Workshop "Structured Nonparametric Modeling"
Book of abstracts
Schedule (download as pdf )
Thursday, June 4 | ||
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12:45 - 13:45 | Registration | |
13:45 - 14:15 | Opening | |
Session 1 | ||
14:15 - 14:45 |
Rudolf Beran
Hypercube Fits to the Multivariate Linear Model | |
14:45 - 15:15 |
Xiaohong Chen
Optimal Sup-norm Rates, Adaptivity and Inference in Nonparametric Instrumental Variables Regression
| |
15:15 - 15:45 |
Christoph Rothe
A Discontinuity Test for Identification in Triangular Nonseparable Models | |
15:45 - 16:15 | Break | |
Session 2 | ||
16:15 - 16:45 |
Friedrich Götze
Expansions of Entropy and Fisher-Information Distances | |
16:45 - 17:15 |
Wolfgang Karl Härdle
Distillation of News Flow into Analysis of Stock Reactions | |
17:15 - 17:45 |
Valentin Konakov
Discrete parametrix method and its applications | |
17:45 - 19:00 | Poster session | |
Friday, June 5 | ||
Session 3 | ||
10:15 - 10:45 |
Oleg Lepski
Adaptive estimation in the convolution structure density model | |
10:45 - 11:15 |
Oliver Linton
Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables | |
11:15 - 11:45 |
Steve Marron
Object Oriented Data Analysis | |
11:45 - 12:15 |
Break
| |
Session 4 | ||
12:15 - 12:45 |
Axel Munk
Fast FDR based Change Point Segmentation | |
12:45 - 13:15 |
Jens Perch Nielsen
In-sample forecasting applied to reserving and mesothelioma | |
13:15 - 14:45 |
Lunch
| |
Session 5 | ||
14:45 - 15:15 |
Michael Nussbaum
Asymptotic equivalence of pure quantum state estimation and Gaussian white noise | |
15:15 - 15:45 |
Byeong U. Park
Additive functional regression | |
15:45 - 16:15 |
Break
| |
Session 6 | ||
16:15 - 16:45 |
Dominique Picard
Bayesian procedures for data with geometrical structure | |
16:45 - 17:15 |
Wolfgang Polonik
Extreme values of Gaussian random fields on growing manifolds with applications to filament estimation | |
17:15 - 17:45 |
Markus Reiß
Sequential adaptation for statistical inverse problems | |
19:00 |
Conference dinner
| |
Saturday, June 6 | ||
Session 7 | ||
09:30 - 10:00 |
Peter Bühlmann
Causal inference: 60 years ago and today | |
10:00 - 10:30 |
Jianqing Fan
Modeling Large Portfolio Risks and Networks with Structured Nonparametrics | |
10:30 - 11:00 |
Jean-Pierre Florens
Functional linear regression with functional response | |
11:00 - 11:30 | Break | |
Session 8 | ||
11:30 - 12:00 |
Aad van der Vaart
On estimating a causal effect when there are many confounders | |
12:00 - 12:30 |
Qiwei Yao
Identifying Cointegration by Eigenanalysis | |
12:30 - 13:00 |
Harrison Zhou
Community Detection: Minimaxity and A Computationally Efficient Algorithm | |
13:00 - 13:30 | Closing | |