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 |
| Date: Wednesday, 18/Mar/2026 | |||||
| 8:50am - 9:00am |
Opening Location: 0.004 |
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| 9:00am - 10:00am |
Plenary Lecture 1 Location: 0.004 A unified theory of order flow, market impact and volatility |
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| 10:00am - 10:40am |
Coffee break 1 |
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| 10:40am - 12:10pm |
Statistics in natural sciences and technology Location: 0.001 Chair: Gaby Schneider Chair: Ansgar Steland 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 |
Discrete time series Location: 0.002 Chair: Christian H. Weiß 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 |
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 |
Data Science Perspectives from Industry Location: 1.002 Chair: Rainer Göb 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 |
High-dimensional statistics and learning Location: 1.012 Chair: Martin Wahl 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 |
| 12:10pm - 1:30pm |
Lunch break 1 |
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| 1:30pm - 3:30pm |
New developments in nonparametric classification and estimation based on the nearest neighbor method Location: 0.001 Chair: Hajo Holzmann 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 |
Discrete time series Location: 0.002 Chair: Christian H. Weiß 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 |
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 |
Statistics in sports Location: 1.002 Chair: Jakob Söhl 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 |
Computational Biostatistics Location: 1.012 Chair: Dennis Dobler 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 |
| 3:30pm - 4:00pm |
Coffee break 2 |
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| 4:00pm - 5:00pm |
Plenary Lecture 2 Location: 0.004 Statistical Optimal Transport in Action: From Theory to Applications |
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| 5:05pm - 6:35pm |
Applied Econometrics Location: 0.001 Chair: Yannick Hoga 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 |
Statistical Inverse Problems Location: 0.002 Chair: Frank Werner Linear methods for non-linear inverse problems Learning with Heavy-tailes Comparing regularisation paths of (conjugate) gradient estimators in ridge regression |
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 |
Advances in Latent Variable Models Location: 1.002 Chair: Daniele Tancini 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 |
Contributions to Computational Biostatistics and Data Science Location: 1.012 Chair: Dennis Dobler Bootstrap-based inference in regression using jackknife pseudo-observations Likelihood-Based Inference for Dirichlet Mixture Models via Unconstrained Parameterization |
| 6:40pm - 8:30pm |
Welcome Reception |
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| 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 |
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| 9:50am - 10:20am |
Coffee break 3 |
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| 10:20am - 12:20pm |
Statistics in natural sciences and technology Location: 0.001 Chair: Gaby Schneider Chair: Ansgar Steland 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 |
High-dimensional estimation and concentration phenomena Location: 0.002 Chair: Marie Düker 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 |
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 |
Mathematical Statistics Location: 1.012 Chair: Mathias Trabs 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 |
| 12:20pm - 1:30pm |
Lunch break 2 |
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| 1:30pm - 3:30pm |
Statistics in natural sciences and technology Location: 0.001 Chair: Gaby Schneider Chair: Ansgar Steland 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 |
Statistics for Stochastic Processes Location: 0.002 Chair: Fabian Mies 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 |
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 |
Topics in functional data analysis Location: 1.012 Chair: Siegfried Hörmann 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 |
| 3:30pm - 4:00pm |
Coffee break 4 |
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| 4:00pm - 6:00pm |
Computational Statistics Location: 0.001 Chair: Ostap Okhrin 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 |
Statistics for Stochastic Processes Location: 0.002 Chair: Fabian Mies 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 |
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 |
Topics in functional data analysis Location: 1.012 Chair: Siegfried Hörmann 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 |
| 7:30pm - 10:00pm |
Dinner |
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| Date: Friday, 20/Mar/2026 | |||||
| 8:50am - 10:20am |
Time Series Econometrics Location: 0.001 Chair: Carsten Jentsch Pitfalls of Inference in Panels with Cross-Dependence of Uncertain Strength Structural analysis in matrix-autoregressive models Specification Tests for Vector Multiplicative Error Models |
Discrete time series Location: 0.002 Chair: Christian H. Weiß A universal time series model (for discrete data) A Feature-Based Approach to Generate Time Series of Counts A new class of generalized INARMA models: estimation and testing against INGARCH alternatives |
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 |
Contributions to Mathematical Statistics Location: 1.002 Chair: Mathias Trabs Local polynomial estimation of quantile density functions Model checks for copula regression Rank-based association measures for zero-inflated data |
Random Matrix Theory Location: 1.012 Chair: Nestor Parolya Nonlinear higher-order shrinkage estimation of the large dimensional covariance and precision matrices Monitoring for a phase transition in a time series of Wigner matrices Central limit theorems for linear eigenvalue statistics of random geometric graphs |
| 10:20am - 10:50am |
Coffee break 5 |
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| 10:50am - 11:50am |
Time Series Econometrics Location: 0.001 Chair: Carsten Jentsch A two-sample smooth test for multivariate dependent data Satterthwaite Approximation and Gaussian Time Series |
Discrete time series Location: 0.002 Chair: Christian H. Weiß Estimating parameters for long-range dependence via ordinal patterns Transcripts and Algebraic Distances in Time Series: Stochastic Properties and Nonparametric Dependence Tests |
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 |
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| 11:55am - 12:55pm |
Plenary Lecture 4 Location: 0.004 Unlocking the Regression Space |
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| 12:55pm - 1:00pm |
Closing Location: 0.004 |
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| 1:00pm - 2:00pm |
Lunch break 3 |
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