12/18(Wednesday)

Chair: Jeff Wu, Georgia Tech
Title: Being an Informed Bayesian: Assessing Prior Informativeness and Prior-Likelihood Conflict
Speaker: Xiao-Li Meng, Harvard University

Chair: Norden E. Huang, National Central University
Title: Beyond Statistics: The Legacy of George Tiao on Environmental Science
Speaker: Don Wuebbles, University of Illinois, Urbana-Champaign

Environment
Chair: Jane-Ling Wang, University of California, Davis
George Tiao and the Issue of Ozone Change
Alvin (Jim) Miller, Climate Prediction Center/NCEP/NWS/NOAA
Association of Cardiovascular Responses with Source-Apportioned Fine Particle Air Pollutions in Beijing
Jing-Shiang Hwang, Academia Sinica

Finance
Chair: Sheng-Cheng Hu, Academia Sinica
Local-Momentum Autoregression for Modeling Interest Rate and Term Structure
Jin-Chuan Duan, National University of Singapore
On Buffered GARCH Processes
Wai Keung Li, Hong Kong University

Bayesian inference
Chair: Dennis K.J. Lin, The Pennsylvania State University
Doubly Constrained Factor Models with Applications
Henghsiu Tsai, Academia Sinica
Bayesian Inference on Smoothed Lexis Diagrams with Applications to Lung and Breast Cancer Trends
Chao Agnes Hsiung, National Health Research Institutes
Combination of Forecasts and Bayesian Prediction Bounds for Operating Room Durations, Even for Procedures with Few or No Historical Data
Johannes Ledolter, University of Iowa and Vienna University of Economics and Business

Parsimony and model selection
Chair: Hung Chen, National Taiwan University
Aspects of Dimension Reduction and Variable Selection from Forward, Backward, and Parsimonious Modeling Perspectives
Ker-Chau Li, Academia Sinica
Parsimony Inducing Priors for Large Scale State-Space Models
Hedibert Freitas Lopes, George Washington University
A Misspecification-Resistant Information Criterion
Ching-Kang Ing, Academia Sinica

Dependent data
Chair: Yi-Ching Yao, Academia Sinica
Estimation of Extreme Quantiles for Functions of Dependent Random Variables
Qiwei Yao, London School of Economics
Time Evolution of Income Distribution
Yi-Ting Chen, Academia Sinica

Finance
Chair: Shin-Kun Peng, Academia Sinica
Risk Measures Based on First Four Moments and Resulting Trading Strategies
Chung-Ming Kuan, National Taiwan University
Forecast of Portfolio Returns and Trading Strategies
Hwai-Chung Ho, Academia Sinica

Chair: Ching-Shui Cheng, Kamhon Kan and Ruey S. Tsay
Speaker: George C. Tiao

Invited Speakers

Poster session