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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 |
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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, 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 --- |
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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 |
Thursday, 16 Aug 2012 |
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09:15am - 09:30am |
Registration |
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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 --- |
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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 |
Aad van der Vaart, Vrije Universiteit, The Netherlands |
Friday, 17 Aug 2012 |
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09:15am - 09:30am |
Registration |
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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 --- |
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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 |
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Singapore public holiday |
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Tuesday,
21 Aug 2012 |
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09:15am - 09:30am |
Registration |
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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 |
Zongming Ma, University of Pennsylvania, USA |
11:30pm - 02:00pm |
--- Lunch --- |
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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 |
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Free discussion |
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Thursday, 23 Aug 2012 |
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Free discussion |
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Friday, 24 Aug 2012 |
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Free discussion |
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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
