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