Registration page. Registration deadline: 15 August, 2016.

Scope

Advances in technology have brought a huge array of datasets characterised by high dimensionality, large sample size, heterogeneity and so on. This brings great opportunities to statisticians and data scientists for developing innovative methodologies for analysing such data. This workshop aims to discuss the latest developments in methodology, theory, computation and application of large-scale inference. Topics include but are not limited to large-scale regression and classification, large dimensional matrix estimation, large-scale multivariate analysis, graphical models, and distributed statistical inference.

This workshop will take place immediately before the CRiSM master class on Sparse Regression.

Confirmed speakers

• Heather Battey (Imperial College and Princeton)
• Binyan Jiang (Hong Kong Polytechnic University)
• Chenlei Leng (Warwick)
• Degui Li (York)
• Guangming Pan (Nanyang Technological University)
• Xinghao Qiao (LSE)
• Richard Samworth (Cambridge)
• Rajen Shah (Cambridge)
• Chengyong Tang (Temple)
• Xiangyu Wang (Duke)
• Qiwei Yao (LSE)
• Yi Yu (Bristol and Cambridge)

Schedule

All talks will take place in MS0.4.

Day 1

• 9:30-10:00 Registration
• 10:00-10:50 Guangming Pan, Recent development of the largest eigenvalues of large random matrices
  
• 10:50-11:20 Coffee break
• 11:20-12:10 Richard Samworth, High-dimensional changepoint estimation via sparse projection
  
• 12:10-13:30 Lunch
• 13:30-14:20 Cheng Yong Tang, Precision matrix estimation by inverse principal orthogonal decomposition
• 14:20-15:10 Heather Battey, Large covariance and precision matrices: robust estimation and new structured classes.
• 15:10-15:40 Coffee break
• 15:40-16:30 Degui Li, Semiparametric ultra-high dimensional model averaging of nonlinear dynamic time series
• 16:30-17:20 Xinghao Qiao, Regularized estimation in high-dimensional functional time series models
• 19:00 Banquet

Day 2

• 9:30-10:20 Chenlei Leng, DECOrrelated feature space partitioning for distributed sparse regression
• 10:20-10:50 Coffee break
• 10:50-11:40 Rajen Shah, Goodness of fit tests for high-dimensional linear models
• 11:40-12:30 Binyan Jiang, A direct approach for sparse quadratic discriminant analysis
• 12:30-14:00 Lunch
• 14:00-14:50 Yi Yu, Estimating whole brain dynamics using spectral clustering
• 14:50-15:40 Qiwei Yao, Kriging over space and time based on a latent reduced rank structure
• 15:40-16:10 Coffee break

Abstracts

The titles and abstracts and the programme booklet.

Useful Information

• Information on how to get to the University of Warwick.

Organiser

Chenlei Leng (University of Warwick)