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“An Unlikely of Events: My Journey to Batch Means Estimators”

Abstract

Noé Vidales, an assistant professor at Cal Poly Pomona, introduces his research on efficient multivariate variance estimators for serially correlated data. A family of partial-overlapping batch means estimators is introduced, which offers a tradeoff between computational and variance efficiency. The family is indexed by a shift parameter which determines the overlap between batches and is a generalization of non-overlapping batch means and overlapping batch means. Through the talk, Vidales aims to connect his research to his journey to statistics with two goals: clarifying abstract concepts and showcasing a non-traditional path to academia.