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Sessions Were Renumbered as of May 19.

Legend:
CC-W = McCormick Place Convention Center, West Building,   CC-N = McCormick Place Convention Center, North Building
H = Hilton Chicago,   UC= Conference Chicago at University Center
* = applied session       ! = JSM meeting theme

Activity Details


9 !
Sun, 7/31/2016, 2:00 PM - 3:50 PM CC-W185d
Random Fields in Statistics and Applications — Invited Papers
IMS , Royal Statistical Society
Organizer(s): Yimin Xiao, Michigan State University
Chair(s): Yimin Xiao, Michigan State University
2:05 PM Quadratic Estimation of Random Field Nonstationarity Ethan Anderes, University of California at Davis
2:30 PM Multiple Testing of Local Maxima for Detection of Peaks on the Sphere, with Applications in Astronomy Dan Cheng, University of California at San Diego ; Armin Schwartzman, University of California at San Diego ; Valentina Cammarota, University of Rome "Tor Vergata" ; Domenico Marinucci, University of Rome "Tor Vergata" ; Yabebal Fantaye, University of Rome "Tor Vergata"
2:55 PM Intrinsic Random Functions on the Sphere Chunfeng Huang, Indiana University ; Haimeng Zhang, The University of North Carolina at Greensboro ; Scott Robeson, Indiana University
3:20 PM Infill Asymptotics for Multivariate Spatial Processes Hao Zhang, Purdue University
3:45 PM Floor Discussion
 
 

20 !
Sun, 7/31/2016, 2:00 PM - 3:50 PM CC-W175c
Ranking Methods: Infinite Permutations, Statistical Physics, Copulas, and Seriation for Discovery of Subpopulations in Big Data — Topic Contributed Papers
Section on Statistical Learning and Data Science , IMS
Organizer(s): Joseph S. Verducci, The Ohio State University
Chair(s): Stephen Bamattre, Ensemble Lending
2:05 PM Viewing a Permutation as a Measure on the Unit Square Sumit Mukherjee, Columbia University
2:25 PM The Large N Limit of the Mallows Model Shannon Starr, University of Alabama at Birmingham ; Meg L. Walters, University of Rochester
2:45 PM A Multiparameter Mallows Model for Infinite Rankings Marina Meila, University of Washington
3:05 PM Top-K Tau-Path Subpopulation Screen for Monotone Association Joseph S. Verducci, The Ohio State University ; Srinath Sampath, Hamilton Capital Management ; Adriano Caloiaro, Myatt and Johnson ; Wayne Johnson, Myatt and Johnson
3:25 PM A Distribution Function Approach for Signal Reconstruction from Ranking Data Michael Schimek, Medical University of Graz ; Vendula Svendova, Medical University of Graz
3:45 PM Floor Discussion
 
 

42
Sun, 7/31/2016, 2:00 PM - 3:50 PM CC-W187c
Statistics in Science — Contributed Papers
IMS
Chair(s): Michael Fundator
2:05 PM Alignment-Free Methods for Comparative Genomic Analysis Shuai Hao ; Hsin-Hsiung Huang, University of Central Florida ; Jie Yang, University of Illinois at Chicago ; Saul Alarcon, University of Illinois at Chicago
2:20 PM Rare Variant Test Based on Next-Generation Sequencing Data with Arbitrary Length Zheng Xu ; Yun Li, The University of North Carolina at Chapel Hill
2:35 PM Estimating Longitudinal Covariance Structure in Functional Mapping of Quantitative Trait Loci Ashwini Maurya, Michigan State University
2:50 PM Flexible Spectral Methods for Community Detection in Networks Pengsheng Ji, University of Georgia
3:05 PM Perturbation Bound on Unilateral Singular Vectors Anru Zhang, University of Wisconsin - Madison
3:20 PM A Novel Model for Binary Data Analysis Linbo Wang, University of Washington ; Thomas Richardson, University of Washington ; James Robins, Harvard
3:35 PM Floor Discussion
 
 

45
Sun, 7/31/2016, 4:00 PM - 5:50 PM CC-W190a
Introductory Overview Lecture: Spatio-Temporal Data Analysis — Invited Special Presentation
ASA , ENAR , WNAR , IMS , SSC , International Chinese Statistical Association , International Indian Statistical Association , Korean International Statistical Society , International Society for Bayesian Analysis (ISBA) , Royal Statistical Society , International Statistical Institute
Organizer(s): Christopher Wikle, University of Missouri
Chair(s): Mevin Hooten, Colorado State University
4:05 PM An Introduction to Spatio-Temporal Statistics: There Is No History Without Geography (and Vice Versa!) Christopher Wikle, University of Missouri
5:45 PM Floor Discussion
 
 

49 * !
Sun, 7/31/2016, 4:00 PM - 5:50 PM CC-W180
Annals of Applied Statistics (AOAS) Lecture — Invited Papers
IMS
Organizer(s): Edoardo M. Airoldi, Harvard, Tilmann Gneiting, Heidelberg Institute for Theoretical Studies
Chair(s): Edoardo M. Airoldi, Harvard
4:05 PM Coauthorship and Citation Networks for Statisticians Jiashun Jin, Carnegie Mellon University ; Pengsheng Ji, University of Georgia
4:40 PM Discussant: Mladen Kolar, University of Chicago Booth School of Business
4:55 PM Discussant: Abel Rodriguez, University of California at Santa Cruz
5:10 PM Discussant: Vishesh Karwa , Harvard
5:25 PM Discussant: Karl Rohe, University of Wisconsin - Madison
5:40 PM Floor Discussion
 
 

62 !
Sun, 7/31/2016, 4:00 PM - 5:50 PM CC-W178b
Recent Advances in Bayesian Nonparametric Methods — Topic Contributed Papers
Section on Nonparametric Statistics , Section on Bayesian Statistical Science , IMS , International Society for Bayesian Analysis (ISBA) , International Chinese Statistical Association
Organizer(s): Peter Mueller, The University of Texas at Austin
Chair(s): Peter Mueller, The University of Texas at Austin
4:05 PM Bayesian High-Dimensional Sparse Models with Unknown Symmetric Errors Lizhen Lin, The University of Texas ; Minwoo Chae, The University of Texas at Austin ; David Dunson, Duke University
4:25 PM On time-dependent Gibbs-type random probability measures Igor Pruenster, Bocconi University
4:45 PM On the transition function of some time-dependent Dirichlet and gamma processes Antonio Lijoi, University of Pavia
5:05 PM Posterior Contraction of the Population Structure in Admixture Models Long Nguyen
5:25 PM On GEM diffusive mixtures Ramses Mena, Universidad Nacional Autónoma de México ; Luis Gutierrez, Universidad de Chile
5:45 PM Floor Discussion
 
