Live Discussions

If a prerecorded talk on YouTube (find the list here) attracts your attention, you can either leave a comment below the video on YouTube, post in the slack channel, or talk to the speaker during a live discussion. In essence we are experimenting with the concept of "inverted classroom" for a large-scale research conference.

Only registered participants will receive the password to the zoom rooms by email.

How does it work?

  • During the live discussions there will be about 15 minutes per speaker (depening on the session).

  • Speakers will start to recall the content of their talk (about 3 minutes). The following free discussion (questions, suggestions, remarks, new ideas) is chaired by the moderator.

  • The sessions will not be recorded.

Everyone is welcome to join the discussions! Just give it a try!

List of live discussions according to sessions

Actuarial Mathematics

Live discussion 1 (Wednesday, 10am-11am in UTC, zoom room 7) - moderator: Hansjoerg Albrecher

  • José Carlos Araujo-Acuna: Tempered Pareto-type modelling using Weibull distributions

  • Dan Goreac: The Lokka-Zervos Alternative for Standard Cramér-Lundberg Setting

  • Ronnie Loeffen: Optimal switching between two spectrally negative Lévy processes to minimise ruin probability

  • Alex Watson: Risk processes with tax

  • Max Nendel: A decomposition of general premium principles into risk and deviation

Live discussion 2 (Wednesday, 11am-12pm in UTC, zoom room 7) - moderator: Hansjoerg Albrecher

  • Tomer Shushi: Multivariate risk measures based on conditional tail moments for elliptical loss distributions

  • Léonard Vincent: Relative Market Performance and Indexed Reinsurance

  • Jorge Yslas: Fitting inhomogeneous phase-type distributions to data

  • Nabil Kazi-Tani: Laplacian Spectra of Graphs and Cyber-Insurance Demand

Applied probability

Live discussion 1 (Tuesday 8am-9am in UTC, zoom room 7) - moderator: Zenghu Li

  • Hui He: Some properties of stationary continuous state branching processes

  • Ji Xiong: Backward doubly stochastic Volterra integral equations and their applications

  • Xu Yang: SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions

Live discussion 2 (Wednesday 7am-8.30am in UTC, zoom room 7) - moderator: Hui He

  • Yingjia Fu: Stability of a Subcritical Fluid Model for Fair Bandwidth Sharing with General File Size Distributions

  • Teppei Ogihara: Malliavin Calculus Techniques for Local Asymptotic Mixed Normality and Their Application to Degenerate Diffusions

  • Kais Hamza: Matching marginals and sums

  • Abhishek Pal Majumder: Exact long time behavior of some regime switching stochastic processes

Live discussion 3 (Wednesday, 3pm-4.30pm in UTC, zoom room 7) - moderator: Clément Foucart

  • Geronimo Uribe Bravo: Geometrically Convergent Simulation of the Extrema of Lévy Processes

  • Xiaowen Zhou: The explosion of a class of continuous-state nonlinear branching processes

  • Wei Xu: Asymptotic Results for Heavy-tailed Lévy Processes and their Exponential Functionals

  • Vladimir Fomichov: Transient reflecting processes in a quadrant

Live discussion 4 (Wednesday, 4.30pm-5.30pm in UTC, zoom room 7) - moderator: Bastien Mallein

  • Miheer Dewaskar: Near equilibrium fluctuations for supermarket models with growing choices

  • Pooja Agarwal: Invariant states of hydrodynamic limits of randomized load balancing networks

Live discussion 5 (Thursday, 8.30am-10am in UTC, zoom room 7) - moderator: Frank Aurzada

  • Nofiu Idowu Badmus: Weibull-extended Pranav distribution: Applications to lifetime data sets

  • Matthew Ekum: T-Power Function Distribution and its Application to Modelling COVID-19 Pandemic Recovery Rate

  • Lanrewaja Adekola: Crossover Analysis of major Cash Crop production in West Africa: Post COVID-19 pandemic in view

Live discussion 6 (Thursday, 10am-11.00am in UTC, zoom room 7) - moderator: Geronimo Uribe Bravo

  • Krzysztof Szajowski: Drivers' skills and behavior vs. traffic at intersections

  • Benedikt Jahnel: Phase transitions for the Boolean model for Cox point processes

  • Vadim Sherbakov: Spread of infection on homogeneous tree

  • Stanislav Volkov: Long term behaviour of linear competition processes

Live discussion 7 (Thursday, 12pm-1.00pm in UTC, zoom room 7) - moderator: Benedikt Jahnel

  • Nikita Merkulov: On the value of non-Markovian Dynkin games with partial and asymmetric information

  • Emma Horten: Stochastic models for the Neutron Transport Equation

  • Oliver Matheau-Raven: Cutoff for a One-sided Transposition Shuffle

Bayesian statistics

Live discussion 1 (Thursday, 8am-9.30am in UTC, zoom room 3) - moderator: Noel Cressie

  • Renate Meyer: Generalization of the Whittle likelihood for Bayesian nonparametric spectral density estimation

  • Takeru Matsuda: Matrix superharmonic priors for Bayes estimation under matrix quadratic loss

  • Amine Hadji: Distributed Bayesian regression: contraction rates & uncertainty quantification

  • Sirio Legramanti: Extended stochastic block models

Live discussion 2 (Thursday, 12pm-1.30pm in UTC, zoom room 3) - moderator: Noel Cressie

  • Inass Sekkat: Removing the mini-batching error in Bayesian inference using Adaptive Langevin dynamics

  • Deborah Sulem: Bayesian estimation of nonlinear Hawkes processes

  • Filippo Ascolani: Predictive inference with Fleming–Viot-driven dependent Dirichlet processes

  • Marta Catalano: Measuring dependence in the Wasserstein distance for Bayesian Nonparametric models

  • Han Cheng Lie: Random forward models and log-likelihoods in Bayesian inverse problems

Live discussion 3 (Thursday, 7pm-8.30pm in UTC, zoom room 3) - moderator: Noel Cressie

  • Augusto Fasano: Scalable and Accurate Variational Bayes for High-Dimensional Binary Regression Models

  • Michael Evans: Measuring and Controlling Bias for Some Bayesian Inferences and the Relation to Frequentist Criteria

  • Xiaojing Wang: Bayesian joint item response model of multidimensional response data with applicatino to computerized testing

  • Satyajit Ghosh: Strong selection consistency of Bayesian vector autogressive models based on a pseudo-likelihood approach

Branching and coalescing structures

Live Discussion 1 (Tuesday, 9am-10am in UTC, zoom room 4) - moderator: Ellen Powel

  • Sergey Bocharov: Rightmost particle in catalytic branching Brownian motion

  • Antar Bandyopadhyay: A Last Progeny Modified Branching Random Walk

  • Piotr Dyszewski: Branching random walks, stretched exponential tails and Gumbel distribution

  • Vladimir Fomichov: Limit theorems for the number of clusters of coalescing Brownian motions

Live Discussion 2 (Tuesday, 10am-11.30am in UTC, zoom room 4) - moderator: Minmin Wang

  • Quan Shi: Diffusions on a space of interval partitions: the two-parameter model

  • Anja Sturm: Recursive tree processes and mean-field limits of interacting particle systems

  • Romain Abraham: Local limits of expanding Galton-Watson trees

  • Thomas Duquesne: Scaling limits of tree-valued branching random walks

Live Discussion 3 (Tuesday, 11.30am-1pm in UTC, zoom room 4) - moderator: Emma Horton

  • Elliot Paquette, Pascal Maillard: On a class of interval fragmentations with interaction between the fragments

  • Ellen Powell: Critical Gaussian multiplicative chaos

  • Zhenyao Sun: Quasi-stationary distributions for subcritical superprocesses

  • Julien Berestycki, James Nolen, Sarah Penington: Brownian bees in the infinite swarm limit

  • Lea Popovic: Protein production as a Spatial branching process

Live Discussion 4 (Wednesday, 10am-11am in UTC, zoom room 4) - moderator: Sarah Penington

  • Sophie Hautphenne: Inference in population-size-dependent branching processes

  • Bastien Mallein: Continuous-time version of the Derrida--Retaux process

  • Konrad Kolesko: Solutions to kinetic-type evolution equations: beyond the boundary case

  • Minmin Wang: k-cut model on the Brownian continuum random tree

Live Discussion 5 (Wednesday, 11am-12pm in UTC, zoom room 4) - moderator: Jesse Goodman

  • Clement Foucart: Coalescences in Continuous-State Branching Processes

  • Cécile Mailler: Competing growth processes with random growth rates and random birth times.

