# 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