Symposium on Theoretical Econometrics

(Holders: Youbai Yu and Shiqi Ye)

September 10, 2025, 1st meeting:

• “Modeling interval data”

September 17, 2025, 2nd meeting:

• “Modeling interval data”

September 24, 2025, 3rd meeting:

• “Modeling interval data”

October 2, 2025, 4th meeting:

• “Modeling interval data”

October 10, 2025, 5th meeting:

• “Score-driven econometric method”

Symposium on High Dimensional Statistics (Finished)

(Holders: Zhenghao Lyu and Weichao Xu) | Syllabus🔒 |

March 12, 2023, 1st meeting:

• “High Dimensional Probability and Statistics: Introduction” (Speaker: Zhenghao Lyu) | Slides🔒 | Video🔒 |

March 19, 2023, 2nd meeting:

• “Surprises in High-Dimensional Ridgeless Least Squares Interpolation” (Speaker: Zhenghao Lyu) | Paper| Slides🔒 | Vedio🔒 |

March 26, 2023, 3rd meeting:

• “Empirical Process I” (Speaker: Weichao Xu) | Slides🔒 | Vedio🔒 |

April 9, 2023, 4th meeting:

• “Basic Tail and Concentration Bounds” (Speaker: Meiting Zhu) |Vedio🔒 |

April 16, 2023, 5th meeting:

• “Empirical Process II” (Speaker: Weichao Xu) | Slides🔒 | Vedio🔒 |

May 7, 2023, 6th meeting:

• “Penalized Least Square in High Dimensional Linear Model” (Speaker: Weichao Xu) | Slides🔒 | Vedio🔒 |

May 14, 2023, 7th meeting:

• “Theoretical Properties of Lasso” (Speaker: Beilei Sun) | Slides🔒 | Vedio🔒 |

May 21, 2023, 8th meeting:

• “Decomposability and restricted strong convexity” (Speaker: Weichao Xu) | Slides🔒 | Vedio🔒 |

May 28, 2023, 9th meeting:

• “The Concentration Inequalities of Random Matrices and Covariance Estimation” (Speaker: Daowei Wang) | Slides🔒 | Vedio🔒 |

July 2, 2023, 10th meeting:

• “Minimax Lower Bound” (Speaker: Zhenghao Lyu) | Slides🔒 | Vedio🔒 |