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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Agenda Overview | |
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Location: 0.004 ZHSG |
| Date: Wednesday, 18/Mar/2026 | |
| 8:50am - 9:00am |
Opening Location: 0.004 |
| 9:00am - 10:00am |
Plenary Lecture 1 Location: 0.004 A unified theory of order flow, market impact and volatility |
| 10:40am - 12:10pm |
Multivariate Statistics and Copulas Location: 0.004 Chair: Sebastian Fuchs Measures and Models of Non-Monotonic Dependence Multivariate tail dependence: further insights with an application to the Spanish banking sector Multivariate Kendall regression coefficients |
| 1:30pm - 3:30pm |
Multivariate Statistics and Copulas Location: 0.004 Chair: Eckhard Liebscher Characterization of multi-way binary tables with uniform margins and fixed correlations Copula robustness in quantitative risk management DIRECTIONAL FOOTRULE-COEFFICIENTS Estimating Portfolio Risk with Product Copulas: A GARCH-EVT Approach Applied to Financial Data |
| 4:00pm - 5:00pm |
Plenary Lecture 2 Location: 0.004 Statistical Optimal Transport in Action: From Theory to Applications |
| 5:05pm - 6:35pm |
Inference in Wasserstein Spaces and Optimal Transport Location: 0.004 Chair: Ansgar Steland Statistical Aspects of Optimal Transport: Regularization, Estimation, and Applications On the cut-offs of Optimal Transport based statistical tests Detecting change-points of univariate time series using the empirical Wasserstein distance |
| Date: Thursday, 19/Mar/2026 | |
| 8:50am - 9:50am |
Plenary Lecture 3 Location: 0.004 Statistical and computational challenges in unsupervised learning: focus on ranking |
| 10:20am - 12:20pm |
Theory of Machine Learning: Insights from Women Researchers Location: 0.004 Chair: Mahsa Taheri 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 |
| 1:30pm - 3:30pm |
Multivariate Statistics and Copulas Location: 0.004 Chair: Eckhard Liebscher 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 |
| 4:00pm - 6:00pm |
Nonparametric statistics Location: 0.004 Chair: Anne Leucht 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 |
| Date: Friday, 20/Mar/2026 | |
| 8:50am - 10:20am |
High-dimensional statistics and learning Location: 0.004 Chair: Martin Wahl Self-regularized learning methods Concentration and moment inequalities for heavy-tailed random matrices Laplacian eigenmaps for bounded manifolds and the Neumann Laplacian |
| 10:50am - 11:50am |
Inference in Wasserstein Spaces and Optimal Transport Location: 0.004 Chair: Ansgar Steland Sliced-Wasserstein distance based change detection with sequential empirical processes Distributional Convergence of Empirical Entropic Optimal Transport and Applications |
| 11:55am - 12:55pm |
Plenary Lecture 4 Location: 0.004 Unlocking the Regression Space |
| 12:55pm - 1:00pm |
Closing Location: 0.004 |
