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Humboldt-Universität zu Berlin - Mathematisch-Naturwissenschaftliche Fakultät - Research Unit 1735

Program Spring School

Lecture Series

The lecture series will be given by


 

 

 
Alexandre Belloni

Duke University

 

   

 

       

 
Sébastien Bubeck

Microsoft Research, Redmond

   

   
Vladimir Koltchinskii

Georgia Tech

 
   

 

Schedule

  Mon, Mar 5 Tue, Mar 6 Wed, Mar 7 Thu, Mar 8

 

 

 

Part I

V. Koltchinskii

9:00-10:15

A. Belloni

9:00-10:30

S. Bubeck

9:00-10:15

A. Belloni

9:00-10:00

Break Break Break Break

A. Belloni

10:45-12:00

V. Koltchinskii

11:00-12:30

S. Bubeck

10:45-12:00

S. Bubeck

10:30-11:30

Participants'

Introduction

 

Q&P S. Bubeck

12:00-12:30

V. Koltchinskii

11:30-12:30

End Part I 12:30 12:30 12:30 12:30
Lunch 13:00 13:00 13:00 12:40
 

Break

(Poster preparation)

Break

(Football)

 

 

 

 

 

Excursion

Break

 

 

 

Part II

V. Koltchinskii

15:15-16:30

A. Belloni

15:00-16:15

 

 

 

 

Workshop

15:00

Break Break

Q&P A. Belloni

17:00-17:30

S. Bubeck

16:45-18:00

Q&P V. Koltchinskii

17:30-18:00

 
End Part II 18:00 18:00
Dinner 18:30 18:30 18:30  
 

Poster Session

19:30

FG Meeting    

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Lecture notes

Alexandre Belloni: All-in-one

Sébastien Bubeck: All-in-one, Lecture 1, 2, 3, 4

Vladimir Koltchinskii: Slides

Preparatory Material

Alexandre Belloni's course 'Inference with Many Approximate Means and its Applications':

  • Belloni A., Chernozhukov V., Chetverikov D., Wei Y. Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework. arXiv:1512.07619, 2015. (forthcoming Annals of Statistics)
  • Chernozhukov, V., Chetverikov, D. and Kato, K. Gaussian approximations and
    multiplier bootstrap for maxima of sums of high-dimensional random vectors. The
    Annals of Statistics 41 2786-2819, 2013.
  • Further related works: 1, 2, 3, 4 & 5

Sébastien Bubeck's course 'Bandit Convex Optimization':

Vladimir Koltchinskii's course 'Asymptotic Efficiency in High-Dimensional Covariance Estimation':

 

Poster session

All participants are encouraged to present their work in a poster session.

 

Participants Short Introduction

All participants introduce themselves and their research interests very briefly on Monday before lunch.