PhD students and Early Career Investigators (who have obtained their PhD degree in 2009 or after) can apply for a limited number of grants of 500 Euro for accommodation and traveling and will have their fees for the course waived.
Tuesday, 6 December 2016
Wednesday, 7 December 2016
Thursday, 8 December 2016
Part A: General Introduction to robust statistics:
Session 1: Introduction to robust statistics (1 hour) - concepts of influence function and breakdown value
Session 2: Univariate data (2 hours) - Univariate robust estimators (including explicit robust estimators of location, scale and skewness, as well as M-estimators of location and scale)
Session 3: Robust multivariate methods (2 hours) - Robust estimators of multivariate location and scatter (M-estimators, Stahel-Donoho, Minimum Covariance Determinant, S-estimators, MM-estimators)
Session 4: Robust regression (2 hours) - Robust linear regression (M-estimators, Least Trimmed Squares, S-estimators, MM-estimators, regression with categorical predictors)
Session 5: Robust PCA (1 hour) - Robust PCA, spherical PCA, PCA for skewed data
Part B: Recent developments:
Session 6: Inference (1 hour) - Fast and robust bootstrap
Session 7: Multivariate and functional depth (1 hour) - Tukey depth, projection depth, multivariate functional depth, detecting outliers in functional data such as images
Session 8: High dimensional data and sparsity (1 hour) - Sparse robust PCA
Session 9: Cellwise outliers (1 hour) - Detecting cellwise outliers in multivariate data, estimating location and scatter in the presence of cellwise and rowwise outliers.