International workshop
"Structural methods of data analysis and optimization"
PreMoLab, Moscow, 15-17 December 2011
Program
Friday 16 December
13:30-14:00 Opening Ceremony
Session I: Modern Statistics
14:00-14:45: Sara van de Geer, The Bernstein-Orlicz norm and deviation inequalities
14:45-15:30: Elmar Diederichs, Sparse non-Gaussian Component Analysis
Session II: Convex Optimization
16:00-16:45: Arkadi Nemirovski, Saddle point algorithms for large-scale well-structured convex optimization
16:45-17:30: Yuri Nesterov, Subgradient methods for solving huge-scale minimization problems
Saturday 17 December
Session III: Statistics, Optimization, Learning
9:00-9:45: Anatoli Juditsky, Accuracy guaranties for l1 recovery of block-sparse signals
9:45-10:30: Philippe Rigollet, Sparsity pattern aggregation
Session IV: Statistics, Finance, Econometrics
11:00-11:45: Denis Belomestny, Solving optimal stopping problems by empirical dual optimization and penalization
11:45-12:30: Valentin Patilea, Inference with conditional moment restrictions
| 15.12.2011 | |