 

82
Sun, 7/31/2016, 4:00 PM - 5:50 PM CC-W182
Quantiles, Extremes, Long Memory, and Fractals — Contributed Papers
IMS
Chair(s): Seyed Yaser Samadi, Southern Illinois University Carbondale
4:05 PM Interquantile Shrinkage in Additive Models Zengyan Fan, Nanyang Technological University ; Heng Lian, University of New South Wales
4:20 PM Efficient Estimation for Randomly Censored Data with Linear Conditional Quantiles Hiroyuki Taniai, Waseda University
4:35 PM Statistics of Heteroscedastic Extremes: Varying Extreme Value Indices Chen Zhou, Bank of The Netherlands ; Laurens de Haan, Erasmus University Rotterdam ; John Einmahl, Tilburg University
4:50 PM On Estimating the Cumulative Distribution Function of a Detrended Series Under Long-Range Dependence Sucharita Ghosh, Swiss Federal Research Institute WSL
5:05 PM Estimation of Smooth Seasonal Components Under Long-Range Dependence Britta Steffens, University of Konstanz ; Jan Beran, University of Konstanz
5:20 PM On Estimation of Fractal Dimension Khalil Shafie, University of Northern Colorado ; AliReza Taheriyoun, Shahid Beheshti University ; Chen Chen-Yueh, National Chung Cheng University
5:35 PM Floor Discussion
 
 

213520
Mon, 8/1/2016, 7:00 AM - 8:30 AM H-Stevens Salon C 7
Current Index to Statistics Management Committee (Closed) — Other ICW
IMS
Organizer(s): Elyse Gustafson, IMS
 
 

96
Mon, 8/1/2016, 8:30 AM - 10:20 AM CC-W375b
Introductory Overview Lecture: Causal Inference — Invited Special Presentation
ASA , ENAR , WNAR , IMS , SSC , International Chinese Statistical Association , International Indian Statistical Association , Korean International Statistical Society , International Society for Bayesian Analysis (ISBA) , Royal Statistical Society , International Statistical Institute , Conference on Statistical Practice Steering Committee
Organizer(s): Judea Pearl, University of California at Los Angeles
Chair(s): Wei (Peter) Yang, University of Pennsylvania
8:35 AM Causal Inference in Statistics: A Gentle Introduction Judea Pearl, University of California at Los Angeles ; Elias Bareinboim, Purdue University
10:05 AM Floor Discussion
 
 

99
Mon, 8/1/2016, 8:30 AM - 10:20 AM CC-W192c
Recent Advances in Discrete-Valued Time Series — Invited Papers
Business and Economic Statistics Section , IMS
Organizer(s): Scott H. Holan, University of Missouri
Chair(s): Scott H. Holan, University of Missouri
8:35 AM On Bivariate Time Series of Counts Richard A. Davis, Columbia University ; Heng Liu, Google ; Camilla Mondrup Andreassen, University of Aarhus
9:00 AM Modeling and Inference for Multivariate Count Time Series Konstantinos Fokianos, University of Cyprus ; Paul Doukhan, University Cergy-Pontoise ; Bard Stove, University of Bergen ; Dag Tjostheim, University of Bergen
9:25 AM Some New Ways of Modeling Integer Count Time Series Robert Lund, Clemson University
9:50 AM Fast Approximate Bayesian Analysis of Multivariate Count Time Series in a Marketing Application Nalini Ravishanker, University of Connecticut ; Volodyymyr Serhiyenko, University of Connecticut ; Rajkumar Venkatesan, University of Virginia
10:15 AM Floor Discussion
 
 

105
Mon, 8/1/2016, 8:30 AM - 10:20 AM CC-W180
Graphical Markov Models: Extending, Combining, and Evaluating Concepts — Invited Papers
IMS , Royal Statistical Society
Organizer(s): Giovanni Maria Marchetti, University of Florence
Chair(s): Giovanni Maria Marchetti, University of Florence
8:35 AM What Can Be Learned from the Graphical Lasso? Generalizations of the Gaussian Assumption Po-Ling Loh, University of Pennsylvania
9:00 AM A Complete Characterization of Graphical Probability Distributions Kayvan Sadeghi, University of Cambridge
9:25 AM Totally Positive Exponential Families, Graphical Models, and Convex Optimization Piotr Zwiernik, Pompeu Fabra University ; Caroline Uhler, MIT ; Steffen Lauritzen, University of Copenhagen
10:15 AM Floor Discussion
 
 

116 !
Mon, 8/1/2016, 8:30 AM - 10:20 AM CC-W183a
What's Wrong with P-Value? — Topic Contributed Papers
ENAR , IMS , Biopharmaceutical Section , Section on Teaching of Statistics in the Health Sciences , Royal Statistical Society , Scientific and Public Affairs Advisory Committee , Conference on Statistical Practice Steering Committee , Statistics Without Borders
Organizer(s): Eugene Demidenko, Dartmouth College
Chair(s): James O'Malley, Geisel School of Medicine at Dartmouth
8:35 AM On the Reproducibility of Psychology Experiments Valen E. Johnson, Texas A&M University
8:55 AM Problems with P-Value Reform: Who Can We Blame? Regina Nuzzo, Gallaudet University
9:15 AM P-Value Overdose in Medical Research: Problems and Solutions J. Jack Lee, MD Anderson Cancer Center
9:35 AM The Death of the P-Value: What's the Chance? Philip Sedgwick, University of London
9:55 AM P, Sorry, D-Value Eugene Demidenko, Dartmouth College
10:15 AM Floor Discussion
 
 

148 !
Mon, 8/1/2016, 10:30 AM - 12:20 PM CC-W375b
Medallion Lecture I: Tracing Pathways of Dependence: How Far Did We Get? — Invited Papers
IMS
Organizer(s): Jan Hannig, The University of North Carolina at Chapel Hill
Chair(s): Peter McCullagh, The University of Chicago
10:35 AM Tracing Pathways of Dependence: How Far Did We Get? Nanny Wermuth, Johannes Gutenberg University/Chalmers University of Technology
12:15 PM Floor Discussion
 
 

