Conference Agenda
Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).
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Daily Overview |
Time-varying degree-corrected stochastic block models
Learning population and individual structure in dynamic networks with degree heterogeneity
How to build your latent Markov model — the role of time and space
A Simple and Robust Multi-Fidelity Data Fusion Method for Effective Modelling of Citizen-Science Air Pollution Data
MEWMA control charts for the covariance matrix -- on the validity of a certain approximation to achieve a feasible ARL integral equation
EWMA control charts for the correlation coefficient
Integrated Modelling of Age-and Sex-Structured Wildlife Population Dynamics: The Example of Hartebeest
The second order generalization of Hájek-Le Cam asymptotic minimax theorem
Tensor changepoint detection and eigenbootstrap
Functional-based claims reserving with ProfileLadder
Proxy-identification of a structural MGARCH model for asset returns
Estimating ``Realized'' Skewness using Convolutional Neural Network
Copula tensor count autoregressions
High-Dimensional Inference for Network Stochastic Differential Equations
Testing approximate sphericity for high-dimensional covariance matrices
Principal Components Analysis for Irregular Data
A nonparametric statistic for rank changes of volatility functions of Ito semimartingales
Nonparametric density estimation for the small jumps of Lévy processes
Fractional interacting particle system: drift parameter estimation via Malliavin calculus
Adaptive denoising diffusion modelling via random time reversal
Sharp adaptive nonparametric testing for a constant volatility
Geometric ergodicity of Langevin dynamics and its discretizations
Topology Matters for High-Frequency Inference: Weak Convergence of Stochastic Integrals in M1
Statistical and computational challenges in unsupervised learning: focus on ranking
Effects of Depth in Deep Learning: Independence vs Recurrence
Theoretical guarantees for diffusion models — beyond log-concavity
Random Quadratic Form on a Sphere: Synchronization by Common Noise
Minimax rate of distribution regression
Tests for independence between random vectors
Restrictions of PCBNs for integration-free computations
A nonparametric copula-based imputation method
An ordering for the strength of functional dependence
Nonparametric spectral density estimation using interactive mechanisms under local differential privacy
Detecting Periodicity of a General Stationary Time Series via AR(2)-Model Fitting
Conditionally specified graphical modeling of stationary multivariate time series
Alternative argmin method in the non-unique case and application for gradual regression changes
Flow Matching as a forecasting model
Maximum likelihood estimation of the location of a symmetric convex body
Permutation testing under local differential privacy
Tests of symmetry for functional data
Making Event Study Plots Honest: A Functional Data Approach to Causal Inference
Kernel Expansions in Sobolev Spaces and Applications to Stochastic Processes
Uncertainty of Functional Data Reconstruction
Measuring dependence between a categorical response and a functional covariate
Rate-optimal estimation for synchronously sampled functional data
Beyond the positive drift: Comparing historical and current daily temperature patterns based on two sample statistics for unbalanced dense-sparse functional data
