Entrance hall of the ICMS

Nonparametric statistical inference under shape constraints

May 16, 2016 - May 20, 2016

ICMS, 15 South College Street

Organisers

Name Institution
Samworth, Richard University of Cambridge
Yuan, Ming University of Wisconsin-Madison

Nonparametric shape constraints, such as monotonicity, convexity or log-concavity, offer statisticians the potential of freedom from restrictive parametric assumptions, while still permitting fully automatic procedures (with no tuning parameters to choose!).  In this sense, they combine the best of both the parametric and nonparametric worlds. Fundamental statistical problems such as density estimation and regression problems will be treated, along with more exotic questions related to, for example, semiparametric inference.


Inference under shape constraints is a core area of statistical theory and methodology, but the methods often involve challenging optimisation problems and have important applications in many areas, including biology and econometrics.

The workshop wants to attract particularly junior researchers into the field.  To this end, on the first (Monday) afternoon, there will be tutorials given by the workshop organisers as introductions to the field.  The research talks, which will be given by world-leading experts in the area, will begin on Tuesday.

Arrangements

It is anticipated that the workshop will begin with tutorials for junior researchers, PhD students and post-docs at 2pm on Monday afternoon 16 May and the research talks will begin at 9am on Tuesday 17 May. It is anticipated that the workshop will close around early afternoon on Friday 20 May 2016.   Please take these timings into account when booking your travel. 

Participation 

INVITED DELEGATES. Invited delegates were sent an emailed invitation from ICMS, on behalf of the Scientific Organisers, at the end of January 2016.

PUBLIC APPLICATION. The closing date for applications was Friday 26 February 2016 and successful applicants have been notified. 

Venue and Talks

The workshop will be held at 15 South College Street, Edinburgh.  You may also find this map useful for the workshop.  All lectures will be held in the Newhaven Lecture Theatre.    The Lecture Theatre is equipped with a data projector, computer, visualiser (the new generation of overhead projectors) and two blackboards.  The projector and one board may be used simultaneously.  It is best to bring your presentation on a memory stick to use in our ICMS computer.   Alternatively, it is possible for you to use your own laptop with our dataprojector, but please be aware that you may have to alter your laptop resolutions/settings. 

UK Visas

If you are travelling from overseas you may require an entry visa. A European visa does not guarantee entry to the UK. Please use this link to the UK Visas site to find out if you need a visa and if so how to apply for one.

Travel

Information about travel to the UK and Edinburgh is available here.  Please note that it is your responsibility to have adequate travel insurance to cover medical and other emergencies that may occur on your trip.

A taxi directly from the airport will cost approximately 20.00 GBP to the city centre for a one-way journey.     There is also a bus service direct from the airport to the city centre which will cost 4.00 single or 7.00 GBP return - the Airlink 100.  This is a frequent service (every 10 minutes during peak times) and will bring you close to Waverley Railway Station and the workshop venue. 

Lothian buses charge £1.60 for a single, £4.00 for a day ticket. Please note that the exact fare is required and no change is given.

If travelling by train, please note that Edinburgh has several railway stations; Waverley Railway Station being the main station and closest to the workshop venue at 15 South College Street. If you alight at Edinburgh Waverley, the meeting venue is an easy 10 minute walk over North and South Bridge.  The other railway stations are Haymarket and Edinburgh Park but please note that these stations are at the West End of the city centre.

Accommodation 

ICMS will organise accommodation for participants.

Catering

The workshop grant will cover refreshments throughout the event and lunch on Tuesday, Wednesday and Thursday. There will be a workshop dinner one evening and a wine reception on Tuesday. 

Wireless Access

Access to wifi via Eduroam is available throughout the building. If you are not registered with Eduroam you will be given instructions and a code for accessing the wireless network.  For those without laptops, there will also be a couple of computers available for you to check your emails.  

Registration Fee

A 70.00 GBP registration fee is payable.

Programme

This is a provisional programme and may be subject to alteration.

