Partially penalized quasi-likelihood with covariance matrix misspecification. The 8th International Conference on Econometrics and Statistics (Waseda University, Tokyo, Japan) August 21-23, 2025.
Partially penalized quasi-likelihood with misspecified covariance matrix. The 3rd Joint Conference on Statistics and Data Science in China (Hangzhou, China) July 11-13, 2025.
High-dimensional heteroscedasticity test via Approximate Message Passing. Seminar (Bristol, UK) Oct 18, 2024.
Extreme marginal quantile treatment effect for high dimensional data. 7th International Conference on Econometrics and Statistics (Beijing Normal University, Beijing, China) July 17-19, 2024.
Variable importance measure at extreme quantiles. ICSA Canada Chapter 2024 Symposium (Niagara Falls, ON, Canada) June 7-9, 2024.
Asymptotic normality and bias correction in high-dimensional statistical inference with regularized estimators. 2nd HiTEc workshop (Limassol, Cyprus) March 23-24, 2024.
High-dimensional heteroscedasticity test via Approximate Message Passing. Seminar (KU Leuven, Belgium) Dec 14, 2023.
High-dimensional Newey-Powell Test via Approximate Message Passing. Seminar (University of Leeds, UK) Nov 17, 2023
High-dimensional Newey-Powell Test. Seminar (Anhui Normal University, China) 21 June 2023.
Expectile-based heteroscedasticity test for high dimensional regression. Seminar (University of Edinburgh, UK) 3 April 2023.
Testing heteroscedasticity in high dimensions. Seminar (University of East Anglia, UK) 7 February 2023.
AMP meets expectiles: Testing heteroscedasticity and asymmetry in high dimensions. 15th International Conference of the ERCIM WG on Computational and Methodological Statistics (London, UK) 17-19 December 2022.
On variables selection Type-I and type-II error tradeoff for high dimensional logistic regression. 5th International Conference on Econometrics and Statistics. (hybrid, Kyoto, Japan) 4-6 June 2022.
High dimensional statistics, regularization and feature selection. Seminar (Dataroots, Belgium) 23 February 2022.
Power analysis for knockoff-calibrated high dimensional logistic regression. 14th International Conference of the ERCIM WG on Computational and Methodological Statistics (hybrid, London, UK) 18-20 December 2021.
How accurate is Model-X knockoff calibrated high dimensional logistic regression under error rate control? Seminar (KU Leuven, Belgium) 18 November 2021.
Asymptotic mean squared error of model-averaged M-estimators in high dimensions. 13th International Conference of the ERCIM WG on Computational and Methodological Statistics (virtual) 19-21 December 2020.