All Topics (March 22 through May 31) Thursday, March 24 4:00 PM Limit theorems for weighted non-linear transformations of Gaussian processes with singular spectrum (Nikolai N. Leonenko -- Cardiff University, United Kingdom) Tuesday, March 29 11:00 AM Implicit methods for principled estimation with large data sets (Panagiotis Toulis -- Harvard University) Thursday, March 31 4:00 PM The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages (Ivan Fernandez-Val -- Boston University) Thursday, April 14 4:00 PM Sequential Estimation in Sparse Factor Regression (Kun Chen - University of Connecticut) Thursday, April 21 4:00 PM Integral Representation of Martingales in Mathematical Finance (Daniel Schwarz - Carnegie Mellon University) Thursday, April 28 4:00 PM A New Approach to Dimension Reduction for Multivariate Time Series (Xiaofeng Shao - University of Illinois at Urbana-Champaign)