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
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
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
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
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
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
Miheer Dewaskar: Near equilibrium fluctuations for supermarket models with growing choices
Pooja Agarwal: Invariant states of hydrodynamic limits of randomized load balancing networks
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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)
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
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
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
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
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
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
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
Nicolas Fraiman: Minimal spanning acycles of random complexes: bulk and extremes
Tejas Iyer: Dynamical models for random simplicial complexes
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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