Prerecorded Talks
Below you find a list of 600 contributed (video)talks, organised in 23 sessions throughout probabiliy and mathematical statistics. Every speaker uploaded a 10 minute video before the symposium, all videos will be posted on two YouTube channels.
The videos are acessible during the pre-week and the symposium week. Speakers will certainly not mind the use of the like bottom below the videos.
If you have questions, remarks, or suggestions, there are three possibilities to interact with the speakers:
participate in the live discussion (also if you are curious what other people ask or just want to say hello),
comment below the video on YouTube,
write a comment in the slack channel of the corresponding session,
contact the speaker by email.
Sessions
Actuarial Mathematics (chair: Hansjoerg Albrecher)
José Carlos Araujo-Acuna (Lausanne): Tempered Pareto-type modelling using Weibull distributions
Dan Goreac (Paris): The Lokka-Zervos Alternative for Standard Cramér-Lundberg Setting
Nabil Kazi-Tani (Lyon): Laplacian Spectra of Graphs and Cyber-Insurance Demand
Ronnie Loeffen (Manchester): Optimal switching between two spectrally negative Lévy processes to minimise ruin probability
Max Nendel (Bielefeld): A decomposition of general premium principles into risk and deviation
Tomer Shushi (Negev): Multivariate risk measures based on conditional tail moments for elliptical loss distributions
Léonard Vincent (Lausanne): Relative Market Performance and Indexed Reinsurance
Alex Watson (London): Risk processes with tax
Jorge Yslas (Copenhagen): Fitting inhomogeneous phase-type distributions to data
Applied probability (chair: Zenghu Li)
Lanrewaju Adekola (Ota): Crossover Analysis of major Cash Crop production in West Africa: Post COVID-19 pandemic in view
Pooja Agarwal (Brown): Invariant states of hydrodynamic limits of randomized load balancing networks
Nofiu Idowu Badmus (Akoka): Weibull-extended Pranav distribution: Applications to lifetime data sets
Miheer Dewaskar (Chapel Hill): Near equilibrium fluctuations for supermarket models with growing choices
Matthew Ekum (Lagos): T-Power Function Distribution and its Application to Modelling COVID-19 Pandemic Recovery Rate
Afshin Fallah (Qazvin): Accuracy of Linear-Moments Approximation for Spectral Risk Measures in Heavy Tail Distributions
Vladimir Fomichov (Aarhuis): Transient reflecting processes in a quadrant
Yingjia Fu (San Diego): Stability of a Subcritical Fluid Model for Fair Bandwidth Sharing with General File Size Distributions
Kais Hamza (Melbourne): Matching marginals and sums
Hui He (Beijing): Some properties of stationary continuous state branching processes
Emma Horton (Nancy): Stochastic models for the Neutron Transport Equation
Benedikt Jahnel (Berlin): Phase transitions for the Boolean model for Cox point processes
Abhishek Pal Majumder (Singapore): Exact long time behavior of some regime switching stochastic processes
Oliver Matheau-Raven (York): Cutoff for a One-sided Transposition Shuffle
Nikita Merkulov (Leeds): On the value of non-Markovian Dynkin games with partial and asymmetric information
Teppei Ogihara (Tokyo): Malliavin Calculus Techniques for Local Asymptotic Mixed Normality and Their Application to Degenerate Diffusions
Vincent Plassier (Paris): Risk bounds when learning infinitely many response functions by ordinary linear regression
Romadhon Ariful (Jakarta) & Suryo Rakhmawan (Jakarta): Determining Individual and Contextual Factors for Elderly to Work in Indonesia
Vadim Shcherbakov (London): Spread of infection on homogeneous tree
Stanislav Volkov (Lund): Long term behaviour of linear competition processes
Krzysztof Szajowski (Wrocław): Drivers' skills and behavior vs. traffic at intersections
Gerónimo Uribe Bravo (Mexico City): Geometrically Convergent Simulation of the Extrema of Lévy Processes
Jie Xiong (Shenzhen): Backward doubly stochastic Volterra integral equations and their applications
Wei Xu (Berlin): Asymptotic Results for Heavy-tailed Lévy Processes and their Exponential Functionals
Xu Yang (Minzu): SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions
Xiaowen Zhou (Montreal): The explosion of a class of continuous-state nonlinear branching processes
Bayesian statistics (chair: Noel Cressie)
Filippo Ascolani (Milan): Predictive inference with Fleming–Viot-driven dependent Dirichlet processes
Chris Carmona (Oxford): Scalable Modularised Bayesian Inference with Normalising Flows
Marta Catalano (Milan): Measuring dependence in the Wasserstein distance for Bayesian Nonparametric models
Han Cheng Lie (Potsdam): Random forward models and log-likelihoods in Bayesian inverse problems
Michael Evans (Toronto): Measuring and Controlling Bias for Some Bayesian Inferences and the Relation to Frequentist Criteria
Augusto Fasano (Milan): Scalable and Accurate Variational Bayes for High-Dimensional Binary Regression Models
Satyajit Ghosh (Rutgers): Strong selection consistency of Bayesian vector autogressive models based on a pseudo-likelihood approach
Amine Hadji (Leiden): Distributed Bayesian regression: contraction rates & uncertainty quantification
Sirio Legramanti (Milan): Extended stochastic block models
Takeru Matsuda (Riken): Matrix superharmonic priors for Bayes estimation under matrix quadratic loss
Renate Meyer (Auckland): Generalization of the Whittle likelihood for Bayesian nonparametric spectral density estimation
Inass Sekkat (Pairs): Removing the mini-batching error in Bayesian inference using Adaptive Langevin dynamics
Deborah Sulem (Oxford): Bayesian estimation of nonlinear Hawkes processes
Xiaojing Wang (Storrs): Bayesian joint item response model of multidimensional response data with applicatino to computerized testing
Branching and coalescing structures (chair: Simon Harris)
Romain Abraham (Orléans): Local limits of expanding Galton-Watson trees
Osvaldo Angtuncio Hernández (Mexico City): On multiple random forests with a given degree sequence
Antar Bandyopadhyay (Delhi): A Last Progeny Modified Branching Random Walk
Vincent Bansaye (Paris): Scaling limits of bisexual Galton Watson processes
Julien Berestycki (Oxford) & James Nolen (Duke) & Sarah Penington (Bath): Brownian bees in the infinite swarm limit
Sergey Bocharov (Zhejiang): Rightmost particle in catalytic branching Brownian motion
Natalia Cardona-Tobón (Guanajuato): Yaglom's limit for critical Galton-Watson processes in varying environment: A probabilistic approach
Radu Dascaliuc (Corvallis): 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
Thomas Duquesne (Paris): Scaling limits of tree-valued branching random walks
Piotr Dyszewski (Munich): Branching random walks, stretched exponential tails and Gumbel distribution
Janos Englander (Boulder): Superdiffusions with super-exponential growth
Vladimir Fomichov: Limit theorems for the number of clusters of coalescing Brownian motions
Clément Foucart (Paris): Coalescences in Continuous-State Branching Processes
Nic Freeman (Sheffield): Extensive condensation in preferential attachment with choice
Adrian Gonzalez Casanova (Mexico City): From continuous state branching processes to coalescents.
