WHOA-PSI

$wustl.jpg$ Contact: Todd Kuffner, email: kuffner@math.wustl.edu

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Workshop Description

The Workshop on Higher-Order Asymptotics and Post-Selection Inference (WHOA-PSI) seeks to showcase the exciting new ideas coming out of the post-selection inference framework and investigate how tools from higher-order asymptotics can both elucidate important properties of post-selection inference procedures, as well as suggest new directions which may ultimately yield more accurate small-sample performance. (More details on potential topics below).

This conference supports the Non-Discrimination Statement of the Association for Women in Mathematics (AWM).

We are grateful to have the financial sponsorship of the NSF through DMS-1623028, the Dean of the Faculty of Arts & Sciences, the Department of Mathematics, and the Division of Biostatistics, all at Washington University in St. Louis.

Click here for a final program.

Click here for the discussion board. Most of the slides are also available there. I tried an experiment with this workshop: since speakers and audience members rarely have sufficient interaction, I created a discussion board where audience members could give comments and ask questions in real-time (also with LaTeX support), and the speaker could reply later on, even weeks later after having time to reflect!

Eventually (not yet) everything will be archived on a permanent website available here.

Organizing Committee

Todd Kuffner (lead organizer, Washington University in St. Louis, Assistant Professor, Dept. of Mathematics)
John Kolassa (Rutgers University, Professor, Dept. of Statistics and Biostatistics)
Nancy Reid (University of Toronto, Professor, Dept. of Statistical Sciences)
Ryan Tibshirani (Carnegie Mellon University, Assistant Professor, Dept. of Statistics)
Alastair Young (Imperial College London, Professor, Dept. of Mathematics)

Final List of Speakers (a full list of registered participants is at the bottom of this page)

Genevera Allen (Rice University, Assistant Professor, Dept. of Statistics)
Jelena Bradic (UC San Diego, Assistant Professor, Dept. of Mathematics)
Lawrence Brown (University of Pennsylvania, Professor, Dept. of Statistics)
Andreas Buja (University of Pennsylvania, Professor, Dept. of Statistics)
Florentina Bunea (Cornell University, Dept. of Statistical Science)
Hongyuan Cao (University of Missouri Columbia, Assistant Professor, Dept. of Statistics)
Jianqing Fan (Princeton University, Professor, Dept. of Operations Research and Financial Engineering)
Don Fraser (University of Toronto, Professor, Dept. of Statistical Sciences)
Dalia Ghanem (UC Davis, Assistant Professor, Dept. of Agricultural and Resource Economics)
Soumendra Lahiri (NC State University, Professor, Dept. of Statistics)
Xihong Lin (Harvard University, Professor, Dept. of Biostatistics)
Shujie Ma (UC Riverside, Assistant Professor, Dept. of Statistics)
Ryan Martin (NC State University, Associate Professor, Dept. of Statistics)
Peter McCullagh (University of Chicago, Professor, Dept. of Statistics)
Xiao-Li Meng (tentative, Harvard University, Professor, Dept. of Statistics)

Annie Qu (University of Illinois Urbana-Champaign, Professor, Dept. of Statistics)
John Robinson (University of Sydney, Professor, School of Mathematics and Statistics)
Richard Samworth (University of Cambridge, Professor, Dept. of Pure Mathematics and Mathematical Statistics)
Nicola Sartori (University of Padova, Italy, Associate Professor, Dept. of Statistical Sciences)
Yuekai Sun (UC Berkeley, Neyman Visiting Assistant Professor, Dept. of Statistics)
Xiaoying Tian (Stanford University, current Ph.D. student)
Rob Tibshirani (Stanford University, Professor, Dept. of Statistics)
Daniel Yekutieli (Tel Aviv University, Israel, Professor, Dept. of Statistics and Operations Research)
Anru Zhang (University of Wisconsin Madison, Assistant Professor, Dept. of Statistics)

Potential Topics include (but are certainly not limited to):

Principles and general views of post-selection inference, for example

Post-selection inference and selective inference, for example

Simultaneous inference, false discovery rates (FDR), false coverage statement rates (FCR), family-wise error rates (FWER), for example

Bayesian post-selection inference, for example

Bagging and Boosting, for example

High-dimensional inference, for example

Selection and inference for weak signals, for example

The aspects of the above topics and other post-selection inference procedures which will be emphasized in the workshop are those related to higher-order asymptotics, including both analytic- and resampling-based tools and refinements, some of which are described in:

