Location
This workshop was held at the Hamner Conference Center at the NC Biotechnology Center, 15 TW Alexander Drive, Research Triangle Park, NC.
Description
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 and Supporting Media
Participant List
Speaker Titles and Abstracts
Poster Titles
Monday, February 24, 2014
The Hamner Conference Center
| Time | Description | Speaker | Slides | Videos |
|---|---|---|---|---|
| 8:30-8:55 | Registration | |||
| 8:55-9:00 | Welcome | |||
| 9:00-9:45 | Linear and Conic Programming Approaches to High-Dimensional Errors-in-variables Models | Alexandre Tsybakov, CREST-ENSAE | ||
| 9:45-10:00 | Break | |||
| 10:00-10:45 | Graphlet Screening in High Dimensional Variable Selection | Cun-Hui Zhang, Rutgers University | ||
| 10:45-11:00 | Break | |||
| 11:00-11:45 | Convex Banding of the Covariance Matrix | Jacob Bien, Cornell University | ||
| 11:45-1:00 | Lunch (provided in the Congressional Room at the Hamner Conference Center) | |||
| 1:00-1:45 | Change Point Inference in Dynamic Erdos-Renyi Random Graphs | George Michailidis, University of Michigan | ||
| 1:45-2:00 | Break | |||
| 2:00-2:45 | Transelliptical Modeling and its Applications | Han Liu, Princeton University | ||
| 2:45-3:00 | Break | |||
| 3:00-3:45 | Estimation of Covariance Matrices with Particular Structures | Luo Xiao, Johns Hopkins University | ||
| 3:45-4:00 | Break | |||
| 4:00-4:45 | Ordinal Classification with Unstructured Predictors | Xiaotong Shen, University of Minnesota | ||
| 4:45-5:00 | Break | |||
| 5:00-6:30 | Poster Session and Reception (Galleria) |
Tuesday, February 25, 2014
The Hamner Conference Center
| Time | Description | Speaker | Slides | Videos |
|---|---|---|---|---|
| 9:00-9:45 | Recovery of High-Dimensional Low-Rank Matrices | Tony Cai, University of Pennsylvania | ||
| 9:45-10:00 | Break | |||
| 10:00-10:45 | Rate-Optimal Posterior Contraction for Sparse PCA | Harrison Zhou, Yale University | ||
| 10:45-11:00 | Break | |||
| 11:00-11:45 | Computational and Statistical Tradeoffs via Convex Relaxation | Venkat Chandrasekaran, Cal Tech | ||
| 11:45-1:00 | Lunch (provided in the Congressional Room at the Hamner Conference Center) | |||
| 1:00-1:45 | Nonparametric Graphon Estimation | Sofia Olhede, University College London | ||
| 1:45-2:00 | Break | |||
| 2:00-2:45 | ρ-estimation | Yannick Baraud, University of Nice | ||
| 2:45-3:00 | Break | |||
| 3:00-3:45 | On Estimator Selection< | Christophe Giraud, Université Paris-Sud | ||
| 3:45-4:00 | Break | |||
| 4:00-4:45 | Selection of Interaction Effects for Ultra High-Dimensional Data | Hao Helen Zhang, University of Arizona |
Wednesday, February 26, 2014
The Hamner Conference Center
| Time | Description | Speaker | Slides | Videos |
|---|---|---|---|---|
| 9:00-9:45 | Computational Decision Theory and Bayesian Methods for Exploring Sparse Structural Aberrations in Cancer Genomes | Chris Holmes, Oxford University | ||
| 9:45-10:00 | Break | |||
| 10:00-10:45 | Hypothesis Testing and Community Detection | Andrew Nobel, University of North Carolina | ||
| 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 |