  • Marcel Ortgiese: Voter models on subcritical inhomogeneous random graphs

  • Nic Freeman: Extensive condensation in preferential attachment with choice

Live Discussion 6 (Thursday, 1.30pm-3pm in UTC, zoom room 4) - moderator: Jason Schweinsberg

  • Zenghu Li: Bottleneck behavior of continuous-state branching processes

  • Samuel Johnston: Continuous-state branching processes and Lambda coalescents

  • Adrian Gonzalez Casanova: From continuous state branching processes to coalescents.

  • Juan Carlos Pardo: A pathwise approach to branching processes with pairwise interactions

  • Sandra Palau: Coalescing random walks and tightness

Live Discussion 7 (Thursday, 5pm-6.30pm in UTC, zoom room 4) - moderator: Cecile Mailler

  • Matthias Winkel: A two-parameter family of measure-valued diffusions with Poisson-Dirichlet stationary distributions

  • Osvaldo Angtuncio Hernández: On multitype random forests with a given degree sequence, the total population of branching forests and enumerations of multitype forests

  • Anita Winter: Spaces of algebraic measure trees and triangulation of the circle

  • Michel Pain: Precise height asymptotics of weighted recursive and affine preferential attachment trees

  • Delphin Sénizergues: Profile of weighted recursive trees

Live Discussion 8 (Thursday, 9pm-10.30pm in UTC, zoom room 4) - moderator: Juan Carlos Pardo

  • Jason Schweinsberg: Branching Brownian motion with an inhomogeneous branching rate

  • Julia Palacios: Shuffling Ancestries

  • Radu Dascaliuc: Explosion in branchings processes and its connection to uniqueness problems in non-linear PDE: a case study of a simple mean-field model of Navier-Stokes Equation.

  • Natalia Cardona-Tobón: Yaglom's limit for critical Galton-Watson processes in varying environment: A probabilistic approach

  • Jesse Goodman: Coupling branching proccesses to first passage percolation

Case studies in statistics

Live discussion 1 (Friday, 10.30am-11.30am in UTC, zoom room 4) - moderator: Kimon Ntotsis

  • Suryo Rakhmawan: Construction of children social vulnerability index in Indonesia: The case of Covid-19

  • Emmanouil-Nektarios Kalligeris: A Changepoint Approach for the Modeling of Time-Series Incidence Data

  • Marie Du Roy de Chaumaray: Mixtue of hidden Markov models for accelerometer data

  • David Han: Augmented Finite Weakest-Link Load-Sharing Model and Its Application to Explain the Physical Failure Process of a High-K Gate Dielectrics of a Semiconductor

Computational statistics

Live discussion 1 (Tuesday, 10am-11am in UTC, zoom room 1) - moderator: Tony Lelièvre

  • Viacheslav Natarovskii: Wasserstein contraction and spectral gap of simple slice sampling

  • Philipp Schmocker: Universal Approximation on Path Spaces

  • Yuming Zhang: Targeted Bias Correction for Parametric Models

  • Richard Everitt: Rare event ABC-SMC^2

Live discussoin 2 - cancelled

Live discussion 3 (Thursday, 8am-9am in UTC, zoom room 5) - moderator: Kengo Kamatani

  • Shuhei Mano: An algorithm for direct sampling from toric models with computational algebra

  • Kailun Zhu: Construction of vine structures through vine binomial tree

  • Stanislav Anatolyev: Shrinkage for Gaussian and t Copulas in Ultra-High Dimensions

  • Julia Schulte: Reconstruction of convex bodies from moments

Live disussion 4 (Thursday, 6pm-7pm in UTC, zoom room 5) - moderator: Lyudmila Sakhanenko

  • Wenyu Chen: Multivariate Convex Regression at Scale

  • Phillip Awodutire: Statistical Properties and Applications of the Exponentiated Chen-G family of Distribution

  • Alex Wein: The power of low-degree polynomials for solving statistical problems

  • Alex Rodrigo dos Santos Sousa: Model selection criteria for regression models with splines and the automatic localization of knots

Live discussion 5 (Friday, 4pm-5pm in UTC, zoom room 2) - moderator: Samuel Livingston

  • Mateusz Majka: Multi-index Antithetic Stochastic Gradient Algorithm

  • Gonzalo Mena: Sinkhorn EM: An Expectation-Maximization algorithm based on entropic optimal transport

  • Guanyang Wang: A fast MCMC algorithm for the uniform sampling of binary matrices with fixed margins

  • Florian Schaefer: Sparse Cholesky factorization by Kullback Leibler- minimization

High-dimensional statistics

Live discussion 1 (Tuesday, 4pm-5.30pm in UTC, zoom room 7) - moderator: Christoph Giraud

  • Mohamed Ndaoud: Adaptive iterative hard thresholding in high dimensional linear regression

  • Debmalya Nandy: Covariate Information Number for Feature Screening in Ultrahigh-Dimensional Supervised Problems

  • Won Chul Song: Group feature screening procedure via SKAT

  • Hussein Hazimeh: Sparse Regression at Scale

Live discussion 2 (Tuesday, 5.30pm-7pm in UTC, zoom room 7) - moderator: Ery Arias-Castro

  • Martin Wahl: Information inequalities for the estimation of principal components

  • Michael Casey: Linear Dimension Reduction Approximately Preserving a Function of the 1-Norm

  • Susan Holmes: Uncertainty quantification for nonlinear, nonparametric dimension reduction

  • David Hong (Philadelphia): Selecting meaningful principal components via random signflips

Live discussion 3 (Wednesday, 4.30pm-6pm in UTC, zoom room 6) - moderator: Rina Foygel Barber

  • Wenshuo Wang: A Power Analysis of Conditional Randomization Testing and Knockoffs

  • Eugene Katsevich: A theoretical treatment of conditional independence testing under Model-X

  • Lu Zhang: Floodgate: Inference for Model-Free Variable Importance

  • Michael Celentano: The Lasso with general Gaussian design with application to hypothesis testing

Live discussion 4 (Wednesday, 6pm-7.30pm in UTC, zoom room 6) - moderator: Susan Holmes

  • Mohammad Arashi: High-dimensional semiparametric modeling for longitudinal data

  • Robert Adamek: Lasso Inference for High-Dimensional Time Series

  • Yi Sun: Likelihood landscape and maximum likelihood estimation for the discrete orbit recovery model

  • Etienne Wijler: Sparse generalized Yule–Walker estimation for spatio-temporal models

Live discussion 5 (Thursday, 4am-5am in UTC, zoom room 1) - moderator: Pierre Alquier

