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Tuesday, 08/03/2010
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Estimating the Subject by Treatment Interaction in Nonreplicated Crossover Diet Studies
Matthew Kramer, Agricultural Research Service; Shirley C. Chen, Agricultural Research Service; Sarah Gebauer, Agricultural Research Service; David Baer, Agricultural Research Service
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Extreme Eigenvalues and Sparse Eigenvectors for Large Covariance Matrices
Iain Johnstone, Stanford University
9:05 AM
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Profile Data in the Food Industry
Eric Lagergren, Kraft Foods; Wu Ge, Kraft Foods; Mahesh Padmanabhan, Kraft Foods
9:20 AM
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Longitudinal Functional Principal Component Analysis
Ciprian Crainiceanu, The Johns Hopkins University
9:25 AM
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Principal Components Analysis for Multivariate Point Processes
Victor Solo, University of New South Wales; Ahmed Pasha, University of New South Wales
10:50 AM
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Robust Diagnostic Measures for the Functional Linear Model with Scalar Response
Nedret Billor, Auburn University; Pallavi Sawant, Auburn University
2:05 PM
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Wednesday, 08/04/2010
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Sparse Semisupervised Methods for Predicting Patient Survival Probabilities with Large-Scale Biological Data
Karthik Devarajan, Fox Chase Cancer Center
8:50 AM
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Functional Principal Component Analysis of Density Families with Categorical and Continuous Data on Canadian Entrant Manufacturing Firms
Kim P. Huynh, Indiana University; David T. Jacho-Chavez, Indiana University; Robert J. Petrunia, Lakehead University; Marcel Cristian Voia, Carleton University
9:05 AM
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Analysis of Global Warming Data: A Contrarian Data-Based View
Edward J. Wegman, George Mason University
10:35 AM
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Statistical Inference in Factor Analysis for High-Dimension, Low-Sample-Size Data
Miguel Marino, Harvard University/Dana-Farber Cancer Institute; Yi Li, Harvard University/Dana-Farber Cancer Institute
10:50 AM
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Robust Functional Principal Components Analysis for Skewed Distributions and Its Application to Outlier Detection
Liangliang Wang, The University of British Columbia; Nancy Heckman, The University of British Columbia; Matias Salibián-Barrera, The University of British Columbia
3:05 PM
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Thursday, 08/05/2010
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Joint Modeling of Paired Sparse Functional Data Using Principal Components
Lan Zhou, Texas A&M University; Jianhua Huang, Texas A&M University; Raymond Carroll, Texas A&M University
8:35 AM
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A Penalized Matrix Decomposition, with Applications to Sparse Principal Components and Canonical Correlation Analysis
Daniela Witten, Stanford University; Rob Tibshirani, Stanford University; Trevor Hastie, Stanford University
9:25 AM
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Defining Probability Density for a Distribution of Random Functions
Aurore Delaigle, The University of Melbourne; Peter Hall, The University of Melbourne
11:15 AM
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