Small (2010), Expansions and Asymptotics for Statistics, Chapman & Hall.
Young (2009), `Routes to higher-order accuracy in parametric inference', Austral. N.Z. J. Statist. 51, 115-126.
Brazzale & Davison (2008), `Accurate parametric inference for small samples', Statistical Science 23, 465-484.
Brazzale, Davison & Reid (2007), Applied Asymptotics: Case Studies in Small-Sample Statistics, Cambridge University Press.
Butler (2007), Saddlepoint Approximations with Applications, Cambridge University Press.
Bedard, Fraser & Wong (2007), `Higher accuracy for Bayesian and frequentist inference: large sample theory for small sample likelihood', Statistical Science 22, 301-321.
Yi & Fraser (2007), `Higher order asymptotics: an intrinsic difference between univariate and multivariate models', J. Statist. Research 41, 1-20.
Kolassa (2006), Series Approximation Methods in Statistics 3rd edition, Springer.
Young & Smith (2005), Essentials of Statistical Inference, Cambridge University Press.
Reid (2003), `Asymptotics and the theory of inference', Annals of Statistics 31, 1695-1731.
Severini (2000), Likelihood Methods in Statistics, Oxford University Press.
Pace & Salvan (1997), Principles of Statistical Inference from a Neo-Fisherian Perspective, World Scientific.
Jensen (1995), Saddlepoint Approximations, Oxford University Press.
Ghosh (1994), Higher Order Asymptotics, Institute of Mathematical Statistics.
Barndorff-Nielsen & Cox (1994), Inference and Asymptotics, Chapman & Hall.
Hall (1992), The Bootstrap and Edgeworth Expansion, Springer.
Field & Ronchetti (1990), Small Sample Asymptotics, Institute of Mathematical Statistics.
McCullagh (1987), Tensor Methods in Statistics, Chapman & Hall.

Some recent references for post-selection inference include

List of Registered Participants (may be missing a few)

Faculty and post-docs from other institutions (35 US, 9 international)

Genevera Allen	Rice University Dept. of Statistics
Mohamed Amezziane	Central Michigan University Department of Mathematics
Rida Benhaddou	Ohio University Department of Mathematics
Jacob Bien	Cornell University Dept. of Statistical Science
Jelena Bradic	University of California San Diego Dept. of Mathematics
Larry Brown	University of Pennsylvania Dept. of Statistics
Andreas Buja	University of Pennsylvania Dept. of Statistics
Florentina Bunea	Cornell University Dept. of Statistical Science
Hongyuan Cao	University of Missouri Columbia Dept. of Statistics
Jianqing Fan	Princeton University Dept. of Operations Research and Financial Engineering
Don Fraser	University or Toronto, Canada Dept. of Statistical Sciences
Max G'Sell	Carnegie Mellon University Dept. of Statistics
Dalia Ghanem	University of California Davis Dept. of Agricultural and Resource Economics
Jessie Jeng	North Carolina State University Dept. of Statistics
John Kolassa	Rutgers University Dept. of Statistics and Biostatistics
Soumendra Lahiri	North Carolina State University Dept. of Statistics
Xihong Lin	Harvard University Dept. of Biostatistics
Lei Liu	Northwestern University Preventative Medicine - Biostatistics
Joshua Loftus	Alan Turing Institute, United Kingdom
Shujie Ma	University of California Riverside Dept. of Statistics
Ryan Martin	North Carolina State University Dept. of Statistics
Peter McCullagh	University of Chicago Dept. of Statistics
Xiao-Li Meng	Harvard University Dept. of Statistics
Yang Ning	Cornell University Dept. of Statistical Science
Annie Qu	University of Illinois Urbana-Champaign Dept. of Statistics
Aaditya Ramdas	University of California Berkeley Dept. of EECS, Dept. of Statistics
Nancy Reid	University of Toronto, Canada Dept. of Statistical Sciences
John Robinson	University of Sydney, Australia School of Mathematics and Statistics
Anuradha Roy	University of Texas San Antonio Dept. of Management Science and Statistics
Alessandra Salvan	University of Padova, Italy Dept. of Statistical Sciences
Richard Samworth	University of Cambridge, United Kingdom Dept. of Pure Mathematics and Mathematical Statistics
Nicola Sartori	University of Padova, Italy Dept. of Statistical Sciences
Yuekai Sun	University of Michigan Dept. of Statistics
Robert Tibshirani	Stanford University Dept. of Statistics
Ryan Tibshirani	Carnegie Mellon University Dept. of Statistics
Stefan Wager	Columbia University Dept. of Statistics
Xuerong Wen	Missouri University of Science and Technology Dept. of Mathematics & Statistics
Yuefeng Wu	University of Missouri St. Louis Dept. of Mathematics and Computer Science
Daniel Yekutieli	Tel Aviv University, Israel Dept. of Statistics and Operations Research
Alastair Young	Imperial College London, United Kingdom Dept. of Mathematics
Russell Zaretzki	University of Tennessee Knoxville Dept. of Business Anaytics & Statistics
Anru Zhang	University of Wisconsin Dept. of Statistics
Kai Zhang	University of North Carolina Chapel Hill Dept. of Statistics and Operations Research
Ling Zhou	University of Michigan Dept. of Biostatistics

