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Workshop "Structured Nonparametric Modeling"


Book of abstracts  

Schedule   (download as pdf )
Thursday, June 4
12:45 - 13:45 Registration
13:45 - 14:15Opening
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