Lexy Coleman (lexy.coleman@ChicagoBooth.edu)
Thursday, 1:20-2:50 p.m.
Harper Center HC3B
When possible, links to the workshop papers are posted to this page.
|September 23||"Geometric Representation of Hypergraphs for Prior Specification and Posterior Sampling", "Bayesian Partial Factor Regression", & "Supervised Dimension Reduction Using Bayesian Mixture Modeling"||Sayan Mukherjee, Duke University|
|September 30||"Maximum Likelihood Estimation of a Multidimensional Log-concave Density" (talk is also based on "Approximation by Log-concave Distributions with Applications to Regression" & "Theoretical Properties of the Log-concave Maximun Likelihood Estimator of a Multidimensional Density"||Richard Samworth, University of Cambridge|
|October 7||"Identification and Estimation of Nonparametrid Panel Data Regressions with Measurement Error"||Daniel Wilhelm, Chicago Booth PhD Student|
|October 14||"Bayesian and Frequentist Inference in Partially-Identified Model: The Case of VARs Identified with Sign Restrictions" based on the two papers "Inference for VARs Identified with Sign Restrictions" and "Bayesian and Frequentist Inference in Partially Identified Models"||Frank Schorfheide, University of Pennsylvania|
|October 28||"Exact Approximations of MCMC Algorithms"||Arnaud Doucet, University of British Columbia|
|November 4||"Bayesian Hierarchical Models for Evaluating Fielding in Baseball"||Shane Jensen, University of Pennsylvania|
|November 11||"Bayesian Multiscale Multiple Imputation with Implications for Data Confidentiality"||Scott Holan, University of Missouri|
|November 17||TBA||Philip Yu, University of Hong Kong|
|November 18||"On the Relative Robustness of the Size of Tests to Local Model Variations" based on the paper "On the Asymptotic Size Distortion of Tests When Instruments Locally Violate the Exogeneity Assumption"||Patrik Guggenberger, University of California San Diego|
|December 2||TBA||Andre Lucas, Vrije Universiteit Amsterdam|
|April 1||"Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios"||M. Hashem Pesaran, University of Cambridge|
|April 8||"l1-Penalized Quantile Regression in High-Dimensional Sparse Models" and "Post- l1-Penalized Estimators in High-Dimensional Linear Regression Models"||Victor Chernozhukov, MIT|
|April 15||"Matching with Trade-offs: Revealed Preferences over Competing Characteristics"||Alfred Galichon, Chicago Booth - visiting from Ecole Polytechnique in Paris|
|April 21||"A Class of Adaptive Expectation Maximization Algorithms yielding Efficient and Reliable Posterior and Predictive Simulators" (abstract)||Herman van Dijk, Erasmus University Rotterdam|
|April 29||"Functional Differencing"||Stéphane Bonhomme, NYU|
|May 6||"Bayesian Regression Based on Principal Components for High Dimensional Data"||Jaeyong Lee, Seoul National University|
|May 13||"Sequential Experiment Design for Emulator and Predictive Maturity"||Brian Williams, Los Alamos National Laboratory|
|May 20||"An Empirical Model for Strategic Network Formation"||Guido Imbens, Harvard University|
|May 27||"Matching with Error-laden Covariates"||Benjamin Williams, University of Chicago Economics Department Student|
|June 2||"The Realized Laplace Transform of Volatility"||Viktor Todorov, Northwestern University|
|January 14||"Identification and Estimation of a Nonparametric Panel Data Model with Unobserved Heterogeneity"||Kirill Evdokimov, Yale University|
|January 21||"Model Selection Tests for Nonnested Moment Inequality Models"||Xiaoxia Shi, Yale University|
|January 26||"Term Premia and the News"||Michael Bauer, University of California, San Diego|
|January 28||"Shrinkage regression for multivariate inference with missing data, and an application to portfolio balancing"||Robert Gramacy, Cambridge University|
|February 2||TBA||Zongming Ma, Stanford University|
|February 4||"Identification and Estimation of Level-k Auctions"
||Ben Gillen, University of California, San Diego|
|February 11||"Bayesian Analysis in Moment Inequality Models"
||Yuan Liao, Northwestern University|
|February 18||"Nonparametric Bayesian Inference Under Stochastic Order Constraints, with an Application in Epidemiology"
"Modelling Stochastic Order in the Analysis of Receiver Operating Characteristic Data: Bayesian Non-parametric Approaches"
|Athanasios Kottas, University of California, Santa Cruz|
|March 4||"A Bayesian Discovery Procedure"||Michele Guindani, University of New Mexico|
|March 9||"Likelihood Ratio Tests and Singularities"||Mathias Drton, University of Chicago, Department of Statistics|
|March 18||"Bridging Different Eras in Sports: Aging Revisited"||Shane Reese, Brigham Young University|