155 !
Mon, 8/1/2016, 10:30 AM - 12:20 PM CC-W196c
Causal Inference in a Networked World — Topic Contributed Papers
Section on Statistics in Marketing , IMS
Organizer(s): Edoardo M. Airoldi, Harvard
Chair(s): Daniel Sussman, Harvard
10:35 AM Potential Outcome Regression with Interference Joseph Rigdon, Stanford University ; Michael Hudgens, The University of North Carolina at Chapel Hill
10:55 AM Peer Encouragement Designs in Causal Inference with Interference Hyunseung Kang, Stanford University
11:15 AM Model-Assisted Design of Experiments in the Presence of Network-Correlated Outcomes Guillaume Basse, Harvard
11:35 AM Matching Methods for Large Networks Alexander Volfovsky, Harvard
11:55 AM Inference in the Presence of Network Dependence Due to Contagion Elizabeth Ogburn, The Johns Hopkins University
12:15 PM Floor Discussion
 
 

181
Mon, 8/1/2016, 10:30 AM - 12:20 PM CC-W182
Finance, Heteroscedasticity, and Copulas — Contributed Papers
IMS
Chair(s): Gregory Rice, University of Waterloo
10:35 AM An Innovative Moment-Implied Method for Financial Derivative Pricing SHUANG ZHOU, University of Illinois at Chicago ; Keren Li, University of Illinois at Chicago ; Fangfang Wang, University of Illinois at Chicago ; Jie Yang, University of Illinois at Chicago
10:50 AM Detection Boundary of the Generalized Likelihood Ratio Test for Heteroscedastic Gaussian Mixtures Wenhua Jiang
11:05 AM Specification Tests for Multiplicative Error Models Indeewara Perera, Monash University ; Mervyn Silvapulle, Monash University
11:20 AM A Matching Coalescent with Application to Testing Model Adequacy with Heteroscedastic Variances James Neill, Kansas State University ; Forrest Miller, Kansas State University
11:35 AM Kernel Entropy Estimation for Linear Processes Yongli Sang
11:50 AM The Empirical Beta and Bernstein Copula Hideatsu Tsukahara, Seijo University ; Johan Segers, Universite Catholique de Louvain ; Masaaki Sibuya, Keio University ; Nathan Uyttendaele, Universite Catholique de Louvain
12:05 PM Tail Nonexchangeability Paramahansa Pramanik, Northern Illinois University ; Lei Hua, Northern Illinois University ; Alan M. Polansky, Northern Illinois University
 
 

182
Mon, 8/1/2016, 10:30 AM - 12:20 PM CC-W177
Nonparametric Statistics — Contributed Papers
IMS , Section on Nonparametric Statistics
Chair(s): Miles Lopes, University of California at Davis
10:35 AM A Nonparametric Regression Model for Panel Count Data Analysis Huadong Zhao, East China Normal University
10:50 AM An ADMM-Based Algorithm for Envelope Estimation Emre Barut, The George Washington University
11:05 AM Structure Testing for Sparse High-Dimensional Graphical Models: Lower Bounds and Algorithms Matey Neykov, Princeton ; Junwei Lu, Princeton ; Han Liu, Princeton
11:20 AM Semiparametric Estimates of the Long-Term Background Trend, Periodictiy, and Clustering Effect in Crime Data Jiancang Zhuang, Institute of Statistical Mathematics ; Jorge Mateau, Universitat Jaume I de Castelló
11:35 AM Large-Scale Cluster Analysis Using Fusion Penalties Trambak Banerjee, University of Southern California ; Peter Radchenko, University of Southern California ; Gourab Mukherjee, University of Southern California
11:50 AM A Unified Framework for Bayes Factor Asymptotics Todd Kuffner, Washington University in St. Louis ; Siddhartha Chib, Washington University in St. Louis
12:05 PM Nonparametric Regression Method for Broad Sense Agreement AKM F. Rahman, Emory University ; Limin Peng, Emory University ; Amita Manatunga, Emory University ; Ying Guo, Emory University
 
 

213516
Mon, 8/1/2016, 12:00 PM - 1:30 PM CC-N128
Annals of Statistics Editors Meeting (Closed) — Other ICW
IMS
Organizer(s): Elyse Gustafson, IMS
 
 

217
Mon, 8/1/2016, 2:00 PM - 3:50 PM CC-W375b
Late-Breaking Session I: Invest in What Works: First Steps Toward Establishing Evidence-Based Policymaking Clearinghouse — Invited Special Presentation
ASA , ENAR , WNAR , IMS , SSC , International Chinese Statistical Association , International Indian Statistical Association , Korean International Statistical Society , International Society for Bayesian Analysis (ISBA) , Royal Statistical Society , International Statistical Institute
Organizer(s): Sallie Keller, Virginia Tech, Amy O'Hara, U.S. Census Bureau
Chair(s): Stephanie Shipp, Virginia Tech
2:05 PM The Evidence-Based Policy Commission Act and Its Implications for the Federal Statistical System Shelly Wilkie Martinez, Office of Management and Budget
2:30 PM The Role of the Census Bureau Linkage Infrastructure Amy O'Hara, U.S. Census Bureau
2:55 PM Pilot Evaluations Using the Census Bureau Linkage Infrastructure Kathy Stack, Laura and John Arnold Foundation
3:20 PM Involving the Community to Establish an Evidence-Based Clearinghouse Jeri Metzger Mulrow, Bureau of Justice Statistics
3:45 PM Floor Discussion
 
 

219 * !
Mon, 8/1/2016, 2:00 PM - 3:50 PM CC-W180
Memorial Session for Bruce Lindsay — Invited Papers
Memorial , IMS , Royal Statistical Society
Organizer(s): Lingzhou Xue, Penn State University
Chair(s): David Hunter, Penn State University
2:05 PM Bruce Lindsay: A Life Defined by Clear and Original Thinking Kathryn Roeder, Carnegie Mellon University
2:30 PM Mixture Models with Mixed Effects in Their Component Distributions Geoffrey John McLachlan, University of Queensland
2:55 PM In Memory of Bruce Lindsay: Quadratic Inference Function Annie Qu, University of Illinois at Urbana-Champaign
3:20 PM Geometry, Likelihood, and Inference Nancy Reid, University of Toronto
3:45 PM Floor Discussion
 
 

