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Workshop 2 - RMT Applications in Statistics
( 7 - 15 Aug 2012 )

Venue: IMS Auditorium

Organizing Committee · Visitors and Participants · Overview · Activities · Venue · Enquiries

 

Tuesday, 7 Aug 2012

09:30am - 10:30am

Hermitian matrix model with equispaced external source

Dong Wang, National University of Singapore

10:30am - 11:00am

--- Coffee Break ---

11:00am - 12:00nn

Distributions of Demmel and related condition numbers: finite and asymptotic behaviors

Prathapasinghe Dharmawansa, Aalto University, Finland

Wednesday, 8 Aug 2012

09:30am - 10:30am

Convergence of the empirical spectral distribution of eigenvalues of Beta matrices

Jiang Hu, Northeast Normal University, China

10:30am - 11:00am

--- Group Photo & Coffee Break ---

11:00am - 12:00nn

Two-sample covariance matrix testing and support recovery

Weidong Liu, Shanghai Jiao Tong University, China

12:00nn - 02:00pm

--- Lunch ---

02:00pm - 03:00pm

Testing the independence of sets of high dimensional variables

Dandan Jiang, Jilin University, China

03:00pm - 03:30pm

--- Coffee Break ---

Thursday, 9 Aug 2012

Singapore public holiday

Friday, 10 Aug 2012

09:30am - 10:30am

Progress in the method of ghosts and shadows for beta ensembles

Alan Edelman, Massachusetts Institute of Technology, USA

10:30am - 11:00am

--- Coffee Break ---

11:00am - 12:00nn

Corrections of some likelihood statistics in a high-dimensional strict factor model

Damien Passemier, Universite de Rennes 1, France

12:00nn - 02:00pm

--- Lunch ---

02:00pm - 03:00pm

Deformed Laguerre weights and the amplify and forward MIMO system

Namuz Haq, Imperial College London, UK

03:00pm - 03:30pm

--- Coffee Break ---

03:30pm - 04:30pm

Signal reconstruction from the magnitude of subspace components

Martin Ehler, Helmholtz Center Munich, Germany

Monday, 13 Aug 2012

09:00am - 09:15am

Registration

09:15am - 09:30am

Opening remarks

 

Chair: Yang Chen, Imperial College London, UK

09:30am - 10:30am

Coherence of random matrices: limiting laws, phase transition, and statistical applications

Tony Cai, University of Pennsylvania, USA

10:30am - 11:00am

--- Coffee Break ---

11:00am - 12:00nn

Confidence interval and test of multiple correlation coefficient in large-dimensional population

Shurong Zheng, Northeast Normal University, China

12:00nn - 02:00pm

--- Lunch ---

 

Chair: Peter Hall, University of Melbourne, Australia

02:00pm - 02:45pm

High-dimensional causal inference: potential and limitations

Peter Buehlmann, ETH Zürich, Switzerland

02:45pm - 03:30pm

Penalized maximum likelihood estimation of a sparse DAG

Sara van de Geer, ETH Zürich, Switzerland

03:30pm - 04:00pm

--- Coffee Break ---

Tuesday, 14 Aug 2012

09:15am - 09:30am

Registration

 

Chair: Wang Zhou, National University of Singapore

09:30am - 10:30am

On control of false discovery rate under dependence

Qiman Shao, Hong Kong University of Science and Technology, Hong Kong

10:30am - 11:00am

--- Coffee Break ---

11:00am - 12:00nn

Roy's Largest root test under rank one alternatives

Iain Johnstone, Stanford University, USA

12:00nn - 02:00pm

--- Lunch ---

 

Chair: Sanjay Chaudhuri, National University of Singapore

02:00pm - 02:45pm

High dimensional nonparametric regression

Frédéric Ferraty, Université de Toulouse, France

02:45pm - 03:30pm

Optimal detection of high-dimensional sparse principal components

Philippe Rigollet, Princeton University, USA

03:30pm - 04:00pm

--- Group Photo & Coffee Break ---

 

Chair: Zhen Pang, Nanyang Technological University

04:00pm - 04:45pm

Asymptotic equivalence of regularization methods in thresholded parameter space

Jinchi Lv, University of Southern California, USA

Wednesday, 15 Aug 2012

09:15am - 09:30am

Registration

 

Chair: Guangming Pan, Nanyang Technological University

09:30am - 10:30am

Some recent progresses in the theory of random matrices

Van Vu, Yale University, USA

10:30am - 11:00am

--- Coffee Break ---

11:00am - 12:00nn

On the estimation of integrated covariance matrices of high dimensional diffusion processes

Xinghua Zheng, Hong Kong University of Science and Technology, Hong Kong

12:00nn - 02:00pm

--- Lunch ---

 

Chair: Jin-Ting Zhang, National University of Singapore

02:00pm - 02:45pm

Variable selection for censored quantile regression

Jianhui Zhou, University of Virginia, USA

02:45pm - 03:30pm

Random matrices and false discovery rates

Jianqing Fan, Princeton University, USA

03:30pm - 04:00pm

--- Coffee Break ---

04:00pm - 04:45pm

Inference on high-dimensional covariance matrices and its applications

Tony Cai, University of Pennsylvania, USA


Note: The talks on 13 - 15 Aug 2012, from 02:00pm onwards are from the program on Meeting the Challenges of High Dimension: Statistical Methodology, Theory and Applications (13 Aug - 26 Oct 2012).


Organizing Committee · Visitors and Participants · Overview · Activities · Venue · Enquiries

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