  • Mina Norouzirad: A Modified Selector for Multicollinear Situation

  • Jiwei Zhao: A Nuisance-Free Inference Procedure Accounting for the Unknown Missingness Mechanism in a Linear Model

  • Xiongzhi Chen: Estimating the proportion of false null hypotheses via Lebesgue-Stieltjes integral equations

Live discussion 6 (Thursday, 10.30am-12am in UTC, zoom room 1) - moderator: Richard Gill

  • Andreas Artemiou: Real time sufficient dimension reduction

  • Dan Vilenchik: A Greedy Anytime Algorithm for Sparse PCA

  • Marcelo Ruiz: A Stepwise Approach for High-Dimensional Gaussian Graphical Models

  • Seongoh Park: Estimating High-dimensional Covariance and Precision Matrices under General Missing Dependence

  • Geneviève Robin: Outliers Detection in Networks with Missing Links

Live discussion 7 (Thursday, 12pm-1.30pm in UTC, zoom room 1) - moderator: Celine Levy-Leduc

  • Jing Zhou: Asymptotic efficiency of l_1-regularized model-averaged and composite M-estimators via approximate message passing

  • Rémi Leluc: Control Variate Selection for Monte Carlo Integration

  • Wojciech Rejchel: Fast and robust procedures in high-dimensional variable selection

  • Richard Gill: Two small-data n << p case studies: hydroxycholoroquine, Marseilles and Meijel

Integrable probability

Live discussion 1 (Tuesday, 2pm-4pm in UTC, zoom room 5) - moderator: Ivan Corwin

  • Balint Veto: Tilings of the Aztec diamond on restriced domains

  • Evgeni Dimitrov: Characterization of Brownian Gibbsian line ensembles

  • Sourav Sarkar: Brownian absolute continuity of the KPZ fixed point with arbitrary initial condition

  • Ofer Busani: Universality of Geodesic tree in last passage percolation

  • Xiao Shen: Coalescence estimates for the corner growth model with exponential weights

  • Xuan Wu: Tightness of discrete Gibbsian line ensembles

  • Márton Balázs: Nonexistence of bi-infinite geodesics in exponential last passage percolation - a probabilistic way

Live discussion 2 (Tuesday 4pm-6pm, in UTC, zoom room 5) - moderator: Alan Hammond

  • Sergio I. López: Convergence of the Brownian Last Passage Percolation model

  • Chenyang Zhong: Large deviation bounds for the Airy point process

  • Sayan Das: Upper-tail large deviations of the KPZ equation

  • Yier Lin: Lyapunov exponents of the SHE for general initial data

  • Milind Hegde: Bootstrapping to optimail tail exponents in last passage percolation

  • Tal Orenshtein: Aging for the stationary KPZ equation

Live discussion 3 (Wednesday, 3pm-5pm in UTC, zoom room 5) - moderator: Leonid Petrov

  • Philip Cohen: Moments of Discrete Orthogonal Polynomial Ensembles

  • Konstantin Matetskz: Exactly solvable models in the KPZ universality class

  • Andrei Prokhorov: On beta =6 Tracy-Widom distribution and the second Calogero-Painleve system

  • Elia Bisi: The geometric Burge correspondence and the partition function of polymer replicas

  • Slim Kammoun: Universality for random permutations

Live discussion 4 (Friday, 2am-3am in UTC, zoom room 6) - moderator: Ivan Corwin

  • Shalin Parekh: Recent progress in half-space KPZ universality

  • Mark Rychnovsky: Extremal particles for sticky Brownian motions

  • Mark Rychnovsky: GUE corners process in boundary-weighted six vertex models

  • Matteo Mucciconi: Stochastic vertex models and interlacing arrays

Limit theorems, large deviations and extremes

Extremes I (Monday, 10am-11.30am in UTC, zoom room 1) - moderator: Kirstin Strokorb

  • Konstantin Borovkov: Limit theorems for record indicators in threshold F^α-schemes

  • Johan Segers: Empirical tail copulas for functional data

  • Kaushik Jana: Scoring Predictions at Extreme Quantiles

  • Gilles Stupfle: On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails

  • Stefka Asenova: Exceedances over a threshold in graphical models on block graphs

Discrete random structures (Monday, 5pm-6.30pm in UTC, zoom room 1) - moderator: Laurent Saloff-Coste

  • Sandro Gallo: Asymptotic properties of recurrence times

  • Nahuel Soprano-Loto: Rank Dependent Branching-Selection Particle Systems

  • Eduardo Horta: A characterization of the strong law of large numbers for Bernoulli sequences

  • Lucas de Lima: Asymptotic shape theorem for the frog model on finitely generated abelian groups

Probability on abstract structures (Tuesday, 10am-11am in UTC, zoom room 5) - moderator: Matthias Schulte

  • Daniel Rosen: Random convex hulls in non-Euclidean geometries

  • Johannes Krebs: Functional central limit theorems for persistent Betti numbers on cylindrical networks

  • Robert Gaunt: Algebraic Stein operators for Gaussian polynomials

Limit theorems I (Tuesday, 11am-12.30pm in UTC, zoom room 5) - moderator: Gennady Samorodnitsky

  • Bennet Ströh: Central limit theorems for stationary random fields under weak dependence with application to mixed moving average fields

  • Dan Mikulincer: A Central Limit Theorem for Wishart Tensors

  • Marvin Kettner: Persistence probabilities of autoregressive processes

  • William Salkeld: The support of McKean-Vlasov equations

  • Oscar Peralta: Rate of strong convergence to solutions of regime-switching stochastic differential equations

Extremes II (Tuesday, 4pm-5pm in UTC, zoom room 4) - moderator: Stilian Stoev

  • Yizao Wang: Phase transition for extremes of a stochastic volatility model with long-range dependence

  • Zaoli Chen: Extremal clustering under moderate long range dependence and subexponential tails

  • Matas Šileikis: Extreme local statistics in a random graph

Limit theorems II (Wednesday, 5am-6.30am in UTC, zoom room 1) - moderator: Yulia Mishura

  • Huijie Qiao: Limit theorems of SDEs driven by Léevy processes and application to nonlinear filtering problems

  • Sergio Andraus: Freezing limit theorems for interacting particle systems

  • Giang Nguyen : Rate of strong convergence to Markov-modulated Brownian motion

  • Zhuosong Zhang: Berry-Esseen bounds for multivariate nonliear statistics

  • Han Gan: Poisson-Dirichlet approximation for Wright-Fisher models with Stein's method

Large Deviations (Wednesday, 9am-10.30am in UTC, zoom room 1) - moderator: Frank Aurzada

  • Alexandre Pannier: Large and moderate deviations for stochastic Volterra equations

  • Qingwei Liu: On Moderate Deviation in Poisson Approximation

  • Michael Conroy: Large deviation behavior of weakly interacting diffusions with vanishing noise

  • Yin-Ting Liao: Large deviation principles for high-dimensional random vectors with applications to convex geometry and statistics

  • Tirza Routtenberg: New Cramer-Rao Lower Bound for Missing-Mass Estimation

Lévy processes, Brownian motion and random walks (Wednesday, 3pm-4.30pm in UTC, zoom room 1) - moderator: Andreas Kyprianou

  • Frank Aurzada: Breaking a chain of interacting Brownian particles

  • Fabien Montégut: Double asymptotic for random walks on hypercubes

  • Clayton Barnes: Large-Scale behavior of systems of Brownian motion reflecting from a Newtonian barrier