220 !
Mon, 8/1/2016, 2:00 PM - 3:50 PM CC-W183b
Optimal Experimental Design for Physical Models — Invited Papers
Section on Physical and Engineering Sciences , IMS , Royal Statistical Society , Quality and Productivity Section
Organizer(s): Antony Overstall, University of Glasgow
Chair(s): Antony Overstall, University of Glasgow
2:05 PM Random Designs for Misspecified Regression Models Tim Waite, University of Manchester ; David Woods, University of Southampton
2:30 PM Sequential Experimental Design for Differential Equation Models via Approximate Dynamic Programming Youssef Marzouk, MIT ; Xun Huan, MIT
2:55 PM Using Computer Experiments and Gaussian Process Emulation to Facilitate Bayesian Optimal Design for Physical Models Derived from Ordinary Differential Equations David Woods, University of Southampton ; Antony Overstall, University of Glasgow ; Benjamin Parker, University of Southampton
3:20 PM Discussant: Roshan Joseph Vengazhiyil, Georgia Institute of Technology
3:40 PM Floor Discussion
 
 

230 !
Mon, 8/1/2016, 2:00 PM - 3:50 PM CC-W192b
Effective Self-Promotion to Advance Your Career in Statistics — Invited Panel
Joint Committee on Women in the Mathematical Sciences , Caucus for Women in Statistics , Committee on Women in Statistics , IMS , Royal Statistical Society , International Chinese Statistical Association , Committee on Career Development , Statistics Without Borders
Organizer(s): Johanna G. Neslehova, McGill University
Chair(s): Johanna G. Neslehova, McGill University
2:05 PM Effective Self-Promotion to Advance Your Career in Statistics
Panelists: Charmaine Dean, University of Western Ontario
Martha Gardner, General Electric Company
Nicholas P. Jewell, University of California at Berkeley
Nandini Kannan, National Science Foundation
Michael R. Kosorok, The University of North Carolina at Chapel Hill
3:45 PM Floor Discussion
 
 

234 * !
Mon, 8/1/2016, 2:00 PM - 3:50 PM CC-W179b
Recent Enhancements of Graphical Markov Models — Topic Contributed Papers
International Statistical Institute , IMS
Organizer(s): Nanny Wermuth, Johannes Gutenberg University/Chalmers University of Technology
Chair(s): Nanny Wermuth, Johannes Gutenberg University/Chalmers University of Technology
2:05 PM On Log-Mean Linear Regression Graph Models Monia Lupparelli ; Alessandra Mattei, University of Florence ; Alberto Roverato, University of Bologna
2:25 PM Graphs of Confounding Robin Evans
2:45 PM Brownian Motion Tree Models: Theory and Applications Caroline Uhler, MIT
3:05 PM Causal Inference from Big Data: Theoretical Foundations and the Data-Fusion Problem Elias Bareinboim, Purdue University
3:25 PM Floor Discussion
 
 

213556
Mon, 8/1/2016, 6:30 PM - 8:00 PM H-Joliet
New Researchers Group Mixer — Other ICW
IMS
Organizer(s): Alexander Volfovsky, Duke University
 
 

213519
Tue, 8/2/2016, 7:00 AM - 8:30 AM H-Buckingham
Statistics Surveys Editors Meeting (Closed) — Other ICW
IMS
Organizer(s): Elyse Gustafson, IMS
 
 

280
Tue, 8/2/2016, 8:30 AM - 10:20 AM CC-W375b
Introductory Overview Lecture: Data Science — Invited Special Presentation
ASA , ENAR , WNAR , IMS , SSC , International Chinese Statistical Association , International Indian Statistical Association , Korean International Statistical Society , International Society for Bayesian Analysis (ISBA) , Royal Statistical Society , International Statistical Institute , Section for Statistical Programmers and Analysts , Conference on Statistical Practice Steering Committee , Statistics in Business Schools Interest Group
Organizer(s): David A. van Dyk, Imperial College London
Chair(s): David A. van Dyk, Imperial College London
8:35 AM On Mining Big Data and Social Network Analysis Philip S. Yu, University of Illinois at Chicago
9:25 AM On Computational Thinking and Inferential Thinking Michael I. Jordan, University of California at Berkeley
10:15 AM Floor Discussion
 
 

291 !
Tue, 8/2/2016, 8:30 AM - 10:20 AM CC-W178a
Bridging BFF (Bayesian/Frequentist/Fiducial) Inferences in the Era of Data Science (No. 1) — Invited Papers
IMS , International Society for Bayesian Analysis (ISBA) , Section on Bayesian Statistical Science
Organizer(s): Thomas Lee, University of California at Davis
Chair(s): Randy Lai, University of Maine
8:35 AM Combining Inference Across Diverse Information Sources via Confidence Distributions: The II-CC-FF Paradigm Nils Lid Hjort, University of Oslo
9:00 AM Bayesian Inference with Half a Prior Keli Liu, Stanford University ; Xiao-Li Meng, Harvard
9:25 AM Generalized Fiducial Inference for High-Dimensional Sparse Additive Models Thomas Lee, University of California at Davis ; Randy Lai, University of Maine
9:50 AM Objective Bayesian Analysis Under Partial Invariance — Xiaoyan Lin, University of South Carolina ; James Berger, Duke University ; Dongchu Sun, University of Missouri
10:15 AM Floor Discussion
 
 

321
Tue, 8/2/2016, 8:30 AM - 10:20 AM CC-W177
High-Dimensional Statistics — Contributed Papers
IMS
Chair(s): Matey Neykov, Princeton
8:35 AM On the Optimality of Sliced Inverse Regression in High Dimensions Qian Lin, Harvard ; Xinran Li, Harvard ; Jun S. Liu, Harvard
8:50 AM A General Theory of Hypothesis Tests and Confidence Regions for Sparse High-Dimensional Models Yang Ning ; Han Liu, Princeton
9:05 AM Accuracy Assessment for High-Dimensional Linear Regression — Tony Cai, University of Pennsylvania ; Zijian Guo, University of Pennsylvania
9:20 AM High-Dimensional Gaussian Copula Regression: Adaptive Estimation and Statistical Inference Linjun Zhang, University of Pennsylvania ; Tony Cai, University of Pennsylvania
9:35 AM Extreme Eigenvalues of Large-Dimensional Spiked Fisher Matrices with Application QINWEN WANG ; JIANFENG YAO, The University of Hong Kong
9:50 AM Packing Inference of Correlation for an Arbitrarily Large Number of Variables Kai Zhang, The University of North Carolina at Chapel Hill
10:05 AM Communication Over a Noisy Channel Using High-Dimensional Linear Regression with Gaussian Design Cynthia Rush, Yale University ; Adam Greig, University of Cambridge ; Ramji Venkataramanan, University of Cambridge
 
