Schedule for: 24w5163 - Optimal Transport and Distributional Robustness

Beginning on Sunday, March 24 and ending Friday March 29, 2024

All times in Banff, Alberta time, MDT (UTC-6).

Sunday, March 24
16:00 - 17:30 Check-in begins at 16:00 on Sunday and is open 24 hours (Front Desk - Professional Development Centre)
17:30 - 19:30 Dinner (Vistas Dining Room)
20:00 - 22:00 Informal gathering (Other (See Description))
Monday, March 25
07:00 - 08:45 Breakfast (Vistas Dining Room)
08:45 - 09:00 Introduction and Welcome by BIRS Staff (TCPL 201)
09:00 - 10:00 Jose Blanchet: Keynote (TCPL 201)
10:00 - 10:30 Coffee Break (TCPL Foyer)
10:45 - 11:15 Yanqin Fan: Identification and Inference in Moment Models Under Data Combination via Optimal Transport (TCPL 201)
11:30 - 13:00 Lunch (Vistas Dining Room)
14:00 - 14:20 Group Photo (TCPL Foyer)
14:30 - 15:00 Yao Xie: Flow-based distributionally robust optimization (TCPL 201)
15:10 - 15:30 Coffee Break (TCPL Foyer)
15:30 - 15:45 ONIL BOUSSIM: Identifying Potential Outcomes Distributions Under Selective Attrition (TCPL 201)
15:45 - 16:00 Joshua Zoen-Git Hiew: An Ordinary Differential Equation for Entropic Optimal Transport and its Linearly Constrained Varients (TCPL 201)
16:00 - 16:15 Liyuan Lin: Optimal Transport Under Uncertainty on the components (TCPL 201)
16:15 - 16:30 Alice Qi: Targeted Policy Learning (TCPL 201)
17:30 - 19:30 Dinner (Vistas Dining Room)
Tuesday, March 26
07:00 - 08:45 Breakfast (Vistas Dining Room)
09:00 - 10:00 Lars Hansen: Keynote (Online)
10:00 - 10:30 Coffee Break (TCPL Foyer)
10:30 - 10:50 Hang Cheung: Viscosity solutions of a class of second order Hamilton-Jacobi-Bellman Equations in the Wasserstein Space (TCPL 201)
10:50 - 11:10 Gaoqian Xu: Quantifying Distributional Model Risk in Relaxed Marginal Problems via Optimal Transport (TCPL 201)
11:10 - 11:30 Wendao Xue: Correcting Strategic Misreporting Behaviour on Outcomes in Estimating Treatment Effect (TCPL 201)
11:30 - 13:00 Lunch (Vistas Dining Room)
13:30 - 14:00 Stephane Olivier Bonhomme: Heterogeneity-robust estimation and inference (TCPL 201)
14:00 - 14:30 Tiantian Mao: Model Aggregation for Risk Evaluation and Robust Optimization (TCPL 201)
14:30 - 15:00 Johannes Wiesel: The out-of-sample prediction error of the square-root-LASSO and related estimators (TCPL 201)
15:00 - 15:30 Coffee Break (TCPL Foyer)
15:30 - 16:00 Rui Gao: Dynamic distributional robustness through causal transport (TCPL 201)
16:00 - 16:30 Cale Rankin: Bregman Wasserstein divergence: Geometry, applications and JKO schemes (TCPL 201)
16:30 - 17:00 Zhaonan Qu: On Sinkhorn's Algorithm and Choice Modeling (TCPL 201)
17:30 - 19:30 Dinner (Vistas Dining Room)
Wednesday, March 27
07:00 - 08:45 Breakfast (Vistas Dining Room)
09:00 - 10:00 Ludger Ruschendorf: Keynote (TCPL 201)
10:00 - 10:30 Coffee Break (TCPL Foyer)
10:30 - 11:00 Xiaoting Sun: Identification and estimation in many-to-one two-sided matching without transfers (Online)
11:00 - 11:30 Kelvin Shuangjian Zhang: A duality and free boundary approach to adverse selection (TCPL 201)
11:30 - 13:00 Lunch (Vistas Dining Room)
13:30 - 17:30 Free Afternoon (Banff National Park)
17:30 - 19:30 Dinner (Vistas Dining Room)
Thursday, March 28
07:00 - 08:45 Breakfast (Vistas Dining Room)
09:00 - 10:00 Xiaohong Chen: Keynote (Online)
10:00 - 10:30 Coffee Break (TCPL Foyer)
10:30 - 11:00 Carole Bernard: Cost-efficiency under ambiguity (TCPL 201)
11:00 - 11:30 Ting Kam Leonard Wong: Adapted optimal transport between Gaussian processes (TCPL 201)
11:30 - 13:00 Lunch (Vistas Dining Room)
13:30 - 14:00 Jonathan Ansari: Some rearrangement-based inequalities for conditionally independent random variables with applications to finance and insurance (TCPL 201)
14:00 - 14:30 Samory Kpotufe: Adaptivity in domain adaptation and friends (TCPL 201)
14:30 - 15:00 Steven Vanduffel: Robust distortion risk measures (TCPL 201)
15:00 - 15:30 Coffee Break (TCPL Foyer)
15:30 - 16:00 Ruodu Wang: Martingale transports, Monge maps and Strassen's theorem (TCPL 201)
16:00 - 16:30 Silvana Pesenti: Optimal Transport Divergences induced by Scoring Functions (TCPL 201)
16:30 - 17:00 Mario Ghossoub: Efficiency in Pure-Exchange Economies with Monotone Concave Schur-Concave Utilities (TCPL 201)
17:30 - 19:30 Dinner (Vistas Dining Room)
Friday, March 29
07:00 - 08:45 Breakfast (Vistas Dining Room)
08:45 - 09:00 Checkout by 11AM (Front Desk - Professional Development Centre)
09:00 - 10:00 Zaid Harchaoui: Keynote - tentative (TCPL 201)
10:00 - 10:30 Coffee Break (TCPL Foyer)
10:30 - 11:30 Round Table (TCPL 201)
12:00 - 13:30 Lunch from 11:30 to 13:30 (Vistas Dining Room)