New and Evolving Roles of Shrinkage in Large-Scale Prediction and Inference
Videos from BIRS Workshop
Roger Koenker, University College London
Monday Apr 8, 2019 09:05 - 09:58
Nonparametric maximum likelihood methods for binary response models with random coefficients
Jinchi Lv, University of Southern California
Monday Apr 8, 2019 14:21 - 15:07
Blessing of Dimensionality: High-Dimensional Nonparametric Inference with Distance Correlation
William Strawderman, Rutgers University
Monday Apr 8, 2019 15:38 - 16:13
On efficient prediction and predictive density estimation for normal and spherically symmetric models
Eric Marchand, University of Sherbrooke
Tuesday Apr 9, 2019 09:47 - 10:24
Predictive density estimation: recent results
Fumiyasu Komaki, The University of Tokyo
Tuesday Apr 9, 2019 10:44 - 11:07
Shrinkage priors for nonparametric Bayesian prediction of nonhomogeneous Poisson processes
Gourab Mukherjee, University of Southern California
Tuesday Apr 9, 2019 11:09 - 11:42
Improved Shrinkage Prediction under a Spiked Covariance Structure
Xinyi Xu, Ohio State University
Tuesday Apr 9, 2019 13:34 - 14:14
Calibrated Bayes factors for model comparison
Aditya Guntuboyina, University of California Berkeley
Tuesday Apr 9, 2019 14:18 - 14:58
On the nonparametric maximum likelihood estimator for Gaussian location mixture densities and applications
Jiaying Gu, University of Toronto
Tuesday Apr 9, 2019 14:59 - 15:41
Nonparametric empirical Bayes methods for ranking with longitudinal data
Ejaz Ahmed, Brock University
Tuesday Apr 9, 2019 16:04 - 16:59
Implicit Bias in Big Data Analytics
Anirban Bhattacharya, Texas A&M University
Wednesday Apr 10, 2019 09:05 - 09:45
Some applications of MCMC perturbations with high-dimensional shrinkage priors
Jialiang Li, Associate Professor
Wednesday Apr 10, 2019 09:48 - 10:30
Factor models for asset returns based on transformed factors
Debdeep Pati, University of Wisconsin
Wednesday Apr 10, 2019 10:50 - 11:21
Shrinkage in Bayesian shape constrained inference
Qingyuan Zhao, University of Pennsylvania
Wednesday Apr 10, 2019 11:22 - 12:02
Is (empirical) Bayes the future of instrumental variable estimation?
Debashis Mondal, Oregon State University
Thursday Apr 11, 2019 09:09 - 09:38
Matrix-free conditional simulation of Gaussian lattice random fields
Takeru Matsuda, University of Tokyo
Thursday Apr 11, 2019 09:40 - 10:10
Singular value shrinkage priors and empirical Bayes matrix completion
Takeru Matsuda, University of Tokyo
Thursday Apr 11, 2019 09:40 - 10:10
Singular value shrinkage priors and empirical Bayes matrix completion
Miles Lopes, University of California at Davis
Thursday Apr 11, 2019 10:37 - 11:11
Bootstrapping Spectral Statistics in High Dimensions
Keisuke Yano, University of Tokyo
Thursday Apr 11, 2019 11:12 - 11:49
Adaptive minimax predictive density for sparse Poisson models
Edward George, University of Pennsylvania
Thursday Apr 11, 2019 13:34 - 14:23
Bayesian Hospital Mortality Rate Estimation and Standardization for Public Reporting
Edward George, University of Pennsylvania
Thursday Apr 11, 2019 13:34 - 14:23
Bayesian Hospital Mortality Rate Estimation and Standardization for Public Reporting
Yingying Fan, University of Southern California
Thursday Apr 11, 2019 14:27 - 15:14
Asymptotic Theory of Eigenvectors for Large Random Matrices with Applications to Network Inference
Yuzo Maruyama, University of Tokyo
Thursday Apr 11, 2019 15:42 - 16:29
Ensemble minimaxity of James-Stein estimators
Gourab Mukherjee, University of Southern California
Thursday Apr 11, 2019 16:31 - 17:11
Open Discussion
