Azeem Zaman

Associate In Research

Phone: 
+1 919 660 1800
Graduation Year: 
2017

Employment Info

PhD Student
Harvard University, Department of Statistics
2017-Present

Master's Thesis

Bayesian Hierarchical Models to Address Problems in Neuroscience & Economics

Abstract In the rst chapter, motivated by a model used to analyze spike train data, we present a method for learning multiple probability vectors by using information from large samples to improve estimates for smaller samples. The method makes use of Polya-gamma data augmentation to construct a conjugate model whose posterior can estimate the weights of a mixture distribution. This novel method successfully uses borrows information from large samples to increase the precision and accuracy of estimates for smaller samples. In the second chapter, data from the Federal Communications Commission spectrum auction number 73 is analyzed. By analyzing the structure of the auctions bounds are placed on the valuations that govern the bidders' decisions in the auction. With these bounds, common models are estimated by imputing valuations and the results are compared with the estimates from standard methods used in the literature. The comparison shows some important di erences between the approaches. A second model that accounts for the geographic relationship between the licenses sold nds strong evidence of a correlation between the value of adjacent licenses, as expected by economic theory. iv