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)

Program

Day 1 (04/21 - Friday):

09:00 - 09:50 Jianqing Fan

Title: FAST-NN for nonparametric model selection    [SLIDES]

09:50 - 10:40 Jing Tao

Title: Estimation and Inference of Semiparametric Single-Index Models with High-Dimensional Covariates [SLIDES]

Break

11:00 - 11:50 Adam McCloskey

Title: Hybrid Confidence Intervals for Informative Inference After Selection [SLIDES]

11:50 - 12:40 Amar Venugopal

Title: Double and Single Descent in Causal Inference with an Application to High-Dimensional Synthetic Control [SLIDES]

Lunch Break

02:40 - 03:30 Marcelo C. Medeiros

Title: Recent Advances in Counterfactual Estimation with Aggregate Data: Synthetic Controls and Beyond [SLIDES]

Note: This talk was based on several papers.

03:30 - 04:20 Vira Semenova

Title: Adaptive Estimation of Intersection Bounds -- a Classification Approach [SLIDES]

Break

04:40 - 05:30 Soonwoo Kwon

Title: Bias-Aware Inference in Regularized Regression Models [SLIDES]

05:30 - 06:20 Youngki Shin

Title: Fast Inference for Quantile Regression with Tens of Millions of Observations [SLIDES]

Day 2 (04/22 - Saturday):

09:00 - 09:50 Eduardo F. Mendes

Title: Generalized Information Criteria for Structured Sparse Models [SLIDES]

09:50 - 10:40 Ricardo Masini

Title: Distributional Counterfactual Analysis in High-Dimensional Setup [SLIDES]

Break

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

Lunch

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.