Jesse Goodman (Auckland): Coupling branching proccesses to first passage percolation
Sophie Hautphenne (Melbourne): Inference in population-size-dependent branching processes
Ostap Hryniv (Durham): Branching random walks with immigration
Samuel Johnston (Graz): Continuous-state branching processes and Lambda coalescents
Konrad Kolesko (Gießen): Solutions to kinetic-type evolution equations: beyond the boundary case
Zenghu Li (Beijing): Bottleneck behavior of continuous-state branching processes
Jiaqi Liu (San Diego): A Yaglom type asymptotic result for subcritical branching Brownian motion with absorption
Pascal Maillard (Toulouse): On a class of interval fragmentations with interaction between the fragments
Cécile Mailler (Bath): Competing growth processes with random growth rates and random birth times
Bastien Mallein (Paris): Continuous-time version of the Derrida-Retaux process
Marcel Ortgiese (Bath): Voter models on subcritical inhomogeneous random graphs
Michel Pain (New York): Precise height asymptotics of weighted recursive and affine preferential attachment trees
Julia Palacios (Stanford): Shuffling Ancestries
Sandra Palau (Mexico City): Coalescing random walks and tightness
Juan Carlos Pardo (Guanajuato): A pathwise approach to branching processes with pairwise interactions
Lea Popovic: Protein production as a Spatial branching process
Ellen Powell (Durham): Critical Gaussian multiplicative chaos
Jason Schweinsberg (San Diego): Branching Brownian motion with an inhomogeneous branching rate
Delphin Sénizergues (Vancouver): Profile of weighted recursive trees
Anja Sturm (Göttingen): Recursive tree processes and mean-field limits of interacting particle systems
Quan Shi (Mannheim): Diffusions on a space of interval partitions: the two-parameter model
Renming Song (Urbana-Champaign): Stable central limit theorems for super OU processes
Zhenyao Sun (Haifa): Quasi-stationary distributions for subcritical superprocesses
Minmin Wang (Sussex): k-cut model for the Brownian continuum random tree
Matthias Winkel (Oxford): A two-parameter family of measure-valued diffusions with Poisson-Dirichlet stationary distributions
Anita Winter (Duisburg-Essen): Spaces of algebraic measure trees and triangulation of the circle
Case studies in statistics (chair: Peter Hoff)
Marie Du Roy de Chaumaray (Rennes): Mixtue of hidden Markov models for accelerometer data
David Han (San Antonio): 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
Emmanouil-Nektarios Kalligeris (Samos): A Changepoint Approach for the Modeling of Time-Series Incidence Data
Suryo Rakhmawan (Jakarta): Construction of children social vulnerability index in Indonesia: The case of Covid-19
Computational statistics (chair: Kengo Kamatani)
Stanislav Anatolyev (Prague): Shrinkage for Gaussian and t Copulas in Ultra-High Dimensions
Phillip Awodutire (Toru Orua): Statistical Properties and Applications of the Exponentiated Chen-G family of Distribution
Wenyu Chen (Boston): Multivariate Convex Regression at Scale
Richard Everitt (Warwick): Rare event ABC-SMC^2
Paul Kabaila (Melbourne): Finite sample properties of confidence intervals centered on a model averaged estimator
Mateusz Majka (Edinburgh): Multi-index Antithetic Stochastic Gradient Algorithm
Shuhei Mano (Tokyo): An algorithm for direct sampling from toric models with computational algebra
Gonzalo Mena (Oxford): Sinkhorn EM: An Expectation-Maximization algorithm based on entropic optimal transport
Viacheslav Natarovskii (Göttingen): Wasserstein contraction and spectral gap of simple slice sampling
Alex Rodrigo dos Santos Sousa (São Paulo): Model selection criteria for regression models with splines and the automatic localization of knots
Florian Schaefer (Pasadena): Sparse Cholesky factorization by Kullback Leibler- minimization
Philipp Schmocker (St. Gallen): Universal Approximation on Path Spaces
Julia Schulte (Zürich): Reconstruction of convex bodies from moments
Marianna Szabó (Debrecen): Calibration of wind speed ensemble forecasts using truncated GEV based EMOS approach
Guanyang Wang (New Brunswick): A fast MCMC algorithm for the uniform sampling of binary matrices with fixed margins
Alex Wein (New York): The power of low-degree polynomials for solving statistical problems
Yuming Zhang (Geneva): Targeted Bias Correction for Parametric Models
Kailun Zhu (Delft): Construction of vine structures through vine binomial tree
High-dimensional statistics (chair: Christophe Giraud)
Robert Adamek (Maastricht): Lasso Inference for High-Dimensional Time Series
Mohammad Arashi (Shahrood): High-dimensional semiparametric modeling for longitudinal data
Andreas Artemiou (Cardiff): Real time sufficient dimension reduction
Michael Casey: Linear Dimension Reduction Approximately Preserving a Function of the 1-Norm
Michael Celentano (Stanford): The Lasso with general Gaussian design with application to hypothesis testing
Xiongzhi Chen (Pullman): Estimating the proportion of false null hypotheses via Lebesgue-Stieltjes integral equations
Richard Gill (Leiden): Two small-data n << p case studies: hydroxycholoroquine, Marseilles and Meijel
Hussein Hazimeh & Rahul Mazumder (Boston): Sparse Regression at Scale
Susan Holmes (Stanford): Uncertainty quantification for nonlinear, nonparametric dimension reduction
David Hong (Philadelphia): Selecting meaningful principal components via random signflips
Jessie Jeng (Raleigh): Dual Control of Testing Errors in High-Dimensional Data Analysis
Eugene Katsevich (Philadelphia): A theoretical treatment of conditional independence testing under Model-X
Rémi Leluc (Paris): Control Variate Selection for Monte Carlo Integration
Debmalya Nandy (Aurora): Covariate Information Number for Feature Screening in Ultrahigh-Dimensional Supervised Problems
Mohamed Ndaoud (Los Angeles): Adaptive iterative hard thresholding in high dimensional linear regression
Mina Norouzirad (Shahrood): A Modified Selector for Multicollinear Situation
Seongoh Park (Seoul): Estimating High-dimensional Covariance and Precision Matrices under General Missing Dependence
Wojciech Rejchel (Toruń): Fast and robust procedures in high-dimensional variable selection
Geneviève Robin (Paris): Outliers Detection in Networks with Missing Links
Marcelo Ruiz (Rio Cuarto): A Stepwise Approach for High-Dimensional Gaussian Graphical Models
Won Chul Song (Milwaukee): Group feature screening procedure via SKAT
Yi Sun (Chicago): Likelihood landscape and maximum likelihood estimation for the discrete orbit recovery model
Dan Vilenchik (Negev): A Greedy Anytime Algorithm for Sparse PCA
Martin Wahl (Berlin): Information inequalities for the estimation of principal components
Wenshuo Wang (Boston): A Power Analysis of Conditional Randomization Testing and Knockoffs
Etienne Wijler (Maastricht): Sparse generalized Yule–Walker estimation for spatio-temporal models
Lu Zhang (Boston): Floodgate: Inference for Model-Free Variable Importance
Jiwei Zhao (Madison): A Nuisance-Free Inference Procedure Accounting for the Unknown Missingness Mechanism in a Linear Model
Jing Zhou (Leuven): Asymptotic efficiency of $l_1$-regularized model-averaged and composite M-estimators via approximate message passing