 

325
Tue, 8/2/2016, 10:30 AM - 12:20 PM CC-W375b
Late-Breaking Session II: Data Journalism and Statistical Expertise: An Urgent Need for Writers, Bloggers, and Journalists to Be Statistically Savvy — Invited Special Presentation
ASA , ENAR , WNAR , SSC , IMS , International Chinese Statistical Association , International Indian Statistical Association , Korean International Statistical Society , International Society for Bayesian Analysis (ISBA) , Royal Statistical Society , International Statistical Institute
Organizer(s): Rebecca Goldin, George Mason University
Chair(s): Rebecca Goldin, George Mason University
10:35 AM Data Journalism and Statistical Expertise: An Urgent Need for Writers, Bloggers, and Journalists to Be Statistically Savvy Regina Nuzzo, Gallaudet University ; Alberto Cairo, University of Miami ; Mark Hansen, David and Helen Gurley Brown Institute for Media Innovation/Columbia University ; Carl Bialik, FiveThirtyEight.com ; Katherine Hobson, Freelance Health and Science Writer
12:10 PM Floor Discussion
 
 

337 * !
Tue, 8/2/2016, 10:30 AM - 12:20 PM CC-W196b
Fusion Learning and Combining Inference from Diverse Complex Data Sources — Invited Papers
ENAR , IMS , International Chinese Statistical Association
Organizer(s): Regina Liu, Rutgers University
Chair(s): BRAD EFRON, Stanford University
10:35 AM Model Calibration Utilizing Summary-Level Information from External Big Data Nilanjan Chatterjee, The Johns Hopkins University ; Yi-Hau Chen, Academia Sinica ; Paige Maas, National Cancer Institute ; Raymond Carroll, Texas A&M University
11:00 AM Efficient inference for genetic association studies with multiple outcomes Hélène Ruffieux, Ecole Polytechnique Fédérale de Lausanne ; Anthony C. Davison, Ecole Polytechnique Fédérale de Lausanne ; Irina Irincheeva, Nestlé Institute of Health Sciences SA ; Jörg Hager, Nestlé Institute of Health Sciences SA
11:25 AM Generalized Fiducial Inference for Massive Heterogeneous Data Jan Hannig, The University of North Carolina at Chapel Hill
11:50 AM Fusion Learning from Complex Data Sets to Efficient Goal-Directed Individualized Inference Regina Liu, Rutgers University ; Minge Xie, Rutgers University
12:15 PM Floor Discussion
 
 

350 * !
Tue, 8/2/2016, 10:30 AM - 12:20 PM CC-W176c
Machine Learning for Dependent Data — Topic Contributed Papers
IMS , International Chinese Statistical Association
Organizer(s): Anand N. Vidyashankar, George Mason University
Chair(s): Ozan Sonmez, University of California at Davis
10:35 AM Variable Reduction in High-Dimensional Vector Time Series Tucker McElroy, U.S. Census Bureau
10:55 AM Machine Learning Methods in High-Dimensional Branching Processes Anand N. Vidyashankar, George Mason University
11:15 AM Functional Divergence-Based Classification for Single-Cell Data Ollivier Hyrien, University of Rochester
11:35 AM Advances of Bayesian Nonparametrics in Population Genetics of Infectious Diseases Vladimir Minin, University of Washington
11:55 AM Supervised Implicit Network Construction and Analysis of Related Network-Wide Metrics Brandon Park ; Anand N. Vidyashankar, George Mason University ; Tucker McElroy, U.S. Census Bureau ; Jie Xu, George Mason University
12:15 PM Floor Discussion
 
 

373
Tue, 8/2/2016, 10:30 AM - 12:20 PM CC-Hall F1 West
Contributed Poster Presentations: IMS — Contributed Poster Presentations
IMS
Chair(s): Genevera Allen, Rice University
15: Efficient Methods in Generalized Mean-Reverting Processes with Change-Point Severien Nkurunziza, University of Windsor ; Pei Patrick Zhang, University of Windsor
 
 

399 !
Tue, 8/2/2016, 2:00 PM - 3:50 PM CC-W187a
Estimation and Inference for Massive Data Sets — Invited Papers
IMS , Royal Statistical Society , International Chinese Statistical Association
Organizer(s): Moulinath Banerjee, University of Michigan
Chair(s): George Michailidis, University of Florida
2:05 PM Learning High-Dimensional Discrete Multivariate Auto-Regressive Models Garvesh Raskutti, University of Wisconsin - Madison
2:30 PM Sample Splitting in Non-Standard Problems Bodhisattva Sen, Columbia University ; Moulinath Banerjee, University of Michigan ; Cecile Durot, University Paris Ouest Nanterre Defense
2:55 PM Computationally Efficient Nonparametric Testing Guang Cheng, Purdue University ; Zuofeng Shang, Binghamton University
3:20 PM Discussant: Moulinath Banerjee, University of Michigan
3:40 PM Floor Discussion
 
 

409 * !
Tue, 8/2/2016, 2:00 PM - 3:50 PM CC-W375b
Bridging BFF (Bayesian/Frequentist/Fiducial) Inferences in the Era of Data Science (No. 2) — Invited Papers
Section on Bayesian Statistical Science , IMS , International Society for Bayesian Analysis (ISBA)
Organizer(s): Minge Xie, Rutgers University
Chair(s): Regina Liu, Rutgers University
2:05 PM Objective Bayes, Confidence Distributions, and Fiducial Inference BRAD EFRON, Stanford University
2:30 PM Confidence Distribution for Bridging Posterior Probabilistic Inferences Minge Xie, Rutgers University
2:55 PM Being Bayesian in a Big Data World David Banks, Duke University
3:20 PM Fiducial Inference: Fisher's Big Blunder or Big Bang? — Keli Liu, Stanford University ; Xiao-Li Meng, Harvard
3:45 PM Floor Discussion
 
 

415 *
Tue, 8/2/2016, 2:00 PM - 3:50 PM CC-W175c
Methods and Theory for Integrative Data Analyses — Topic Contributed Papers
Korean International Statistical Society , IMS
Organizer(s): Hyonho Chun, Purdue University
Chair(s): Lingsong Zhang, Purdue University
2:05 PM Mediation Analysis of GWAS with High-Dimensional Data-Driven Prior Information Sunduz Keles, University of Wisconsin - Madison ; Qi Zhang, University of Nebraska - Lincoln ; Constanza Rojo, University of Wisconsin - Madison
2:25 PM Integrative Analysis of Incompatible Data Sets with Different Resolutions Reveals Consistent Genetic Effects Yuan Jiang, Oregon State University
2:45 PM Modified LARS Algorithm for Interaction with Heredity Yongdai Kim, Seoul National University
3:05 PM Statistical Analysis of Genomics Data for Disease Susceptibility and Drug Response Jun Xie, Purdue University
3:25 PM Floor Discussion
 
