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DTSTART;TZID=UTC:20240506T130000
DTEND;TZID=UTC:20240523T161500
DTSTAMP:20260710T194419
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SUMMARY:Estimation of Functionals of High-Dimensional Parameters: Bias Reduction and Concentration\, Vladimir Koltchinskii (Georgia Institute of Technology)
DESCRIPTION:  \n\n\n\n  \n  \nSCHEDULE\n  \nMonday\n  \n6th May 2024 \n13th May 2024\n  \nFrom 13:00 to 16:15\n  \nRoom 2033\n\n\n  \nThursday\n  \n16th May 2024 \n23rd May 2024\n  \nFrom 13:00 to 16:15\n  \nRoom 2033\n\n\n\nAims and objectives\nThe aim of this course will be on a circle of problems related to estimation of real valued functionals of parameters of high-dimensional statistical models. In such problems\, it is of interest to estimate onedimensional features of a high-dimensional parameter that are often represented by nonlinear functionals of certain degree of smoothness defined on the parameter space. The functionals of interest could be estimated with faster convergence rates than the whole parameter (sometimes\, even with parametric rates). The examples include\, for instance\, such problems as estimation of linear functionals of principal components (that are nonlinear functionals of unknown covariance) in high-dimensional PCA. The goal is to discuss several mathematical methods that provide a way to develop estimators of functionals of highdimensional parameters with optimal error rates in classes of functionals of some Hölder smoothness.\nMoreover\, when the degree of smoothness of the functional is above certain threshold\, the estimators in question have parametric √𝑛 error rate and are asymptotically efficient\, whereas the error rates become slower than √𝑛 when the degree of smoothness is below the threshold.\nThe following topics will be covered (at least\, to some extent):\n• preliminaries in high-dimensional probability and analysis (concentration inequalities\, comparison inequalities\, Hölder smoothness of operator functions\, etc);\n• non-asymptotic bounds and concentration inequalities for sample covariance in high-dimensional and dimension-free frameworks;\n• some approaches to concentration inequalities for smooth functionals of statistical estimators;\n• higher order bias reduction methods in functional estimation;\n– methods based on Taylor expansion and estimation of polynomials with reduced bias;\n– iterative bias reduction and bootstrap chains;\n– linear aggregation of plug-in estimators with different sample sizes and jackknife estimators;\n• minimax lower bounds in functional estimation (applications of van Trees inequality\, Nemirovski’s construction of least favorable functionals\, etc);\n• Examples:\n– high-dimensional and infinite dimensional Gaussian models: functionals of mean and of covariance;\n– log-concave models\, in particular\, log-concave location families;\n– high-dimensional exponential families;\n– nonparametric models\, functionals of unknown density;\n– linear functionals of spectral projections of matrix parameters. \n\n
URL:https://crest.science/event/estimation-of-functionals-of-high-dimensional-parameters-bias-reduction-and-concentration-vladimir-koltchinskii-georgia-institute-of-technology/
LOCATION:2033
CATEGORIES:Doctoral Courses,Statistics
ORGANIZER;CN="Alexandre%20Tsybakov":MAILTO:alexandre.tsybakov@ensae.fr
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BEGIN:VEVENT
DTSTART;VALUE=DATE:20240513
DTEND;VALUE=DATE:20240518
DTSTAMP:20260710T194419
CREATED:20240514T073119Z
LAST-MODIFIED:20240514T073119Z
UID:17019-1715558400-1715990399@crest.science
SUMMARY:6th Workshop on Sequential Monte Carlo Methods (SMC 2024)
DESCRIPTION:13 – 17 May 2024 \nWith the paprticipation of Nicolas Chopin \nhttps://www.icms.org.uk/SMC2024 \n
URL:https://crest.science/event/6th-workshop-on-sequential-monte-carlo-methods-smc-2024/
CATEGORIES:Conferences and Workshops,Statistics
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Helsinki:20240514T121500
DTEND;TZID=Europe/Helsinki:20240514T133000
DTSTAMP:20260710T194419
CREATED:20230802T094807Z
LAST-MODIFIED:20240507T123858Z
UID:15326-1715688900-1715693400@crest.science
SUMMARY:Sarah Eichmeyer (Bocconi) - "The Value of Learning History"
DESCRIPTION:Applied Micro Seminar : Every Tuesday \nTime: 12:15 pm – 13:30 pm\nDate: 14th of May\nRoom : 3001 \n  \nSarah Eichmeyer (Bocconi) – “The Value of Learning History” \nAbstract : How can democratic societies foster support for democratic institutions and inoculate citizens against authoritarian ideologies from the extremes of the political spectrum? We study whether history education about past authoritarian regimes serves this purpose successfully. To do so\, we exploit an education reform in a large German state mandating that the topics covered in the last two years of the high school history curriculum rotate exogenously across graduating cohorts. As a result of this natural experiment\, some cohorts only covered the far-left socialist regime of East Germany\, whereas others only covered the far-right fascist regime of Nazi Germany. Surveying more than 2\,000 former students a decade after graduation\, we find that learning about East Germany relative to Nazi Germany increases knowledge of East German history and decreases support for extreme left-wing ideology. Attitudes towards extreme right-wing ideology are largely unaffected\, consistent with high baseline levels of awareness about the pitfalls of far-right ideology among high school graduates in Germany. \n  \n  \n  \n  \nOrganizers:\nBenoît SCHMUTZ (Pôle d’économie du CREST)\nClément MALGOUYRES (Pôle d’économie du CREST)\nSponsors:\nCREST \n
URL:https://crest.science/event/sarah-eichmeyer-bocconi-t-b-a/
CATEGORIES:Applied Seminar,Seminars
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