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

Schedule

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':

• Abstract and Schedule
• Related material: 1, 2, 3 & 4

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

• Abstract and References

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.