Integrable probability (chair: Ivan Corwin)
Márton Balázs (Bristol): Nonexistence of bi-infinite geodesics in exponential last passage percolation - a probabilistic way
Elia Bisi (Dublin): The geometric Burge correspondence and the partition function of polymer replicas
Ofer Busani (Bristol): Universality of Geodesic tree in last passage percolation
Philip Cohen (Dublin): Moments of Discrete Orthogonal Polynomial Ensembles
Sayan Das (New York): Upper-tail large deviations of the KPZ equation
Evgeni Dimitrov (New York): Characterization of Brownian Gibbsian line ensembles
Slim Kammoun (Lille): Universality for random permutations
Milind Hegde (Berkeley): Bootstrapping to optimail tail exponents in last passage percolation
Yier Lin (New York): Lyapunov exponents of the SHE for general initial data
Sergio I. López (Mexico City): Convergence of the Brownian Last Passage Percolation model
Konstantin Matetski (New York): Exactly solvable models in the KPZ universality class
Matteo Mucciconi (Tokyo): Stochastic vertex models and interlacing arrays
Tal Orenshtein (Berlin): Aging for the stationary KPZ equation
Shalin Parekh (New York): Recent progress in half-space KPZ universality
Andrei Prokhorov (Ann Arbour): On beta=6 Tracy-Widom distribution and the second Calogero-Painleve system
Mark Rychnovsky (New York): Extremal particles for sticky Brownian motions
Mark Rychnovsky (New York): GUE corners process in boundary-weighted six vertex models
Sourav Sarkar (Toronto): Brownian absolute continuity of the KPZ fixed point with arbitrary initial condition
Xiao Shen (Madison): Coalescence estimates for the corner growth model with exponential weights
Balint Veto (Budapest): Tilings of the Aztec diamond on restriced domains
Xuan Wu (Chicago): Tightness of discrete Gibbsian line ensembles
Chenyang Zhong (Stanford): Large deviation bounds for the Airy point process
Limit theorems, large deviations and extremes (chair: Gennady Samorodnitsky)
Sergio Andraus (Chuo): Freezing limit theorems for interacting particle systems
Stefka Asenova (Louvain): Exceedances over a threshold in graphical models on block graphs
Frank Aurzada (Darmstadt): Breaking a chain of interacting Brownian particles
David Bang (Warwick): Asymptotic length of the concave majorant of a Lévy process
Clayton Barnes (Technion): Large-Scale behavior of systems of Brownian motion reflecting from a Newtonian barrier
Konstantin Borovkov (Melbourne): Limit theorems for record indicators in threshold F^α-schemes
Zaoli Chen (Cornell): Extremal clustering under moderate long range dependence and subexponential tails.
Michael Conroy (Chapel Hill): Large deviation behavior of weakly interacting diffusions with vanishing noise
Sandro Gallo (Sao Carlos): Asymptotic properties of recurrence times
Han Gan (Waikato): Poisson-Dirichlet approximation for Wright-Fisher models with Stein's method
Robert Gaunt (Manchester): Algebraic Stein operators for Gaussian polynomials
Jimmy He (Stanford): A central limit theorem for descents of a Mallows permutation and its inverse
Eduardo Horta (Porto Alegre): A characterization of the strong law of large numbers for Bernoulli sequences
Kaushik Jana (London): Scoring Predictions at Extreme Quantiles
Marvin Kettner (Darmstadt): Persistence probabilities of autoregressive processes
Johannes Krebs (Braunschweig): Functional central limit theorems for persistent Betti numbers on cylindrical networks
Rodrigo Lambert (Uberlândia): Matching strings in encoded sequences
Lucas de Lima (Sao Paulo): Asymptotic shape theorem for the frog model on finitely generated abelian groups
Yin-Ting Liao (Brown): Large deviation principles for high-dimensional random vectors with applications to convex geometry and statistics
Qingwei Liu (Melbourne): On Moderate Deviation in Poisson Approximation
Dan Mikulincer (Weizmann): A Central Limit Theorem for Wishart Tensors
Fabien Montégut (Toulouse): Double asymptotic for random walks on hypercubes
Giang Nguyen (Adelaide): Rate of strong convergence to Markov-modulated Brownian motion
Alexandre Pannier (London): Large and moderate deviations for stochastic Volterra equations
Oscar Peralta (Adelaide): Rate of strong convergence to solutions of regime-switching stochastic differential equations
Amber Puha (San Marcos): Heavy Traffic Scaling Limits for Shortest Remaining Processing Time Queues with Heavy Tailed Processing Time Distributions
Huijie Qiao (Nanjing): Limit theorems of SDEs driven by Lévy processes and application to nonlinear filtering problems
Daniel Rosen (Bochum): Random convex hulls in non-Euclidean geometries
Tirza Routtenberg (Negev): New Cramer-Rao Lower Bound for Missing-Mass Estimation
Alexander Sakhanenko (Novosibirsk): First-passage times for random walks in the triangular array setting
William Salkeld (Edinburgh): The support of McKean-Vlasov equations
Johan Segers (Louvain): Empirical tail copulas for functional data
Matas Šileikis (Prague) & Lutz Wanke (Atlanta): Extreme local statistics in a random graph
Nahuel Soprano-Loto (Buenos Aires): Rank Dependent Branching-Selection Particle Systems
Bennet Ströh (Ulm): Central limit theorems for stationary random fields under weak dependence with application to mixed moving average fields
Gilles Stupfler (Rennes): On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails
Yuki Ueda (Hagisho): Relations between additive and max-convolution semigroups in a view of limit theorems in free probability
Yizao Wang (Cincinnati): Phase transition for extremes of a stochastic volatility model with long-range dependence
Kouji Yano (Kyoto): Generalization of the arcsine laws for infinite ergodic transformations
Zhuosong Zhang (Singapore): Berry-Esseen bounds for multivariate nonliear statistics
Mathematical Finance (chair: Masaaki Fukasawa)
Julia Ackermann (Gießen): Analysis of optimal trade execution for stochastic market depth and stochastic resilience
Ozan Evkaya (Leuven): Modeling asymmetric dependence pattern with directional dependence measures
Qi Feng (Los Angeles): Cubature method for rough volatility models
Len Patrick Dominic Garces (Adelaide): A Put-Call Transformation of the Exchange Option Problem under Stochastic Volatility and Jump-Diffusion Dynamics
Michele Giordano (Oslo): Lifting of Volterra processes: optimal control and HJB equations
Ying Jiao (Lyon): A branching process approach to financial modeling
Thijs Kamma (Maastricht): Closed-form Approximation to Optimal Investment Policies in Markets with Frictions
Yanyu Li (Tokio): Portfolio Insurance Strategies under Volatile Market
Andrea Meireles-Rodrigues (York): Reference Dependence and Endogenous Anchors
Kihun Nam (Melbourne): Global Well-posedness of Non-Markovian Multidimensional Superquadratic BSDE
Eyal Neumann (London): Optimal signal-adaptive trading with temporary and transient price impact
David Prömel (Mannheim): Martingale optimal transport duality
Benjamin Robinson (Bath): Optimal control of martingales in a radially symmetric environment
Manuel Schmid (Dresden): Distributional Properties of Continuous Time Processes: From CIR to Bates
Simone Scotti (Paris): The Alpha-Heston Stochastic Volatility Model
