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Industrial Affiliates Annual Conference

This highlight event will be attended by IA Program Members alongside Statistics Department faculty and graduate students. Affiliates will have an opportunity to meet the students and faculty, and will give short presentations: a 25-minute informal talk that introduces the speaker and the company, and offers a discussion of the role of statistics within that company, or even poses a statistical problem of particular interest to that company or industry. We also expect a number of graduate students to present their research. Abstracts for the students' sessions are available online.

A Virtual Two-Day Conference via Zoom
Wednesday, October 28th and Thursday, October 29th, 2020
10am to 2pm (PDT) each day   
<<Contact Allison Stone for access details>>

 

―2020 Conference Program―

<<DAY 1>>  Wednesday, October 28th

10:00a  Art Owen, Welcome and Opening Remarks

Session I: Guenther Walther

10:05a  Ping Li, Baidu Research
10:35a  Kenneth Tay, 5th-year PhD student: "glmnet v4.0: Extending glmnet to all generalized linear models"
11:00a  Morning Break
11:05a  Sangho Yoon, Google
11:20a  Elena Tuzhilina, 4th-year PhD student: "Canonical correlation analysis in high dimensions with structured regularization"
11:45a  Meeyoung Park and Shyue-Ming Loh, Google
12:00p  Midday Break

Session II: John Chambers

12:15p  Ryan Rogers, LinkedIn
12:45p  Chenyang Zhong, 4th-year PhD student: "Generating random contingency tables via the Burnside process"
1:10p    Afternoon Break
1:15p    Burak Guner, Citadel
1:45p    Breakout Rooms open
 

<<DAY 2>>  Thursday, October 29th

Session III: Jacqueline Meulman

10:00a  Yuming Kuang and Dai Shi, Two Sigma
10:30a  Ismael Lemhadri, 4th-year PhD student: "Market impact in the latent order book"
10:55a  Morning Break
11:00a  Suyash Gupta, 4th-year PhD student: "Making reliable predictions even when distributions shift"
11:25a  Olivia Liao, Stitch Fix
11:55a  Midday Break

Session IV: Guenther Walther

12:10p  Dinah Shender, Google
12:25p  Swarnadip Ghosh, 4th-year PhD student: "Backfitting for large-scale crossed random effects regressions"
12:50p  Afternoon Break
12:55p  Brad Betts, BlackRock
1:25p    Guenther Walther, Closing Remarks
1:30p    Breakout Rooms open