Program Schedule
 

Time Session Speaker Session Chair

08:30-09:00

Registration

09:00-09:10

Welcoming Remarks
Wei Shyy
(Provost of HKUST)
 

09:10-09:50

On Meteors, Earthworms and WIMPs
(Abstract)
Krzysztof Burdzy, University of Washington
Xinghua Zheng

09:50-10:30

Nonparametric Regression with Homogeneous Group Testing Data
(Abstract)
Peter Hall, University of Melbourne

10:30-10:50

Refreshment

10:50-11:30

Optimal Shrinkage Estimation in Heteroscedastic Hierarchical Models
(Abstract)
Samuel Kou, Harvard University
Qiman Shao

11:30-12:10

Out of Africa
(Abstract)
Peter McCullagh, University of Chicago

12:10-13:30

Lunch

13:30-14:10

A Test for the Rank of the Volatility Process: the Random Perturbation Approach
(Abstract)
Mark Podolskij, Heidelberg University
Yingying Li

14:10-14:50

Limit Theorems for the Empirical Distribution Function of Scaled Increments of Ito Semimartingales at high frequencies
(Abstract)
George Tauchen,
Duke University

14:50-15:10

Break

15:10-15:50

Functional Limit Results for Spatial Causal Linear Models
(Abstract)
Neville Weber, University of Sydney
Lancelot James

15:50-16:30

An L2 Test Theory for Nonstationary Time Series
(Abstract)
Weibiao Wu, University of Chicago

16:30-16:50

Refreshment

16:50-17:30

Curve Regression via Dimension Reduction and Forecasting Daily Electricity Loads
(Abstract)
Qiwei Yao, London School of Economics
Inchi Hu

17:30-18:10

Optimal Spatial Sampling Design: Theory and Applications
(Abstract)
Zhengyuan Zhu, Iowa State University

18:10-18:15

Closing Remarks
Henry Tye
(IAS Director)
 

19:00

Dinner (by invitation)
 

Venue
 

Lecture Theater (G/F), Institute for Advanced Study, Lo Ka Chung Building, Lee Shau Kee Campus, HKUST (near South Entrance)
[How to get there]
HKUST