Young European statisticians Workshop (YES-I)
on
"Shape Restricted Inference"
October 8, 9 and 10, 2007
EURANDOM, Eindhoven, The Netherlands
Programme & Abstracts| Speakers & Participants | Registration | Practical Information
SUMMARY
The workshop is directed at young statisticians who work in the area of shape restricted inference. Short courses on various aspects of the topic will be given by
Professor Lutz Dümbgen, Bern - http://www.imsv.unibe.ch/~duembgen/
Professor Jon Wellner, Seattle - http://www.stat.washington.edu/jaw/
Prof. P. L. Davies, Duisburg-Essen, Eindhoven - http://www.stat-math.uni-essen.de/~davies/
Prof. G. Jongbloed, Delft - http://dutiosc.twi.tudelft.nl/~geurt/
The participants will also have the opportunity to give short talks of about 25 minutes on their own research.
Non-parametric regression has been a very active topic of both applied and theoretical statistics in the past years. There are many applications ranging from medical, astronomical and geographical images to the detection of peaks in spectroscopic data. The advantage of a non-parametric approach is its flexibility which enables it to deal successfully with complex data which cannot be adequately described by a parametric model with a low dimensional parameter space. The added flexibility brings with it problems of theoretical and algorithmic complexity as well as the interpretability of the results. Practioners are often interested in whether a specific feature of the data is `really there' or whether it may simply be a random fluctuation. This requires some form of testing in infinite dimensional parameter spaces. Another problem is to go beyond a single point estimate which in this context is a single curve or image and to try and quantify the amount of variability of the estimate. In finite parametric models this is done by providing confidence regions for the parameters. The extension of this concept to non-parametric problems has still not been successfully accomplished. Traditionally the spaces of functions considered in non-parametric statistics have been defined in terms of smoothness but such assumptions are often difficult to justify. An alternative approach and one that is the main topic of the workshop is to replace such smoothness assumptions by shape restrictions such as monotonicity or convexity. Such assumptions are often easier to justify and recent research has shown in particular cases that tests can be carried out and confidence regions constructed.
Asymptotics
A theoretical investigation of non-parametric procedures for a given finite sample size is impossible because of high dimensionality of the parameter space. To compare and understand the behaviour of procedures recourse must be taken to asymptotics, rates of convergence and limiting distributions. The powerful theory of empirical processes is the indispensible tool for an asymptotic analysis. The participants will learn about this theory and its applications to shape restricted inference. (Wellner).
Algorithms
Algorithms are essential for any application to real data. The theoretically optimal procedure is of little use if it cannot be calculated. Many problems in statistics have special features which allow calculations to be done much more efficiently than is possible by the use of standard algorithms. Some problems of quadratic programming can be solved with an algorithmic complexity of O(n)$against a complexity of O(n^3) for a standard algorithm. The participants will learn about progress which has been made and is still being made in the construction of fast algorithms for shape restricted analysis (Dümbgen).
M-estimation under shape constraints
In
shape-constrained models, one can use general methods to define estimators of
the functions of interest. Some settings will be sketched and esitmators
defined. The need for efficient algorithms and asymptotic methods in this area
of statistics will be motivated from these examples.
(Jongbloed)
- Approximation region * universal, exact, non-asymptotic * noise
quantification, honest instead of exact
- Shape regularization * monotonicity, convexity/concavity * number of peaks,
no of intervals of convexity/concavity
- Shape and smoothness regularization: * smoothness alone * shape and
smoothness
- Approximations bands * exact * fast approximate
(Davies)
Goals
The goal of
the workshop is to bring together young statisticians who are interested in
problems of shape restricted inference. They will have short courses on
the three main aspects of the problem, (asymptotics, algorithms, testing and
confidence bounds) given by leading international experts. The area is still
relatively new and this will be the first workshop to offer a comprehensive
overview of the state of the art. It can be seen as a sequel
to the Oberwolfach meeting `Qualitative Assumptions and Regularization in
High-Dimensional Statistics' which was held in November last year and organized
by two of the speakers for the proposed workshop (Dümbgen
and Wellner, Walther was a participant) but here with emphasis on the
participation of young statisticians.
The workshop is intended to be the first in a series of workshops for young statisticians YES (Young European Statisticians) and will be held under the auspices of the statistics section of EURANDOM. It will complement the successful YEP (Young European Probabilists) meetings organized by the probability section and YEQT (Young European Queueing Theorist) organized by the Queueing and Performance Analysis section of EURANDOM.
