrix to take advantage of correlations among the regression coefficients that arises due to correlation among both responses and predictors. The approach may be advantageous when genes work in unison affecting each other and small effects of many genes may add up to a larger phonotypical impact. We first derive the framework for L1 priors on multivariate coefficient matrix in traditional approach. Then we develop the generalized low rank regression (GLRR) model under L2 priors and derive the framework for L1 priors. Simulations and application to ADNI data suggest that GLRR has great advantage over traditional approaches. It greatly reduces the number of parameters while performing much better; comparative performance gets even better for higher dimensions.
URL:https://isrt.ac.bd/event/seminar-on-wednesday-december-28-2011/
CATEGORIES:seminar
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