COMISEF Tutorial on Statistical Model Selection
Download the lecture notes:
Crstian Gatu, subset model selection
Marc Hofmann, Algorithms for LTS
Stefan Van Aelst Robust strategies and model selection
Cathy Chen Bayesian model selection
Dietmar Maringer Heuristic optimization
List of Tutorial Participants
| Monday 26th October 2009 (Room 6, Venue hotel Grand Resort, Limassol.) | |
| 14:00 - 15:15 | Cristian Gatu: Computational strategies for subset model selection |
| 15:15 - 15:30 | Pause |
| 15:30 - 16:45 | Cristian Gatu: Computational strategies for subset model selection |
| 16:45 - 17:15 | Coffee Break |
| 17:15 - 18:00 | Cristian Gatu: Computational strategies for subset model selection |
| 18:00 - 19:00 | Marc Hofmann: Algorithms for least trimmed squares and model selection |
| 20:00 - 23:00 | Dinner (Bus departs from the Venue hotel Grand Resort at 19:50 sharp) |
| Tuesday 27th October 2009 (Venue: University of Cyprus, Nicosia) | |
| 09:00 - 10:15 | Travel to Nicosia (Departing from the Venue hotel Grand Resort at 09:00 sharp) |
| 10:15 - 11:40 | Visit to the Archaeological Museum in Nicosia |
| 12:00 - 13:30 | Lunch at The Classic Hotel |
| 14:00 - 15:30 | Stefan Van Aelst: Robust strategies and model selection |
| 15:30 - 16:00 | Coffee Break |
| 16:00 - 17:30 | Stefan Van Aelst: Robust strategies and model selection |
| 17:40 - 18:40 | Student's Lab on Model Selection in R |
| Cathy Chen: Bayesian causal effects in quantiles: accounting for heteroscedasticity | |
| 18:40 - 20:00 | Light Dinner and Drinks (reception) |
| 20:00 - 21:00 | Travel to Limassol (Departing from the tutorial venue at 20:00) |
| Wednesday 28th October 2009 (Room 6, Venue hotel Grand Resort, Limassol. ) | |
| 09:00 - 10:45 | Cathy Chen: Bayesian model selection |
| 10:45 - 11:15 | Coffee Break |
| 11:15 - 12:30 | Cathy Chen: Bayesian model selection |
| 12:30 - 14:00 | Lunch at the venue hotel Grand Resort |
| 14:00 - 16:00 | Dietmar Maringer: Heuristic optimization for financial and econometric model selection |
| 16:30 - 17:00 | Coffee Break |
| 17:00 - 19:15 | Management Committee of the COST function IC0702 - SoftStat (Room 8) |
| 19:15 - 20:00 | Drinks and finger food by the Swimming Pool, Grand Resort |
Created by Computing & Statistics 2007