Workshop on Structure Adapting Methods - Program

Preliminary program

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Peter Bühlmann
Statistics for high-dimensional data: toward more reliable results
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Ying Chen
Robust Risk Management
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Elmar Diederichs
Sparse NonGaussian Component Analysis by Semidefinite Programming
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Alexander Goldenshluger
Selection of kernel density estimators: $bL_p$-risk oracle inequalities
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Shota Gugushvili
Nonparametric inference for discretely sampled Lévy processes
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Wolfgang Karl Härdle
Missing theory, working applications in SAM
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Joel Horowitz
Uniform Confidence Bands for Functions Estimated Nonparametrically with Instrumental Variables
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Anatoli Juditsky
On statistical applications of l1-recovery
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Gerard Kerkyacharian
Different constructions of needlets and their use in statistic.
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Nicole Krämer
Regularized estimation of large-scale gene association networks using graphical Gaussian models
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Oleg Lepski
Density estimation on $R^d$
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Mikhail Malyutov
Capacity of Screening Comparison for three methods of the outputs analysis
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Enno Mammen
Nonparametric regression with nonparametrically generated covariates
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Richard Nickl
Finite Sample Confidence Bands for Needlet Estimators on the Unit Sphere
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Dominique Picard
LOL : Learning out of leaders
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Ya'acov Ritov
Sparse Empirical Bayes Analysis
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Angelika Rohde
Adaptive Confidence Sets for the Best Approximating Model
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Nora Serdyukova
Local parametric estimation under noise misspecification in regression problem
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Stefan Sperlich
An adaptive model class: sliding from fixed to random effects models
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Vladimir Spokoiny
Saddle point model selection
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Alexandre Tsybakov
Optimal rates of sparse estimation
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Sara van de Geer
On the conditions to prove oracle results for the Lasso
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