PDF file of the Conference Program and Book of Abstracts (PDF).
Tuesday, July 5
Room: DC 1302
- 8:50 A.M. - 9:00 A.M.
IS1: Advances on robust high-dimensional regression and prediction
Session Chair: Peter Rousseeuw | KU Leuven, Belgium (IP)
- 9:00 A.M. - 9:30 A.M.
Robustness penalization, and prediction
Elvezio Ronchetti | University of Geneva, Switzerland (V)
- 9:30 A.M. - 10:00 A.M.
Robust regression with covariate filtering
Po-Ling Loh | University of Cambridge, UK (V)
- 10:00 A.M. - 10:30 A.M.
Robust multinomial regression in high dimensions
Peter Filzmoser | TU Wien, Austria (IP)
Break
- 10:30 A.M. - 11:00 A.M.
Keynote 1
Moderator: Ruodu Wang | University of Waterloo (IP)
- 11:00 A.M. - 12:00 P.M.
From robust risk measurement to evidence-based communication
Paul Embrechts | ETH Zurich, Switzerland (IP)
Lunch Break
- 12:00 P.M. - 1:30 P.M.
IS2: Advances on robust functional and nonparametric regression
Session Chair: Shoja Chenouri | University of Waterloo, Canada (IP)
- 1:30 P.M. - 2:00 P.M.
Robust estimators for nonparametric generalized linear models
Stefan Van Alest | KU Leuven, Belgium (V)
- 2:00 P.M. - 2:30 p.M.
Scalable robust estimators for non-parametric regression models
Matias Salibian-Barrera | University of British Columbia, Canada (V)
- 2:30 P.M. - 3:00 P.M.
Robust estimators in functional quadratic regression
Graciela Boente | Universided de Buenos Aires, Argentina (V)
Break
- 3:00 P.M. - 3:30 P.M.
IS3: Robust scatter matrix estimation and outlier detection
Session Chair: Matias Salibian-Barrera | University of British Columbia (V)
- 3:30 P.M. - 4:00 P.M.
Outlier detection in non-elliptical data by kernel MRCD
Mia Hubert | KU Leuven, Belgium (V)
*Due to audio difficulties this talk is incomplete.
- 4:00 P.M. - 4:30 p.M.
On the usage of joint diagonalization in multivariate statistics
Klaus Nordhausen | University of Jyväskylä, Finland (V)
- 4:30 P.M. - 5:00 P.M.
Robustness properties of regularized M-estimators of scatter
David Tyler | Rutgers, USA (V)
Wednesday, July 6
CS1: Extremile regression, risk measures and empirical likelihood
Session Chair: David Kepplinger | George Mason University, USA(IP)
- 7:30 A.M. - 7:45 A.M.
- 7:45 A.M. - 8:00 A.M.
Extreme expectile estimation in heavy-tailed regression models
Yasser Abbas | Fondation Jean-Jacques Laffont, France(V)
- 8:00 A.M. - 8:15 A.M.
Estimation of risk measures under measurement errors
Jana Jurečková | Charles University and Academy of Sciences, Prague(V)
- 8:15 A.M. - 8:30 A.M.
Empirical likelihood for smoothly trimmed mean
Janis Valeinis | University of Latvia, Lativa(V)
- 8:30 A.M. - 8:45 A.M.
Robust Estimation and Inference for Joint Quantile and Expected Shortfall Regression in High-dimensional Settings
Shushu Zhang | University of Michigan, USA (IP)
IS4: Advances on robust change point analysis
Session Chair: Shoja Chenouri | University of Waterloo, Canada (IP)
- 9:00 A.M. - 9:30 A.M.
Robust Narrowest Significance Pursuit: inference for multiple change-points in the median
Piotr Fryzlewicz | The London School of Economics, UK (V)
- 9:30 A.M. - 10:00 A.M.
Graphical influence diagnostics for changepoint models
Rebecca Killick | Lancaster University, UK (V)
- 10:00 A.M. - 10:30 A.M.
Break
- 10:30 A.M. - 11:00 A.M.
Keynote 2
Moderator: Shoja Chenouri | University of Waterloo, Canada (IP)
- 11:00 A.M. - 12:00 P.M.
