Warren Center Workshop: High Dimensional Methods in Econometrics and Statistics

Jon M. Huntsman Hall, Room 340

October 30, 2015

9:00 AM - 5:00 PM

Organized by Francis DiTraglia and Po-Ling Loh.

Register here

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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”

Workshop site

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