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Workshop 1 on Meeting the Challenges of High Dimension: Statistical Methodology, Theory and Applications
( 13 - 24 Aug 2012 )

Venue: IMS Auditorium

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

 

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, The Chinese University of Hong Kong, 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

Thursday, 16 Aug 2012

09:15am - 09:30am

Registration

 

Chair: Zehua Chen, National University of Singapore

09:30am - 10:15am

Variable selection in linear mixed effects models

Yingying Fan, University of Southern California, USA

10:15am - 10:45am

--- Coffee Break ---

10:45am - 11:30am

Sparse precision matrix estimation via L1 penalized D-trace loss

Hui Zou, University of Minnesota, USA

11:30am - 02:00pm

--- Lunch Reception at IMS ---

 

Chair: Ajay Jasra, National University of Singapore

02:00pm - 02:45pm

Graphical models and missing data: non-convex methods with theoretical guarantees

Martin Wainwright, University of California at Berkeley, USA

02:45pm - 03:15pm

--- Coffee Break ---

03:15pm - 04:00pm

Sparse Bayesian inference

Aad van der Vaart, Vrije Universiteit, The Netherlands

Friday, 17 Aug 2012

09:15am - 09:30am

Registration

 

Chair: Yingying Fan, University of Southern California, USA

09:30am - 10:15am

Penalized quantile regression for in ultra-high dimensional data

Runze Li, Penn State University, USA

10:15am - 10:45am

--- Coffee Break ---

10:45am - 11:30am

Spectral clustering with higher criticism thresholding

Jiashun Jin, Carnegie Mellon University, USA

11:30am - 12:15pm

Low rank functional estimation

Ming Yuan, Georgia Institute of Technology, USA

12:15pm - 02:00pm

--- Lunch ---

 

Chair: Ying Chen, National University of Singapore

02:00pm - 02:45pm

Estimation of large sparse precision matrices

Harrison Huibin, Zhou Yale University, USA

02:45pm - 03:15pm

--- Coffee Break ---

03:15pm - 04:00pm

Marcenko-Pastur law for linear time series with symmetric coefficients

Debashis Paul, University of California at Davis, USA

Monday, 20 Aug 2012

Singapore public holiday

Tuesday, 21 Aug 2012

09:15am - 09:30am

Registration

 

Chair: Yingcun Xia, National University of Singapore

09:30am - 10:15am

Alternative tests to higher critism test under sparsity and dependence

Song Xi Chen, Iowa State University, USA

10:15am - 10:45am

--- Coffee Break ---

10:45am - 11:30am

Adaptive confidence bands

Zongming Ma, University of Pennsylvania, USA

11:30pm - 02:00pm

--- Lunch ---

 

Chair: Peter Hall, University of Melbourne, Australia

02:00pm - 02:45pm

Vectorial phase retrieval / mathematical, statistical and computational challenges

Boaz Nadler Weizmann Institute of Science, Israel

02:45pm - 03:15pm

--- Coffee Break ---

03:15pm - 04:00pm

Hybrid generative-discriminative modelling for statistical classification

Jinghao Xue, University College London, UK

Wednesday, 22 Aug 2012

Free discussion

Thursday, 23 Aug 2012

Free discussion

Friday, 24 Aug 2012

Free discussion


Note: The talks on 13 - 15 Aug 2012, from 09:30am - 12:00nn are from the program on Random Matrix Theory and its Applications II (18 Jun - 15 Aug 2012).


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

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