Laboratory for Research in Statistics and Probability

LRSP Seminar on Recent Advances in Stochastics
  WINTER 2005

This seminar runs under the umbrella of the Laboratory for Research in Statistics and Probability, as a joint event of Carleton University and the University of Ottawa. The aim is to have a research seminar in the broad theme of stochastics, including, but not limited to areas such as: probability theory, applied probability, stochastic processes, statistics, and stochastic aspects of mathematical physics. Speakers would be expected to aim their talks at a general audience knowledgable in stochastics, and the audience is encouraged to ask questions.

See also: Statistics and Probability Seminar at University of Ottawa
Time: Friday, at 1:00 pm (if not stated otherwise)

Location: Carleton University (Macphail Room, 4351 Herzberg Building)

Coordinator: Antal A. Járai

Note: The seminar usually meets every second week.

Past seminars: Fall 2004


  1. Friday, January 21, Room 4351 HP, Carleton

    Speaker:  Shoja'eddin Chenouri (Carleton)

    Title:  Data depth, theory and applications; a review

    Abstract: Multivariate analysis plays a role of ever-increasing importance in statistics. Most statistical experiments are multivariate in nature, and large scale multivariate datasets are now made tractable by recent explosive advances in computer technology. However, classical multivariate analysis relies heavily on the assumption of normality or near normality, which is often difficult to justify in practice.
    The goal of this talk is to give an introduction to the recent advancements in multivariate nonparametric methodology based on the concept of data depth. A data depth is a measure of how deep or outlying a given point is with respect to a data cloud or a distribution. Depth functions introduce center-outward orderings and rankings of multidimensional data.
    In this talk, we shall review briefly different notions of data depth, the associated multidimensional medians, and their statistical properties and computational complexities. Along with examples we shall introduce some graphical techniques for the multivariate goodness of fit, multivariate dispersion, and skewness, etc. We also construct nonparametric multivariate multi-sample location and dispersion tests. To conclude some other potential applications in data analysis and also research topics related to the data depth will be discussed.


  2. Friday, February 4, Room 4351 HP, Carleton

    Speaker:   Keivan Navaie (Postdoctoral fellow, Carleton)

    Title:  Application of time series theory in performance evaluation of next generation wireless cellular networks

    Abstract:  In this presentation, we address an application of time-series theory in modelling of the next generation wireless cellular communication systems. We first briefly discuss the basic concepts of wireless communications. Then we formulat the wireless cellular network performance indicator as a stochastic process that depends on the traffic characteristics of users and wireless channel variations. Traffic characteristics of the users include call arrival rate, their call duration and bit rate variations.

    We then show that the wireless network performance indicator in multi-service wireless networks follows an asymptotically self-similar (as-s) process. Here the as-s model is valid under certain conditions on channel variations and traffic characteristics that cover a range of practical situations. We derive these conditions and generalize earlier results, obtained for data-centric wireless cellular networks, to multi-service wireless cellular networks. Simulation results are then presented for actual cases that confirm analytical results. Furthermore, we discuss the impact of the developed analysis on designing appropriate mechanisms for controlling wireless network resources.


  3. Friday, March 4, Room 4351 HP, Carleton

    Speaker:   Avinash Singh (Statistics Canada and Carleton)

    Title:  Protecting Quality and Confidentiality of Micro Data by MASSC: A Review

    Abstract:  The reputation and credibility of a data producer are at stake if the respondents in the database do not have confidence in the confidentiality of their sensitive information.  In an important scenario known as "disclosure by response knowledge," the respondent identifies his own record from the database and is concerned that he could be detected by someone who might know enough about the respondent to identify his record.  Although this intrusion scenario may be deemed very stringent, as the threat of intrusion may be only a perception and not real, it is nevertheless very practical because it is the respondent's trust the producer wants to maintain and any perceived breach of trust might lead to a lack of cooperation from the respondent.
    The MASSC (Micro Agglomeration with Substitution, Subsampling, and Calibration) method of Singh (2002), and Singh, Yu, and Dunteman (2003) addresses the above problem and the more general disclosure scenario of inside intrusion where the intruder knows the presence of his target in the database as well as information about some identifying variables. MASSC uses optimal survey sampling methods for minimizing cost subject to bias and precision constraints in order to provide simultaneous control on disclosure risk and information loss.  The method consists of four steps corresponding to Micro Agglomeration for partitioning the database into risk strata, optimal probabilistic Substitution for perturbation to introduce uncertainty about the identity of a record, optimal probabilistic Subsampling for suppression to introduce uncertainty about the presence of a record, and optimal sampling weight Calibration for preserving estimates of key study variables in the treated database. 
    The main purpose of this talk is to give a review of MASSC followed by a simple illustrative example to explain the steps of MASSC. An application to a real data from the National survey on drug use and health is also presented.


  4. Friday, April 15, Room 4351 HP, Carleton; NOTE UNUSUAL TIME: 11:30 AM

    Speaker:   Marie-Claude Viano (Lille 1 University)

    Title:  Almost periodically correlated processes with long-memory

    Abstract:  This lecture, from a joint paper with Anne Philippe and Donatas Surgailis, overviews some models of periodically correlated and almost periodically correlated time series presenting long-range dependence. We propose four classes of processes for which we study the behavior of the covariance and evaluate the Hurst index. We prove the convergence of the Donsker lines. I intend to present some simulations.