Info-Metrics Institute | Workshop Program, 2009 November

Information Theoretic Estimation and Data Analysis:
State of the Science and New Directions

All events on November 20 at American University's Mary Graydon Center
(Workshop: rooms 4 & 5; Reception: rooms 2 & 3)
see Campus Directions/Maps

Download: Printable Program, Program Powerpoint

8:00-9:00 Registration-Coffee-Refreshments

9:00-9:05 Welcoming Remarks

Peter Starr, Dean of the College of Arts & Sciences, American University

9:05-10:00 Session I
Info-Metrics–a Unified Theory

Chair: Arnold Zellner (U Chicago)

"Information Processing and Entropy Methods across the Sciences—the Basics"
Amos Golan (American U)

"Information Theory: A Unified Theme"
Esfandiar (Essie) Maasoumi (Emory U)

10:00-11:15 Session II
Applications Part I: Finance and Risk Management

Chair: Eric Renault (UNC) Powerpoint

"Small Probabilities, Changing Environments, Experts, and Inference"
Nicholas Kiefer (Cornell)
Background Material: abstract

Discussants/Speakers:
Michael Stutzer (U Colorado) Powerpoint
Robin Lumsdaine (American U),
Dennis Glennon (Office of the Comptroller of the Currency) Powerpoint

11:15-11:35 Coffee Break

11:35-12:45 Session III
Econometrics Theory and Applications: State of the Science

Chair: William (Bill) Greene (New York University)

"Bayesian Econometrics and Information Theory"
Arnold Zellner (U Chicago)
Background Material:
"Bayesian Econometrics and Information Theory"
“Comments on ‘Harold Jeffreys’ Theory of Probability Revisited,’ co-authored by C.P. Robert, N. Chopin and J. Rousseau”
"Bayesian and Non-Bayesian Approaches to Scientific Modeling and Inference in Economics and Econometrics"

"Entropy-based econometric techniques: A Review of Recent Research"
Yuichi Kitamura (Yale)

"Information concepts and techniques in Welfare Economics"
Esfandiar (Essie) Maasoumi (Emory U)

12:45-1:45 Lunch

1:45-2:45Session IV
Applications Part II: Industrial Organization and IT

Chair: Anil K. Bera (U Illinois)

"A Personal View of Some Stumbling Blocks in Applied IO"
Ariel Pakes (Harvard)

"Information Theory—Industrial Organization (ITIO)"
Jeffrey M. Perloff (UC Berkeley)

2:45-4:15 Session V
Natural Sciences and Philosophy of Sciences

Chair: Steve Kuhn (Georgetown)

"Entrophy, Inference and Physics"
Ariel Caticha (SUNY Albany)
Background Material:
"Lectures on Probability, Entropy, and Statistical Physics"
"From Entropic Dynamics to Quantum Theory"

"Some Results about the Value of Information in Game Theory"
Teddy Seidenfeld (Carnegie Mellon University)
Background Material: abstract

"To Condition or Not to condition: Casual Inference, M-structures, and the Problem of Confounders"
Richard Scheines (Carnegie Mellon University)
Background Material: abstract

4:15-4:30 Coffee Break

4:30-6:00 Round Table
Info-Metrics: Information Processing across the Sciences

Moderator: Robert Lerman (American U and Urban Inst.)

Yuichi Kitamura (Yale)
Robin Lumsdaine (American U)
Esfandiar (Essie) Maasoumi (Emory)
Eric Renault (UNC)
Arnold Zellner (Chicago)
Ariel Caticha (SUNY Albany)

6:00-7:30 Reception