Workshop “Frontiers of High Dimensional Statistics, Optimization, and Econometrics”
(February 26–27, 2015, HSE, Shabolovskaya 26, 3211, Moscow)

Workshop “Frontiers of High Dimensional Statistics, Optimization, and Econometrics”, Moscow, February 26–27, 2015
	February 26, 2015 (Thu)
1.	Bootstrap for degenerate U- and V-statistics M. Neumann February 26, 2015 10:00–11:00, Moscow, HSE, Shabolovskaya 26, 3211
2.	Simultaneous likelihood-based bootstrap confidence sets for misspecified models M. M. Zhilova February 26, 2015 11:30–12:00, Moscow, HSE, Shabolovskaya 26, 3211
3.	Linear hypothesis testing in the problem with weak instrumental variables K. Andzhey February 26, 2015 12:00–12:30, Moscow, HSE, Shabolovskaya 26, 3211
4.	Spectral estimation for sparse multi-dimensional Lévy processes D. V. Belomestny, E. Yu. Klochkov February 26, 2015 12:30–13:00, Moscow, HSE, Shabolovskaya 26, 3211
5.	A Smooth Block Bootstrap for Statistical Functionals and Time Series K. Gregori February 26, 2015 13:00–13:30, Moscow, HSE, Shabolovskaya 26, 3211
6.	Rank 1 generated spectrahedral cones R. Hildebrand February 26, 2015 15:00–15:30, Moscow, HSE, Shabolovskaya 26, 3211
7.	Cross validation for linear locally stationary processes S. Richter February 26, 2015 15:30–16:00, Moscow, HSE, Shabolovskaya 26, 3211
8.	High-dimensional Bernstein - von Mises phenomenon M. E. Panov February 26, 2015 16:00–16:30, Moscow, HSE, Shabolovskaya 26, 3211
9.	Fast rates for multi-class classification Yu. V. Maksimov February 26, 2015 17:00–17:30, Moscow, HSE, Shabolovskaya 26, 3211
10.	Multi-scale change point detection A. L. Suvorikova, N. Buzun February 26, 2015 17:30–18:00, Moscow, HSE, Shabolovskaya 26, 3211
	February 27, 2015 (Fri)
11.	Complexity bounds for primal-dual methods minimizing the model of objective function Yu. E. Nesterov February 27, 2015 10:00–10:45, Moscow, HSE, Shabolovskaya 26, 3211
12.	Quadratic transformations: convexity vs nonconvexity B. T. Polyak February 27, 2015 10:45–11:30, Moscow, HSE, Shabolovskaya 26, 3211
13.	Stochastic online gradient-free methods with inexact oracle (convex case vs strictly convex case; one point oracle vs two point oracle) A. V. Gasnikov, E. A. Krymova February 27, 2015 12:00–12:30, Moscow, HSE, Shabolovskaya 26, 3211
14.	Random gradient-free methods for random walk based web page ranking functions learning P. E. Dvurechenskii February 27, 2015 12:30–13:00, Moscow, HSE, Shabolovskaya 26, 3211
15.	Efficiency of regression conformalization E. V. Burnaev February 27, 2015 14:30–15:00, Moscow, HSE, Shabolovskaya 26, 3211
16.	Stability of Ito diffusions transition densities with respect to coefficient perturbations A. Kozhina February 27, 2015 15:00–15:30, Moscow, HSE, Shabolovskaya 26, 3211
17.	Statistical inference for generalized Ornstein - Uhlenbeck processes V. A. Panov February 27, 2015 15:30–16:00, Moscow, HSE, Shabolovskaya 26, 3211
18.	First order methods for transportation problems. Complexity analysis Yu. V. Dorn February 27, 2015 16:30–17:00, Moscow, HSE, Shabolovskaya 26, 3211
19.	Smallest accepted method for subset selection K. Efimov February 27, 2015 17:00–17:30, Moscow, HSE, Shabolovskaya 26, 3211