  • David Bang: Asymptotic length of the concave majorant of a Lévy process

Limit theorems III (Thursday, 9pm-10pm in UTC, zoom room 5) - moderator: Yizao Wang

  • Jimmy He: A central limit theorem for descents of a Mallows permutation and its inverse

  • Amber Puha: Heavy Traffic Scaling Limits for Shortest Remaining Processing Time Queues with Heavy Tailed Processing Time Distributions

  • Rodrigo Lambert: Matching strings in encoded sequences

Mathematical Finance

Live discussion 1 (Tuesday, 12pm-2pm in UTC, zoom room 3) - moderator: Jan Obloj

  • Michele Giordano: Lifting of Volterra processes: optimal control and HJB equations

  • Neset Ozkan Tan: A Lexicographical Order in Infinite Dimensional Banach Spaces

  • David Prömel: Martingale optimal transport duality

  • Benjamin Robinson: Optimal control of martingales in a radially symmetric environment

  • Qikun Xiang: Model-free bounds for multi-asset options using option-implied information and their exact computation

  • Johannes Wiesel: Robust uncertainty sensitivity analysis

Live discussion 2 (Thursday, 8am-9.30am in UTC, zoom room 6) - moderator: David Prömel

  • Julia Ackermann: Analysis of optimal trade execution for stochastic market depth and stochastic resilience

  • Ying Jiao: A branching process approach to financial modeling

  • Andrea Meireles-Rodrigues: Reference Dependence and Endogenous Anchors

  • Eyal Neumann: Optimal signal-adaptive trading with temporary and transient price impact

  • Simone Scotti: The Alpha-Heston Stochastic Volatility Model

Live discussion 3 (Thursday, 1.30pm-3pm in UTC, zoom room 6) - moderator: Ying Jiao

  • Ozan Evkaya: Modeling asymmetric dependence pattern with directional dependence measures

  • Qi Feng: Cubature method for rough volatility models

  • Thijs Kamma: Closed-form Approximation to Optimal Investment Policies in Markets with Frictions

  • Manuel Schmid: Distributional Properties of Continuous Time Processes: From CIR to Bates

Live discussion 4 (Friday, 4am-5.30am in UTC, zoom room 4) - moderator: Masaaki Fukasawa

  • Kihun Nam: Global Well-posedness of Non-Markovian Multidimensional Superquadratic BSDE

  • Len Patrick Dominic Garces: A Put-Call Transformation of the Exchange Option Problem under Stochastic Volatility and Jump-Diffusion Dynamics

  • Yanyu Li: Portfolio Insurance Strategies under Volatile Market

  • Julian Sester: Robust statistical arbitrage strategies

  • Tanut Treetanthiploet: Gittins' Theorem under uncertainty aversion

Network analysis and causal modelling

Live discussion 1 (Tuesday, 12pm-1pm in UTC, zoom room 1) - moderator: Alexander Kreiss

  • Carlos Améndola: Structure Learning for Cyclic Linear Causal Models

  • Noam Finkelstein: Deriving Bounds And Inequality Constraints Using Logical Relations Among Counterfactuals

  • Marianna Pensky: Estimation and Clustering in Popularity Adjusted Stochastic Block Model

  • Tiandong Wang: A Directed Preferential Attachment Model with Poisson Measurement

Live discussion 2 (Wednesday, 9am-10am in UTC, zoom room 5) - moderator: Jonas Krampe

  • Alexander Kreiss: Beta-mixing for processes on random time-varying networks

  • Stefan Stein: A Sparse Beta Model with Covariates

  • Suzanne Sigalla: Improved clustering algorithms for the Bipartite Stochastic Block Model

Nonparametric statistics

Live discussion 1 (Tuesday 2pm-4pm in UTC, zoom room "Conference hall") - moderator: Qi Xu

  • Alejandra Martínez: M-estimators based on B-splines for partially linear additive models

  • Lasse Vuursteen : Distributed nonparametric hypothesis testing with (very) limited communication

  • Christina Parpoula: A Distribution-Free Phase I Control Charting Technique for Individual Observations Based on Change-Point Analysis

  • Adam Kashlak: Analytic Permutation Testing via Kahane--Khintchine Inequalities

  • Wanli Qiao: Asymptotic Confidence Regions for Density Ridges

  • Stefan Franssen: Empirical Bayesian uncertainty quantification using Deep Neural Network regression in Besov spaces & The Bernstein-von Mises theorem for the Pitman-Yor process of nonnegative type

  • Gilles Mordant: Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance

Live discussion 2 (Tuesday, 7pm-9pm in UTC, zoom room 4) - moderator: Yubai Yuan

  • Andrew McRae: Sample complexity and effective dimension for regression on manifolds

  • Lyudmila Sakhanenko: Testing for no change in a time-dependent ensemble of integral curves

  • Guangxing Wang: High Order Adjusted Block-wise Empirical Likelihood For Weakly Dependent Data

  • Masaya Takano: Approximation Bounds for Conditional Expectation and Nonparametric Regression : Theory and Inference

  • Lihua Lei: Hierarchical Community Detection For Heterogeneous and Multi-scaled Networks

  • Yichuan Zhao: Empirical likelihood for the bivariate survival function under univeriate censoring

Live discussion 3 (Wednesday, 8am-10am in UTC, zoom room 6) - moderator: Sonia Petrone

  • Zhenhua Lin: Intrinsic Riemannian functional data analysis

  • Jacobo de Uña-Álvarez: Efron-Petrosian integrals for doubly truncated data with covariates: an asymptotic analysis

  • Rohit Patra: Least Squares Estimation of a Monotone Quasiconvex Regression Function

  • Jonathan Niles-Weed: Minimax estimation of smooth densities in Wasserstein distance

  • Mahdi Mahdizadeh: A smooth reliability estimator in ranked set sampling

  • Björn Böttcher: Multivariate tests of independence and higher order dependence structures

Live discussion 4 (Wednesday, 10am-12am in UTC, zoom room 6) - moderator: Richard Samworth

  • Tomasz Olma (Mannheim): Nonparametric Estimation of Truncated Conditional Expectation Functions

  • Usama Sattar (Islamabad): Performance of Non-Parametric Regression estimators in presence of skewed distribution

  • Taeho Kim (Haifa): Adaptive Density Deconvolution Problem under General Assumptions on Error Distributions

  • Wenkai Xu (London): A stein goodness-of-fit test for directional data

  • Raphaël Berthier (Paris): Tight Nonparametric Convergence Rates for Stochastic Gradient Descent under the Noiseless Linear Model

Live discussion 5 (Friday, 12am-1am in UTC, zoom room 6) - moderator Wenzhou Zhou

  • Gery Geenens: The Hellinger Correlation

  • Emil Mendoza: Nonparametric Estimation of the Random Coefficients Model Using Regularized Maximum Likelihood

  • Fabian Dunker: Tests for qualitative features in the random coefficients model

  • Zhuoran Yang: A Theoretical Analysis of Deep Q Learning

Probabilistic models in Biology

Dormancy and seedbanks models (Tuesday, 2pm-2.30pm in UTC, zoom room 8) - moderator: Amandine Véber

  • Fernando Cordero: Lambda-coalescents arising in population models with dormancy

  • Verónica Miró Pina: The Symmetric Coalescent and Wright-Fisher models with bottlenecks

  • Lizbeth Peñaloza Velasco: The shape of a seed bank tree

  • Maite Wilke Berenguer: Coming down from infinity for the seed bank coalescent with spontaneous and simultaneous switching

Random trees and generalised branching processes (Tuesday, 2.30pm-3pm in UTC, zoom room 8) - moderator: Amandine Véber

