Workshop on Nonparametric and high-dimensional statistics
Speakers and Titles
- Harrison Zhou (Yale): Sparse Canonical Correlation Analysis: Minimaxity, Adaptivity, and Computational Barriers
- Denis Belomestny (Duisburg): Low-rank diffusion covariance matrix estimation under presence of jumps
- Karl Gregory (Mannheim): Pointwise inference in the high-dimensional additive model
Guillaume Lecue (Paris): Estimation properties of regularization methods under the small ball property - Pierre Bellec (Paris): Aggregation of supports along the Lasso path in linear regression
- Vladimir Panov (Moscow): Semiparametric estimation in the normal variance-mean mixture model
- Claudia Strauch (Heidelberg University): On nonparametric adaptive density estimation for ergodic diffusions in higher dimensions
- Alexandre Tsybakov (Paris): Oracle inequalities for network models and sparse graphon estimation
Program
| 09.00-09.45 | Harrison Zhou |
| 10.00-10.45 | Denis Belomestny |
| 10.45-11.30 | coffee break |
| 11.30-12.00 | Karl Gregory |
| 12.05-12.35 | Vladimir Panov |
| 12.40-13.10 | Claudia Strauch |
| 13.10-15.15 | lunch break |
| 15.15-16.00 | Guillaume Lecue |
| 16.10-16.40 | Pierre Bellec |
| 16.40-17.15 | coffee break |
| 17.15-18.00 | Alexandre Tsybakov |
Organizers
- Valentin Konakov (Moscow)
- Enno Mammen (Mannheim)
- Alexandre Tsybakov (Paris)
Research Training Group "Statistical Modeling of Complex Systems and Processes” in cooperation with the MAThematics Center Heidelberg (MATCH)