 

438
Tue, 8/2/2016, 2:00 PM - 3:50 PM CC-W186a
Functional Data and Dimension Reduction — Contributed Papers
IMS
Chair(s): Xiaoke Zhang, University of Delaware
2:05 PM Optimal Detection of Weak Principal Components in High-Dimensional Data Edgar Dobriban
2:20 PM Sufficient Dimension Reduction with Missing Data Qi Xia, Temple University ; Yuexiao Dong, Temple University ; Chengyong Tang, Temple University
2:35 PM On Two-Sample Tests in Functional Data Analysis with Dependent Errors — Jan Beran, University of Konstanz ; Haiyan Liu, University of Konstanz ; Klaus Telkmann, University of Konstanz
2:50 PM Functional Mixed-Effects Modeling Meets Spectral Analysis of Replicated Time Series Joris Chau, Université Catholique de Louvain
3:05 PM Extraction of Multiscale Shape Information from Multivariate Data with Application to Classification Wolfgang Polonik, University of California at Davis ; Gabriel Chandler, Pomona College
3:20 PM On Estimating Open and Closed Line Segments in Noisy Data Klaus Telkmann, University of Konstanz ; Jan Beran, University of Konstanz
3:35 PM Floor Discussion
 
 

213551
Tue, 8/2/2016, 6:00 PM - 8:00 PM H-Buckingham
IMS Member Reception — Other ICW
IMS
Organizer(s): Elyse Gustafson, IMS
 
 

464
Wed, 8/3/2016, 8:30 AM - 10:20 AM CC-W375b
Introductory Overview Lecture: Adaptive Clinical Trial Design — Invited Special Presentation
ASA , ENAR , WNAR , IMS , SSC , International Chinese Statistical Association , International Indian Statistical Association , Korean International Statistical Society , International Society for Bayesian Analysis (ISBA) , Royal Statistical Society , International Statistical Institute
Organizer(s): Scott Berry, Berry Consultants
Chair(s): Brian Hobbs, MD Anderson Cancer Center
8:35 AM Bayesian Adaptive Designs Scott Berry, Berry Consultants
10:05 AM Floor Discussion
 
 

466
Wed, 8/3/2016, 8:30 AM - 10:20 AM CC-W185bc
Model Selection — Invited Papers
IMS , Royal Statistical Society , Section for Statistical Programmers and Analysts
Organizer(s): Gerda Claeskens, KU Leuven
Chair(s): Gerda Claeskens, KU Leuven
8:35 AM An Optimality of the L_0 Penalty and Dual Achievability of Model Selection Yuhong Yang, University of Minnesota
9:00 AM Sparse Variable Selection Aiming at Minimum Prediction Error Maarten Jansen, Université Libre de Bruxelles
9:25 AM Goodness-of-Fit Tests for High-Dimensional Linear Regression Rajen Dinesh Shah, University of Cambridge ; Peter Bühlmann, ETH Zurich
9:50 AM Comparison of State Structures in Models of Disease Progression Howard Thom, University of Bristol ; Chris Jackson, Medical Research Council Biostatistics Unit ; Linda Sharples, Leeds Institute of Clinical Trials Research ; Daniel Commenges, Institut National de la Santé et de la Recherche Médicale ; Nicky Welton, University of Bristol
10:15 AM Floor Discussion
 
 

468 !
Wed, 8/3/2016, 8:30 AM - 10:20 AM CC-W196b
Uncertainty Estimation for Massive Data Sets — Invited Papers
Section on Statistical Computing , IMS , Royal Statistical Society
Organizer(s): Wendy Martinez, Bureau of Labor Statistics
Chair(s): David A. van Dyk, Imperial College London
8:35 AM How to Ask Questions of Huge Data with Few Samples David Dunson, Duke University
9:05 AM Divide-and-Conquer and Statistical Inference Michael I. Jordan, University of California at Berkeley
9:35 AM A Variational Bayesian Analysis of Stochastic Gradient Methods Matt D. Hoffman, Princeton
10:05 AM Floor Discussion
 
 

482 * !
Wed, 8/3/2016, 8:30 AM - 10:20 AM CC-W184d
Time Series Modeling: Seasonality, Multivariate, and Testing — Topic Contributed Papers
Business and Economic Statistics Section , IMS
Organizer(s): James A. Livsey, U.S. Census Bureau
Chair(s): Robert Lund, Clemson University
8:35 AM Identification, Estimation, and Applications of a Bivariate Long-Range Dependent Time Series Model with General Phase Stefanos Kechagias, SAS Institute ; Vladas Pipiras, The University of North Carolina at Chapel Hill
8:55 AM Sparse Seasonal and Periodic Vector Autoregressive Modeling Vladas Pipiras, The University of North Carolina at Chapel Hill ; Changryong Baek, Sungkyunkwan University ; Richard A. Davis, Columbia University
9:15 AM The Effects of Seasonal Heteroskedasticity on Trend Estimation and Seasonal Adjustment for Time Series Thomas Trimbur, U.S. Census Bureau ; William Bell, U.S. Census Bureau
9:35 AM Residual Diagnostics for Automated Model Selection James A. Livsey, U.S. Census Bureau ; Tucker McElroy, U.S. Census Bureau ; Anindya Roy, U.S. Census Bureau
9:55 AM Test Based on Frobenius Norm Distance of Spectral Matrices for Presence of Structural Components Anindya Roy, U.S. Census Bureau ; Tucker McElroy, U.S. Census Bureau
10:15 AM Floor Discussion
 
 