Julian Sester (Singapore): Robust statistical arbitrage strategies
Neset Ozkan Tan: A Lexicographical Order in Infinite Dimensional Banach Spaces
Tanut Treetanthiploet (Oxford): Gittins' Theorem under uncertainty aversion
Johannes Wiesel (Oxford): Robust uncertainty sensitivity analysis
Qikun Xiang (Singapore): Model-free bounds for multi-asset options using option-implied information and their exact computation
Network analysis and causal modeling (chair: Peter Bühlmann)
Alexander Kreiss (Leuven): Beta-mixing for processes on random time-varying networks
Carlos Améndola (Munich): Structure Learning for Cyclic Linear Causal Models
Noam Finkelstein (Baltimore): Deriving Bounds And Inequality Constraints Using Logical Relations Among Counterfactuals
Marianna Pensky (Orlando): Estimation and Clustering in Popularity Adjusted Stochastic Block Model
Suzanne Sigalla (Palaiseau): Improved clustering algorithms for the Bipartite Stochastic Block Model
Stefan Stein (Warwick): A Sparse Beta Model with Covariates
Tiandong Wang (College Station): A Directed Preferential Attachment Model with Poisson Measurement
Nonparametric statistics (chair: Anne Qu)
Raphaël Berthier (Paris): Tight Nonparametric Convergence Rates for Stochastic Gradient Descent under the Noiseless Linear Model
Björn Böttcher (Dresden): Multivariate tests of independence and higher order dependence structures
Jacobo de Uña-Álvarez (Vigo): Efron-Petrosian integrals for doubly truncated data with covariates: an asymptotic analysis
Fabian Dunker (Canterbury): Tests for qualitative features in the random coefficients model
Stefan Franssen (Leiden): Empirical Bayesian uncertainty quantification using Deep Neural Network regression in Besov spaces
Stefan Franssen (Leiden): The Bernstein-von Mises theorem for the Pitman-Yor process of nonnegative type
Gery Geenens (Sydney): The Hellinger Correlation
Adam Kashlak (Alberta): Analytic Permutation Testing via Kahane--Khintchine Inequalities
Taeho Kim (Haifa): Adaptive Density Deconvolution Problem under General Assumptions on Error Distributions
Lihua Lei (Stanford): Hierarchical Community Detection For Heterogeneous and Multi-scaled Networks
Zhenhua Lin (Singapore): Intrinsic Riemannian functional data analysis
Mahdi Mahdizadeh (Sabzevar): A smooth reliability estimator in ranked set sampling
Alejandra Martínez (Lujan): M-estimators based on B-splines for partially linear additive models
Andrew McRae (Atlanta): Sample complexity and effective dimension for regression on manifolds
Emil Mendoza (Canterbury): Nonparametric Estimation of the Random Coefficients Model Using Regularized Maximum Likelihood
Gilles Mordant (Louvain): Multivariate Goodness-of-Fit Tests Based on Wasserstein Disatnce
Jonathan Niles-Weed (New York): Minimax estimation of smooth densities in Wasserstein distance
Tomasz Olma (Mannheim): Nonparametric Estimation of Truncated Conditional Expectation Functions
Christina Parpoula (Athens): A Distribution-Free Phase I Control Charting Technique for Individual Observations Based on Change-Point Analysis
Rohit Patra (Gainesville): Least Squares Estimation of a Monotone Quasiconvex Regression Function
Wanli Qiao (Fairfax): Asymptotic Confidence Regions for Density Ridges
Lyudmila Sakhanenko (East Lansing): Testing for no change in a time-dependent ensemble of integral curves
Usama Sattar (Islamabad): Performance of Non-Parametric Regression estimators in presence of skewed distribution
Masaya Takano (Montreal): Approximation Bounds for Conditional Expectation and Nonparametric Regression : Theory and Inference
Lasse Vuursteen (Leiden): Distributed nonparametric hypothesis testing with (very) limited communication
Guangxing Wang (Seattle): High Order Adjusted Block-wise Empirical Likelihood For Weakly Dependent Data
Wenkai Xu (London): A stein goodness-of-fit test for directional data
Zhuoran Yang: A Theoretical Analysis of Deep Q Learning
Yichuan Zhao (Atlanta): Empirical likelihood for the bivariate survival function under univariate censoring
Probabilistic models in Biology (chair: Amandine Veber)
Maxime Berger (Paris): The model of quasispecies
François Bienvenu (Montpellier): Revisiting Shao and Sokal's B2 index of phylogenetic balance
Florin Boenkost (Frankfurt): Haldane's formula in Cannings models: The case of moderately weak selection
Kiranmoy Chatterjee (Kolkata): A New Identifiable Capture-recapture Model for Estimating Population Size
Fernando Cordero (Bielefeld): Lambda-coalescents arising in population models with dormancy
Camille Coron (Paris): Weight of ancestors in a biparental model
Depperschmidt Andrej (Erlangen): Some aspects of tree-valued Feller diffusion
Félix Foutel-Rodier (Paris): From individual-based epidemic models to McKendrick-von Foerster PDEs, with applications to the COVID-19 epidemic in France
Wasiur KhudaBukhsh (Columbus): Incorporating age and delay into models for biophysical systems
Peter Jagers (Gothenburg): Galton and Watson were (almost) right: under natural conditions, populations die out
Fima Klebaner (Melbourne): On the establishment of a mutant
Aleksander Klimek (Leipzig): Rare subpopulations and superBrownian motion
Tobias Lehmann (Leipzig): Stochastic replicator dynamics as diffusion on the Aitchison simplex
Aline Marguet (Grenoble): On the fate of an infected cell line
Álvaro Mateos González (Shanghai): Stochastic Dynamics of Confined Microswimmers
Verónica Miró Pina (Mexico City): The Symmetric Coalescent and Wright-Fisher models with bottlenecks
Lizbeth Peñaloza Velasco (Mexico City): The shape of a seed bank tree
Cornelia Pokalyuk (Frankfurt): Haldane’s formula in Cannings models: The case of moderately strong selection
Gesine Reinert (Oxford): Modelling household epidemics on networks, with application to COVID-19
Sebastien Roch (Madison): Species tree estimation under incomplete lineage sorting and gene duplication
András Tóbiás (Berlin): Particle systems with coordination
Julie Tourniaire (Paris): Spatial dynamics of a population in an heterogeneous environment
Gajendra K. Vishwakarma (Dhanbad): A Resampling Approach of Feature Selection for Predicting Outcome
Lijun Wang (Hong Kong): Dynamic Programming for Multiple Object Tracking using Tripartite Matching
Adam Waterbury (Chapel Hill): Asymptotics of Quasi-Stationary Distributions of Small Noise Stochastic Dynamical Systems in Unbounded Domains
Maite Wilke Berenguer (Bochum): Coming down from infinity for the seed bank coalescent with spontaneous and simultaneous switching
Linden Yuan (College Park): Spectral gaps of indel models
Probabilistic models in Physics - incl. Stastistical Mechanics (chair: Christophe Garban)
Lucas Affonso (Sao Paulo): Phase Transition and Large Deviations in Long-Range Ising models
Tom Alberts (Salt Lake City): Conformal Field Theory for Multiple SLE
Yacine Aoun (Geneva): Sharp asymptotics of correlation functions in the subcritical long-range random-cluster and Potts models via OSSS inequality
Nikolay Barashkov (Bonn): A variational approach to Phi^4_3
Rodrigo Bissacot (Sao Paulo): Gibbs Measures: from probabilities to infinite measures. A phase transition which is invisible for the pressure.
