Challenges in statistical theory: complex data structures and algorithmic optimization. Abstracts from the workshop held August 23rd -- August 29th, 2009

DOI10.4171/OWR/2009/39MaRDI QIDQ985387zbMATH OpenOpenAlexFDO

Authors

Publication date 5 August 2010

Published in Oberwolfach Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4171/owr/2009/39

Mathematics Subject Classification ID

Collections of abstracts of lectures (00B05) Probability theory on algebraic and topological structures (60Bxx) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Statistics (62-XX) Theory of data (68Pxx) Mathematical programming (90Cxx)

Review text

Summary: Technological developments have created a constant incoming stream of complex new data structures that need analysis. Modern statistics therefore means mathematically sophisticated new statistical theory that generates or supports innovative data-analytic methodologies for complex data structures. Inherent in many of these methodologies are challenging numerical optimization methods. The proposed workshop intends to bring together experts from mathematical statistics as well as statisticians involved in serious modern applications and computing. The primary goal of this meeting was to advance the mathematical and methodological underpinnings of modern statistics for complex data. Particular focus was given to the advancement of theory and methods under non-stationarity and complex dependence structures including (multivariate) financial time series, scientific data analysis in neurosciences and bio-physics, estimation under shape constraints, and highdimensional discrimination/classification.

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