Jacob Bien, Cornell |
Convex Banding of the Covariance Matrix
|
Andreas Buja,
Wharton |
Moderate-p Post-Selection Inference
|
Venkat Chandrasekaran, Cal Tech
|
Latent-Variable Graphical Model Selection via Convex Optimization
|
Johannes Lederer
|
How to calibrate tuning parameters
|
Jason Lee, Stanford |
Selective Inference via the Condition on Selection Framework and
Communication-efficient Sparse Regression
|
Hannes Leeb, Vienna
|
On conditional moments
of high-dimensional random vectors
given lower-dimensional projections
|
Po-Ling Loh, Wharton
|
High-dimensional robust M-estimation
|
Richard Samworth, Cambridge
|
Statistical and computational trade-offs in estimation of sparse
principal components
|
Noah Simon, Washington
|
Adjusting Point Estimates and Confidence Intervals for
Selection Bias in High Dimensions as a Frequentist
|
Jon Taylor, Stanford
|
Selective inference in regression
|
Rob Tibshirani, Stanford |
Two novel applications of selective inference
|
Bin Yu, Berkeley
|
Stability
|
Ming Yuan, Wisconsin
|
Distance Shrinkage and Euclidean Embedding via Regularized Kernel Estimation
|
Tong Zhang, Rutgers
|
Some Recent Progress on Non-Convex Regularization Methods for Sparse Estimation
|