  • Camille Coron: Weight of ancestors in a biparental model

  • Andrej Depperschmidt: Some aspects of tree-valued Feller diffusion

  • Peter Jagers: Galton and Watson were (almost) right: under natural conditions, populations die out

  • Sebastien Roch: Species tree estimation under incomplete lineage sorting and gene duplication

Epidemics models and Covid-19 (Tuesday, 3pm-3.30pm in UTC, zoom room 8) - moderator: Amandine Véber

  • Félix Foutel-Rodier: From individual-based epidemic models to McKendrick-von Foerster PDEs, with applications to the COVID-19 epidemic in France

  • Wasiur Khuda Bukhsh: Incorporating age and delay into models for biophysical systems

  • Gesine Reinert: Modelling household epidemics on networks, with application to COVID-19

Models for the invasion of a mutant or of a subpopulation (Wednesday, 8am-9am in UTC, zoom room 3) - moderator: Amandine Véber

  • Florin Boenkost: Haldane's formula in Cannings models: The case of moderately weak selection

  • Fima Klebaner: On the establishment of a mutant

  • Aleksander Klimek: Rare subpopulations and super Brownian motion

  • Aline Marguet: On the fate of an infected cell line

  • Cornelia Pokalyuk: Haldane's formula in Cannings models: The case of moderately strong selection

Models for interacting particles and individuals (Friday, 11:30am-12pm in UTC, zoom room 8) - moderator: Amandine Véber

  • Maxime Berger: The model of quasispecies

  • Tobias Lehmann: Stochastic replicator dynamics as diffusion on the Aitchison simplex

  • Álvaro Mateos González: Stochastic dynamics of confined microswimmers

  • András Tóbiás: Particle systems with coordination

Statistical inference, system observation and long-term behaviour (Friday, 12pm-12.30pm in UTC, zoom room 8) - moderator: Amandine Véber

  • Kiranmoy Chatterjee: A new identifiable capture-recapture model for estimating population size

  • Lijun Wang: Dynamic programming for multiple object tracking using tripartite matching

  • Adam Waterbury: Asymptotics of quasi-stationary distributions of small noise stochastic dynamical systems in unbounded domains

  • Linden Yuan: Spectral gaps of indel models

Probabilistic models in Physics (including statistical mechanics)

Live discussion 1 (Tuesday, 10am-12pm in UTC, zoom room 6) - moderator: Paul Dario

  • Christian Hirsch: Large deviations in quantum quasi-1D Coulomb systems

  • Stefan Junk: Subdiffusive scaling regime for one-dimensional Mott Variable-Range Hopping

  • Martin Prigent. Noise sensitivity and exceptional times of transience for a simple symmetric random walk in one dimension

  • Joonas Turunen: Ising model on random planar triangulations of the half-plane

  • Hao Ge: Martingale structure for general thermodynamic functionals of diffusion processes under second-order averaging

Live discussion 2 (Tuesday, 12pm-2pm in UTC, zoom room 6) - moderator: Juhan Aru

  • Sanjay Ramassamy: Dimers and circle patterns

  • Lukas Shoug: Dimensions of the two-valued sets of the 2D GFF

  • Olivier Zindy: 2D discrete Gaussian free field: about the Gibbs measure

  • Antoine Jego: Thickest points of random walk and critical Brownian multiplicative chaos

  • George Liddle: Scaling limits and fluctuations for random growth under capacity rescaling

  • Frankie Higgs: Shy growth models have SLE scaling limit

  • Vlad Margarint: Backward Bessel processes and applications to SLE

Live discussion 3 (Tuesday, 2pm-3pm in UTC, zoom room 6) - moderator: Massimiliano Gubinelli

  • Gabriel Stoltz: Hypocoercivity of Langevin-like dynamics with Schur complements

  • Nikolay Barashkov: A variational approach to Phi^4_3

  • Francesco De Vecchi: Grassmannian stochastic analysis and the stochastic quantization of Euclidean Fermions

  • Trishen Gunaratnam: Phase transitions for Phi^4_3

Live discussion 4 (Tuesday, 3pm-4.30pm UTC, zoom room 6) - moderator: Claudio Landim

  • Rodrigo Bissacot: Gibbs Measures: from probabilities to infinite measures. A phase transition which is invisible for the pressure

  • Eric Endo: Metastates on 1D Long Range Ising Model with Random Boundary Condition

  • Lucas Affonso: Phase Transition and Large Deviations in Long-Range Ising models

  • Luisa Burgel Borsato: A Dobrushin-Lanford-Ruelle theorem for irreducible sofic shifts

  • Thiago Raszeja: Thermodynamic Formalism on Generalized Configuration Spaces with Countable States

Live discussion 5 (Tuesday, 4.30pm-6pm in UTC, zoom room 6) - moderator: Avelio Sepúlveda

  • Ewain Gwynne: Tightness of supercritical Liouville first passage percolation

  • Hugo Falconet: Volume of metric balls in Liouville quantum gravity

  • Guillaume Remy: Integrability of boundary Liouville CFT

  • Wai-Kit Lam: Travel time to infinity in percolation

  • Anton Klimovsky: Disordered systems with complex energies

Live discussion 6 (Wednesday, 4.30pm-5.30pm in UTC, zoom room 3) - moderator: Pierre-Francois Rodriguez

  • Bernardo N. B. de Lima: The Constrained-degree percolation model

  • Lutz Warnke: The phase transition in the random d-process

  • Pál Galicza: Sparse Reconstruction of Transitive Function for the Ising Model

  • Yacine Aoun: Sharp asymptotics of correlation functions in the subcritical long-range random-cluster and Potts models via OSSS inequality

  • Sky Cao: Wilson loop expectations for finite gauge groups

Live discussion 7 (Thursday, 12pm-1.30pm in UTC, zoom room "Conference hall") - moderator: Oriane Blondel

  • Claudio Landim: Metastable Behavior of reversible, Critical Zero-Range Processes

  • Ivailo Hartarsky: Fredrickson-Andersen model and bootstrap percolation

  • Shangjie Yang: Metastability for expanding bubbles on a sticky substrate

  • Laure Mareche: Universality for kinetically constrained models

  • Benoit Dagallier: Motion by curvature and large deviations for an interface dynamics on Z2

  • Leonardo Rolla: Oriented percolation with modified boundaries

Live discussion 8 (Friday, 3am-4am in UTC, zoom room 8) - moderator: Lingfu Zhang

  • Ujan Gangopadhyay: Transverse increments and long-range correlations in first passage percolation on two dimensional integer lattice

  • Jiaming Xia: Hamilton-Jacobi equations for inference of matrix tensor products

Random matrices

Live discussion (Tuesday, 6pm-8pm in UTC, zoom room 5) - moderator Antti Knowles

  • Johannes Alt: Inhomogeneous Circular Law for Correlated Matrices

  • Thomas Bothner: When Ginibre met Schrödinger

  • Raphael Ducatez: Spectrum of critical Erdos Renyi graphs

  • Jan Nagel: Sum rules via large deviations: polynomial potentials and the multi-cut regime

  • Andrej Srakar: Sampling orthogonal and symplectic invariant ensembles

  • Morgane Austern: A free central-limit theorem for dynamical systems

  • Elizabeth Collins-Wildman: Free Energy and Overlaps of a Spherical Spin Glass Model with External Field

  • Sean O'Rourke: Spectrum of heavy-tailed elliptic random matrices

Random discrete structures

Random simplicial complexes (Tuesday, 4am-4.30am in UTC, zoom room 1) - moderator: Sayan Mukherjee