Monday 16 May 2016 (tutorials for junior researchers, PhD students and post-docs)

14:00-15:30

Richard Samworth (University of Cambridge)
An introduction to nonparametric inference under shape constraints I  

15:30-16:00

Coffee/tea in the Chapterhouse, Level 1

16:00-17:30

Richard Samworth (University of Cambridge)
An introduction to nonparametric inference under shape constraints II 

 

Tuesday 17 May 2016

08:30-09:00

Registration & coffee/tea in the Chapterhouse, Level 1

09:00-09:40

Guenther Walther  (Stanford University)
Constructing an essential histogram     

09:45-10:25

Mary Meyer (Colorado State University)
Estimation and inference in regression models with constrained surfaces: warped-plane splines and triangle splines

10:25-11:00

Coffee/tea in the Chapterhouse, Level 1

11:00-11:40

Aditya Guntuboyina (University of California, Berkeley)
Adaptation in log-concave density estimation  pdf of presentation

11:45-12:25

Karthik Bharath (University of Nottingham)
Random warping functions for curve alignment pdf of presentation

12:30-14:00

Lunch in the Chapterhouse, Level 1

14:00-14:40

Bodhisattva Sen (Columbia University)
Estimation of a two-component mixture model with applications to multiple testing
pdf of presentation 

14:45-15:25

Victor-Emmanuel Brunel (Massachusetts Institute of Technology)
Recovering level sets of the Tukey depth 

15:30-16:00

Coffee/tea in the Chapterhouse, Level 1

16:00-16:40

Dragi Anevski (Lund University) 
Shape and order restricted inference for dependent data

16:45-18:30

Poster session and informal wine reception in Chapterhouse, Level 1


Wednesday 18 May 2016

09:00-09:40

Andrew Johnson (Texas A&M University)
Production function estimation using shape constrained estimators

09:45-10:25

Min Xu (University of Pennsylvania)
Faithful variable screening for high-dimensional convex regression

10:25-11:00

Coffee/tea in the Chapterhouse, Level 1 

11:00-11:40

Piet Groeneboom (Delft University of Technology)
Current status linear regression

11:45-12.25

Johannes Royset (Naval Postgraduate School)
Fusion of hard and soft information in density estimation   pdf of presentation

12:25-12.30

Group photograph to be taken at front door  

12:30-14.00

Lunch in the Chapterhouse, Level 1  

 

Thursday 19 May 2016

09:00-09:40

Johannes Schmidt-Hieber (University of Leiden)
Nonparametric estimation for a class of flat Holder functions pdf of presentation

09:45-10:25

Qiyang Han (University of Washington)
Multivariate convex regression: global risk bounds and adaptation
pdf of presentation

10:25-11:00

Coffee/tea in the Chapterhouse, Level 1

11:00-11:40

Yannick Baraud (Universite de Nice Sophia-Antipolis)
Rho-estimation under shape constraints

11:45-12:25

Matus Maciak (Charles University in Prague)
Change-points in shape-constrained regression pdf of presentation

12:30-14:00

Lunch in the Chapterhouse, Level 1

14:00-14:40

Yining Chen (London School of Economics)
Generalised additive and index models with shape constraints
pdf of presentation 

14:45-15:25

Noureddine El Karoui (University of California, Berkeley)
Can we trust the bootstrap? (in moderate and high dimensions)
pdf of presentation

15:30-16:00

Coffee/tea in the Chapterhouse, level 1

16:00-17:00

Panel: Future directions in nonparametric inference under shape constraints    

19:00

Informal workshop dinner at Blonde Restaurant, 71-75 St. Leonard Street (see map)

 


 

Friday 20 May 2016

09:00-09:40

Guert Jongbloed (Delft University of Technology)
Estimating a decreasing density at zero  

09:45-10:25

Lauren Hannah (Columbia University)
Shape constrained inference for the operational researcher

10:25-11:00

Coffee/tea in the Chapterhouse, Level 1

11:00-11:40

Henrik Lopuhaa (Delft University of Technology)
Estimation of the baseline distribution in the Cox model under monotonicity constraints

pdf of presentation

11:45-12.25

Ivan Mizera (University of Alberta)
Shape constrained shape-constrained empirical Bayes prediction
pdf of presentation