Predictability, stability, and causality with a case study to find genetic drivers of a heart disease
Bin Yu | University of California, Berkeley, USA
Lunch Break
- 12:00 P.M. - 1:30 P.M.
CS2: Robust multivariate and functional data analysis
Session Chair: David Kepplinger | George Mason University, USA(IP)
- 1:30 P.M. - 1:45 P.M.
Multivariate functional outlier detection using invariant component Selection
Aurore Archimbaud | Erasmus University Rotterdam, Netherlands(V)
- 1:45 P.M. - 2:00 P.M.
Robust mean and eigenvalues regularized covariance matrix estimation
Wenyu Cheng | London School of Economics, UK(V)
- 2:00 P.M. - 2:15 P.M.
Robustness and initialization issues in subspace clustering
Luis A. García-Escudero | University of Valladolid, Spain(IP)
- 2:15 P.M. - 2:30 P.M.
Outlier explanation using shapley values and Mahalanobis distances
Marcus Mayrhofer | TU Wien, Austria(IP)
- 2:30 P.M. - 2:45 P.M.
Identifying periods of careless responding in surveys: a deep learning approach
Max Welz | Erasmus University Rotterdam, Netherlands (IP)
- 2:45 P.M. - 3:00 P.M.
Measurement system assessment for multivariate and functional data
Banafsheh Lashkari | University of Waterloo, Canada(IP)
- 3:00 P.M. - 3:15 P.M.
Estimation of risk measures under measurement errors (rescheduled)
Jana Jurečková | Charles University and Academy of Sciences, Prague(V)
Thursday, July 7
CS3: Methods for robust regression and multivariate estimation
Session Chair: Luis A. García-Escudero | University of Valladolid, Spain(IP)
- 7:30 A.M. - 7:45 A.M.
Bias-corrected robust estimation of dynamic panel data models
Pavel Cizek | Tilburg University, Netherlands (V)
- 7:45 A.M. - 8:00 A.M.
An improved estimation procedure for robust PARAFAC model fitting
Valentin Todorov | The United Nations Industrial Development Organization, Austria (V)
- 8:00 A.M. - 8:15 A.M.
Robust Method of Threshold Truncated and Censored Moments
Chudamani Poudyal | University of Central Florida, USA (V)
- 8:15 A.M. - 8:30 A.M.
Least Trimmed Squares Asymptotics
Bent Nielsen | University of Oxford, UK(V)
- 8:30 A.M. - 8:45 A.M.
Regularized halfspace depth for functional data
Hyemin Yeon | Iowa State University, USA (V)
- 8:45 A.M. - 9:00 A.M.
Covariate adjustment method based on generalized empirical likelihood and trimmed means
IS5: Robust classification and clustering
Session Chair: Peter Filzmoser | TU Wien (IP)
- 9:00 A.M. - 9:30 A.M.
Visualizing classification results
Peter Rousseeuw | KU Leuven, Belgium (IP)
- 9:30 A.M. - 10:00 A.M.
Robust model-based clustering
Victor Yohai | Universided de Buenos Aires, Argentina (V)
- 10:00 A.M. - 10:30 A.M.
Regularized K-means through hard-thresholding
Jakob Raymaekers | Maastricht University, Netherlands (V)
Break
- 10:30 A.M. - 11:00 A.M.
Keynote 3
Moderator: Shoja Chenouri | University of Waterloo, Canada (IP)
- 11:00 A.M. - 12:00 P.M.
Two Cultures, Two Mindsets
David Donoho | Stanford, USA (V)
* This recording includes a message on ICORS 2023, provided by Anne Ruiz-Gazen | Toulouse School of Economics, France
Lunch Break
- 12:00 P.M. - 1:30 P.M.
IS6: Advances on outlier detection, robust inference
Session Chair: Matias Salibian-Barrera | University of British Columbia, Canada (V)
- 1:30 P.M. - 2:00 P.M.
Statistical distances and their role in robustness
Marianthi Markatou | University at Buffalo, USA (V)
- 2:00 P.M. - 2:30 P.M.
