Workshop 'Nonparametric and High-dimensional Statistics'

On July 20-21 an international workshop 'Nonparametric and High-dimensional Statistics' took place in Heidelberg, Germany. The event was organised by the Laboratory of Stochastic Analysis and its Applications, Research Training Group 'Statistical Modeling of Complex Systems and Processes' Heidelberg / Mannheim and MAThematics Center Heidelberg.

 

 

Workshop Programme (PDF, 65 Кб)

SPEAKERS

Harrison Zhou, Yale University
Title: Sparse Canonical Correlation Analysis: Minimaxity, Adaptivity, and Computational Barriers

Denis Belomestny, University of Duisburg-Essen
Title: Low-rank diffusion covariance matrix estimation under presence of jumps

Karl Gregory, University of Mannheim
Title: Pointwise inference in the high-dimensional additive model

Guillaume Lecue, Ecole Polytechnique, University Paris Saclay, France
Title: Estimation properties of regularization methods under the small ball property

Pierre Bellec, ENSAE ParisTech - University Paris Saclay, France
Title: Aggregation of supports along the Lasso path in linear regression

Vladimir Panov, National Research University, Higher School of Economics, Moscow, Russia
Title: Semiparametric estimation in the normal variance-mean mixture model

Claudia Strauch, Heidelberg University
Title: On nonparametric adaptive density estimation for ergodic diffusions in higher dimensions

Alexandre Tsybakov, ENSAE ParisTech, France
Title: Oracle inequalities for network models and sparse graphon estimation