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The Second Conference on High-Dimensional Statistics in the Age of BigData
2017年05月10日 15:15

The Second Conference on High-Dimensional Statistics

in the Age of BigData

Conference Program

The Second Conference on High-Dimensional Statistics in the Age of Big Data will beheld on May 14-16, 2017 in Guanghua School of Management, Peking University,hosted by Center for Statistical Science, Key Laboratory of MathematicalEconomics and Quantitative Finance (Peking University), Ministry of Educationand Department of Business Statistics and Econometrics, Guanghua School ofManagement, Peking University.

There are 10 sessions of Young Scholars Forumon 14th and the Regular Conference on 15th -16th.High-dimensional statistics researchers from around the world will give theirpresentations during the conference; editors from top journals in statisticswill have a dialogue with participants on the morning of the first day.


Day 1   May 14, 2017

8:10-8:50

Registration

8:50-9:00

Opening Ceremony

 

Session I

9:00-9:20

Dynamic  Change-Detection in Large-Scale Datastreams with False Discovery Rate Control

Changliang Zou, Nankai  University

9:20-9:40

Global Testing  for High-Dimensional Correlation Matrices

Shurong Zheng, Northeast  Normal University

9:40-10:00

On the  Statistical Inference for Large Precision Matrices with Dependent Data

Jinyuan Chang, Southwestern  University of Finance and Economics

10:00-10:20

Optimal Tuning  Parameter Selection for Estimating Large Covariances

Yumou Qiu, University of  Nebraska Lincoln

10:20-10:40

A General  Framework for Information Pooling in Two-Sample Sparse Inference

Yin Xia, Fudan University


10:40-10:45

Floor Discussion

 

10:45-11:10

Tea Break

11:10-12:10

Editors Forum

Chair: T. Tony Cai, University of Pennsylvania

Editors: Edward I. George, Co-Editor, Annals of  Statistics

Tailen Hsing, Co-Editor, Annals of  Statistics

Regina Liu, Co-Editor, Journal of the  American Statistical Association: Theory and Methods

Cui-Hui Zhang, Editor, Statistical Science

12:10-13:30

Lunch  B-1, Guest House, Guanghua Building 2


Session II

13:30-13:50

Test  Independence Between Two Random Vectors

Liping Zhu, Renmin University of China


13:50-14:10

Community  Detection with Covariates

Yang Feng, Columbia University


14:10-14:30

Factor and  Residual Empirical Processes

Xinbing Kong, Nanjing Audit  University

14:30-14:50

Sparse Poisson  Regression with Penalized Weighted Score Function

Jinzhu Jia, Peking University


14:50-15:10

Detecting  Variance Change-Points for Blocked Time Series and Dependent Panel Data

Minya Xu, Peking University


15:10-15:15

Floor Discussion

 

15:15-15:40

Tea Break

Session III

15:40-16:00

A Nonparametric  Procedure for Detecting Homogeneity of High-Dimensional Means with  Application to fMRI Studies

Ping-Shou Zhong, Michigan State  University


16:00-16:20

Testing for  Indirect and Spurious Causality

Xiaojun Song, Peking University


16:20-16:40

Lasso Adjustments of Treatment Effect  Estimates in Randomized Experiments

Hanzhong Liu, Tsinghua University


16:40-17:00

Matrix  Completion with Covariate Information

Xiaojun Mao, Iowa State University


17:00-17:05

Floor Discussion


Day 2  May 15, 2017

8:50-9:00

Welcome Remarks

Session IV

9:00-9:40

Bayesian Penalty  Mixing with the Spike and Slab Lasso

Edward I. George, University of Pennsylvania

9:40-10:20

Penalized  Estimation in Additive Regression with High-Dimensional Data

Cui-Hui Zhang, Rutgers University


10:20-10:45

Tea Break

 

Session V

10:45-11:15

Efficient Use of  EHR for Biomedical Translational Research

Tianxi Cai, Harvard University


11:15-11:45

Statistical and  Computational Guarantees of Lloyd's Algorithm and Its Variants

Harrison Zhou, Yale University


11:45-12:15

Network  Cross-Validation by Edge Sampling

Ji Zhu, University of Michigan


12:15-13:30

Lunch B-1, Guest  House, Guanghua Building 2

Session VI

13:30-14:00

Statistical  Challenges in Analysis of Complex Phenotypes Derived from Sequential Images

Dan Nettleton, Iowa State University


14:00-14:30

Simultaneous Variable  Selection and Class Fusion with Penalized Distance Criterion Based  Classifiers

Qihua Wang, Chinese Academy of Sciences


14:30-15:00

Concordance-Assisted  Learning for Individualized Treatment Regimes

Rui Song, North Carolina State  University


15:30-15:55

Tea Break

 

Session VII

15:55-16:25

Pre-processing  with Orthogonal Decompositions for High-Dimensional Explanatory Variables

Cheng Yong Tang, Temple University


16:25-16:55

Exponentially  Tilted Likelihood Inference on Growing Dimensional Unconditional Moment  Models

Niansheng Tang, Yunnan University


16:55-17:25

CTR Prediction  and RTB Advertising

Hansheng Wang, Peking University


Day 3   May 16, 2017

Session VIII

9:00-9:40

i-Fusion:  Efficient Fusion Learning for Individualized Inference from Diverse Data  Sources

Regina Liu, Rutgers University


9:40-10:20

Fast Approximate  Inference for Arbitrarily Large Statistical Models via Message Passing

Matt Wand, University of Technology Sydney

10:20-10:45

Tea break

 

Session IX

10:45-11:15

Quantum  Computing and Statistics

Yazhen Wang, University of  Wisconsin-Madison


11:15-11:45

Quantitation in  Colocalization Analysis: Beyond "Red + Yellow = Green"

Ming Yuan, University of  Wisconsin-Madison


11:45-12:15

Testing and  Scoring High-Dimensional Covariance Matrices When Heteroscedasticity is  Present

Xinghua Zheng, Hong Kong University of Science and Technology

12:15-13:30

Lunch  B-1, Guest House, Guanghua Building 2


Session X

13:30-14:00

The Screening  and Ranking Algorithm for Change-Points Dectection in Multiple Samples

Heping Zhang, Yale University


14:00-14:30

Multiple Change  Point Detection for Correlated High-Dimensional Observations via the Largest  Eigenvalue

Guangming Pan, Nanyang Technological University

14:30-15:00

Deep Learning Approach for Model Learning in  Image Analysis

Jian Sun, Xi’an Jiaotong University

15:00-15:10

Closing Remark

T. Tony Cai, University of Pennsylvania