 

Download the PDF of the abstracts

Presentations:

Presentation Details
Anevski, Dragi
Shape and order restricted inference for dependent data
View Abstract Down
Baraud, Yannick
Rho-Estimation under shape constraints
View Abstract Down
Bharath, Karthik
Random warping functions for curve alignment
View Abstract Down
Brunel, Victor-Emmanuel
Recovering level sets of the Tukey depth
View Abstract Down
Chen, Yining
Generalised additive and index models with shape constraints
View Abstract Down
El Karoui, Noureddine
Can we trust the bootstrap? (in moderate and high dimensions)
View Abstract Down
Groeneboom, Piet
Current status linear regression
View Abstract Down
Guntuboyina, Aditya
Adaptation in log-concave density estimation
View Abstract Down
Han, Qiyang
Multivariate convex regression: global risk bounds and adaptation
View Abstract Down
Hannah, Lauren
Shape constrained inference for the operational researcher
View Abstract Down
Johnson, Andrew
Production function estimation using shape constrained estimators
View Abstract Down
Jongbloed, Geurt
Estimating a decreasing density at zero
View Abstract Down
Lopuhaa, Hendrik
Estimation of the baseline distribution in the Cox model under monotonicity constraints
View Abstract Down
Maciak, Matus
Change-points in shape-constrained regression
View Abstract Down
Meyer, Mary
Estimation and inference in regression models with constrained surfaces: warped-plane splines and triangle splines
View Abstract Down
Mizera, Ivan
Shape constrained shape-constrained empirical Bayes prediction
View Abstract Down
Royset, Johannes
Fusion of hard and soft information in density estimation
View Abstract Down
Samworth, Richard
An introduction to nonparametric inference under shape constraints
View Abstract Down
Schmidt-Hieber, Johannes
Nonparametric estimation for a class of flat Hoelder functions
View Abstract Down
Sen, Bodhisattva
Estimation of a two-component mixture model with applications to multiple testing
View Abstract Down
Walther, Guenther
Constructing an essential histogram
View Abstract Down
Xu, Min
Faithful variable screening for high-dimensional convex regression
View Abstract Down

Participants

Name Institution
Anevski, Dragi Lund University
Bagchi, Pramita Ruhr-Universität Bochum
Baraud, Yannick Université de Nice Sophia-Antipolis
Battey, Heather Imperial College London
Bellec, Pierre CREST-ENSAE
Bharath, Karthik University of Nottingham
Brunel, Victor-Emmanuel Massachusetts Institute of Technology
Chen, Junbin Durham University
Chen, Yining London School of Economics
Doss, Charles University of Minesota
Durot, Cecile Université Paris Ouest Nanterre la Défense
El Karoui, Noureddine University of California Berkeley
Groeneboom, Piet Delft University of Technology
Guntuboyina, Aditya University of California, Berkeley
Han, Qiyang University of Washington
Hannah, Lauren Columbia University
Hendrickx, Kim Hasselt University
Jankowski, Hanna York University
Johnson, Andrew Texas A&M University
Jongbloed, Geurt Delft University of Technology
Kim, Arlene K. H. University of Cambridge
Kovac, Arne University of Bristol
Leng, Chenlei University of Warwick
Lopuhaa, Hendrik Delft University of Technology
Maciak, Matus Charles University in Prague
Meyer, Mary Colorado State University
Mizera, Ivan University of Alberta
Musta, Eni Delft University of Technology
Pang, Lixue Technology University of Delft
Patra, Rohit Columbia University
Royset, Johannes Naval Postgraduate School
Samworth, Richard University of Cambridge
Schmidt-Hieber, Johannes University of Leiden
Sen, Bodhisattva Columbia University
Vora, Mina East Georgia State College
Walther, Guenther Stanford University
Wang, Tengyao University of Cambridge
Wang, Tianmiao University of Bristol
Xu, Min The Wharton School, University of Pennslyvania
Yuan, Ming University of Wisconsin-Madison
Zeng, Pengcheng Newcastle University