WORKSHOP
MODEL SELECTION, REGULARIZATION,
AND INFERENCE

     Saturday July 14, 2018   
9:00 - 10:00

Invited Session 10, Sky Lounge
Chair: Lucas Janson

Hannes Leeb (University of Vienna):
Prediction When Fitting Simple Models to High-Dimensional Data
(Abstract)   

10:10 - 11:20

Contributed Session 3a, Sky Lounge
Chair: Yuval Benjamini

Stanislav Anatolyev (CERGE-EI and NES):
A ridge to homogeneity
(Abstract)   

Nina Senitschnig (University of Vienna):
Prediction out-of-sample using block shrinkage estimators: model selection and predictive inference
(Abstract)   

David Kraus (University of Brno):
Regularized classification of incomplete functions
(Abstract)   

Contributed Session 3b, Lecture Hall 15
Chair: Rolf Tschernig

Alessandro Barbarino (Federal Reserve Board):
Forecasting Near-equivalence of Linear Dimension Reduction Methods in Large Panels of Macro-variables
(Abstract)   

Vasco Gabriel (University of Surrey):
Optimal GMM Model Averaging
(Abstract)   

Nick Longford (Imperial College London):
Composition of estimators as an alternative to model selection
(Abstract)   

11:20 - 11:45 Coffee Break, Sky Lounge
11:45 - 12:45

Invited Session 11, Sky Lounge
Chair: Rudy Beran

Lukas Steinberger (Universität Freiburg):
Geometrizing Rates of Convergence Under Local Differential Privacy
(Abstract)   

12:45 - 14:30 Lunch Break
14:30 - 15:30

Invited Session 12, Sky Lounge
Chair: Ulrike Schneider

Ryan Tibshirani (Carnegie Mellon University):
Some Advances in Conformal Inference
(Abstract)   

15:30 - 15:55 Coffee Break, Sky Lounge
15:55 - 16:55

Invited Session 13, Sky Lounge
Chair: Nikolaus Hautsch

Rudy Beran (UC Davis):
Applying Stein Shrinkage: Theory and Experiment
(Abstract)   

16:55 Closing Session, Sky Lounge
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