Inference under weak identifiability
Davy Paindaveine | Université Libre de Bruxelles, Belgium (V)
- 2:30 P.M. - 3:00 P.M.
Outlier detection for compositional data using Invariant Coordinate System
Anne Ruiz-Gazen | Toulouse School of Economics, France (V)
Break
- 3:00 P.M. - 3:30 P.M.
IS7: Robustness and differential privacy
Session Chair: Gautam Kamath | University of Waterloo, Canada (IP)
- 3:30 P.M. - 4:00 P.M.
On robustness and local differential privacy
Thomas Berrett | Warwick, UK (V)
- 4:00 P.M. - 4:30 P.M.
Differentially private inference via noisy optimization and M-estimators
Marco Avella | Columbia, USA (IP)
- 4:30 P.M. - 5:00 P.M.
Differentially private medians and data depth
Kelly Ramsay | University of Waterloo, Canada (IP)
Friday, July 8
IS8: Tuning parameter selection for robust estimators
Session Chair: Peter Filzmoser | TU Wien (IP)
- 9:00 A.M. - 9:30 A.M.
Hyper-parameter selection for robust estimators
David Kepplinger | George Mason University, USA (IP)
- 9:30 A.M. - 10:00 A.M.
Convolution-type smoothing approach for quantile regression
Kean Ming Tan | University of Michigan, USA (IP)
- 10:00 A.M. - 10:30 A.M.
Skewed pivot-adaptive modeling with applications to semicontinuous outcomes
Yiyuan She | Florida State University, USA (V)
Break
- 10:30 A.M. - 11:00 A.M.
IS9: High-dimensional robustness: statistical and computational efficiency
Moderator: Shoja Chenouri | University of Waterloo, Canada (IP)
- 11:00 A.M. - 11:30 A.M.
Robust estimation of a mean vector with respect to any norm: a minimax MOM and a Stahel-Donoho median of means estimators
Guillaume Lecué | CREST, France (V)
- 11:30 A.M. - 12:00 P.M.
U-statistics of growing order and their applications to robust estimators
Stanislav Minsker | University of Southern California, USA (V)
- 12:00 P.M. - 12:30 P.M.
Robust Estimation for Random Graphs
Gautam Kamath | University of Waterloo, Canada (IP)
Lunch Break
- 12:30 P.M. - 1:30 P.M.
IS10: Advances in model-free estimation and inference
Session Chair: Adam Kolkiewicz | University of Waterloo, Canada (IP)
- 1:30 P.M. - 2:00 P.M.
The Hurst roughness exponent and its model-free estimation
Alexander Schied | University of Waterloo, Canada (IP)
- 2:00 P.M. - 2:30 P.M.
Controlling false discovery rate and false coverage rate with e-values
Ruodu Wang | University of Waterloo, Canada (IP)
- 2:30 P.M. - 3:00 P.M.
Robust risk assessment for portfolio credit risk
Anand Vidyashankar | George Mason University, USA (IP)
Break
- 3:00 P.M. - 3:30 P.M.
CS4: Robust change point analysis and regression
Session Chair: Kelly Ramsay | University of Waterloo, Canada (IP)
- 3:30 P.M. - 3:45 P.M.
Robust multiple change point detection via binary segmentation and rank-CUSUM statistics
Ahmad Mozaffari | University of Waterloo, Canada (IP)
- 3:45 P.M. - 4:00 P.M.
Robust inference for change points in piecewise polynomials using confidence sets
Shakeel Gavioli-Akilagun | London School of Economics, UK (IP)
- 4:00 P.M. - 4:15 P.M.
Outlier Robust Inference in the Instrumental Variable Model With Applications to Causal Effects
Jens Klooster | Erasmus University Rotterdam, Netherlands (IP)
- 4:15 P.M. - 4:30 P.M.
Robust estimation in sparse regression models with autoregressive error terms
Yetkin Tuaç | Ankara University, Turkey (V)
- 4:30 P.M. - 4:45 P.M.
Nonparametric bootstrapping of likelihood ratio test for quantile regression under model miss-specification
Ziwei Jin | Dalhousie University, Canada (V)
Closing Remarks
- 4:45 P.M. - 5:00 P.M.