# Live Discussions

## List of live discussions according to sessions

## Actuarial mathematics

### Live discussion 1 (Wednesday, 10am-11am in UTC) - 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) - 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) - 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) - moderator: Hui He

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

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

### Live discussion 3 (Wednesday, 3pm-4.30pm in UTC) - 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) - moderator: Bastien Mallein

Siva Thema Maguluri: Finite-Sample Analysis of Stochastic Approximation Using Smooth Convex Envelopes

Mixer 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) - 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

Ferhat Lounis: On the asymptotic behaviour of an unreliable M/G/1 retrial queue with impatience

### Live discussion 6 (Thursday, 10am-11.30am in UTC) - moderator: Geronimo Uribe Bravo

Kristof Szjawski: Drivers' skills and behavior vs. traffic at intersections

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

Erik Ekström: How to slice a salami (A Brownian fraud detection problem)

Vadim Sherbakov: Spread of infection on homogeneous tree

Stanislav Volkov: Long term behaviour of linear competition processes

### Live discussion 7 (Thursday, 12pm-1.30pm in UTC) - moderator: Benedikt Jahnel

Motaharesh Parsa: On identifiablity of AFT vs Cox PH in mixture cure models

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) - moderator: Noel Cressie

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

Philipp Wacker: Disambiguities with Bayes' law: Avoiding the Borel--Kolmogorov paradox

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) - 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

Harrouche Lyasmine: Robust Bayesian Analysis of survival models

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

Jonathan Huggins: Using bagged posteriors for robust inference and model criticism

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)

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)

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)

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

### Live Discussion 4 (Wednesday, 10am-11am in UTC)

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-12am in UTC)

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)

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)

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)

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)

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

### Live discussion 2 (Friday, 4pm-4.30pm in UTC)

Qi Zhang: High Dimensional Mediation Framework for Mechanistic Integration of Omics 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)

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 discussion 2 (Thursday, 4am-5am in UTC)

Emi Tanaka: Rigorous Statistical Inference for Statistical Graphics

Paul Kabaila: Finite sample properties of confidence intervals centered on a model averaged estimator

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

### Live discussion 3 (Thursday, 8am-9am in UTC)

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)

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)

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)

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)

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)

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) - 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) - 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) - moderator: Richard Gill

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

Andreas Artemiou: Real time sufficient dimension reduction

Geneviève Robin: Outliers Detection in Networks with Missing Links

### Live discussion 7 (Thursday, 12pm-1.30pm in UTC)

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)

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)

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)

Philip Cohen: Moments of Discrete Orthogonal Polynomial Ensembles

Guillaume Remy: Integrability of boundary Liouville CFT

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)

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) - 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) - 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) - 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 ) - 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) - moderator: Stilian Stoev

Gane Samb Lo: Remarkable classes of numbers originated by extreme values theory

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) - 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) - 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) - 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) - 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, 2pm-4pm in UTC) - 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)

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)

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)

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, 1pm-2pm in UTC) - 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

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

Tiandong Wang: A Directed Preferential Attachment Model with Poisson Measurement

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) - moderator: Annie Qu

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-8.30pm in UTC) - moderator: Annie Qu

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

### Live discussion 3 (Wednesday, 8am-10am in UTC)

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)

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

Hajo Holzmann (Marburg): Statistically optimal estimation of signals in modulation spaces using Gabor frames

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

### Live discussion 5 (Friday, 12am-1am in UTC) - moderator Annie Qu

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) - 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) - 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 ) - moderator: Amandine Véber

Paulo Tadeu De Oliveira: Importance of social distance in controlling the COVID-19 epidemic in Brazil

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) - 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) - 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) - 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)

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)

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)

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)

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-5.30pm in UTC)

Ewain Gwynne: Tightness of supercritical Liouville first passage percolation

Hugo Falconet: Volume of metric balls in Liouville quantum gravity

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)

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)

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)

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) - 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) - 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) - 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) - 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) - 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) - 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) - 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) - 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) - 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-11.30am in UTC)

Mario Beraha: Spatially dependent mixture models via the Logistic Multivariate CAR prior

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)

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

Samuel Davenport: Exact Voxel-wise Inference using Random Field Theory

## Statistics of stochastic processes

### Live discussion 1 (Monday, 7pm-8pm in UTC)

Carsten Chong: High-frequency analysis of parabolic SPDEs

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

Lorenzo Cappello: The Tajima heterochronous n-coalescent

### Live discussion 2 (Tuesday, 12pm-1.30pm in UTC)

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-3.30pm in UTC)

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, 8pm-9pm in UTC)

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)

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

Antoine Hocquet: Rough partial differential equations: a case study

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)

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

Scott Smith: Large N Limit of the O(N) Linear Sigma Model via Stochastic Quantization

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)

Yier Lin: SPDEs limit of the higher spin vertex model

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 nonlinearSHE in dimensions three and higher

Cheng Ouyang: Moment estimates for some renormalized parabolic Anderson models

Fei Pu: Spatial stationarity, ergodicity and CLT for parabolic Anderson model with delta initial condition

### Live discussion 4 (Wednesday, 8pm-9pm in UTC)

David Siska: Gradient Flows for Regularized Stochastic Control Problems

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)

Bin Fei: 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)

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)

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

Carsten Chong: High-frequency analysis of parabolic SPDEs

Willem van Zuijlen: Mass asymptotics for the parabolic Anderson model

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)

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)

Soukaina Hadiri: A discrete time approximations for certain classes of one-dimensional backward stochastic differential equations

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)

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)

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

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

### Live discussion 2 (Tuesday, 12.30-2pm in UTC)

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)

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)

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

### Live discussion 5 (Tuesday, 4pm-5.30pm in UTC)

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)

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, 7am-8am in UTC)

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

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

### Live discussion 8 (Wednesday, 8am-9.30am in UTC)

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-10.30am in UTC)

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

### Live discussion 10 (Wednesday, 10.30am-11.30am in UTC)

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)

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)

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

Patrick Rebeschini: The Statistical Complexity of Early-Stopped Mirror Descent

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)

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)

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)

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)

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)

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

Claudia Kirch: Data segmentation based on moving sum statistics

Leonid Fedorov: Casting multivariate brain time series into topological inference

### Live discussion 2 (Tuesday, 8am-9.30am in UTC)

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)

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)

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

### Live discussion 5 (Friday, 12pm-1.30pm in UTC)

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