[Statlist] YES III "Paradigms of Model Choice"

[Dümbgen, Lutz]

"Paradigms of Model Choice"
October 5-6-7, 2009, Eurandom, Technical University of Eindhoven.

This is the third workshop in the series of YES (Young European
Statisticians) workshops. The first was held in October 2007 on Shape
Restricted Inference with seminars given by Lutz Dümbgen (Bern) and Jon
Wellner (Seattle) together with shorter talks by Laurie Davies
(Duisburg-Essen) and Geurt Jongbloed (Delft). The second workshop was held
in October 2008 on High Dimensional Statistics with seminars
given by Sara van de Geer (Zürich), Nicolai Meinshausen (Oxford) and
Gilles Blanchard (Berlin).

The present workshop is directed at young statisticians (mainly
Ph.D. students and postdocs) who are interested in the problem of
model choice.

Short seminars each consisting of three 45 minute talks on various aspects
of model choice will be given by

Professor Laurie Davies, Duisburg-Essen, Professor Peter Grünwald,
Amsterdam, Professor Nils Hjort, Oslo and Professor Christian Robert -
Paris. The participants will also have the opportunity to give short talks
of 15 minutes and 5 minutes discussion on their own research. Young
European statisticians Workshop (YES-III) Workshop



Model choice has for many years been a point of disagreement and
research in statistics. The applications range from the choice between
several low dimensional models all of which are reasonable models for the
data, the choice of variables to be included in a linear
regression, and the choice of smoothing parameter in nonparametric
regression, inverse and other ill-posed problems. Over the years
several techniques have been developed such as AIC, BIC, MDL (Minimum
Description Length) , cross-validation, Lasso (more generally
L_1-penalization) and FIC (focused information criterion). Many of these
techniques have proved successful for certain types of problem but there
is still a need for a discussion of the principles (if any) involved as
well as the advantages and disadvantages of these
approaches. It is the aim of the workshop to inform the participants of
the state-of-the-art in each of these several paradigms and to
encourage discussion between the different schools. It is also
intended that each of the paradigms of model choice provide examples of
their use in real problems to demonstrate their applicability to the
analysis of data.

http://www.eurandom.tue.nl/events/workshops/2009/YESIII/index.htm