Statistical Modeling of Complex Systems and Processes

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

Practical Information

Date: July, 20th, 2015

Venue: Guesthouse seminar room (INF 370/371)

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)