Organisers:
-
Qiyang Han, Rutgers University
-
Axel Munk, University of Goettingen
-
Richard Samworth, University of Cambridge
-
Yi Yu, University of Warwick
About:
Structural break analysis is concerned with the detection and localization of abrupt changes in the data generating distribution in time series and spatial processes. Shape-constrained inference, on the other hand, focuses on automatic learning that adapts to unknown structures of signals. Both topics are well-established in statistics, but the recent explosion of data has resulted in challenges in both fields to find theoretically guaranteed and computationally efficient statistical tools to harness and exploit such structural patterns. These challenges are ubiquitous in many, diverse application areas, such as security monitoring, neuroimaging, financial trading, ecological statistics, climate change, medical condition monitoring, sensor networks, risk assessment for disease outbreaks, flu trend analysis, genetics, electro-physiology and many others.
In the last few years, we witnessed a growing body of literature in both communities focusing on similar problems, but we were also aware that communication between the two areas could be improved. This workshop focused on recent developments in structural break analysis and shape-constrained inference, aiming to create a platform to bring the two communities together.
Programme:
Monday 16 May 2022 | ||
Registration | ||
Welcome | ||
Jon Wellner, University of Washington | Revisiting the symmetric location model: a log-concave perspective | |
Coffee Break | ||
Carey Priebe, Johns Hopkins University | Discovering underlying dynamics in time series of networks | |
Bodhisattva Sen , Columbia University | Multivariate, Heteroscedastic Empirical Bayes via Nonparametric Maximum Likelihood | |
Lunch | ||
Daren Wang, University of Notre Dame (Online) | Optimal High-dimensional Change Point Testing in Regression Settings | |
Qiyang Han , Rutgers University (Online) | Noisy linear inverse problems under convex constraints: Exact risk asymptotics in high dimensions | |
Coffee Break | ||
Rebecca Willett , University of Chicago (Online) | Shape constraints imposed by linear layers in neural networks | |
Welcome Reception at ICMS | ||
Tuesday 17 May 2022 | ||
Claudia Kirch, Otto-von-Guericke University Magdeburg (Online) | Data segmentation methodology based on moving sum statistics | |
George Michailidis, U Florida | tbc | |
Coffee Break | ||
Paul Fearnhead, Lancaster University | Fast Online Changepoint Detection via Functional Pruning CUSUM statistics | |
Zhou Fan , Yale Univeristy | Tree-Projected Gradient Descent for Estimating Gradient-Sparse Parameters on Graphs | |
Lunch | ||
Pierre Bellec, Rutgers University (Online) | Data-driven adjustments for confidence intervals and proximal representations in single-index models | |
Haotian Xu, University of Warwick | Change point localisation and inference in high-dimensional regression models under dependence |
|
Coffee Break | ||
Aditya Guntuboyina, University of California, Berkeley (Online) | MARS via LASSO | |
Wednesday 18 May 2022 | ||
Lutz Duembgen , University of Bern | Isotonic Distributional Regression under Likelihood Ratio Ordering | |
Min Xu , Rutgers University | Root and community inference on preferential attachment networks | |
Coffee Break | ||
Alexandre Mösching, Universität Göttingen | ||
Oliver Feng, University of Cambridge | ||
Holger Dette, Ruhr-Universität Bochum (Online) | Are deviations in a gradually varying mean relevant. A testing approach based on sup-norm estimators | |
Lunch | ||
Thursday 19 May 2022 | ||
Yannick Baraud, University of Luxembourg | Robust and adaptive estimation of a density on the line under a shape constraint | |
Housen Li, University of Goettingen | Optimistic search strategy for large scale change point problems | |
Coffee Break | ||
Cecile Durot, Université Paris Nanterre | Unlinked monotone regression | |
Cun-Hui Zhang , Rutgers University | Second- and Higher-Order Anti-Concentration Inequalities, Comparison Theorems and Bootstrap | |
Lunch | ||
Sabyasachi Chatterjee, University of Illinois at Urbana-Champaign (Online) | A Theoretically Tractable Framework for K Fold Cross Vaidation | |
Kengo Kato , Cornell University (Online) | Testing for shape restrictions with U-processes | |
Coffee Break | ||
Yuting Wei , University of Pennsylvania (Online) | Beyond $\log n/\log\log n$ Iterations: Non-asymptotic Analysis for Approximate Message Passing | |
Dinner at ICMS | ||
Friday 20 May 2022 | ||
Tengyao Wang , London School of Economics and Political Science | High-dimensional changepoint estimation with heterogeneous missingness | |
Haeran Cho, University of Bristol | High-dimensional time series segmentation under parametric models | |
Coffee Break | ||
Yining Chen, London School of Economics and Political Science | Estimation of S-shaped functions and beyond | |
Tom Berrett, University of Warwick | Optimal nonparametric testing of Missing Completely At Random, and its connections to compatibility | |
End of workshop, Packed lunch provided |