April 4th, 2008 at Princeton University Friend Center, Bowl 006 This is a one-day workshop on the various aspects of the frontiers of statistics. The workshop intends to bring top researchers together to define and expand the frontiers of statistics. It also provides a focal venue for senior and junior researchers to discuss and outline emerging problems in their fields and to lay the groundwork for future collaborations. The workshop is organized by Jianqing Fan (Princeton University). Please contact Alexis Kelley, Workshop Coordinator at Alexis Kelley for more information. Invited Speakers and Discussants Larry Brown (University of Pennsylvania) Tony Cai (University of Pennsylvania) Rong Chen (Rutgers) Richard A. Davis (Columbia University) Jianqing Fan (Princeton University) Ian McKeague (Columbia University) Richard Samworth (University of Cambridge) Rongling Wu (University of Florida) Linda Zhao (University of Pennsylvania) Schedule Time Name Affiliation Abstract and Title 9:30-10:00 Refreshment 10-10:45 Rong Chen Rutgers University Statistical inferences of diffusion process with Sequential Monte Carlo 10:45-11:30 Richard Davis Columbia University MLE for Alpha-Stable Allpass and Autoregressive Processes 11:30-12:15 Larry Brown University of Pennsylvania Non-parametric Empirical Bayes and Compound Bayes Estimation of Independent Normal Means 12:20-2:00 Lunch 2:00-2:45 Richard Samworth University of Cambridge Maximum Likelihood Estimation of a Multidimensional Log-Concave Density 2:45-3:30 Linda Zhao University of Pennsylvania 3:30-4:00 Break 4:00-4:45 Ian McKeague Columbia University Logistic Regression with Brownian-like Predictors 4:45-5:30 Rongling Wu University of Florida Statistical and Computational Pharmacogenetics: Haplotype Discovery and Modeling Sponsors Department of Operations Research and Financial Engineering, Princeton University National Science Foundation