2013-14: LDHD: Statistical Inference in Sparse High-dimensional Models: theoretical and computational challenges: February 24-26, 2014
Workshop Information
This workshop was held at the Hamner Conference Center at the NC Biotechnology Center, 15 TW Alexander Drive, Research Triangle Park, NC.
This workshop focused on both theoretical and computational developments in high-dimensional statistical models. Of particular interest were models that involve high-dimensional matrix estimation, such as elliptical copula models, graphical and network models, factor models, and functional data. These models are typically parametrized by matrices of reduced complexity, for instance of low rank, low effective rank, with sparse patterns, or some combination of these. The low-complexity assumptions are crucial for the successful implementation and theoretical analysis of such models, especially from a limited amount of data.
High-dimensional models with low-dimensional structures are ubiquitous. Rich applications occur in genetics, neuroscience, economics, public health, psychology and sociology. New scientific challenges in these established areas, or in emerging areas such as medical geology or action science, arise on a continual basis, and with them the need to meet them at both computational and theoretical levels.
This workshop brought together researchers in applied, computational, and theoretical statistics, with the goals of (i) identifying pressing scientific open questions that can be answered within the framework of the workshop; (ii) disseminating state of the art results in the area of high dimensional statistical inference; and (iii) identifying open theoretical and computational challenges in this area.
Schedule
Participant List
Speaker Titles and Abstracts
Poster Titles
Schedule
Monday, February 24, 2014
The Hamner Conference Center Auditorium at the NC Biotechnology Center
| 8:30-8:55 a.m. | Registration |
| 8:55-9:00 | Welcome |
| 9:00-9:45 | Alexandre Tsybakov, CREST-ENSAE Linear and Conic Programming Approaches to High-Dimensional Errors-in-variables Models |
| 9:45-10:00 | Break |
| 10:00-10:45 | Cun-Hui Zhang, Rutgers University Graphlet Screening in High Dimensional Variable Selection |
| 10:45-11:00 | Break |
| 11:00-11:45 | Jacob Bien, Cornell University Convex Banding of the Covariance Matrix |
| 11:45-1:00 | Lunch (provided in the Congressional Room at the Hamner Conference Center) |
| 1:00-1:45 | George Michailidis, University of Michigan Change Point Inference in Dynamic Erdos-Renyi Random Graphs |
| 1:45-2:00 | Break |
| 2:00-2:45 | Han Liu, Princeton University Transelliptical Modeling and its Applications |
| 2:45-3:00 | Break |
| 3:00-3:45 | Luo Xiao, Johns Hopkins University Estimation of Covariance Matrices with Particular Structures |
| 3:45-4:00 | Break |
| 4:00-4:45 | Xiaotong Shen, University of Minnesota Ordinal Classification with Unstructured Predictors |
| 4:45-5:00 | Break |
| 5:00-6:30 | Poster Session and Reception (Galleria) SAMSI will provide poster presentation boards and tape. The board dimensions are 4 ft. wide by 3 ft. high. They are tri-fold with each side being 1 ft. wide and the center 2 ft. wide. Please make sure your poster fits the board. The boards can accommodate up to 16 pages of paper measuring 8.5 inches by 11 inches. |
Tuesday, February 25, 2014
The Hamner Conference Center Auditorium at the NC Biotechnology Center
| 9:00-9:45 | Tony Cai, University of Pennsylvania Recovery of High-Dimensional Low-Rank Matrices |
| 9:45-10:00 | Break |
| 10:00-10:45 | Harrison Zhou, Yale University Rate-Optimal Posterior Contraction for Sparse PCA |
| 10:45-11:00 | Break |
| 11:00-11:45 | Venkat Chandrasekaran, Cal Tech Computational and Statistical Tradeoffs via Convex Relaxation |
| 11:45-1:00 | Lunch (provided in the Congressional Room at the Hamner Conference Center) |
| 1:00-1:45 | Sofia Olhede, University College London Nonparametric Graphon Estimation |
| 1:45-2:00 | Break |
| 2:00-2:45 | Yannick Baraud, University of Nice ρ-estimation |
| 2:45-3:00 | Break |
| 3:00-3:45 | Christophe Giraud, Université Paris-Sud On Estimator Selection |
| 3:45-4:00 | Break |
| 4:00-4:45 | Hao Helen Zhang, University of Arizona Selection of Interaction Effects for Ultra High-Dimensional Data |
Wednesday, February 26, 2014
The Hamner Conference Center Auditorium at the NC Biotechnology Center
| 9:00-9:45 | Chris Holmes, Oxford University Computational Decision Theory and Bayesian Methods for Exploring Sparse Structural Aberrations in Cancer Genomes |
| 9:45-10:00 | Break |
| 10:00-10:45 | Andrew Nobel, University of North Carolina Hypothesis Testing and Community Detection |
| 10:45-11:00 | Break |
| 11:00-11:45 | Cosma Shalizi, Carnegie Mellon University |
| 11:45-1:00 | Lunch (provided in the Congressional Room at the Hamner Conference Center) |
| 1:00-3:00 | Post-Workshop Discussion |