Conference “Frontiers of High Dimensional Statistics, Optimization, and Econometrics”

Conference “Frontiers of High Dimensional Statistics, Optimization, and Econometrics”

Moscow February 26-27 HSE

Organizers: V. Konakov, E. Mammen, V. Spokoiny

Local organizers: M. Chuyashkin, Yu. Dorn, V.Panov, E. Richkova

Program: Thursday Feb. 26

09:50 – 10:00 Opening 

10:00 – 11:00 Michael Neumann: Bootstrap for degenerate $U$- and $V$-statistics 

11:00 – 11:30 Break 

11:30 – 12:00 Maya Zhilova: Simultaneous likelihood-based bootstrap confidence sets for misspecified models 

12:00 – 12:30 Andzhey Kozuk: Linear hypothesis testing in the problem with weak instrumental variables 

12:30 – 13:00 Egor Klochkov / Denis Belomesty: Spectral estimation for sparse multi-dimensional lévy processes 

13:00 – 13:30 Karl Gregori: A Smooth Block Bootstrap for Statistical Functionals and Time Series 

13:30 – 15:00 Lunch 

15:00 – 15:30 Roland Hildebrand: Rank 1 generated spectrahedral cones 

15:30 – 16:00 Stefan Richter: Cross validation for linear locally stationary processes 

16:00 – 16:30 Maxim Panov: High-dimensional Bernstein - von Mises phenomenon 

16:30 – 17:00  Break 

17:00 – 17:30 Yuri Maximov: Fast rates for multi-class classification 

17:30 – 18:00 Alexandra Suvorikova/ Nasar Buzun: Multi-scale change point detection

Program: Friday Feb. 27

10:00 – 10:45 Yuriy Nesterov: Complexity bounds for primal-dual methods minimizing the model of objective function 

10:45 – 11:30 Boris Polyak: Quadratic transformations: convexity vs nonconvexity 

11:30 – 12:00 Break 

12:00 – 12:30 Ekaterina Krymova: Stochastic online gradient-free methods with inexact oracle (convex case vs strictly convex case; one point oracle vs two point oracle) 

12:30 – 13:00 Pavel Dvurechenski: Random gradient-free methods for random walk based web page ranking functions learning 

13:00 – 14:30 Lunch 

14:30 – 15:00 Evgeny Burnaev: Efficiency of regression conformalization 

15:00 – 15:30 Anna Kozhina: Stability of  Ito diffusions transition densities with respect to coefficient perturbations 

15:30 – 16:00 Vladimir Panov: Statistical inference for generalized Ornstein - Uhlenbeck processes 

16:00 – 16:30 Break 

16:30 – 17:00 Yuri Dorn: First order methods for the transportation problem. Analysis of complexity 

17:00 – 17:30 Kirill Efimov: Smallest accepted method for subset selection

17:30 – 18:00 Egor Klochkov: Semi-parametric estimation in errors-in-variables regression