Register for Workshop "HDMetrics: Big Data, High-Dimensional Methods, and Machine Learning"


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




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




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




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




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.