Princeton University Workshop on Frontiers of Statistics
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Princeton University Workshop on Frontiers of Statistics in Honour of Professor Peter Bickel’s 65th Birthday May 18 - 20, 2006, Princeton, USA Table of Contents Acknowledgements ................................ 1 Background.................................... 2 BiographyofPeterJ.Bickel. 3 Committees.................................... 4 InvitedSpeakers ................................. 5 ProgramOverview ................................ 6 DirectionsMap .................................. 7 Program...................................... 8 Abstracts ..................................... 13 WorkshopParticipants ............................. 33 Contents of Book “Frontiers of Statistics” . ..... 38 SpecialThanks .................................. 43 Acknowledgements Sponsors We gratefully acknowledge the generous financial support of : Minerva Research Foundation Bendheim Center for Finance, Princeton University National Science Foundation Department of Operations Research & Financial Engineering, Princeton University and academic support of: Institute of Mathematical Statistics International Indian Statistical Association 1 Background The workshop intends to bring top and junior researchers together to define and ex- pand the frontiers of statistics. It provides a focal venue for top and junior researchers to gather, interact and present their new research findings, to discuss and outline emerging problems in their fields, and to lay the groundwork for fruitful future collaborations. A distinguished feature is that all topics are in core statistics with interactions with other dis- ciplines such as biology, medicine, engineering, computer science, economics and finance. Topics include: (1) Nonparametric inference and machine learning; (2) Longitudinal and functional data analysis; (3) Time series, and financial econometrics; (4) Computational biology and biostatistics; (5) MCMC, Bootstrap, and robust statistics; (6) Experimental design and industrial engineering. The workshop also serves advanced graduate students and young researchers looking for new topics to work on and experienced researchers who hope to gain an overview of contemporary developments in statistics. The workshop is held on the occasion of the 65th birthday of Professor PeterJ. Bickel, Professor of Statistics, University of California, Berkeley, one of the most celebrated statis- ticians of our time. A book on the “Frontiers of Statistics” will soon be published based on the topics presented on the workshop. The book will map the frontiers of the various disciplines in statistics and provide useful references on the latest developments in each subject. It will also be helpful to both new and experienced researchers who are willing to gain a bird’s-eye view of the various frontiers of statistics, and published in celebration of Professor Peter J. Bickel’s 65th birthday. 2 Biography of Peter J. Bickel Peter Bickel has been a leading figure in the field of statistics in the 43 years since he received his Ph.D. in Statistics at the age of 22. He is widely recognized as one of the greatest statisti- cians of our time in any metrics: breadth, depth and productivity. He has made wide-ranging and far-reaching contributions to the discipline of statistics. He has pioneered the research in many statistical disciplines and has made fundamental contributions to many areas in statistics. These include robust statistics, decision theory, semiparametric modeling, bootstrap, nonparametric mod- eling, machine learning, computational biology, and many other areas (e.g. transportation and genomics) where statistics and Peter J. Bickel quantitative approaches play an important role. His exceptional record of research accomplishment is evidenced by his exceptionally many publications in the very top ranking journals in the field of statistics. His scientific findings have strongly reshaped statistical thinking, methodological development, theoretical studies, and data analysis. His research has strongly influenced the development of other quantitative dis- ciplines such as engineering, economics, finance, computational biology, public health, among others. Bickel’s wide-ranging and far-reaching contributions to statistics have been signifi- cantly recognized internationally by numerous awards and honors. These includes the first recipient of The COPSS Presidents Award in 1980, and The Wald Lecturer in 1980. His work has also been greatly recognized outside the statistical profession. These include his John D. and Catherine T. MacArthur Foundation Fellowship in 1984, Guggenheim, NATO, Miller Fellowships, and his election to the American Academy for Arts and Sciences in 1985, the National Academy of Sciences in 1985, Royal Netherlands