19 T.W. Alexander Drive
P.O. Box 14006
Research Triangle Park, NC 27709-4006
Tel: 919.685.9350
Fax: 919.685.9360
[email protected]

2006 Program on High Dimensional Inference and Random Matrices

Bayesian Focus Week

October 30 - November 3, 2006
at the Radisson Hotel RTP

General Information
Application
Schedule

General Information

The Bayesian Focus Week is a workshop within the SAMSI program on High Dimensional Inference and Random Matrices. It will be held October 30th to November 3rd, 2006 at the Radisson Hotel RTP in Research Triangle Park, NC.

The proposed themes of the workshop are inference in high-dimensional graphical models, choice of priors for efficient model search in Gaussian and log-linear models, and algorithms for model selection.

Problems of inference in Gaussian graphical models will include high dimensional covariance estimation, estimation of eigenvalues, computation of moments, and Gaussian graphical models for time series. Theoretical as well as implementation properties of various priors will be considered for model selection.

The emphasis will be on discussions, interaction, problem solving and the identification of new problems in a cross-disciplinary setting, concentrating on high-dimensional problems and exploring the possible use and applications of large random matrices.

Talks will take place during the first three days and will be organized around certain themes such as graphical models, prior elicitation, and marginal likelihood computation. Participants in the workshop may suggest other themes. The last two days will be devoted to informal talks and work in groups.

Present list of confirmed participants include Edo Airoldi (Carnegie Mellon University), Francis Bach (Ecole des Mines de Paris), Jim Berger (SAMSI), Carlos M. Carvalho (Duke University), Merlise Clyde (Duke University), Mike Daniels (University of Florida), Tom DiCiccio (Cornell University), Adrian Dobra (University of Washington), Mathias Drton (University of Chicago), Tom Griffiths (Brown University), L. Inoue (University of Washington), Sun Chan Jun (LANL), Jinnan Liu (York University), Dhafer Malouche (University 7 Novembre, Tunisia), Sayan Mukerjee (Duke University), Mohsen Pourahmadi (Northern Illinois University), Thomas S. Richardson (University of Washington), Bala Rajaratnam (Cornell University), Alberto Roverato (Università di Modena e Reggio Emilia), Dongchu Sun (University of Missouri-Columbia), Mike West (Duke University), Eric Xing (Carnegie Mellon University), Nanny Wermuth (Chalmers/University of Gothenburg), and Liang Zhang (Duke University).

Workshop Committee: Hélène Massam (York University, Chair), Peter Bickel (UC Berkeley); Mike West (Local Scientific Coordinator).

Application

Registration is now closed.

Schedule

Monday, October 30, 2006
Radisson Hotel RTP, Room H, 3rd Floor

Presentation Abstracts

8:30-9:15	Registration and Continental Breakfast
9:15-9:30	Welcome Chris Jones, UNC-Chapel Hill Hélène Massam, York University
Covariance Estimation:
9:30-10:30	Mohsen Purahmadi, Northern Illinois University Searching for Ideal Priors (Reparametrization) for Covariance Matrices
10:30-11:30	Dongchu Sun, University of Missouri Objective Bayesian Analysis for the Normal Variance and Precision Matrices for Nonstandard Cases
11:30-11:45	Break
Covariance Estimation:
11:45-12:45	Merlise Clyde, Duke University Classification and Covariance Estimation via Bayesian Shrinkage
12:45-2:00	Lunch (Room FG)
Graphical Models:
2:00-3:00	Nanny Wermuth, Chalmers University of Technology Distortion of Effect
3:00-4:00	Mathias Drton, University of Chicago Finiteness in Factor Analysis
4:00-4:30	Break
Graphical Models:
4:30-5:30	Carlos Carvalho, Duke University Dynamic Matrix-Variate Graphical Models
4:45-5:45	Discussion Panel
6:30-8:30	Poster Session and Reception Poster Abstracts 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, October 31, 2006
Radisson Hotel RTP, Room H, 3rd Floor

8:00-8:30	Registration and Continental Breakfast
High Dimensional Inference:
8:30-9:30	Alberto Roverato, University of Bologna A Robust Procedure for Gaussian Graphical Model Search from Microarray Data with p larger than n
9:30-10:30	Adrian Dobra, University of Washington High Dimensional Structural Learning and its Applications to Data Fusion
10:30-10:45	Break
High Dimensional Inference:
10:45-11:45	Dhafer Malouche, Ecole Supérieure de la Statistique et de l'Analyse de l'Information Order of Separability in Graphs and the uPC Algorithm
11:45-1:00	Lunch (Room FG)
Bayesian Multivariate Thinking:
1:00-2:00	Mike West, Duke University Sparse Statistical Modelling: A Bayesian Thinking About Random Factors, Graphs and Matrices
2:00-3:00	Anthony O'Hagan, University of Sheffield Eliciting Multivariate Distributions
3:00-3:30	Break
Baysian Multivariate Methods:
3:30-4:30	Thomas DiCiccio, Cornell University Objective Bayesian Inference and Covariance Matrices
4:30-5:30	Makram Talih, Hunter College of the City University of New York Geodesic Random Walk on Covariance Matrices: Construction and Practical Issues

Wednesday, November 1, 2006
Radisson Hotel RTP, Room AB, 2nd Floor

8:30-9:00	Registration and Continental Breakfast
Machine Learning:
9:00-10:00	Francis Bach, Ecole des Mines de Paris Learning Graphical Models for Stationary Time Series
10:00-11:00	Tom Griffith, Univ. of California, Berkeley The Indian Buffet Process
11:00-11:15	Break
Machine Learning:
11:15-12:15	Sayan Mukherjee, Duke University Integral Operators and Priors
12:15-1:15	Lunch (Room DE)
Inference in Bio-Medical and Genetic Problems:
1:15-2:15	Lurdes Inoue, University of Washington Network Models for Time-Course Microarray Data
2:15-3:15	Sung Jun, Los Alamos National Laboratory High Dimensional Inference in Biomedical Magnetoencephalography Brain Imaging
3:15-3:45	Break
Inference in Bio-Medical and Genetic Problems:
3:45-4:45	Malgorzata Bogdan, Wroclaw University of Technology, Poland On Some Bayesian Procedures for Multiple Testing
4:45-6:00	Formation of Working Groups

Thursday, November 2, 2006
Radisson Hotel RTP, Room H, 3rd Floor

8:30-9:30	Registration and Continental Breakfast
9:30-12:45	Free for Individual Work or Groups Discussion
12:45-2:00	Lunch
2:00-3:00	Thomas Richardson, University of Washington Binary Models for Marginal Independence
3:00-4:00	Working Groups Open Discussion

Friday, November 3, 2006
Radisson Hotel RTP, Room H, 3rd Floor

8:30-9:30	Registration and Continental Breakfast
9:30-12:45	Free for Individual Work or Groups Discussion
12:45-2:00	Lunch
2:00-4:00	Working Groups Open Discussion

Local Information (Hotels, etc.)

High Dimensional Inference and Random Matrices Program Page