Schedule for: 24w5163 - Optimal Transport and Distributional Robustness

Beginning on Sunday, March 24 and ending Friday March 29, 2024

All times in Banff, Alberta time, MDT (UTC-6).

Sunday, March 24
16:00 - 17:30 Check-in begins at 16:00 on Sunday and is open 24 hours (Front Desk - Professional Development Centre)
17:30 - 19:30 Dinner
A buffet dinner is served daily between 5:30pm and 7:30pm in Vistas Dining Room, top floor of the Sally Borden Building.
(Vistas Dining Room)
20:00 - 22:00 Informal gathering
Meet and Greet at the BIRS Lounge (PDC 2nd floor)
(Other (See Description))
Monday, March 25
07:00 - 08:45 Breakfast
Breakfast is served daily between 7 and 9am in the Vistas Dining Room, the top floor of the Sally Borden Building.
(Vistas Dining Room)
08:45 - 09:00 Introduction and Welcome by BIRS Staff
A brief introduction to BIRS with important logistical information, technology instruction, and opportunity for participants to ask questions.
(TCPL 201)
09:00 - 10:00 Jose Blanchet: Keynote (TCPL 201)
10:00 - 10:30 Coffee Break (TCPL Foyer)
10:45 - 11:15 Yanqin Fan: Identification and Inference in Moment Models Under Data Combination via Optimal Transport (TCPL 201)
11:30 - 13:00 Lunch
Lunch is served daily between 11:30am and 1:30pm in the Vistas Dining Room, the top floor of the Sally Borden Building.
(Vistas Dining Room)
14:00 - 14:20 Group Photo
Meet in foyer of TCPL to participate in the BIRS group photo. The photograph will be taken outdoors, so dress appropriately for the weather. Please don't be late, or you might not be in the official group photo!
(TCPL Foyer)
14:30 - 15:00 Yao Xie: Flow-based distributionally robust optimization (TCPL 201)
15:10 - 15:30 Coffee Break (TCPL Foyer)
15:30 - 15:45 ONIL BOUSSIM: Identifying Potential Outcomes Distributions Under Selective Attrition (TCPL 201)
15:45 - 16:00 Joshua Zoen-Git Hiew: An Ordinary Differential Equation for Entropic Optimal Transport and its Linearly Constrained Varients (TCPL 201)
16:00 - 16:15 Liyuan Lin: Optimal Transport Under Uncertainty on the components (TCPL 201)
16:15 - 16:30 Alice Qi: Targeted Policy Learning (TCPL 201)
17:30 - 19:30 Dinner
A buffet dinner is served daily between 5:30pm and 7:30pm in Vistas Dining Room, top floor of the Sally Borden Building.
(Vistas Dining Room)
Tuesday, March 26
07:00 - 08:45 Breakfast
Breakfast is served daily between 7 and 9am in the Vistas Dining Room, the top floor of the Sally Borden Building.
(Vistas Dining Room)
09:00 - 10:00 Lars Hansen: Keynote (Online)
10:00 - 10:30 Coffee Break (TCPL Foyer)
10:30 - 10:50 Hang Cheung: Viscosity solutions of a class of second order Hamilton-Jacobi-Bellman Equations in the Wasserstein Space (TCPL 201)
10:50 - 11:10 Gaoqian Xu: Quantifying Distributional Model Risk in Relaxed Marginal Problems via Optimal Transport (TCPL 201)
11:10 - 11:30 Wendao Xue: Correcting Strategic Misreporting Behaviour on Outcomes in Estimating Treatment Effect (TCPL 201)
11:30 - 13:00 Lunch
Lunch is served daily between 11:30am and 1:30pm in the Vistas Dining Room, the top floor of the Sally Borden Building.
(Vistas Dining Room)
13:30 - 14:00 Stephane Olivier Bonhomme: Heterogeneity-robust estimation and inference (TCPL 201)
14:00 - 14:30 Tiantian Mao: Model Aggregation for Risk Evaluation and Robust Optimization (TCPL 201)
14:30 - 15:00 Johannes Wiesel: The out-of-sample prediction error of the square-root-LASSO and related estimators (TCPL 201)