  • Nicolas Fraiman: Minimal spanning acycles of random complexes: bulk and extremes

  • Tejas Iyer: Dynamical models for random simplicial complexes

Percolation (Tuesday, 2pm-3pm in UTC, zoom room 1) - moderator: Gábor Pete

  • Pál Galicza: Pivotality vs noise stability for monotone transitive functions

  • Benjamin Hansen: Voronoi percolation on the hyperbolic plane

  • Daniel Valesin: On the threshold of spread-out contact process percolation

Random partitions and permutations (Tuesday, 3pm-4pm in UTC, zoom room 1) - moderator: Cécile Mailler

  • Jakob Björnberg: Random colouring of residual allocations

  • Jacopo Borga: Scaling and local limits of Baxter permutations and bipolar orientations through coalescent-walk processes

  • Benoît Corsini: The height of Mallows trees

  • Stephen DeSalvo: Generating random integer partitions, quickly

Random walks (Tuesday, 4pm-5pm in UTC, zoom room 1) - moderator: Markus Heydenreich

  • Rodrigo Bazaes: Equality and difference of quenched and averaged large deviation rate functions for random walk in random in environment

  • Peter Gracar: Recurrence versus transience for weight-dependent random connection models

  • Jakob Stiefel: The range of one-reinforced random walk in one dimension

  • Ariel Yadin: Unbounded harmonic functions on groups

Random geometry (Wednesday, 3pm-4pm in UTC, zoom room 8) - moderator: Christoph Thäle

  • Gilles Bonnet: Weak convergence of the intersection point process of Poisson hyperplanes

  • Anna Gusakova: The Beta-Delaunay tessellation: description of the model and geometry of typical cells

  • Nicola Turchi: Phase transition for the volume of high-dimensional random polytopes

  • Ali Khezeli: Counter examples to invariant circle packing

Processes on trees and graphs (Thursday, 10am-11.30am in UTC, zoom room 5) - moderator: James Martin

  • George Andriopoulos: Invariance principle for edge-reinforced random walk on size-conditioned critical Galton-Watson trees and the localisation phenomenon

  • Gabriel Baptista da Silva: Graph constructions for the contact process with a prescribed critical rate

  • Olivier Hénard: Parking on critical Galton-Watson trees

  • Moumanti Podder: Some combinatorial games on multitype Galton-Watson trees

  • Dominik Schmid: Exclusion processes on Galton-Watson trees

Random graphs (Thursday, 1pm-3pm in UTC, zoom room 5) - moderator: Christina Goldschmidt

  • Luisa Andreis: A large deviations approach to random graphs

  • He Guo: Packing nearly optimal Ramsey R(3,t) graphs

  • Gursham Kaur: Higher-order fluctuations in dense random graph models

  • Vitalii Konarovskyi: Stochastic block model in a new critical regime and the interacting multiplicative coalescent

  • Bas Lodewijks: Maximal degrees in growing random network in random environment models

  • Anirudh Sridhar: Correlated randomly growing graphs

Random trees (Friday, 4pm-6pm in UTC, zoom room 6) - moderator: Matthias Winkel

  • Noah Forman: Projectively consistent tree-valued Markov chains and corresponding limit structures in the Aldous diffusion

  • Freddie Sørensen: A down-up chain with persistent labels on multifurcating trees

  • Michel Nassif: Phase transition for functionals of the size and height of conditioned Bienaymé-Galton-Watson trees

  • Geronimo Uribe Bravo: On the profile of trees with a given degree sequence

  • Yevgeniy Kovchegov: Critical Tokanaga branching processes

  • Ilya Zaliapin: Random self-similar trees and Horton laws

Spatial statistics

Live discussion 1 (Monday, 10am-11am in UTC, zoom room 3) - moderator: Debashis Mondal

  • Suman Guha: Gaussian Linear Dynamic Spatio-temporal Model and Time Asymptotics

  • Sucharita Ghosh: Exceedances of the mean surface in nonparametric regression under strong dependence

  • Volodymyr Vaskovych: On rate of convergence in non-central limit theorems for random fields

Live discussion 2 (Wednesday, 6pm-7pm in UTC, zoom room 5) - moderator: Debashis Mondal

  • Mahsa Nadifar: A flexible Bayesian space-time model for dispersed count data using PC priors

  • Yifan Chen: Consistency of Empirical Bayes & Approximation Theoretical Approach For Hyperparameter Learning

  • Lu Zhang: Spatial Factor Modeling: A Bayesian Matrix-Normal Approach for Misaligned Data

Statistics of stochastic processes

Live discussion 1 (Monday, 7pm-8.30pm in UTC, zoom room 2) - moderator: Claudia Strauch

  • Carsten Chong: High-frequency analysis of parabolic SPDEs

  • Magno T. F. Severino: Independent block identification in multivariate stochastic processes

  • Lorenzo Cappello: The Tajima heterochronous n-coalescent

Live discussion 2 (Tuesday, 12pm-2pm in UTC, zoom room 7) - moderator: Stefan Richter

  • Lukas Trottner A Markovian perspective on overshoots of Lévy processes with statistical applications

  • Claudia Strauch: Nonparametric learning in stochastic control

  • Mathias Trabs: Parameter estimation for SPDEs based on discrete observations in time and space

  • Aleksandar Mijatovic: Simulation of the position, supremum and the time of supremum of a Levy process via Stick-breaking Gaussian approximation

Live discussion 3 (Tuesday, 2pm-4pm in UTC, zoom room 7) - moderator: Aleksandar Mijatovic

  • Thomas Delerue: Asymptotic behavior of variation functionals for mixed semimartingale models

  • Stefan Richter: Empirical process theory for locally stationary processes

  • Yuzhen Zhou: Joint Asymptotics for Estimating the Fractal Indices of Bivariate Gaussian Processes

  • Massimiliano Tamborrino: Property-Based and Structure-Preserving Approximate Bayesian Computation for partially observed diffusion processes

  • Niklas Dexheimer: Sup-norm invariant density estimation for non reversible (jump) diffusions

Live discussion 4 (Thursday, 8am-10am in UTC, zoom room 4) - moderator: Carsten Chong

  • Elvira Di Nardo: A cumulant approach for the first-passage-time problem of the CIR stochastic process

  • Shogo Nakakita: Inference for an ergodic diffusion with smooth observations

  • Imma Valentina Curato: Inheritance of strong mixing and weak dependence under renewal sampling

  • Junfan Tao: The role of Bessel processes on the sequential test for a unit root in autoregressive process and criticality in branching processes

Stochastic analysis - including SPDEs

Live discussion 1 (Wednesday, 3pm-4.30 in UTC, zoom room 2) - moderator: Steffen Dereich

  • Oxana Manita: Regularity of solutions to the Poisson equation with a parameter in the whole space

  • Francesca Anceschi: Existence of a Fundamental Solution of Partial Differential Equations associated to Asian Options

  • Carlo Bellingeri: Singular paths spaces and applications

  • Ajay Chandra: A-priori bounds for singular SPDEs

  • Khoa Le: Stochastic sewing lemma in Banach space and applications to local times

Live discussion 2 (Wednesday, 4.30pm-5.30pm in UTC, zoom room 2) - moderator: Francesco Caravenna

  • Milica Tomasevic: Quantitative convergence of stochastic particle systems with singular interacting potential

  • Eyal Neuman: Scaling Properties of a Moving Polymer

  • Elena Hernandez-Hernandez: Stochastic optimal control in continuous time for semimartingales with jumps