Luísa Bürgel Borsato (Sao Paulo): A Dobrushin-Lanford-Ruelle theorem for irreducible sofic shifts
Sky Cao (Stanford): Wilson loop expectations for finite gauge groups
Benoit Dagallier (Palaiseau): Motion by curvature and large deviations for an interface dynamics on Z2
Francesco De Vecchi (Bonn): Grassmannian stochastic analysis and the stochastic quantization of Euclidean Fermions
Eric Endo (Shanghai): Metastates on 1D Long Range Ising Model with Random Boundary Condition
Hugo Falconet (New York): Volume of metric balls in Liouville quantum gravity
Nicolas Forien (Paris): A simple model of self-organized criticality in percolation
Pál Galicza (Budapest): Sparse Reconstruction of Transitive Function for the Ising Model
Ujan Gangopadhyay (Los Angeles): Transverse increments and long-range correlations in first passage percolation on two dimensional integer lattice
Hao Ge (Peking): Martingale structure for general thermodynamic functionals of diffusion processes under second-order averaging
Trishen Gunaratnam (Bath): Phase transitions for $\phi^4_3$
Ewain Gwynne (Cambridge): Tightness of supercritical Liouville first passage percolation
Ivailo Hartarsky (Paris): Fredrickson-Andersen model and bootstrap percolation
Frankie Higgs (Lancaster): Shy growth models have SLE scaling limits
Christian Hirsch (Groningen): Large deviations in quantum quasi-1D Coulomb systems
Antoine Jego (Vienna): Thickest points of random walk and critical Brownian multiplicative chaos
Stefan Junk (Kyoto): Subdiffusive scaling regime for one-dimensional Mott Variable-Range Hopping
Anton Klimovsky (Essen): Disordered systems with complex energies
Wai-Kit Lam (Minneapolis): Travel time to infinity in percolation
Claudio Landim (Rio): Metastable Behavior of reversible, Critical Zero-Range Processes
Thibaut Lemoine (Paris): Asymptotics of two-dimensional Yang--Mills partition functions
George Liddle (Lancaster): Scaling limits and fluctuations for random growth under capacity rescaling
Bernardo N. B. de Lima (Belo Horizonte): The Constrained-degree percolation model
Laure Marêché (Lausanne): Universality for kinetically constrained models
Vlad Margarint (Shanghai): Backward Bessel processes and applications to SLE
Martin Prigent (Bath): Noise sensitivity and exceptional times of transience for a simple symmetric random walk in one dimension
Sanjay Ramassamy (Saclay): Dimers and circle patterns
Alex Ramos (Pernambuco): Dynamic Aspects of the Flip-Annihilation Process
Thiago Raszeja (Sao Paulo): Thermodynamic Formalism on Generalized Configuration Spaces with Countable States
Guillaume Remy (New York): Integrability of boundary Liouville CFT
Leonardo Rolla (Warwick): Oriented percolation with modified boundaries
Lukas Schoug (Cambridge): Dimensions of the two-valued sets of the 2D GFF
Gabriel Stoltz (Paris): Hypocoercivity of Langevin-like dynamics with Schur complements
Alex Trindade (Lubbock): High order asymptotic expansions for classical likelihood-based statistics with application to testing for signal presence in particle physics experiments
Joonas Turunen (Reykjavík): Ising model on random planar triangulations of the half-plane
Lutz Warnke (Atlanta): The phase transition in the random d-process
Mo Dick Wong (Oxford): Tail universality of Gaussian multiplicative chaos
Jiaming Xia (Philadelphia): Hamilton-Jacobi equations for inference of matrix tensor products
Shangjie Yang (Rio): Metastability for expanding bubbles on a sticky substrate
Olivier Zindy (Paris): 2D discrete Gaussian free field: about the Gibbs measure
Random discrete structures (chair: Christina Goldschmidt)
Luisa Andreis (Berlin): A large deviations approach to sparse random graphs
George Andriopoulos (Shanghai): Invariance Principle for Edge-Reinforced Random Walk on Size-conditioned Critical G-W Trees and the Localisation Phenomenon
Gabriel Baptista da Silva (Groningen): Graph constructions for the contact process with a prescribed critical rate
Rodrigo Bazaes (Santiago de Chile): Equality and difference of quenched and averaged large deviation rate functions for random walks in random environments without ballisticity
Jakob Björnberg (Gothenburg): Random colouring of residual allocations
Gilles Bonnet (Bochum): Weak convergence of the intersection point process of Poisson hyperplanes
Jacopo Borga (Zurich): Scaling and local limits of Baxter permutations and bipolar orientations through coalescent-walk processes
Benoit Corsini (Montreal): The Height of Mallows Trees
Stephen DeSalvo: Generating random integer partitions, quickly
Noah Forman (Hamilton): Projectively consistent tree-valued Markov chains and corresponding limit structures in the Aldous Diffusion
Nicolas Fraiman (Chapel Hill): Minimal Spanning Acycles of Random Complexes: Bulk and Extremes
Pál Galicza (Budapest): Pivotality versus noise stability for monotone transitive functions
Peter Gracar (Cologne): Recurrence versus Transience for Weight-Dependent Random Connection Models
He Guo (Atlanta): Packing nearly optimal Ramsey R(3,t) graphs
Anna Gusakova (Bochum): The Beta-Delaunay tessellation: description of the model and geometry of typical cells
Benjamin Hansen (Groningen): Voronoi percolation in the hyperbolic plane
Olivier Hénard (Paris): Parking on critical GW trees.
