New and Evolving Roles of Shrinkage in Large-Scale Prediction and Inference

Videos from BIRS Workshop 19w5188

, University College London
- 09:58
Nonparametric maximum likelihood methods for binary response models with random coefficients
Watch video | Download video: 201904080905-Koenker.mp4 (157M)
, University of Southern California
- 15:07
Blessing of Dimensionality: High-Dimensional Nonparametric Inference with Distance Correlation
Watch video | Download video: 201904081421-Lv.mp4 (148M)
, Rutgers University
- 16:13
On efficient prediction and predictive density estimation for normal and spherically symmetric models
Watch video | Download video: 201904081538-Strawderman.mp4 (115M)
, University of Florida
- 17:16
Bayesian High Dimensional Multivariate Regression with Shrinkage Priors
Watch video | Download video: 201904081621-Ghosh.mp4 (195M)
, University of Sherbrooke
- 10:24
Predictive density estimation: recent results
Watch video | Download video: 201904090947-Marchand.mp4 (146M)
, The University of Tokyo
- 11:07
Shrinkage priors for nonparametric Bayesian prediction of nonhomogeneous Poisson processes
Watch video | Download video: 201904091044-Komaki.mp4 (83M)
, University of Southern California
- 11:42
Improved Shrinkage Prediction under a Spiked Covariance Structure
Watch video | Download video: 201904091109-Mukherjee.mp4 (130M)
, Ohio State University
- 14:14
Calibrated Bayes factors for model comparison
Watch video | Download video: 201904091334-Xu.mp4 (156M)
, University of California, Berkeley
- 14:58
On the nonparametric maximum likelihood estimator for Gaussian location mixture densities and applications
Watch video | Download video: 201904091418-Guntuboyina.mp4 (145M)
, University of Toronto
- 15:41
Nonparametric empirical Bayes methods for ranking with longitudinal data
Watch video | Download video: 201904091459-Gu.mp4 (131M)
, Brock University
- 16:59
Implicit Bias in Big Data Analytics
Watch video | Download video: 201904091604-Ahmed.mp4 (152M)
, Texas A&M University
- 09:45
Some applications of MCMC perturbations with high-dimensional shrinkage priors
Watch video | Download video: 201904100905-Bhattacharya.mp4 (150M)
, Associate Professor
- 10:30
Factor models for asset returns based on transformed factors
Watch video | Download video: 201904100948-Li.mp4 (223M)
, Texas A&M University
- 11:21
Shrinkage in Bayesian shape constrained inference
Watch video | Download video: 201904101050-Pati.mp4 (98M)
, University of Pennsylvania
- 12:02
Is (empirical) Bayes the future of instrumental variable estimation?
Watch video | Download video: 201904101122-Zhao.mp4 (149M)
, Oregon State University
- 09:38
Matrix-free conditional simulation of Gaussian lattice random fields
Watch video | Download video: 201904110909-Mondal.mp4 (88M)
, University of Tokyo
- 10:10
Singular value shrinkage priors and empirical Bayes matrix completion
Watch video | Download video: 201904110940-Matsuda.mp4 (93M)
, University of Tokyo
- 10:10
Singular value shrinkage priors and empirical Bayes matrix completion
Watch video | Download video: 201904110940-Mondal.mp4 (93M)
, University of California at Davis
- 11:11
Bootstrapping Spectral Statistics in High Dimensions
Watch video | Download video: 201904111037-Lopes.mp4 (122M)
, University of Tokyo
- 11:49
Adaptive minimax predictive density for sparse Poisson models
Watch video | Download video: 201904111112-Yano.mp4 (117M)
, University of Pennsylvania
- 14:23
Bayesian Hospital Mortality Rate Estimation and Standardization for Public Reporting
Watch video | Download video: 201904111334-George.mp4 (160M)
, University of Pennsylvania
- 14:23
Bayesian Hospital Mortality Rate Estimation and Standardization for Public Reporting
Watch video | Download video: 201904111334-Yano.mp4 (160M)
, University of Southern California
- 15:14
Asymptotic Theory of Eigenvectors for Large Random Matrices with Applications to Network Inference
Watch video | Download video: 201904111427-Fan.mp4 (194M)
, University of Tokyo
- 16:29
Ensemble minimaxity of James-Stein estimators
Watch video | Download video: 201904111542-Maruyama.mp4 (149M)
, University of Southern California
- 17:11
Open Discussion
Watch video | Download video: 201904111631-Dette.mp4 (135M)