Live discussion 3 (Wednesday, 5.30pm-7.30pm in UTC, zoom room 2) - moderator: Hendrik Weber

  • Cheng Ouyang: Moment estimates for some renormalized parabolic Anderson models

  • Alexander Dunlap: Stationary solutions for the stochastic Burgers equation

  • Guangqu Zheng: Averaging 2D stochastic wave equation

  • Sefika Kuzgun: Feynman-Kac formula for iterated derivatives of the parabolic Anderson model

  • Jiawei Li: Fluctuations of a nonlinear SHE in dimensions three and higher

  • Yier Lin: SPDEs limit of the higher spin vertex model

Live discussion 4 (Wednesday, 8pm-9pm in UTC, zoom room 2) - moderator: Jing Wang

  • Qi Feng: Sub-Riemannian Ricci curvature via generalized Gamma z calculus and functional inequalities

  • Tuan Pham: Two stochastic models of the deterministic Navier-Stokes equations

  • Hyunchul Park: Spectral heat content for α-stable processes in C1,1 open sets

Live discussion 5 (Thursday, 8am-10am in UTC, zoom room 2) - moderator: Ajay Chandra

  • Bin Pei: Pathwise unique solutions and stochastic averaging for mixed SPDEs driven by fractional Brownian motion

  • Eya Zougar: Exact variation for stochastic heat equation with piecewise constant coefficients and application to parameter estimation

  • Neelima Neelima: Existence and Uniqueness for a Class of SDPEs driven by Levy Noise

  • Peter Kevei: The almost-sure asymptotic behavior of the solution to the stochastic heat equation with Lévy noise

  • Petru A. Cioica-Licht: On an L_p-theory for the stochastic heat equation on polygons

  • Benedetta Ferrario: Invariant Measures for Stochastic Damped 2D Euler Equations

  • Alexander Schmeding: Stochastic Euler equations via geometry

Live discussion 6 (Thursday, 10am-11am in UTC, zoom room 2) - moderator: Björn Böttcher

  • Samuel Baguley: Solutions to Stable SDEs

  • Farid Mohamed: Second order elliptic partial differential equations in divergence form driven by Levy white noise

  • Valentin Schmutz: Mean-field limit of Age and Leaky memory dependent Hawkes processes

  • Naotaka Kajino: Sub-Gaussian heat kernel bounds imply singularity of energy measures

Live discussion 7 (Thursday, 12pm-1.30pm in UTC, zoom room 2) - moderator: Leonid Mytnik

  • Claudio Landim: The stochastic heat equation as limit of a voter model with stirring

  • Carsten Chong: High-frequency analysis of parabolic SPDEs

  • Florian Huber: Global Martingale Solutions For Quasilinear SPDEs Via The Boundedness-By-Entropy Method

  • Tom Klose: Precise Laplace Asymptotics for the Generalised Parabolic Anderson Model

  • Oleg Butkovsky: Skew stochastic heat equation and regularization by noise for PDEs

Stochastic numerics

Live discussion 1 (Thursday, 8.30am-10.0am in UTC, zoom room 8) - moderator: Mireille Bossy

  • Xiaolin Song: Non-reversible guided Metropolis-Hastings kernel

  • Andi Wang: Regeneration-enriched Markov processes with application to Monte Carlo

  • Jure Vogrinc: Counterexamples for optimal scaling of Metropolis-Hastings chains with rough target densities

  • Samuel Livingstone: Robust and efficient gradient-based Markov chain Monte Carlo

  • Giorgos Vasdekis: Speeding Up Zig-Zag

  • Thomas Kruse: University Wasserstein convergence rates for random bit approximations of continuous Markov processes

Live discussion 2 (Thursday, 10am-12am in UTC, zoom room 8) - moderator: Mireille Bossy

  • Mate Gerencser: Approximation of SDEs with irregular drift - a stochastic sewing approach

  • Mikhail Urusov: Functional limit theorems for approximating irregular SDEs, general diffusions and their exit times

  • Chaman Kumar: Explicit Milstein-type Scheme for Mckean-Vlasov Stochastic Differential Equations with Super-linear Coefficients

  • Charles-Edouard Bréhier: On asymptotic-preserving schemes for some SDEs and SPDEs in the diffusion approximation regime

  • Kerlyns Martinez: On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth

Live discussion 3 (Thursday, 12pm-2pm in UTC, zoom room 8) - moderator: Mireille Bossy

  • Yue Wu: Semi-implicit Taylor schemes for stiff rough differential equations

  • Irene Tubikanec: Splitting methods for stochastic systems with locally Lipschitz drift. An illustration on the FitzHugh-Nagumo model

  • Emmanuel Gobet: Sampling scheme for untractable copula function, application to the computation of tail events in factor copula model

  • Mariya Mamajiwala: Stochastic dynamical systems developed on Riemannian manifolds

  • Tony Lelièvre: Sampling measures supported on submanifolds

  • Bekzhan Kerimkulov: Iterative methods for solving stochastic optimal control problems

Stochastic processes

Live discussion 1 (Tuesday, 11am-12.30pm in UTC, zoom room 2) - moderator: Nicholas Georgiou

  • Peter Pfaffelhuber: Existence of solutions of martingale problems using duality

  • Chenlin Gu: Decay of semigroup for an infinite interacting particle system on continuum configuration spaces

  • Yana Kinderknecht: Chernoff Approximation for Markov Processes

  • Apostolos Sideris: Exponential functionals of Markov additive processes

Live discussion 2 (Tuesday, 12.30-2pm in UTC, zoom room 2) - moderator: Cristina Costantini

  • Avi Mayorcas: Pathwise Regularisation of McKean-Vlasov Equations

  • Paul Hager: Unified cumulant signature and Magnus expansion

  • Andrew Allan: Robust stochastic filtering and propagation of uncertainty

  • Lucio Galeati: Noiseless regularisation by noise

  • Chong Liu: Adapted topologies and higher rank signatures

Live discussion 3 (Tuesday, 2pm-3pm in UTC, zoom room 2) - moderator: Michele Coghi

  • Kevin Yang: KPZ Equation from Long-Range Exclusion Processes

  • Nicholas Georgiou: Deposition, diffusion, and nucleation on an interval

  • Alexis Anagnostakis: General diffusion processes as the limit of time-space Markov chains

  • Rohan Sarkar: Gateway between spectrally negative self-similar Markov processes and a class of upward skip-free Markov chains

Live discussion 4 (Tuesday, 3pm-4pm in UTC, zoom room 2) - moderator: Nils Berglund

  • Alexander Veretennikov: On strong uniqueness for McKean - Vlasov equations

  • Michele Coghi: Pathwise McKean-Vlasov theory with additive noise

  • Tomoyuki Ichiba: Directed chain stochastic differential equations and stochastic control problems

  • Cristina Costantini: Reflecting diffusions in nonsmooth domains with varying directions of reflection: some uniqueness results

Live discussion 5 (Tuesday, 4pm-5.30pm in UTC, zoom room 2) - moderator: Alexander Veretennikov

  • Nathaniel Eldredge: Transportation duality and functional inequalities for Markov kernels

  • Nils Berglund: An Eyring-Kramers law for periodically forced bistable systems

  • Chak Hei Lo: Cutpoints of non-homogeneous random walks

  • Michael Blank: Recurrence for general Markov chains and semigroups of measurable maps

  • Gerardo Barrera Vargas: An example of no-cutoff phenomenon for a non-hyperbolic random dynamical system

Live discussion 6 (Tuesday, 5.30pm-6.30pm in UTC, zoom room 2) - moderator: Michael Blank