Tejas Iyer (Birmingham): Dynamical Models for Random Simplicial Complexes
Gursharn Kaur (Singapore): Higher-order fluctuations in dense random graph models
Ali Khezeli (Teheran): Counter Examples to Invariant Circle Packing
Vitalii Konarovskyi (Leipzig): Stochastic Block Model in a new critical regime and the Interacting Multiplicative Coalescent
Yevgeniy Kovchegov (Corvallis): Critical Tokunaga Branching Processes
Takashi Kumagai (Kyoto): Quenched invariance principle for long range random walks in balanced random environments
Bas Lodewijks (Bath): Maximal degrees in growing random network in random environment models
Michel Nassif (Paris): Phase transition for functionals of the size and height of conditioned Bienaymé-Galton-Watson trees
Moumanti Podder (Shanghai): Some combinatorial games on multi-type Galton-Watson trees
Rodrigo Ribeiro (Santiago de Chile): Tree Builder Random Walk
Dominik Schmid (Munich): Exclusion processes on Galton-Watson trees
Freddie Soerensen (Oxford): A down-up chain with persistent labels on multifurcating trees
Anirudh Sridhar (Princeton): Correlated Randomly Growing Graphs
Jakob Stiefel (Freiburg): The range of once-reinforced random walk in one dimension
Nicola Turchi (Luxembourg): Phase transition for the volume of high-dimensional random polytopes
Gerónimo Uribe Bravo (Mexico City): On the profile of trees with a given degree sequence
Daniel Valesin (Groningen): On the threshold of spread-out contact process percolation
Ariel Yadin (Negev): unbounded harmonic functions on groups
Ilya Zaliapin (Reno): Random self-similar trees and Horton laws
Random matrices (chair: Antti Knowles)
Johannes Alt (Geneva): Inhomogeneous Circular Law for Correlated Matrices
Morgane Austern (Microsoft NE): A free central-limit theorem for dynamical systems
Thomas Bothner (Bristol): When Ginibre met Schrödinger
Elizabeth Collins-Wildman (Ann Arbor): Free Energy and Overlaps of a Spherical Spin Glass Model with External Field
Raphael Ducatez (Geneva): Spectrum of critical Erdos Renyi graphs
Jan Nagel (Dortmund): Sum rules via large deviations: polynomial potentials and the multi-cut regime
Sean O'Rourke (Boulder): Spectrum of heavy-tailed elliptic random matrices
Andrej Srakar (Ljubljana): Sampling orthogonal and symplectic invariant ensembles
Spatial statistics (chair: Debashis Mondal)
Mario Beraha (Milano): Spatially dependent mixture models via the Logistic Multivariate CAR prior
Yifan Chen (Pasadena): Consistency of Empirical Bayes & Approximation Theoretical Approach For Hyperparameter Learning
Christopher Dörr (Mannheim): Some Asymmetric Bivariate Cross-Covariance Functions
Sucharita Ghosh (Birmensdorf): Exceedances of the mean surface in nonparametric regression under strong dependence
Suman Guha (Kolkata): Gaussian Linear Dynamic Spatio-temporal Model and Time Asymptotics
Aritra Halder (Storrs): Curvature Processes: Directional Concavity in Random Fields
Mahsa Nadifar (Shahrood): A flexible Bayesian space-time model for dispersed count data using PC priors
Volodymyr Vaskovych (Melbourne): On rate of convergence in non-central limit theorems for random fields
Lu Zhang (New York): Spatial Factor Modeling: A Bayesian Matrix-Normal Approach for Misaligned Data
Statistical methods in Machine Learning (chair: Eric B. Laber)
Morgane Austern (Microsoft Research): Asymptotics of cross-validation
Pierre Bayle (Princeton): Cross-validation Confidence Intervals for Test Error
Jonas Brehmer (Mannheim): Scoring Interval Forecasts
Vivien Cabannes (Paris): Learning with partial supervision
Mario Diaz (Mexico City): Data-Driven MMSE Estimation: Theoretical Guarantees for Model Auditing
Chirag Gupta (Pittsburgh): Distribution-free binary classification: prediction sets, confidence intervals and calibration
Chirag Gupta (Pittsburgh): Nested conformal prediction and quantile out-of-bag ensemble methods
Zeyang Jia (Hefei): Weighting Methods to Maximize the Power of Hypothesis Tests on Bandit Data
Eddy Kwessi (San Antonio): Artificial neural networks with a signed-rank objective function and applications
Sophie Langer (Darmstadt): On the rate of convergence of fully connected deep neural network regression estimates
Chanwoo Lee (Madison): Tensor denoising and completion based on ordinal observations
Ismael Lemhadri (Stanford): LassoNet: A Neural Network with Feature Sparsity
Peng Liao (Boston): Off-Policy Estimation of Long-Term Average Outcomes with Applications to Mobile Health
Adel Mohammadpour (Teheran): Spatial clustering of heavy-tailed data using a similarity measure
Mihai Nica (Guelph): Computing moments of deep neural nets
Victor de la Pena (New York): From Decoupling and Self-Normalization to Machine Learning
Patrick Rebeschini (Oxford): The Statistical Complexity of Early-Stopped Mirror Descent
Zhimei Ren (Stanford): Knockoffs with Side Information
Sotirios Sabanis (Edinburgh): Taming neural networks with TUSLA: Non-convex learning via adaptive stochastic gradient Langevin algorithms
Özge Sahin (Munich): Vine copula mixture models and clustering for non-Gaussian data
Kris Sankaran (Madison): Measuring the Stability of Learned Features
Lukasz Szpruch (Edinburgh): Mean-Field Neural ODEs via Relaxed Optimal Control
Masaya Takano (Montreal): Semiparametric models with distributional regressors with application to causal inference
Marija Tepegjozova (Munich): C- and D-vine based quantile regression
Feicheng Wang (Boston): Exact Asymptotics of Adaptive Control for the Linear Quadratic Regulator
Simon Weissmann (Mannheim): Consistency analysis of bilevel data-driven learning in inverse problems
Gene Yoo (Pasadena): Deep regularization and direct training of the inner layers of Neural Networks with Kernel Flows
Kelly Zhang (Boston): Inference for Batched Bandits
Statistics of stochastic processes (chair: Markus Reiß)
Azam Asanjarani (Auckland): Parameter and State Estimation in Queues
Matyas Barczy (Szeged): Statistical inference of subcritical strongly stationary Galton–Watson processes with regularly varying immigration
Lorenzo Cappello (Stanford): The Tajima heterochronous n-coalescent
Carsten Chong (New York & Lausanne): High-frequency analysis of parabolic SPDEs
Imma Valentina Curato (Ulm): Inheritance of strong mixing and weak dependence under renewal sampling
Thomas Delerue (Munich): Asymptotic behavior of variation functionals for mixed semimartingale models
Niklas Dexheimer (Aarhus): Sup-norm invariant density estimation for non reversible (jump) diffusions
Elvira Di Nardo (Turin): A cumulant approach for the first-passage-time problem of the CIR stochastic process
Jevgenijs Ivanovs (Aarhus): Recovering Brownian and jump parts from high-frequency observations of a Lévy process
