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Astonishing recent progress in numerical optimization presents many opportunities and challenges for modern data analysis and scientific inference.  Econometrics and statistics offer a valuable angle from which to study optimization problems and, conversely, operations research offers a productive perspective from which to consider many problems in econometrics and statistics, whence the importance of fostering interactions between academic communities.

This conference aims to bring together scholars from economics, applied mathematics, operations research, computer science and statistics to share their experience and expertise on these important issues.


ORGANIZERS


PRESENTATION TOPICS

Linear Programming and Econometrics

Linear Programming Aspects of Regression Rankscore Inference
Yuehao Bai

Minimax Regret Estimation of Hedonic Models: A Linear Programming Approach
Alfred Galichon 

Nonparametric Estimates of Demand in the California Health Insurance Exchange
Alexander Torgovitsky 

Modern Optimization in Econometrics

Recovering Latent Variables by Matching
Stephane Bonhomme

Nonparametric Maximum Likelihood Methods for Binary Response Models with Random Coefficients
Jiaying Gu

L0 Penalized Quantile Regression
Simon Lee

Deep Inference: Artificial Intelligence for Structural Model Estimation
Elena Manresa

Questions at the Intersection of Optimization and Statistics

Topic TBD
Michael Jordan

Algorithmic Sampling from an Econometric Perspective
Serena Ng 

Topic TBD
Stephen Wright

Polynomial Optimization

The Moment-SOS Hierarchy: with Applications in Optimization, Probability, Statistics, Control, Non-Linear PDEs, Computational Geometry
Jean-Bernard Lasserre

Identification of Linear Models Using Polynomial Optimization
Wooyong Lee

Polynomial Optimization and Symmetry
Annie Raymond

Stochastic Programming and Econometrics

Spatial Price Integration in Competitive Markets with Capacitated Transportation Networks
John Birge

Detecting Outliers by Stochastic Optimization
Jean-Jacques Forneron

Integer Programming, Econometrics and Statistics

Topic TBD
Dimitri Bertsimas

Advances at the Intersection of Integer Programming, Data Science, and Econometrics
Andrea Lodi

Building Representative Matched Samples with Multi-valued Treatments in Large Observational Studies
Jose Zubizarreta