Preliminary PROGRAMME
Monday October 8, 2007
09.45-10.00 | Onno Boxma, Scientific Director EURANDOM |
Opening and Welcome |
10.00-10.30 | Geurt Jongbloed | Introduction |
10.30-11.15 | Jon Wellner - I | |
11.15-11.45 | Coffee/tea Break | |
11.45-12.30 | Lutz Dümbgen - I | Isotonic Regression and the Pool-Adjacent-Violators Algorithm |
12.30-14.00 | Lunch | |
14.00-14.45 | Lutz Dümbgen - II | Some Cross-Connections and Consistency |
14.45-15.30 | Laurie Davies | Approximating data and minimal shape constraints |
15.30-16.00 | Coffee/tea Break | |
16.00-17.00 | Monika Meise | Piecewise monotonic and piecewise convex/concave least squares regression |
Thoralf Mildenberg | Sparse Spike Deconvolution using the MR-norm | |
18.00 | Workshop Dinner |
Tuesday October 9, 2007
09.00-09.45 | Lutz Dümbgen - III | Active Set Methods for Shape-Constrained Problems |
09.45-10.45 | Birgit Witte | Smooth M-Estimation in the Current Status Model |
Zakhar Kabluchko | ||
10.45-11.15 | Coffee/tea Break | |
11.15-12.00 | Geurt Jongbloed | M-estimation under shape constraints |
12.00-13.30 | Lunch | |
13.30-14.15 | Jon Wellner - II | Asymptotic theory for shape-restricted inference |
14.15-15.15 | Stefanie Donauer | Asymptotics for Deconvolution Problems with Decreasing Kernels |
Evelyn Rost | Parsimonious Histograms | |
15.15-15.45 | Coffee/tea Break | |
15.45-16.45 | Shota Gugushvili | |
Madaleine Cule | Nonparametric estimation of a multivariate log-concave density | |
Stanislav Volgushev | Monotonic rearrangements and an application to conditional quantile estimation |
Wednesday October 10, 2007
09.00-09.45 | Jon Wellner III | Asymptotic theory for shape-restricted inference |
09.45-10.45 | Yaan Wei | Detecting of local extreme values using a nonparametric smooting method and it's application on on-line data |
Andrew Smith | Image Analysis and Total Variation Denoising | |
10.45-11.15 | Coffee/tea Break | |
11.15-12.00 | Lutz Dümbgen - IV | t.b.a. |
12.00-12.30 | General discussion | |
12.30-14.00 | Lunch |
There is no registration fee.
PLEASE REGISTER BY FILLING IN THE FORM
Registration deadline is October 1, 2007.
Conference Location
the workshop location is EURANDOM, Den Dolech 2, 5612 AZ Eindhoven, Laplace Building, 1st floor, LG 1.105.
EURANDOM is located on the campus of Eindhoven University of Technology, in the 'Laplacegebouw' building' (LG on the map). The university is located at 10 minutes walking distance from Eindhoven railway station (take the exit north side and walk towards the tall building on the right with the sign TU/e).
For all information on how to come to Eindhoven, please check www.eurandom.tue.nl/Location.htm
Hotel
For Keynote speakers Hotel Queen is reserved. You are requested to indicate arrival and departure dates on the registration form
For other participants, there is a possibility to make use of the reduction rates, if booked via EURANDOM. In that case, please use the form, indicating "participant booking".
For privat bookings we suggest to consult the web pages of the Tourist Information Eindhoven, Postbus 7, 5600 AA Eindhoven.
(Hotel Benno is fully booked)
Lunches/dinner
On October 8, 9 and 10 lunches are organised, free of costs for all participants, if ordered on the registration form.
The conference dinner will be held on Monday, October 8. For non-invitees an amount of 35 euro is requested, to be paid at arrival in cash (preferably exact amount in euros). Indicate your attendance on the registration form.
Contact
For more information please contact Mrs. Lucienne Coolen, workshop officer
of EURANDOM, at
coolen 'at' eurandom.tue.nl
ORGANIZERS
►
Prof. P. L. Davies, University of Duisburg-Essen, Germany/Eindhoven
University of Technology, Eindhoven/EURANDOM, Eindhoven (laurie.davies
'at' uni-duisburg-essen.de )
►
Prof. G. Jongbloed, University of Technoilogy,
Delft (G.jongbloed
'at' ewi.tudelft.nl )
The Organizers would like to acknowledge the following organizations for their contributions
This page is maintained by Lucienne Coolen