Aleksandar Mijatovic (Warwick): Simulation of the position, supremum and the time of supremum of a Levy process via Stick-breaking Gaussian approximation
Shogo Nakakita (Osaka): Inference for an ergodic diffusion with smooth observations
Stefan Richter (Heidelberg): Empirical process theory for locally stationary processes
Magno T. F. Severino (São Paulo): Independent block identification in multivariate stochastic processes
Claudia Strauch (Aarhuis) & Sören Christensen (Kiel): Nonparametric learning in stochastic control
Massimiliano Tamborrino (Warwick): Property-Based and Structure-Preserving Approximate Bayesian Computation for partially observed diffusion processes
Junfan Tao (Kyoto): The role of Bessel processes on the sequential test for a unit root in autoregressive process and criticality in branching processes
Mathias Trabs (Hamburg): Parameter estimation for SPDEs based on discrete observations in time and space
Lukas Trottner (Mannheim): A Markovian perspective on overshoots of Lévy processes with statistical applications
Yuzhen Zhou (Lincoln): Joint Asymptotics for Estimating the Fractal Indices of Bivariate Gaussian Processes
Stochastic analysis - incl. SPDEs (chair: Davar Khoshnevisan)
Francesca Anceschi (Modena): Existence of a Fundamental Solution of Partial Differential Equations associated to Asian Options
Samuel Baguley (Mannheim): Solutions to Stable SDEs
Carlo Bellingeri (Berlin): Singular paths spaces and applications
Oleg Butkovsky (Berlin): Skew stochastic heat equation and regularization by noise for PDEs
Ajay Chandra (London): A-priori bounds for singular SPDEs
Petru A. Cioica-Licht (Essen): On an $L_p$-theory for the stochastic heat equation on polygons
Carsten Chong (New York, Lausanne): High-frequency analysis of parabolic SPDEs
Alexander Dunlap (Stanford): Stationary solutions for the stochastic Burgers equation
Qi Feng (Los Angeles): Sub-Riemannian Ricci curvature via generalized Gamma z calculus and functional inequalities
Benedetta Ferrario (Pavia): Invariant Measures for Stochastic Damped 2D Euler Equations
Elena Hernandez-Hernandez (Warwick): Stochastic optimal control in continuous time for semimartingales with jumps
Florian Huber (Vienna): Global Martingale Solutions For Quasilinear SPDEs Via The Boundedness-By-Entropy Method
Antoine Hocquet (Berlin): Rough partial differential equations: a case study
Mathew Joseph (Bangalore): Small ball probabilities and a support theorem for the stochastic heat equation
Naotaka Kajino (Kobe): Sub-Gaussian heat kernel bounds imply singularity of energy measures
Peter Kevei (Szeged): The almost-sure asymptotic behavior of the solution to the stochastic heat equation with Lévy noise
Tom Klose (Berlin): Precise Laplace Asymptotics for the Generalised Parabolic Anderson Model
Sefika Kuzgun (Lawrence): Feynman-Kac formula for iterated derivatives of the parabolic Anderson model
Claudio Landim (Rio): The stochastic heat equation as limit of a voter model with stirring
Khoa Le (Berlin): Stochastic sewing lemma in Banach space and applications to local times
Yier Lin (New York): SPDEs limit of the higher spin vertex model
Jiawei Li (Pittsburgh): Fluctuations of a nonlinearSHE in dimensions three and higher
Oxana Manita (Eindhoven): Regularity of solutions to the Poisson equation with a parameter in the whole space
Farid Mohamed (Ulm): Second order elliptic partial differential equations in divergence form driven by Levy white noise
Neelima Neelima (Delhi): Existence and Uniqueness for a Class of SDPEs driven by Levy Noise
Eyal Neuman (London): Scaling Properties of a Moving Polymer
Cheng Ouyang (Chicago): Moment estimates for some renormalized parabolic Anderson models
Hyunchul Park (New Paltz): Spectral heat content for α-stable processes in C1,1 open sets
Bin Pei (Fudan): Pathwise unique solutions and stochastic averaging for mixed SPDEs driven by fractional Brownian motion
Tuan Pham (Corvallis): Two stochastic models of the deterministic Navier-Stokes equations
Fei Pu (Luxembourg): Spatial stationarity, ergodicity and CLT for parabolic Anderson model with delta initial condition
Andrey Sarantsev (Reno): Concentration of measure for SPDE
Alexander Schmeding (Bergen): Stochastic Euler equations via geometry
Valentin Schmutz (Lausanne): Mean-field limit of Age and Leaky memory dependent Hawkes processes
Sunder Sethuraman (Tucson): SPDE hydrodynamic limit in Sinai-type random environments
Milica Tomasevic (Palaiseau): Quantitative convergence of stochastic particle systems with singular interacting potential
Guangqu Zheng (Lawrence): Averaging 2D stochastic wave equation
Eya Zougar (Monastir): Exact variation for stochastic heat equation with piecewise constant coefficients and application to parameter estimation
Stochastic numerics (chair: Mireille Bossy)
Charles-Edouard Bréhier (Lyon): On asymptotic-preserving schemes for some SDEs and SPDEs in the diffusion approximation regime
Mate Gerencser (Vienna): Approximation of SDEs with irregular drift - a stochastic sewing approach
Emmanuel Gobet (Paris): Sampling scheme for untractable copula function, application to the computation of tail events in factor copula model
Bekzhan Kerimkulov (Edinburgh): Iterative methods for solving stochastic optimal control problems
Thomas Kruse (Gießen): University Wasserstein convergence rates for random bit approximations of continuous Markov processes
Chaman Kumar (Roorkee): Explicit Milstein-type Scheme for Mckean-Vlasov Stochastic Differential Equations with Super-linear Coefficients
Tony Lelièvre (Palaiseau): Sampling measures supported on submanifolds
Samuel Livingstone (London): Robust and efficient gradient-based Markov chain Monte Carlo
Mariya Mamajiwala (London): Stochastic dynamical systems developed on Riemannian manifolds
Kerlyns Martinez (Valbonne): On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth
Annalena Mickel (Mannheim): Weak convergence rates of semi-exact discretization schemes for the Heston model
Andreas Neuenkirch (Mannheim): The Euler–Maruyama scheme for SDEs with irregular drift: convergence rates via reduction to a quadrature problem
Xiaolin Song (Osaka): Non-reversible guided Metropolis-Hastings kernel
Irene Tubikanec (Linz): Splitting methods for stochastic systems with locally Lipschitz drift. An illustration on the FitzHugh-Nagumo model
Mikhail Urusov (Essen): Functional limit theorems for approximating irregular SDEs, general diffusions and their exit times
Giorgos Vasdekis (Warwick): Speeding Up Zig-Zag
Jure Vogrinc (Warwick): Counterexamples for optimal scaling of Metropolis-Hastings chains with rough target densities
Andi Wang (Bristol): Regeneration-enriched Markov processes with application to Monte Carlo