513 * !
Wed, 8/3/2016, 10:30 AM - 12:20 PM CC-W175a
Recent Advances in Functional Data Analysis — Invited Papers
IMS , Royal Statistical Society , International Chinese Statistical Association
Organizer(s): Fang Yao, University of Toronto
Chair(s): Fang Yao, University of Toronto
10:35 AM The Statistical Analysis of Dead Bodies: Inverting Entomological Growth Curves Using FDA John Aston, University of Cambridge ; Anjali Mazumder, University of Warwick ; Frederic Ferraty, Toulouse Jean Jaures University ; Davide Pigoli, University of Cambridge ; Martin Hall, Natural History Museum
11:00 AM An Estimating Equation Approach to Dimension Reduction in Longitudinal Data Liping Zhu, Renmin University of China ; Li Jin, Fudan University ; Kelin Xu, Fudan University ; Wensheng Guo, University of Pennsylvania Perelman School of Medicine ; Momiao Xiong, The University of Texas Health Science Center at Houston
11:25 AM Frechet Regression for Random Objects Hans-Georg Mueller, University of California at Davis ; Alexander Petersen, University of California at Davis
11:50 AM Role of Functional Data Analysis in the Big Data Era: Applications to Precision Medicine Hulin Wu, The University of Texas Health Science Center at Houston
12:15 PM Floor Discussion
 
 

516 *
Wed, 8/3/2016, 10:30 AM - 12:20 PM CC-W178a
Paper Highlights from Bayesian Analysis — Invited Papers
Section on Bayesian Statistical Science , IMS , International Society for Bayesian Analysis (ISBA)
Organizer(s): Marina Vannucci, Rice University
Chair(s): Bruno Sanso, University of California at Santa Cruz
10:35 AM Overall Objective Priors James Berger, Duke University ; Dongchu Sun, University of Missouri ; Jose Miguel Bernardo, University of Valencia
11:00 AM Bayesian Model Selection Based on Proper Scoring Rules Philip Dawid, University of Cambridge ; Monica Musio, University of Cagliari
11:25 AM Optimal Design in Geostatistics Under Preferential Sampling Gustavo da Silva Ferreira, National School of Statistical Sciences ; Dani Gamerman, Federal University of Rio de Janeiro
11:50 AM Computational Enhancements to Bayesian Design of Experiments Using Gaussian Processes Brian Phillip Weaver, Los Alamos National Laboratory
12:15 PM Floor Discussion
 
 

523
Wed, 8/3/2016, 10:30 AM - 12:20 PM CC-W175c
Algebraic and Geometric Methods in Inference: Two Decades of Algebraic Statistics — Topic Contributed Papers
IMS , Royal Statistical Society
Organizer(s): Caroline Uhler, MIT
Chair(s): Sonja Petrovic, Illinois Institute of Technology
10:35 AM Fitting Convex Sets to Data via Matrix Factorization Venkat Chandrasekaran
10:55 AM Statistical Inference for Networks Using Computational Algebraic Geometry Elizabeth Gross
11:15 AM Non-Negative Rank and the EM Algorithm Elina Robeva, University of California at Berkeley ; Kaie Kubjas, Aalto University ; Bernd Sturmfels, University of California at Berkeley
11:35 AM The LCM Filtration for the Cut Distribution of Networks and Its Dual Henry Wynn, London School of Economics and Political Science
11:55 AM Discussant: Steffen Lauritzen, University of Copenhagen
12:15 PM Floor Discussion
 
 

583 * !
Wed, 8/3/2016, 2:00 PM - 3:50 PM CC-W175a
Recent Advances in Empirical Bayes Methods — Invited Papers
International Indian Statistical Association , IMS , International Chinese Statistical Association
Organizer(s): Gourab Mukherjee, University of Southern California
Chair(s): Gourab Mukherjee, University of Southern California
2:05 PM Complex Empirical Bayes Models for Normal Data Ya'acov Ritov, Hebrew University/University of Michigan
2:30 PM Optimal Shrinkage Estimation in Heteroscedastic Hierarchical Models: Beyond Gaussian Samuel Kou, Harvard ; Lawrence D. Brown, University of Pennsylvania ; Xianchao Xie, Two Sigma Investments
2:55 PM An Empirical Bayes Improvement of Common Shrinkage Estimators Eitan Greenshtein, Central Bureau of Statistics, Israel ; Ya'acov Ritov, Hebrew University/University of Michigan ; Ariel Mansura, Bank of Israel
3:20 PM Empirical Bayes Prediction for the Multivariate Newsvendor Loss Function Lawrence D. Brown, University of Pennsylvania ; Gourab Mukherjee, University of Southern California ; Paat Rusmevichientong, University of Southern California
3:45 PM Floor Discussion
 
 

584 !
Wed, 8/3/2016, 2:00 PM - 3:50 PM CC-W375b
Medallion Lecture II: Model Averaging and Post-Model Selection — Invited Papers
IMS , Royal Statistical Society
Organizer(s): Jan Hannig, The University of North Carolina at Chapel Hill
Chair(s): Jean Opsomer
2:05 PM Model Averaging and Post-Model Selection Gerda Claeskens, KU Leuven
3:45 PM Floor Discussion
 
 

616
Wed, 8/3/2016, 2:00 PM - 3:50 PM CC-W176c
Statistical Distribution Fitting — Contributed Papers
IMS
Chair(s): Arkady Shemyakin, University of St. Thomas
2:05 PM A New Class of Approximating Distributions and Their Fitting Bo Zhang, IBM Research
2:20 PM On the Kumaraswamy Laplace Distribution and Its Applications Gokarna Aryal, Purdue University
2:35 PM COM-Type Generalization of Negative Hypergeometric Distribution and Its Limiting Cases with Applications Sudip Roy ; Ram C. Tripathi, The University of Texas at San Antonio
2:50 PM Comparing the equality of K mean vectors on several multivariate log-normal distributions Shu-Hui Lin, National Taichung University of Science and Technology
3:05 PM Distribution-Dependent and Distribution-Free Confidence Intervals for the Variance Brent Burch, Northern Arizona University
3:20 PM Confidence Interval for a Binomial Proportion Based on Skew-Normal Distribution Jose Sanqui, Appalachian State University ; Amanda McGough, Virginia Tech
3:35 PM D-Optimal Designs with Ordered Categorical Data Jie Yang, University of Illinois at Chicago ; Liping Tong, Advocate Health Care ; Abhyuday Mandal, University of Georgia
 
 

624
Wed, 8/3/2016, 4:45 PM - 6:15 PM H-International Ballroom
COPSS Awards and Fisher Lecture — Invited Papers
Committee of Presidents of Statistical Societies , ASA , IMS , International Chinese Statistical Association , Conference on Statistical Practice Steering Committee , Caucus for Women in Statistics , Statistics Without Borders
Chair(s): Nicholas Jon Horton, Amherst College
4:50 PM Personalizing Disease Prevention: Statistical Challenges Alice S. Whittemore, Stanford University School of Medicine
 
