| |
2006-07 Program on High Dimensional Inference and Random Matrices
Opening Workshop
September 17-20, 2006
at the Radisson Hotel RTP
General Information
Application
Schedule
General Information
The Opening Workshop for the SAMSI program on High Dimensional Inference and Random Matrices will
be held Sunday-Wednesday, September 17-20, 2006, at the Radisson Hotel RTP in Research Triangle
Park, NC. It will be preceded, on Sunday, September 17, by tutorials on Indirect Problems and
Free Probability by Craig Tracy, Roland Speicher, and Ofer Zeitouni.
The goal of the opening workshop is to allow community input to formation of the working groups
for the program, as well as promote engagement (via web, teleconference, ...) of those who will
not be resident at SAMSI during the program. The workshop program will focus heavily on open
problems in High Dimensional Inference and Random Matrices for which solutions are not currently
available.
Program Committee: Iain Johnstone (Stanford University, Chair), Peter Bickel (UC Berkeley),
Helene Massam (York University), Douglas Nychka (NCAR), Craig Tracy (UC Davis); G. W. Stewart
(Univ. of Maryland, National Advisory Committee Liaison), Chris Jones (SAMSI, Directorate Liaison),
Nell Sedransk (NISS, Directorate Liaison).
Registration for the workshop is now closed. There are no spaces available for walk-in registrations.
Please check the Random Matrices program website for information on future activities.
Schedule
Sunday, September 17, 2006
Overview Tutorials
Radisson Hotel RTP, Room H, 3rd Floor
Titles and Abstracts
| 8:00-8:50 |
Registration and Continental Breakfast |
| 8:50-9:00 |
Welcome
Nell Sedransk, SAMSI |
| 9:00-10:00 |
Tutorial Lecture #1
Ofer Zeitouni, University of Minnesota |
| 10:00-10:30 |
Break |
| 10:30-12:30 |
Tutorial Lecture #2
Craig Tracy, Univ. of California-Davis |
| 12:30-1:30 |
Lunch |
| 1:30-2:30 |
Tutorial Lecture #3
Ofer Zeitouni, University of Minnesota |
| 2:30-3:00 |
Break |
| |
Two Invited Overview Talks |
| 3:00-4:00 |
Overview Talk: Roland Speicher, Queen's University,
Random Matrices and Free Probability Theory |
| 4:00-5:00 |
Overview Talk: Alan Edelman, MIT
Applied Stochastic Eigenanalysis |
| 5:00-5:30 |
Poster Presentation Session (2 min. each) |
| 6:30-8:30 |
Poster Session and Reception in Room DE, 2nd Floor. (Please have your
poster set up by 6:15)
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. |
Monday, September 18, 2006
Radisson Hotel RTP
| 8:00-8:15 |
Registration and Continental Breakfast |
| 8:15-8:30 |
Welcome to SAMSI and Opening of Workshop
Chris Jones, SAMSI
Iain Johnstone, Stanford University |
| |
Applications of Random Matrices |
| 8:30-9:15 |
David Hoyle, University of Manchester
Large Random Matrices in Bioinformatics and Molecular Biology |
| 9:15-10:00 |
Gaby Hegerl, Duke University
Climate Change Detection and attribution: An Example of a Large Small-sample Problem |
| 10:00-10:30 |
Break |
| 10:30-11:15 |
Thomas Marzetta, Bell Labs
A Surprising Random Matrix Result, Wireless Communications, and the Grassman Manifold |
| 11:15-12:00 |
Discussion Panel:
Doug Nychka, NCAR
Thomas Guhr, Lunds Universitet |
| 12:00-1:30 |
Lunch |
| |
Foundations of Random Matrix Theory |
| 1:30-2:15 |
Harold Widom, Univ. of California-Santa Cruz
Correlation functions for orthogonal polynomial random matrix ensembles |
| 2:15-3:00 |
Estelle Basor, Cal. Polytechnic State Univ.
Computations of Linear Statistics for Ensembles of Random Matrices |
| 3:00-3:45 |
Discussion Panel:
Nicholas Ercolani, Univ. of Arizona
Peter Miller, University of Michigan
Ofer Zeitouni, University of Minnesota |
| 3:45-4:30 |
Break |
| 4:30-5:30 |
Distinguished Lecture: Room H, 3rd Floor
David Donoho, Stanford University
The Breakdown Point of Model Selection When There Are More Variables Than Observations |
| 5:30-6:30 |
Reception |
Tuesday, September 19, 2006
Radisson Hotel RTP
| 8:00-8:30 |
Registration and Continental Breakfast |
| |
Inference and Regularization |
| 8:30-9:15 |
Iain Johnstone, Stanford University
On Extreme Eigenvalues and Eigenvectors for Large Covariance Matrices |
| 9:15-10:00 |
Liza Levina, University of Michigan
Estimation of Large Covariance Matrices |
| 10:00-10:30 |
Break |
| 10:30-11:15 |
John Lafferty, Carnegie Mellon University
Sparsity in High Dimensional Regression, Density Estimation, and Graph Inference |
| 11:15-12:00 |
Discussion Panel:
Peter Bickel, Univ. of California-Berkeley
Mohsen Pourahmadi, Northern Illinoi University
Bin Yu, Univ. of California-Berkeley |
| 12:00-1:30 |
Lunch |
| |
New Researcher Session |
| 1:30-1:45 |
Boaz Nadler, Weizmann Institute of Science
Finite Sample Results on the Convergence of PCA for Spiked Covariance Models |
| 1:45-2:00 |
Leonard Choup, Univ. of California-Davis
Edgeworth Type Expansion of the Distribution of the Largest Eigenvalue in Classical Random Matrix Ensembles |
| 2:00-2:15 |
Sandrine Peché, University of Grenoble
The Largest Eigenvalue of Some Ensembles of Random Matrices |
| 2:15-3:00 |
Further talks by new researchers TBA |
| 3:00-3:30 |
Break |
| |
Multivariate Statistical Issues |
| 3:30-4:15 |
Hélène Massam, York University
The Wishart, Some Related Distributions and Some Moments |
| 4:15-5:00 |
Steven Smith, MIT Lincoln Lab
Perspectives in Intrinsic Estimation with Applications to Covariance Matrices and Signal Processing |
| 5:00-5:45 |
Discussion Panel:
Ya'acov Ritov, Hebrew University
Donald Richards, Pennsylvania State University |
Wednesday, September 20, 2006
Radisson Hotel RTP
| 8:00-8:30 |
Registration and Continental Breakfast |
| |
Computations and Mathematical Issues |
| 8:30-9:15 |
Ioana Dumitriu, University of Washington-Seattle
Beta Ensembles: A Brief Survey |
| 9:15-10:15 |
James Mingo, Queen's University, and Raj Rao, MIT
Statistical Eigen-Inference from Large Wishart Matrices |
| 10:15-10:30 |
Break |
| 10:30-12:00 |
Closing Discussion Panel:
Plamen Koev, MIT
Jianqing Fan, Princeton University
Brian Rider, Univ. of Colorado-Boulder
Friedrich Götze, Bielefeld University |
| 12:00-1:30 |
Lunch |
| 1:30-2:45 |
Working Group Formation |
| 2:45-3:00 |
Break |
| 3:00-4:00 |
Working Group Reports |
|
|
![[SAMSI logo]](/images/samsi_logo.gif){kind=logo}