Yue Wu (Oxford): Semi-implicit Taylor schemes for stiff rough differential equations
Stochastic processes (chair: Benjamin Gess & Nicolas Perkowski)
Michele Aleandri (Rome): A combinatorial represenation for the invariant measure of diffusion processes on metric graphs
Andrew Allan (Zurich): Robust stochastic filtering and propagation of uncertainty
Alexis Anagnostakis (Nancy): General diffusion processes as the limit of time-space Markov chains
Gerardo Barrera Vargas (Helsinki): An example of no-cutoff phenomenon for a non-hyperbolic random dynamical system
Nils Berglund (Orleans): An Eyring-Kramers law for periodically forced bistable systems
Michael Blank (Moscow): Recurrence for general Markov chains and semigroups of measurable maps
Micha Buck (Darmstadt): Persistence probabilities of fractional Gaussian sequences
Oleg Butkovsky (Berlin): Exponential ergodicity of order-preserving SPDEs in the hypoelliptic setting via new coupling techniques
Hong-Bin Chen (New York): Atypical Exit Events near a Repelling Equilibrium
Michele Coghi (Berlin): Pathwise McKean-Vlasov theory with additive noise
Andrea Collevecchio (Melbourne): One dimensional VRJP with strong reinforcement localizes on 3 points
Tianshu Cong (Melbourne): A large sample property in approximating the superposition of i.i.d. finite point processes
Cristina Costantini (Chieti): Reflecting diffusions in nonsmooth domains with varying directions of reflection: some uniqueness results
Nathaniel Eldredge (Greeley): Transportation duality and functional inequalities for Markov kernels
Lucio Galeati (Bonn): Noiseless regularisation by noise
Nicholas Georgiou (Durham): Deposition, diffusion, and nucleation on an interval
Iqra Altaf Gillani (Delhi): A Stochastic Process on a Network with Connections to Laplacian Systems of Equations
Jorge González Cázares (Warwick): The joint density of a stable process and its supremum: regularity and bounds
Arturo Jaramillo Gil (Luxembourg): High frequency statistics and local times for the fractional Brownian motion
Chenlin Gu (Paris): Decay of semigroup for an infinite interacting particle system on continuum configuration spaces
Paul Hager (Berlin): Unified cumulant signature and Magnus expansion
Tomoyuki Ichiba (Santa Barbara): Directed chain stochastic differential equations and stochastic control problems
Jessica Jay (Bristol): A blocking measure proof of Jacobi style identities
Martin Kilian (Darmstadt): Penalizing fractional Brownian motion for being negative
Yana Kinderknecht (Butko) (Braunschweig): Chernoff Approximation for Markov Processes
Helena Kremp (Berin): Multidimensional SDE with distributional drift and Lévy noise
Chong Liu (Oxford): Adapted topologies and higher rank signatures
Chak Hei Lo (Edinburgh): Cutpoints of non-homogeneous random walks
Avi Mayorcas (Oxford): Pathwise Regularisation of McKean-Vlasov Equations
Veno Mramor (Warwick): Lévy processes on a manifold with a connection
David Oechsler (Dresden): A representation for the q-scale functions of spectrally negative compound Poisson processes
Peter Pfaffelhuber (Freiburg): Existence of solutions of martingale problems using duality
Mouad Ramil (Paris): Langevin processes in bounded-in-position domains: application to quasi-stationary distributions
Tsogzolmaa Saizmaa (Bath): Attraction to and repulsion from a subset of the unit sphere for isotropic stable Lévy processes
Raimundo Saona (Klosterneuburg): The Complexity of POMDPs with Long-run Average Objectives
Rohan Sarkar (Ithaca): Gateway between spectrally negative self-similar Markov processes and a class of upward skip-free Markov chains
Apostolos Sideris (Dresden): Exponential functionals of Markov additive processes
Mackenzie Simper (Stanford): Random additions in an urn of integers
Hermann Thorisson (Reykjavík): Convergence in Density and the Skorokhod Representation
Alexander Veretennikov (Leeds): On strong uniqueness for McKean - Vlasov equations
Andrew Wade (Durham): Reflecting random walks in curvilinear wedges
Kosuke Yamato (Kyoto): Fluctuation scaling limits for positive recurrent jumping-in diffusions with small jumps
Kevin Yang (Stanford): KPZ Equation from Long-Range Exclusion Processes
Anton Yurchenko-Tytarenko (Oslos): Sandwiched processes driven by Hölder noises
Time series analysis and econometrics (chair: Rob Hyndman)
Nazmul Ahsan (Montreal): High-frequency instruments and identification-robust inference for stochastic volatility models
Sajid Ali (Islamabad): Most Recent Changepoint Detection in Censored Panel Data
Iyabode Favour Oyenuga (Ibadan): Variations in Seasonality of Number of Patients Enrollment at the Adult ART Clinic: A COSINOR Model Approach
Leonid Fedorov (Tübingen): Casting multivariate brain time series into topological inference
Sayani Gupta (Melbourne): Visualizing probability distributions across bivariate cyclic temporal granularities
Martin Emil Jakobsen (Copenhagen): Distributional Robustness of K-class estimators and the PULSE
Sevvandi Kandanaarachchi (Melbourne): Bushfire alert! Branches on powerlines!
Sayar Karmakar (Gainesville): Optimal Gaussian approximation and simultaneous inference for time-varying models
Claudia Kirch (Magdeburg): Data segmentation based on moving sum statistics
Solt Kovács (Zurich): Optimistic search strategies: change point detection without full grid search
Jonas Krampe (Mannheim): Impulse Response Analysis for Sparse High-Dimensional Time Series
Housen Li (Göttingen): Seeded Binary Segmentation
Matthieu Marbac (Bruz): Wilks’ theorem for semiparametric regressions with weakly dependent data
Luca Margaritella (Maastricht): Inference in Non-stationary High-Dimensional VARs
Stepan Mazur (Örebro): Flexible Fat-tailed Vector Autoregression
George Michailidis (Gainesville): Regularized Estimation of High-dimensional Factor-Augmented Vector Autoregressive (FAVAR) Models
Keiji Nagai (Yokohama): Operating characteristics of sequential unit root tests obtained from the Bessel bridges
Vinh Nguyen (Montreal): Identification-robust inference for endogeneity parameters in simultaneous equation models with incomplete reduced form
Mahdi Salehi (Neyshabur, Pretoria): A synergetic R-Shiny dashboard for modeling and visualizing of COVID-19 demographic information
Ismal Shah (Islamabad): Forecasting of electricity price through a functional prediction of sale and purchase curves
Stephan Smeekes (Maastricht): An Automated Approach Towards Sparse Single-Equation Cointegration Modelling
Nikolas Tapia (Berlin): Time warping invariants of multidimensional time series and quasi-symmetric functions
Carlos Trucios (Sao Paulo): Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach