[Colloquium] TODAY 4:30: Candidate Talk 1/31 - Nikolaos Ignatiadis (Stanford)

[Rob Mitchum]

*Data Science Institute/Statistics/Computer Science Candidate Seminar*


*Nikolaos (Nikos) Ignatiadis*
*Ph.D. Candidate*
*Stanford University*

*Monday, January 31st*
*4:30 p.m. - 5:30 p.m. (NOTE: Time was incorrect in earlier announcement)*
*In-Person: John Crerar Library, Room 390*
*Remote: Live Stream
<http://live.cs.uchicago.edu/nikolaosignatiadis/> or Zoom
<https://uchicago.zoom.us/j/98590186498?pwd=TWNJUEJYQlZlTUR5dVg0bWdGb1Jhdz09>
(details
below)*


*Nonparametric Empirical Bayes Inference*

In an empirical Bayes analysis, we use data from repeated sampling to
imitate inferences made by an oracle Bayesian with extensive knowledge of
the data-generating distribution. Existing results provide a comprehensive
characterization of when and why empirical Bayes point estimates accurately
recover oracle Bayes behavior. In the first part of this talk, we construct
flexible and practical nonparametric confidence intervals that provide
asymptotic frequentist coverage of empirical Bayes estimands, such as the
posterior mean and the local false sign rate. From a methodological
perspective, we build upon results on affine minimax estimation, and our
coverage statements hold even when estimands are only partially identified
or when empirical Bayes point estimates converge very slowly. In the second
part of the talk, we apply these ideas to study randomization-based
inference for treatment effects in the regression discontinuity design
under a model where the running variable has exogenous measurement error.

*Bio*: Nikolaos Ignatiadis <https://nignatiadis.github.io/> is a final-year
Ph.D. student in the Department of Statistics at Stanford University,
advised by Prof. Stefan Wager. His research interests include empirical
Bayes methods, causal inference, multiple testing, and statistical analysis
in the presence of contextual side information. Before coming to Stanford,
Nikolaos received degrees in Mathematics (B.Sc.), Molecular Biotechnology
(B.Sc.), and Scientific Computing (M.Sc.) at the University of Heidelberg
in Germany, where he worked with Dr. Wolfgang Huber at the European
Molecular Biology Laboratory.

*Host*: Matthew Stephens

*Zoom Info:*
https://uchicago.zoom.us/j/98590186498?pwd=TWNJUEJYQlZlTUR5dVg0bWdGb1Jhdz09
Meeting ID: 985 9018 6498
Passcode: ds2022



-- 
*Rob Mitchum*

*Associate Director of Communications for Data Science and Computing*
*University of Chicago*
*rmitchum at uchicago.edu <rmitchum at ci.uchicago.edu>*
*773-484-9890*
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