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 |
| 8:50am to 9:00am |
Opening Location: 0.004 |
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| 9:00am to 10:00am |
Plenary Lecture 1 Location: 0.004 A unified theory of order flow, market impact and volatility |
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| 10:00am to 10:40am |
Coffee break 1 |
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| 10:40am to 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 to 1:30pm |
Lunch break 1 |
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| 1:30pm to 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 to 4:00pm |
Coffee break 2 |
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| 4:00pm to 5:00pm |
Plenary Lecture 2 Location: 0.004 Statistical Optimal Transport in Action: From Theory to Applications |
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| 5:05pm to 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 to 8:30pm |
Welcome Reception |
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