- Location maps and important information to print (04.Dec.2023)
- Book of Abstracts (04.Dec.2023)
- Social events (20.Nov.2024)
- In-person area (20.Nov.2024)
- Programme (16.Oct.2024)
- List of Participants (16.Oct.2024)
Three independent tutorials will take place 11th to 13th December 2024 to the conference.
The tutorials are organized by the COST Action HiTEc (see HiTEc Winter Course 2024) and chaired by Prof. Erricos Kontoghiorghes and Prof. Ana Colubi in representation of the Action. The conference participants can register for each one of the tutorials separately. For further information send an email to info@CMStatistics.org.
Dates: 11-13 December 202.
Venue: Bush House, King's College London, UK. The sessions will take place in different rooms (see details in the programme below). For virtual access, see below.
Regularization methods in statistics with an application to brain imaging studies.
Presenters: Jaroslaw (Jarek) Harezlak, Indiana University, USA.
Email: Contact
Dates: 11th December 2024 (morning, early afternoon).
Regularization methods play a crucial role in the analysis of brain imaging data, where the number of observations is frequently much smaller than the number of covariates. This is even more crucial in multi-modal imaging, where combining data from different sources (e.g., sMRI, fMRI, and dMRI) can enhance insights into brain structure and function. In these settings, regularization helps to address the challenges posed by high-dimensional, noisy data by imposing constraints that promote stability and interpretability in model estimation.
Off-the-shelf techniques such as Lasso, ridge regression, and elastic net are commonly employed to control overfitting and improve prediction accuracy, while spatial and informed regularization methods can leverage the inherent structure of imaging data, allowing for the integration of multiple imaging modalities. We describe the types of brain imaging data used, common regularization methods, and their extensions developed by us and others.
Bayesian nonparametrics methods.
Presenters: Michele Guindani, UCLA, USA, and Francesco Denti, University of Padua, Italy.
Email: Contact
Dates: 11th December 2024 afternoon to 13th December 2024 morning.
This course provides a hands-on introduction to Bayesian Nonparametric methods, focusing on widely-used models like Dirichlet Processes and Pitman-Yor processes mixture modles. Through interactive sessions involving also coding exercises, participants will learn how to implement and apply these models using real-world data. The course also discusses more recent topics in Bayesian Nonparametrics, including hierarchical and nested nonparametric mixtures, mixtures of finite mixtures, and latest trends like biclustering and multi-view clustering for complex data structures.
Robust modelling of volatility and other non-negative variables.
Presenters: Genaro Sucarrat, BI Norwegian Business School, Norway.
Email: Contact
Dates: 13th December 2024 afternoon.
Autoregressive Conditional Heteroscedasticity (ARCH) models can successfully be used to model uncertainty, volatility, and other non-negative variables (duration, volume, etc.). This tutorial provides a (biased) overview of robust models within the ARCH class, both univariate and multivariate versions (the latter via equation-by-equation methods).
Here, "robust" means that the estimation method is valid under density mis-specification, or that certain types of non-stationarities are allowed, or both. The models and methods covered have proved themselves very useful in applications, and are freely available in the statistical software R. The tutorial provides an overview of the models combined with practical exercises in R, thus enabling participants to get a hands-on experience in the implementation of the methods.
The instructor of the tutorial is Dr. Genaro Sucarrat (BI Norwegian Business School): https://www.sucarrat.net/
Wednesday, 11 December 2023
Thursday, 12 December 2024
Friday, 13 December 2024
Organized by the HiTEc COST Action CA21163 with the collaboration of CFE-CMStatistics.
Sponsored by COST.