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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 |
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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 |
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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 |
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Singapore public holiday |
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Friday,
10 Aug 2012 |
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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 |
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09:00am - 09:15am |
Registration |
09:15am - 09:30am |
Opening remarks |
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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 --- |
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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 |
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09:15am - 09:30am |
Registration |
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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 --- |
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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 --- |
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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 |
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09:15am - 09:30am |
Registration |
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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 --- |
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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