Faculty from Washington University in St. Louis (9)

Siddhartha Chib	Olin Business School
Jimin Ding	Dept. of Mathematics
Jose Figueroa-Lopez	Dept. of Mathematics
Roman Garnett	Dept. of Computer Science and Engineering
Jeff Gill	Dept. of Political Science
Todd Kuffner	Dept. of Mathematics
Nan Lin	Dept. of Mathematics
Werner Ploberger	Dept. of Economics
Ed Spitznagel	Dept. of Mathematics

Graduate students from other institutions (8)

Debraj Das	North Carolina State University Dept. of Statistics	Ph.D. student (Soumendra Lahiri)
Sangwon Hyun	Carnegie Mellon University Dept. of Statistics	Ph.D. student (Max G'Sell and Ryan Tibshirani)
Arun Kumar Kuchibhotla	University of Pennsylvania Dept. of Statistics	Ph.D. student
Jelena Markovic	Stanford University Dept. of Statistics	Ph.D. student (Jonathan Taylor)
Snigdha Panigrahi	Stanford University Dept. of Statistics	Ph.D. student (Jonathan Taylor)
Xiwei Tang	University of Illinois Urbana-Champaign Dept. of Statistics	Ph.D. student (Annie Qu)
Suzanne Thornton	Rutgers University Dept. of Statistics and Biostatistics	Ph.D. student (Min-ge Xie)
Xiaoying Tian	Stanford University Dept. of Statistics	Ph.D. student (Jonathan Taylor)

Graduate students from Washington University in St. Louis (16)

Luis Garcia German	Dept. of Mathematics	Ph.D. student (Jose Figueroa-Lopez)
Guanshengrui Hao	Dept. of Mathematics	Ph.D. student (Nan Lin)
Jiayi Fu	Dept. of Mathematics	Ph.D. student
Junnan He	Dept. of Economics	Ph.D. student (Werner Ploberger)
Chang Liu	Dept. of Mathematics	Ph.D. student
Hongyi Liu	Dept. of Economics	Ph.D. student (Werner Ploberger)
Cezareo Rodriguez	Dept. of Mathematics	Ph.D. student
Qi Wang	Dept. of Mathematics	Ph.D. student (Jose Figueroa-Lopez and Todd Kuffner)
Tian Wang	Dept. of Mathematics	Ph.D. student (Jimin Ding)
Wei Wang	Dept. of Mathematics	Ph.D. student (Nan Lin)
Liqun Yu	Dept. of Mathematics	Ph.D. student (Nan Lin)
Zoe Yu	Dept. of Mathematics	Ph.D. student
Michael Zdinak	Dept. of Economics	Ph.D. student (Werner Ploberger)
Li Zhang	Dept. of Economics	Ph.D. student (Werner Ploberger)
Qiyiwen Zhang	Dept. of Mathematics	Ph.D. student
Xinwei Zhang	Dept. of Mathematics	A.M. student (Todd Kuffner)

Local Information

For those arriving early or thinking about staying longer, St. Louis is a lovely place to visit. Besides the iconic Gateway Arch and the nearby Old Courthouse which houses exhibits on the Dred Scott case, St. Louis has a stunning botanical garden, a high density of good restaurants (BBQ is a specialty), and is close to many rivers (Missouri, Mississippi and Meremac) which are great for float trips. There are many nearby parks and nature reserves which are excellent for hiking, as well as a wolf sanctuary. Mark Twain's boyhood home lies an hour north of the city. Anheuser-Busch is headquartered in St. Louis and offers tours of the brewery (requires advance booking due to popularity). The workshop takes place one week before the second scheduled US Presidential Election debate, which will be held on campus. For those unfamiliar with the institution, Washington University in St. Louis is a leading national research university, ranked 23rd in the world in the 2016 Academic Ranking of World Universities. Our statistics presence is concentrated in the Dept. of Mathematics. You are encouraged to look around this beautiful campus on the western edge of St. Louis, which faces Forest Park, the site of the 1904 World's Fair and home to the Saint Louis Zoo and Saint Louis Art Museum (both free admission, walking distance from campus). For baseball fans, the Pittsburgh Pirates are in town the weekend of the workshop, playing the St. Louis Cardinals at Busch Stadium.