Statistics and Friends Seminar @ MI - Leiden
Future seminars
28/10/2025 at 12:00 (CE.0.18) – Tianjiao Yan
Title: Alternative representations of the Aalen-Johansen estimator of the state occupation probabilities in multi-state models
Abstract: Multi-state models are a flexible framework for analysing processes that evolve through different states over time, with applications in medicine, demography, and economics, among others. A key quantity of interest is the state occupation probability, commonly estimated by the Aalen–Johansen estimator. In this work we provide alternative representations of this estimator by extending both the redistribution-to-the-right algorithm and the inverse probability of censoring weighted empirical average representation to the general multi-state setting. We show that these formulations are mathematically equivalent to the Aalen–Johansen estimator, offering new interpretative insights and practical understanding.
11/11/2025 at 12:00 – Lukas Zierahn
Title: Best Arm Identification for Bandits with Shifting Means
Abstract: We study an interactive testing environment in which the learner chooses one of K distributions to sample each timestep with the goal of finding the distribution with the highest expected mean with high probability in the least number of overall samples (the best-arm identification setting with known confidence). We coin the Shifting Means setting, a non-stationary setting where an offset is added to all samples which can change fully adversarially between timesteps and demonstrate how the known approaches of the Track-and-Stop algorithm and the Generalized Likelihood Ratio Test (GLRT) fail for Shifting Means. We propose generalized Importance Weights for Shifting Means, which we show to be delta-correct and sample efficient. We also present a lower bound and evaluate our results empirically.
25/11/2025 at 14:00 – Hidde Fokkema Title: TBA Abstract: TBA
9/12/2025 at 12:00 – Tristan Wiegers Title: TBA Abstract: TBA
20/1/2026 at 12:00 – Eni Musta Title: TBA Abstract: TBA
3/2/2026 at 12:00 – Saverio Ranciati Title: TBA Abstract: TBA
Past seminars