The workshop "HDMetrics: Big Data, High-Dimensional Methods, and Machine Learning" will be held on the 21st-22nd of April 2023, at the University of Illinois at Urbana-Champaign, Urbana, IL. The workshop is being organized by Marcelo C. Medeiros, Ji Hyung Lee, Eun Yi Chung, and Joshua Shea.
Confirmed Keynote Speakers
Hongqi Chen (UIUC)
Jianqing Fan (Princeton)
Soonwoo Kwon (Brown University)
Ricardo P. Masini (Princeton)
Adam McCloskey (The University of Colorado at Boulder)
Eduardo F. Mendes (Getulio Vargas Foundation)
Marcelo C. Medeiros (UIUC)
Vira Semenova (The University of California at Berkeley)
Xiaofeng Shao (UIUC)
Youngki Shin (McMaster University)
Amar Venugopal (Stanford)
Jing Tao (University of Washington)
Preliminary Program
Day 1 (04/21 - Friday):
09:00 - 09:50 Jianqing Fan
Title: FAST-NN for nonparametric model selection
09:50 - 10:40 Jing Tao
Title: Estimation and Inference of Semiparametric Single-Index Models with High-Dimensional Covariates
Break
11:00 - 11:50 Adam McCloskey
Title: Hybrid Confidence Intervals for Informative Inference After Selection
11:50 - 12:40 Amar Venugopal
Title: Double and Single Descent in Causal Inference with an Application to High-Dimensional Synthetic Control
Lunch Break
02:40 - 03:30 Marcelo C. Medeiros
Title: Recent Advances in Counterfactual Estimation with Aggregate Data: Synthetic Controls and Beyond
03:30 - 04:20 Vira Semenova
Title: Adaptive Estimation of Intersection Bounds -- a Classification Approach
Break
04:40 - 05:30 Soonwoo Kwon
Title: Bias-Aware Inference in Regularized Regression Models
05:30 - 06:20 Youngki Shin
Title: Fast Inference for Quantile Regression with Tens of Millions of Observations
Day 2 (04/22 - Saturday):
09:00 - 09:50 Eduardo F. Mendes
Title: Generalized Information Criteria for Structured Sparse Models
09:50 - 10:40 Ricardo Masini
Title: Distributional Counterfactual Analysis in High-Dimensional Setup
Break
11:00 - 11:50 Hongqi Chen
Title: The Variable Screening Approach for Growth-at-Risk Prediction
11:50 - 12:40 Xiaofeng Shao
Title: Dimension-agnostic change point detection
Lunch
Registration and Venue
Registration is free but mandatory. Anyone interested in attending should register by clicking here. The number of attendees is limited to 150.
The workshop will take place at Armory 101 located at Armory Building, 505 E Armory Ave, Champaign, IL 61820.