This workshop will bring together researchers working on large covariance matrices, random matrix theory, high dimensional statistics for complex system as well as related topics.
It will be hosted by University of Luxembourg from Tuesday, the 29th August (afternoon), to Friday, the 1 September 2023 (morning).
This event is funded by ERC Consolidator Grant 815703 “STAMFORD: Statistical Methods for High Dimensional Diffusions” and University of Luxembourg.
- Zhigang Bao (Hong Kong University of Science and Technology)
- Cristina Butucea (ENSAE Paris)
- Denis Belomestny (Duisburg-Essen University)
- Benoit Collins (Kyoto University)
- Arnak Dalalyan (ENSAE Paris)
- Charlotte Dion (Université Sorbonne)
- Gonçalo Dos Reis (University of Edinburgh)
- Marc Hoffmann (Université Paris-Dauphine)
- Moritz Jirak (University of Vienna)
- Yingying Li (Hong Kong University of Science and Technology)
- Zeng Li (SUSTech)
- Dmytro Marushkevych (University of Copenhagen)
- Richard Nickl (Cambridge University)
- Felix Parraud (KTH)
- Vincent Rivoirard (Université Paris-Dauphine)
- Judith Rousseau (Oxford University)
- Claudia Strauch (Aarhus University)
- Martin Wahl (Humboldt University Berlin)
- Qinwen Wang (Fudan University)
- Jeff Jianfeng Yao (The Chinese University of Hong Kong, Shenzhenn)
- Nikita Zhivotovskiy (University of California Berkeley)