 

628 * !
Thu, 8/4/2016, 8:30 AM - 10:20 AM CC-W192a
Theoretical Astrostatistics — Invited Papers
IMS
Organizer(s): Jessi Cisewski, Yale University
Chair(s): Jessi Cisewski, Yale University
8:35 AM Solar Spectral Analyses with Uncertain Physical Models Nathan M. Stein, University of Pennsylvania
9:00 AM Statistical Methods in Persistent Homology Brittany Terese Fasy, Montana State University
9:25 AM Nonparametric Methods for Detecting Large-Scale Structure Yen-Chi Chen, Carnegie Mellon University ; Christopher Genovese, Carnegie Mellon University ; Larry Wasserman, Carnegie Mellon University ; Peter Freeman, Carnegie Mellon University ; Shirley Ho, Carnegie Mellon University
9:50 AM Mapping Galaxy Spectra: Global vs. Local Views Tamas Budavari, The Johns Hopkins University
10:15 AM Floor Discussion
 
 

636
Thu, 8/4/2016, 8:30 AM - 10:20 AM CC-W175a
Memorial Session for Peter Hall — Invited Papers
Memorial , IMS , Royal Statistical Society , International Chinese Statistical Association
Organizer(s): Hans-Georg Mueller, University of California at Davis
Chair(s): Tony Cai, University of Pennsylvania
8:35 AM Peter Hall in Australia Nonparametric Deconvolution Problems Aurore Delaigle, University of Melbourne
9:00 AM A Personal Remembrance of Peter Hall Raymond Carroll, Texas A&M University
9:25 AM Hall's Contribution to Bootstrap and Personal Reminiscences Song Xi Chen, Peking University/Iowa State University
9:50 AM Peter Hall at UC Davis and Functional Data Analysis Hans-Georg Mueller, University of California at Davis
10:15 AM Floor Discussion
 
 

664
Thu, 8/4/2016, 8:30 AM - 10:30 AM CC-W191
Emerging Topics in Statistics — Contributed Papers
IMS
Chair(s): Elizabeth Gross
8:35 AM Batch-Size Selection of Batch Means and Spectral Variance Estimators in Markov Chain Monte Carlo Ying Liu, University of California at Riverside ; James Flegal, University of California at Riverside
8:50 AM On the Efficient Interpretability of Empirical Recurrence Rates Ratio as a Hidden Markov Chain Moinak Bhaduri, University of Nevada, Las Vegas ; Amei Amei, University of Nevada, Las Vegas ; Chih-Hsiang Ho, University of Nevada, Las Vegas
9:05 AM On Likelihood Functions of Interval-Valued Random Variables Xin Zhang, University of New South Wales ; Scott Anthony Sisson, University of New South Wales
9:20 AM Dynamic Weighted Average Approach for Predicting Street Parking Availability Yi Hua, University of Illinois at Chicago ; Ouri E. Wolfson, University of Illinois at Chicago ; Xudong Lin, South China Agricultural University ; Jie Yang, University of Illinois at Chicago
9:35 AM Partial Martingale Difference Correlation Trevor Park, University of Illinois at Urbana-Champaign ; Xiaofeng Shao, University of Illinois at Urbana-Champaign ; SHUN YAO, University of Illinois at Urbana-Champaign
9:50 AM Searching for Patterns among Squares Modulo p Roger Bilisoly, Central Connecticut State University
10:05 AM AdaPT: A New Class of Ordered Testing Procedures Lihua Lei, University of California at Berkeley ; William Fithian, University of California at Berkeley
 
 

668 * !
Thu, 8/4/2016, 10:30 AM - 12:20 PM CC-W194b
Emerging Problems in High-Dimensional Inference and Testing — Invited Papers
IMS , International Chinese Statistical Association
Organizer(s): Lan Wang, University of Minnesota
Chair(s): Wen Zhou, Colorado State University
10:35 AM Projection Test for High-Dimensional Mean Vectors with Optimal Direction Runze Li, Penn State University ; Yuan Huang, Yale University ; Lan Wang, University of Minnesota ; Chen Xu, University of Ottawa
11:00 AM Combinatorial Inference Han Liu, Princeton
11:25 AM Debiasing Regularized Estimators with High-Dimensional Data Cun-Hui Zhang, Rutgers University
11:50 AM Semiparametric High-Dimensional Partial Linear Models: Estimation and Inference Michael Levine, Purdue University ; Lawrence D. Brown, University of Pennsylvania ; Lie Wang, MIT
12:15 PM Floor Discussion
 
 

674
Thu, 8/4/2016, 10:30 AM - 12:20 PM CC-W183b
New Development of Flexible Methods for Survival Analysis — Invited Papers
ENAR , IMS , International Chinese Statistical Association , Conference on Statistical Practice Steering Committee
Organizer(s): Rui Song, North Carolina State University
Chair(s): Rui Song, North Carolina State University
10:35 AM Variable Selection for Quantile Regression Under General Censoring Scheme Lan Wang, University of Minnesota
11:00 AM Maximum Likelihood Estimation for Semiparametric Models with Interval-Censored Data Danyu Lin, The University of North Carolina at Chapel Hill
11:25 AM Cox Model Asymptotic Distributional Theory of Weighted Estimation for Nested Case-Control Design Bin Nan, University of Michigan ; Ross Prentics, Fred Hutchinson Cancer Research Center ; Tianxi Cai, Harvard
11:50 AM Doubly Robust Estimation of Optimal Treatment Regime in Additive Hazards Regression Wenbin Lu, North Carolina State University ; Suhyun Kang, North Carolina State University
12:15 PM Floor Discussion
 
 

676 * !
Thu, 8/4/2016, 10:30 AM - 12:20 PM CC-W196c
Statistics in Finance — Invited Papers
Business and Economic Statistics Section , IMS
Organizer(s): Rituparna Sen, Indian Statistical Institute
Chair(s): Wenbo Wu, University of Oregon
10:35 AM High-Dimensionality Effects on the Efficient Frontier Rituparna Sen, Indian Statistical Institute
11:00 AM Modeling Structured Correlation Matrices in Finance Mohsen Pourahmadi, Texas A&M University
11:25 AM Bayesian Modeling of High-Frequency Crude Oil Prices Jonathan Stroud, Georgetown University ; Michael Johannes, Columbia University ; Norman Seeger, VU University
12:15 PM Floor Discussion
 
 
 
 
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