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 |
Self-Normalization for CUSUM-based Change Detection in Locally Stationary Time Series
Prior shift estimation for positive unlabeled data through the lens of kernel embedding
Asymptotic studies of adapted threshold detectors based on density processes
Chatterjee's graph correlation
Nearest Neighbor Estimates for Dependent Data
Nearest Neighbor matching: from Average Treatment Effects to Transfer Learning
Multivariate Root-N-Consistent Smoothing Parameter Free Matching Estimators and Estimators of Inverse Density Weighted Expectations
The impact of central bank backstops on sovereign risk premia: Evidence from the ECB's Transmission Protection Instrument
Forecast Combination for Tail Risk: Virtues of the Harmonic Mean
Systemic Risk Surveillance
Overview of the STINARMA Class of Models and its STINAR and STINMA Subclasses
Integer-valued random field models
Influence network reconstruction from discrete time-series of count data modelled by multidimensional Hawkes processes
Asymptotic Inference for Rank Correlations
Inference for INAR Models with Structural Breaks: Classical and Bayesian Approaches
Model diagnostics and semi-parametric inference for count time series
Nonparametric symmetry tests for integer-valued time series
Linear methods for non-linear inverse problems
Learning with Heavy-tailes
Comparing regularisation paths of (conjugate) gradient estimators in ridge regression
A unified theory of order flow, market impact and volatility
Measures and Models of Non-Monotonic Dependence
Multivariate tail dependence: further insights with an application to the Spanish banking sector
Multivariate Kendall regression coefficients
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
Statistical Optimal Transport in Action: From Theory to Applications
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
Deploying Deep Learning for Real-Time Optical Sorting: A Case Study in Hazelnut Quality Control
Bridging the Gap: Operational Realities and Emerging Trends in Supply Chain Forecasting
The Best of Both Worlds: Predicting Coverage Schemes in American Football with Supervised and Unsupervised Learning
Modelling momentum in tennis: A latent-state approach to point outcomes and rally lengths
The Accuracy–Complexity Trade-Off in the Expected Threat model for Football
A multilevel discrete latent variable model for joint modeling of response accuracy and times
The Bradley–Terry Stochastic Block Model
A latent space approach for jointly modelling social influence on binary outcomes in networks
Supervised classification for Ornstein-Uhlenbeck diffusions with separation condition
Asymptotic Bounds and Online Algorithms for Average-Case Matrix Discrepancy
Asymptotic confidence bands for centered purely random forests
Computational and Biostatistical Challenges in Polygenic Score Modelling and Gene–Environment Integration
Robust Feature Selection for High-Dimensional Mixtures of Cox Models
A regularized Cox model for selecting interactions and time-varying covariate effects
Inferring Individual-Level Cell Type-Specific Transcriptomic Profiles from Bulk RNA-Seq Using a Bayesian Hierarchical Model
Bootstrap-based inference in regression using jackknife pseudo-observations
Likelihood-Based Inference for Dirichlet Mixture Models via Unconstrained Parameterization
