Bayesian Semi/Non Parametric Econometrics and Statistics

June 13-14, 2011

Organizers: Andriy Norets and Taisuke Otsu

MONDAY
8:00 Continental Breakfast
9:00 John Geweke (University of Technology, Sydney), “Nonparametric Bayesian Modelling of Monotone Preferences for Discrete Choice Experiments”
9:45 Susumu Imai (Queen’s University), “Bayesian Estimation of Dynamic Housing Model with Unobserved Heterogeneity” (with Sidibe Modibo)
10:30 Break
11:00 Jean-Pierre Florens (University of Toulouse I), “Bayesian Identification and Partial Identification” (with Anna Simoni)
11:45 Toru Kitagawa (University College London), “Estimation and Inference  for Set-Identified Parameters Using Posterior  Lower Probability”
12:30 Lunch
2:00 Andrew Barron (Yale University), “Performance of Penalized Likelihood Procedures: Characterizations from Information Theory and Statistics”
2:45 Harrison Zhou (Yale University), “Model Selection and Sharp Asymptotic Minimaxity”
3:30 Break
4:00 Martin Burda (University of Toronto), “A Bayesian Semiparametric Duration Model with Unobserved Heterogeneity)”
4:45 Andriy Norets (Princeton University), “Posterior Consistency in Conditional Density Estimation by Covariate Dependent Mixtures”
7:00 Dinner, Ibiza, 39 High Street
TUESDAY
8:00 Continental Breakfast
9:00 Siddhartha Chib (Washington University), “On Conditional Variance Estimation in Nonparametric Regression”
9:45 Justinas Pelenis (Princeton University), “Bayesian Semiparametric Regression”
10:30 Break
11:00 Frank Kleibergen (Brown University), “Identification Robust Priors for Bayesian Analysis in DSGE Models” (with Sophoclees Mavroeidis)
11:45 Ulrich Mueller (Princeton University), “Forecasts in a Slightly Misspecified Finite Order VAR” (with J. Stock)
12:30 Lunch
1:30 Nicholas Kiefer (Cornell University), “The Bayesian Approach to Default Risk Analysis and the Prediction of Default Rates” (with Michael Jacobs)
2:15 Herman K. van Dijk (Erasmus University Rotterdam) “A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation” (with Lennart Hoogetheide and Anne Opschoor)
3:00 Break
3:30 Konrad Menzel (New York University), “MCMC Methods for Incomplete Structural Models of Social Interactions
4:15 Anna Simoni (University of Bocconi), “Regularizing Priors for Linear Inverse Problems” (with Jean-Pierre Florens)
5:00 Taisuke Otsu (Yale University), “Bayesian Analysis of Moment Condition Models Using Nonparametric Priors” (with Yuichi Kitamura)
     
Andrews, Donald
Barron, Andrew
Burda, Martin
Chamberlain, Gary
Chen, Xiaohong
Chib, Siddhartha
Conlon, Christopher
de Paula, Aureo
Dong, Gang (Nathan)
Evdokimov, Kirill
Florens, Jean-Pierre
Geweke, John
Graham, Bryan
Hirano, Keisuke
Imai, Susumu
Kiefer, Nicholas
Kitagawa, Toru
Kitamura, Yuichi
Kleibergen, Frank
Li, Tong
Menzel, Konrad
Mueller, Ulrich
Norets, Andriy
Otsu, Taisuke
Poirier, Dale
Pelenis, Justinas
Schennach, Susanne
Simoni, Anna
Sims, Chris
van Dijk, Herman
van Hasselt, Martijn
Vytlacil, Edward
Zhou, Harrison

Conference Frequently Asked Questions



Yale provides visitors two Wi-Fi network options:

  • YaleGuest
  • Eduroam

YaleGuest is a public, insecure wireless network available for anyone’s use, but has limited network access. Due to security reasons, certain programs and functionality may not be accessible via the YaleGuest network, e.g., Dropbox, Skype, and Box.  

If possible, we recommended you use the Eduroam wireless network.  Eduroam (education roaming) is a secure, world-wide roaming access service that allows students, researchers and staff from participating institutions to obtain Internet connectivity across campuses when visiting other participating institutions.

If your institution is a partneraccess the Eduroam network by selecting Eduroam from the Wi-Fi list on your mobile device and sign-in using your home institution’s credentials*. View Eduroam’s complete listing of U.S. participating schools; International visitors can look for institutional listings on this country page.

For additional details, please contact your institution’s IT department or search your institution’s support page.

*Credential format is typically ID@UniversityName.edu, e.g., YaleNetID@yale.edu or SUNetID@win.stanford.edu


The conference will be held at the Yale School of Management (SOM), Evans Hall located at 165 Whitney Ave and is about a 20 minute walk from the Blake Hotel. The easiest route to SOM from the Blake Hotel is to go south-east on George Street and turn left on Temple St. Temaple will merge into Whitney Avenue. SOM will be on the right side of the street across from the Peabody Museum (see map below).


The conference will be held at the Yale School of Management (SOM), Evans Hall located at 165 Whitney Ave and is about a 15 minute walk from the Omni Hotel. The easiest route to SOM from the Omni Hotel is to go north on Temple St. which merges into Whitney Avenue. SOM will be on the right side of the street across from the Peabody Museum (see map below).


For travel expense reimbursement for the 2019 Cowles Summer Conferences, please send the following items by Friday, September 6, 2019.

For travel expense reimbursement for the 2019 Cowles “Matching: Optimal Transport and Beyond” Conference, please send the following items by Friday, October 25, 2019.

FOR ALL PARTICIPANTS

FOR INTERNATIONAL VISITORS ONLY
 

IF YOU HOLD A B1/B2/WB/WT VISA:

IF YOU HOLD A G4/H-1B/J1/01 VISA:

IF YOU HOLD A F1 VISA:

Email or send original receipts, completed travel reimbursement form, and applicable international forms to:

Darlene Smith
darlene.a.smith@yale.edu
Event & Visitor Assistant Administrator
Cowles Foundation at Yale University
30 Hillhouse Avenue
P.O. Box 208281
New Haven, CT 06520

Email questions to Darlene Smith

Contacts


The conference sessions are held on the second floor in Evans Hall at the Yale School of Management. Restrooms can be found on the perimeter of the building along the sides and back of the building.

Click to enlarge


The Cowles Foundation is located in the heart of Yale’s campus at 30 Hillhouse Avenue.  Use theYale online campus map to help find your way around.


If you need assistance with an Omni Hotel room reservation, please contact Alyson Perri, Convention Services Manager, Omni Hotels.


In cases of emergency, contact the appropriate department listed below:

You can also report a crime or send an anonymous text tip through our Bulldog Mobile (LiveSafe) app. (To register for Bulldog Mobile please visit the Yale LiveSafe page)

For addtional emergency information, visit the Yale Emergency Management website.


Yes, a shuttle bus will be arranged to drive between the hotel and conference location. Typically, an announcement will be sent out from Darlene Smith the day before with additional information.