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YES VIII Workshop on

Uncertainty Quantification

Eindhoven, January 23-25, 2017

Uncertainty quantification plays a central role in many areas of applied sciences, from statistics to optimization. In the broad context of statistics it is of key importance to understand how much one can trust a statistical procedure by quantifying its error as accurately as possible. This is essential for making meaningful conclusions when using any statistical procedure the lack of a reliable description of the procedure's uncertainty will invariably lead to misleading and haphazard results with limited practical applicability.

In recent years uncertainty quantification was investigated in many modern, complex statistical problems through both the lenses of theory and practice. In particular, in non-parametric settings it is well known that estimators and tests whose performance adapts to unknown features of the model (e.g., smoothness of a regression function) can be devised. However, in general it is not possible to make the corresponding adaptive confidence statements without making further (often stringent) assumptions. These results are in a sense pessimistic, as they often characterize worst-case (minimax) behavior, and thus have not prevented practitioners from using uncertainty quantification methods, sometimes in inadequate ways. Progress has been made in recent years shedding light on uncertainty quantification in complex scenarios, both in frequentist and Bayesian frameworks. Nevertheless there are still a lot of unanswered questions concerning many real world applications involving for instance network models, machine learning algorithms and financial models.

This workshop aims to introduce this broad field of research to young researchers, including Ph.D. students, postdocs and junior early stage researchers, with a balanced focus on both theory and practice.


Rui Castro (TU Eindhoven)
Botond Szabó (Leiden University)


The workshop will take place at Eurandom, and will consist of tutorial courses given by four world experts in the field. There will be also contributed talks, as well as plenty of time for discussion.

Tutorial Speakers

--- (Lecture slides are available in the links below) ---

David Blei, Columbia University
Richard Nickl, Cambridge University
Aad van der Vaart, Leiden University
Cun-Hui Zhang, Rutgers University

Preliminary Program

(click on author's name for title and abstract) - List of abstracts

Monday (January 23rd)

Tuesday (January 24th)

Wednesday (January 25th)


Please follow the link, which will bring you to the online registration form:

Contributed Talks

Some of the junior participants will be given the opportunity to present their current work during the workshop by giving a short talk (or by presenting a poster if we receive too many quality solicitations).

THE DEADLINE FOR CONTRIBUTED SUBMISSIONS HAS PASSED - if you submitted a contribution we'll get back to you by mid-November

About the YES Workshops:

This is the eight workshop in the series of YES (Young European Statisticians) workshops. The first was held in October 2007 on Shape Restricted Inference with seminars given by Lutz Dümbgen (Bern) and Jon Wellner (Seattle) together with shorter talks by Laurie Davies (Duisburg-Essen) and Geurt Jongbloed (Delft). The second workshop was held in October 2008 on High Dimensional Statistics with seminars given by Sara van de Geer (Zürich), Nicolai Meinshausen (Oxford) and Gilles Blanchard (Berlin). The third was held October 2009 on Paradigms of Model Choice, with seminars given by Laurie Davies (Duisburg-Essen), Peter Grünwald (Amsterdam), Nils Hjort (Oslo) and Christian Robert (Paris). The fourth took place in November 2010, with seminars given by Judith Rousseau (Paris), Zoubin Ghahramani (Cambridge), Yongdai Kim (Seoul) and Harry van Zanten (Eindhoven). The fifth workshop took place in October 2011, with seminars by Alexander Goldenshluger (Haifa), Richard Nickl (Cambridge), Laurent Cavalier (University Aix-Marseille 1) and Eduard Belitser, (TU Eindhoven). The sixth workshop was held in January 2013, with tutorials by Martin Wainwright (UC Berkeley), Eric Kolaczyk (Boston University) and Johan Koskinen (University of Manchester). Finally the seventh workshop was held in March 2014, with tutorials by Nicolò Cesa-Bianchi (Università degli Studi di Milano), Francis Bach (INRIA - Paris) and Anatoli Juditsky (Université Joseph Fourier, Grenoble).

Financial support

This workshop is generously sponsored by:

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