  • Martin Kilian: Penalizing fractional Brownian motion for being negative

  • Arturo Jaramillo Gil: High frequency statistics and local times for the fractional Brownian motion

  • Jorge González Cázares: The joint density of a stable process and its supremum: regularity and bounds

Live discussion 7 (Wednesday, 7.30am-8am in UTC, zoom room 2) - moderator: Oleg Butkovsky

  • Raimundo Saona: The Complexity of POMDPs with Long-run Average Objectives

  • Kosuke Yamato: Fluctuation scaling limits for positive recurrent jumping-in diffusions with small jumps

Live discussion 8 (Wednesday, 8am-9.30am in UTC, zoom room 2) - moderator: Andrea Collevecchio

  • Iqra Altaf Gillani: A Stochastic Process on a Network with Connections to Laplacian Systems of Equations

  • Hong-Bin Chen: Atypical Exit Events near a Repelling Equilibrium

  • Mouad Ramil: Langevin processes in bounded-in-position domains: application to quasi-stationary distributions

  • Oleg Butkovsky: Exponential ergodicity of order-preserving SPDEs in the hypoelliptic setting via new coupling techniques

Live discussion 9 (Wednesday, 9.30am-11am in UTC, zoom room 2) - moderator: Yana Kinderknecht

  • David Oechsler: A representation for the q-scale functions of spectrally negative compound Poisson processes

  • Tsogzolmaa Saizmaa: Attraction to and repulsion from a subset of the unit sphere for isotropic stable Lévy processes

  • Veno Mramor: Lévy processes on a manifold with a connection

  • Tianshu Cong: A large sample property in approximating the superposition of i.i.d. finite point processes

Live discussion 10 (Wednesday, 11am-12pm in UTC, zoom room 2) - moderator: Peter Pfaffelhuber

  • Andrea Collevecchio: One dimensional VRJP with strong reinforcement localizes on 3 points

  • Micha Buck: Persistence probabilities of fractional Gaussian sequences

  • Andrew Wade: Reflecting random walks in curvilinear wedges

Live discussion 11 (Thursday, 2pm-3pm in UTC, zoom room 7) - moderator: Tomoyuki Ichiba

  • Jessica Jay: A blocking measure proof of Jacobi style identities

  • Mackenzie Simper: Random additions in an urn of integers

  • Michele Aleandri: A combinatorial represenation for the invariant measure of diffusion processes on metric graphs

Statistical methods in Machine Learning

Live disussion 1 (Tuesday, 8am-10am in UTC, zoom room 3) - moderator: Howard Bondell

  • Kelly Zhang: Inference for Batched Bandits

  • Sophie Langer: On the rate of convergence of fully connected deep neural network regression estimates

  • Jonas Brehmer: Scoring Interval Forecasts

  • Sotirios Sabanis: Taming neural networks with TUSLA: Non-convex learning via adaptive stochastic gradient Langevin algorithms

  • Simon Weissmann: Consistency analysis of bilevel data-driven learning in inverse problems

  • Zeyang Jia (Hefei): Weighting Methods to Maximize the Power of Hypothesis Tests on Bandit Data

Live discussion 2 (Tuesday, 3pm-4.30pm in UTC, zoom room 3) - moderator: Eric Laber

  • Özge Sahin: Vine copula mixture models and clustering for non-Gaussian data

  • Marija Tepegjozova: C- and D-vine based quantile regression

  • Mihai Nica: Computing moments of deep neural nets

  • Lukasz Szpruch: Mean-Field Neural ODEs via Relaxed Optimal Control

  • Pierre Bayle: Cross-validation Confidence Intervals for Test Error

Live discussion 3 (Tuesday, 4.30pm-6pm in UTC, zoom room 3) - moderator: Eric Laber

  • Mario Diaz: Data-Driven MMSE Estimation: Theoretical Guarantees for Model Auditing

  • Vivien Cabannes: Learning with partial supervision

  • Peng Liao: Off-Policy Estimation of Long-Term Average Outcomes with Applications to Mobile Health

  • Chanwoo Lee: Tensor denoising and completion based on ordinal observations

  • Feicheng Wang: Exact Asymptotics of Adaptive Control for the Linear Quadratic Regulator

Live discussion 4 (Tuesday, 6pm-7pm in UTC, zoom room 3) - moderator: Natesh Pillai

  • Masaya Takano: Semiparametric models with distributional regressors with application to causal inference

  • Chirag Gupta: Distribution-free binary classification: prediction sets, confidence intervals and calibration & Nested conformal prediction and quantile out-of-bag ensemble methods

  • Ismael Lemhadri: LassoNet: A Neural Network with Feature Sparsity

Live discussion 5 (Tuesday, 7pm-9pm in UTC, zoom room 3) - moderator: Ashkan Ertefaie

  • Zhimei Ren: Knockoffs with Side Information

  • Kris Sankaran: Measuring the Stability of Learned Features

  • Morgane Austern: Asymptotics of cross-validation

  • Eddy Kwessi: Artificial neural networks with a signed-rank objective function and applications

  • Victor de la Pena: From Decoupling and Self-Normalization to Machine Learning

Time series analysis and econometrics

Live discussion 1 (Monday, 11am-12.30am in UTC, zoom room 2) - moderator: Luca Margaritella

  • Jonas Krampe: Impulse Response Analysis for Sparse High-Dimensional Time Series

  • Nikolas Tapia: Time warping invariants of multidimensional time series and quasi-symmetric functions

  • Matthieu Marbac: Wilks’ theorem for semiparametric regressions with weakly dependent data

  • Leonid Fedorov: Casting multivariate brain time series into topological inference

Live discussion 2 (Tuesday, 8am-9.30am in UTC, zoom room 2) - modeator: Rob Hyndman

  • Sayani Gupta: Visualizing probability distributions across bivariate cyclic temporal granularities

  • Mahdi Salehi: A synergetic R-Shiny dashboard for modeling and visualizing of COVID-19 demographic information

  • Sevvandi Kandanaarachchi: Bushfire alert! Branches on powerlines!

  • Keiji Nagai Operating characteristics of sequential unit root tests obtained from the Bessel bridges

Live discussion 3 (Wednesday, 8pm-9.30pm in UTC, zoom room 3) - moderator: Peter Fuleky

  • Carlos Trucios: Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach

  • Nazmul Ahsan: High-frequency instruments and identification-robust inference for stochastic volatility models

  • Sayar Karmakar: Optimal Gaussian approximation and simultaneous inference for time-varying models

Live discussion 4 (Thursday, 12pm-1pm in UTC, zoom room 6) - Rebecca Killick

  • Martin Emil Jakobsen: Distributional Robustness of K-class estimators and the PULSE

  • Iyabode Favour: Oyenuga Variations in Seasonality of Number of Patients Enrollment at the Adult ART Clinic: A COSINOR Model Approach

  • Solt Kovács: Optimistic search strategies: change point detection without full grid search

  • Claudia Kirch: Data segmentation based on moving sum statistics

Live discussion 5 (Friday, 12pm-1.30pm in UTC, zoom room 2) - George Michailidis

  • Stephan Smeekes: An Automated Approach Towards Sparse Single-Equation Cointegration Modelling

  • Vinh Nguyen: Identification-robust inference for endogeneity parameters in simultaneous equation models with incomplete reduced form

  • Stepan Mazur: Flexible Fat-tailed Vector Autoregression

  • Luca Margaritella: Inference in Non-stationary High-Dimensional VARs

  • George Michailidis: Regularized Estimation of High-dimensional Factor-Augmented Vector Autoregressive (FAVAR) Models