Sparsity and Inverse Problems in Statistical Theory and Econometrics  
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Friday, Dec. 5, 2008   Saturday. Dec. 6, 2008
8:30-9:00 Registration  
    Chair: Vladimir Spokoiny       Chair: Peter Bickel
9:05-0:45 Joel Horowitz Variable selection in nonparametric additive models   09:00-09:40 Alexandre Tsybakov Some methods of sparse recovery
09:45-10:25 Alois Kneip. The prediction error in functional regression   09:40-10:20 Peter Buelmann  Stability Selection for High-Dimensional Data
10:25-11:05 Volker Krätschmer Inverse problems in empirical risk attitudes   10:20-11:00 Sara van-der-Geer The incoherence condition in additive models
    Chair: Markus Reiß       Chair: Gilles Blanchard
11:30-11:50 Hannes Nickisch Variational Inference and Experimental Design for Sparse Linear Models (with Matthias Seeger)   11:30-11:50 David Hardoon Sparse Canonical Correlation Analysis
11:50-12:10 Stefan Haufe Groupwise sparsity enforcing estimators for solving the EEG/MEG inverse problem   11:50-12:10 Zakria Hussain Matching pursuit algorithms in machine learning
12:10-12:30 Meister, Alexander Nonparametric estimation of the error distribution in software testing  
    Chair: Tobias Ryden  
14:00-14:40 Peter Bickel Kernel Representations and Kernel Density Estimation  
14:40-15:20 Gérard Biau Consistency of random forests and other averaging classifiers (joint work with L. Devroye and G. Lugosi)  
15:20-16:00 Benedikt Poetscher Confidence Sets Based on Sparse Estimators and Related Results on the Distribution of Penalized Maximum Likelihood Estimators
    Chair: Denis Belomestny   
16:00-16:20 Anneleen Verhasselt Nonnegative garrote in additive models using Psplines  
16:20-16:40 Sébastien Loustau  Statistical performances of SVM regularization in classification  
16:40-17:00 Nora Serdyukova Approximation of random fields in high dimension        
19:30 Workshop dinner Cum Laude