Academy of Arts and Sciences in 1995. He was also honored the (UC-Berkeley) Chancellor’s distinguished professor (1996-1999). Professor Bickel is a strong professional leader. He has provided strong leadership at all levels, from his enthusiastic administrative services to Berkeley as the department chairman (76–79, 93–98), director of statistical laboratory (87-92), to a dean (twice) of the Physical Sciences and many other important committees; from professional services such as the President of The Institute of Mathematical Statistics (1980–1982), the president of The Bernoulli Society (1991–1993), and the Board of Trustee of National Institute of Statistics (1991 — ) to the national level such as various leading positions in the National Academy of Sciences, National Research Council, Council of Scientific Advisors and the American Association for the Advancement of Science. 3 Scientific Committee: Jianqing Fan (Chair) Princeton University Luisa Fernholz Princeton University Hira Koul Michigan State university Hans M¨ueller University of California at Davis Vijay Nair University of Michigan Ya’acov Ritov Hebrew University of Jerusalem Jeff Wu Georgia Institute of Technology Organizing Committee: Jianqing Fan(Chair) Princeton University Luisa T Fernholz Temple University Heng Peng Princeton University Chongqi Zhang Guangzhou University Yazhen Wang University of Connecticut Committee on Travel Support: Luisa T. Fernholz (Chair) Princeton University Jianqing Fan Princeton University Liza Levina University of Michigan Yijun Zuo Michigan State University Yazhen Wang University of Connecticut 4 Invited speakers: Yacine Ait-Sahalia Princeton University Donald Andrews Yale University Peter B¨uhlmann Swiss Federal Institute of Technology Zurich Kjell Doksum University of California, Berkeley David Donoho Stanford University Ursula Gather University of Dortmund Jayanta K. Ghosh Purdue University Friedrich Goetze University of Bielefeld Peter G. Hall The Australian National University Haiyan Huang University of California at Berkeley Jiming Jiang University of California, Davis Hira Koul Michigan State University Soumendra N. Lahiri Iowa State University Elizaveta Levina University of Michigan Jun Liu Harvard University Regina Liu Rutgers University Xiaoli Meng Harvard University Stephan Morgenthaler EPFL Learning Center Hans M¨uller University of California, Davis Vijay Nair The University of Michigan Byeong Park Seoul National University Nancy Reid University of Toronto John Rice University of California, Berkeley Yaacov Ritov Israel Social Sciences Data Center Anton Schick Binghamton University Chris Sims Princeton University David Tyler Rutgers University Sara van der Geer Swiss Federal Institute of Technology Zurich Mark van der Laan University of California, Berkeley Willem van Zwet University of Leiden Jane-Ling Wang University of California, Davis Jon Wellner University of Washington Yazhen Wang University of Connecticut Jeff C. Wu Georgia Institute of Technology Zhiliang Ying Columbia University Chunming Zhang University of Wisconsin at Madison Yijun Zuo Michigan State University 5 Program Overview Thursday Friday Saturday 8:30-8:45 Registration 8:45-9:00 Opening Ceremony 9:00-9:30 Peter G. Hall Jun Liu Hira Koul John Rice 9:30-10:00 Peter B¨uhlmann Haiyan Huang Anton Sckick Jon Wellner 10:00-10:30 Sara van der Geer Zhiliang Ying Soumendra N. Lahiri Ureula Gather 10:30-11:00 Photo and Break Break Break 11:00-11:30 Willem Van Zwet Hans M¨uller Reginia Liu Jayanta K. Gosh 11:30-12:00 Nancy Reid Chunming Zhang Yijun Zuo Xiaoli Meng 12:00-12:30 Friedrich Goetze Byeong Park Jiming Jiang Jeff Wu 12:30-14:00 Lunch Lunch Lunch 14:00-14:30 Kjell Doksum David Donoho 14:30-15:00 Jane-Ling Wang David Tyler 15:00-15:30 Stephan Morgenthaler Yaacov Ritov 15:30-16:00 Break Break 16:00-16:30 Vijay Nair Chris Sims 16:30-17:00 Elizaveta Levina Yacine Ait-Sahalia 17:00-17:30 Mark van der Laan Donald Andrews 6 7 Program May 17, 2006 (Wednesday) 19:30-21:30 Reception Palmer House (http://www.princeton.edu/palmerhouse/) Tel: 609-258-3715 Fax: 609-258-0526 May 18, 2006 (Thursday) 8:00-8:45 Registration F101∗ 8:45-9:00 Opening Ceremony F101 Chair: Jianqing Fan Invited Session 9:00-10:30 Chair: Don Fraser F101 9:00 Peter G. Hall Some theory for classifiers in high-dimensional, low sample size settings 9:30 Peter B¨uhlmann Very high-dimensional data: prediction and variable selection 10:00 Sara van der Geer Oracle inequalities for the LASSO 10:30-11:00 Photo and Break 11:00-12:30 Chair: Ursula Gather F101 11:00 Willem van Zwet An expansion for a discrete non-lattice distribution 11:30 Nancy Reid Applied Asymptotics 12:00 Friedrich Goetze Edgeworth Approximations for Symmetric Statistics 8 12:30-14:00 Lunch (Friend Convocation Room) 14:00-15:30 Chair: Luisa Fernholz F101 14:00 Kjell Doksum Powerful