22/03/2022

In his lecture, Orenstein proposes new mean estimators.

"Better than average" is the title of the lecture that researcher Paulo Orenstein will present this Friday (25), at 3:30 pm, to the IMPA community. In auditorium 2 of the institute, faculty and students will be able to learn more about Orenstein's research line, which works on the interaction between statistics, probability and computation, focusing on high-dimensional Bayesian models and Monte Carlo methods. The lecture is centered on the themes of sample mean and alternative estimators that, in a mathematically precise sense, can be better than the sample mean. The presentation will be broadcast live on IMPA's YouTube channel.

“I hope the lecture will be a chance to explain why I find my field one of the most interesting in applied mathematics. It’s an area with absolutely beautiful ideas in statistics that also touch on the topic of artificial intelligence, but which are not yet widely disseminated. I like to work by combining theory and practice, which has the advantage of allowing me to present concrete ideas on the subject,” said the researcher.

An economist by training, Orenstein's career includes a master's degree in mathematics from PUC-Rio and a doctorate in statistics from Stanford University in California, United States. The researcher states that he seeks intersections between his areas of interest, working with theoretical statistics and participating in applied projects at the Pi Center , ranging from fetal medicine to climate issues. “My research focuses on the interaction between statistics, probability, and computing. On the theoretical side, I am interested in high-dimensional Bayesian models, Monte Carlo methods, and robust mean estimation. On the applied side, I have been using machine learning to extend weather forecasting to the subseasonal realm,” he explained.

Since joining the institute's research staff in 2020, Orenstein has had few opportunities to experience day-to-day life at IMPA due to the distance learning system adopted during the pandemic. Now, he is experiencing a new phase with the return of in-person teaching. “One of the most special things, which is surprising for those unfamiliar with IMPA, is the enormous support we receive from the institute in every possible way. I am very grateful to IMPA for all this support, including when we were apart due to the pandemic. Now, it has been a great pleasure to see life return to the institute's classrooms and to have the chance to meet with the fantastic students and professors I have around me.”

Paulo Orenstein's lecture is part of a series of seminars introducing new researchers, which also includes presentations by three other members of the scientific staff. On April 1st, at 3:30 PM, researcher Lucas Ambrozio will present. Technologist Jorge Lopes, coordinator of technological projects at IMPA, will give his lecture on April 8th, at 3:30 PM. Finally, researcher Luna Lomonaco will present on May 20th, at 3:30 PM.