October 17, 2014 Sherrerd Hall, Princeton University All talks in Sherrerd 101. Speakers Tony Cai (University of Pennsylvania) Kung-Sik Chan (University of Iowa) Richard A. Davis (Columbia University) Christopher Genovese (Carnegie Mellon University) Jun Liu (Harvard University) Regina Liu (Rutgers University) Marten Wegkamp (Cornell University) Schedule Time Speaker or Event Topic or Activity 8:30am–9:00am Continental Breakfast 9:00am–9:45am Marten Wegkamp (Cornell University) Adaptive Estimation of the Copula Correlation Matrix for Semiparametric Elliptical Copulas 9:50am–10:35am Tony Cai (University of Pennsylvania) Geometrizing High-Dimensional Linear Inverse Problems 10:35am–11:00am Coffee Break 11:00am–11:45am Christopher Genovese (Carnegie Mellon University) Manifold Surrogates, Ridge Pursuit, and Mode Tests 11:50am–12:35pm Jun Liu (Harvard University) Bayesian Nonparametric Tests via Sliced Inverse Modeling 12:35pm–2:05pm Lunch 2:05pm–2:50pm Regina Liu (Rutgers University) Combining Inferences from Multiple Sources Using Bootstrap, Data Depth and Confidence Distributions 2:55pm–3:40pm Richard A. Davis (Columbia University) Big n, Big p: Eigenvalues for Cov Matrices of Heavy-Tailed Multivariate Time Series 3:40pm–4:05pm Coffee Break 4:05pm–4:50pm Kung-Sik Chan (University of Iowa) Threshold Diffusion: from Inference to Option Pricing
