# 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