October 30, 2015
9:00 AM - 5:00 PM
Organized by Francis DiTraglia and Po-Ling Loh.
9:00-9:30 am: Coffee
9:30-11:30 am: Session I
Jonathan Wright: “Weather Adjusting Economic Data”
Serena Ng: “Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data”
11:30-12:30 pm: Lunch
12:30-2:30 pm: Session II
Victor Chernozhukov: “Uniform Post-Selection Inference for LAD and Other Z-Estimation Problems”
Jianqing Fan: “Distributed Estimation and Inference with Statistical Guarantees”
2:30-3:00 pm: Coffee
3:00-5:00 pm: Session III
Ryan Tibshirani: “Trend Filtering: some Recent Advances and Challenges”
Denis Nekipelov: “Inference in Markets with Algorithmic Learning Agents”