15:00 - 15:30 Coffee Break (TCPL Foyer)
15:30 - 16:00 Rui Gao: Dynamic distributional robustness through causal transport (TCPL 201)
16:00 - 16:30 Cale Rankin: Bregman Wasserstein divergence: Geometry, applications and JKO schemes (TCPL 201)
16:30 - 17:00 Zhaonan Qu: On Sinkhorn's Algorithm and Choice Modeling (TCPL 201)
17:30 - 19:30 Dinner
A buffet dinner is served daily between 5:30pm and 7:30pm in Vistas Dining Room, top floor of the Sally Borden Building.
(Vistas Dining Room)
Wednesday, March 27
07:00 - 08:45 Breakfast
Breakfast is served daily between 7 and 9am in the Vistas Dining Room, the top floor of the Sally Borden Building.
(Vistas Dining Room)
09:00 - 10:00 Ludger Ruschendorf: Keynote (TCPL 201)
10:00 - 10:30 Coffee Break (TCPL Foyer)
10:30 - 11:00 Xiaoting Sun: Identification and estimation in many-to-one two-sided matching without transfers (Online)
11:00 - 11:30 Kelvin Shuangjian Zhang: A duality and free boundary approach to adverse selection (TCPL 201)
11:30 - 13:00 Lunch
Lunch is served daily between 11:30am and 1:30pm in the Vistas Dining Room, the top floor of the Sally Borden Building.
(Vistas Dining Room)
13:30 - 17:30 Free Afternoon (Banff National Park)
17:30 - 19:30 Dinner
A buffet dinner is served daily between 5:30pm and 7:30pm in Vistas Dining Room, top floor of the Sally Borden Building.
(Vistas Dining Room)
Thursday, March 28
07:00 - 08:45 Breakfast
Breakfast is served daily between 7 and 9am in the Vistas Dining Room, the top floor of the Sally Borden Building.
(Vistas Dining Room)
09:00 - 10:00 Xiaohong Chen: Keynote (Online)
10:00 - 10:30 Coffee Break (TCPL Foyer)
10:30 - 11:00 Carole Bernard: Cost-efficiency under ambiguity (TCPL 201)
11:00 - 11:30 Ting Kam Leonard Wong: Adapted optimal transport between Gaussian processes (TCPL 201)
11:30 - 13:00 Lunch
Lunch is served daily between 11:30am and 1:30pm in the Vistas Dining Room, the top floor of the Sally Borden Building.
(Vistas Dining Room)
13:30 - 14:00 Jonathan Ansari: Some rearrangement-based inequalities for conditionally independent random variables with applications to finance and insurance (TCPL 201)
14:00 - 14:30 Samory Kpotufe: Adaptivity in domain adaptation and friends (TCPL 201)
14:30 - 15:00 Steven Vanduffel: Robust distortion risk measures (TCPL 201)
15:00 - 15:30 Coffee Break (TCPL Foyer)
15:30 - 16:00 Ruodu Wang: Martingale transports, Monge maps and Strassen's theorem (TCPL 201)
16:00 - 16:30 Silvana Pesenti: Optimal Transport Divergences induced by Scoring Functions (TCPL 201)
16:30 - 17:00 Mario Ghossoub: Efficiency in Pure-Exchange Economies with Monotone Concave Schur-Concave Utilities (TCPL 201)
17:30 - 19:30 Dinner
A buffet dinner is served daily between 5:30pm and 7:30pm in Vistas Dining Room, top floor of the Sally Borden Building.
(Vistas Dining Room)
Friday, March 29
07:00 - 08:45 Breakfast
Breakfast is served daily between 7 and 9am in the Vistas Dining Room, the top floor of the Sally Borden Building.
(Vistas Dining Room)
08:45 - 09:00 Checkout by 11AM
5-day workshop participants are welcome to use BIRS facilities (TCPL ) until 3 pm on Friday, although participants are still required to checkout of the guest rooms by 11AM.
(Front Desk - Professional Development Centre)
09:00 - 10:00 Zaid Harchaoui: Keynote - tentative (TCPL 201)
10:00 - 10:30 Coffee Break (TCPL Foyer)
10:30 - 11:30 Round Table (TCPL 201)
12:00 - 13:30 Lunch from 11:30 to 13:30 (Vistas Dining Room)