The 73rd Annual Meeting of the Institute for Mathematical Statistics is held at Chalmers University of Technology in Gothenburg, Sweden, August 9-13, 2010.
Scientific program
9:30-10:00 Opening Ceremony
Room: RunAn
Welcome to Gothenburg, Peter Jagers, Local organizing committee chair
Welcome to the 73rd Annual Meeting of the IMS, Michael J. Steele, IMS President, Peter Hall, Program Committee Chair
10:00-11:00 Wald Lecture 1
Room: RunAn. Chair: Anton Wakolbinger
Jean-François Le Gall: Trees, spatial branching processes and random graphs I. Random trees
11:00 Coffee
11:30-13:00 Sessions slot 1 (to slot 2)
Invited session. Room: RunAn
Levy processes and applications. Organizer: Thomas Mikosch. Chair: Gennady Samorodnitzky
11:30 Gennady Samorodnitsky, Cornell: Do financial returns have finite variance?
12:00 Patrik Albin, Gothenburg: A crossings approach to extremes of pure jump type Markov processes
12:30 Andreas Kyprianou, Bath: Meromorphic Lévy processes (and a new Wiener-Hopf simulation method)
Invited session. Room: Scania
Causal Inference. Organizer: Odd Aalen
11:30 Vanessa Didelez, Bristol: Causal inference under outcome dependent sampling and selection
12:00 Daniel Commenges, Bordeaux: The stochastic system approach for causal interpretation in epidemiology
12:30 Kjetil Røysland, Oslo: A marginal structural model in continuous time
Invited session. Room: Valdemar/Ledningsrummet
Complex Computer Modeling. Organizer: Susie Bayarri. Chair: Robert B. Gramacy
11:30 Rui Paulo, Lisbon: Validation of Computer Models with Multivariate Output
12:00 Hans Rudolf Künsch, ETH: Particle and Ensemble Kalman Filters
12:30 Darren Wilkinson, Newcastle: Bayesian inference for stochastic models of biological network dynamics
Invited session. Room: Ascom/Catella
Spin glasses and disordered systems. Organizer: Fabio-Lucio Toninelli
11:30 Andrea Montanari, Stanford: Message passing algorithms, random convex problems, and the risk of the LASSO
12:00 Louis-Pierre Arguin, NYU: Short-Range Spin Glasses
12:30 Dmitry Panchenko, Texas A&M: Spin glass models from the viewpoint of spin distributions
Invited session. Room: Gustav Dahlén
ISI 125 years: History and Future of Statistical Societies. Organizer: J.L. Teugels
11:30 Gerrit J. Stemerdink (ISI): ISI, 125 years of scientific cooperation
11:50 David Cox (IMS): Statistical societies; their role, past , present and, especially, future
12:10 Ron Wasserstein (ASA): Advancing the profession through society partnership
12:30 Sheila M. Bird (RSS): RSS External Relations: random historical sample and future vision
Contributed session. Room: Euler
Bayesian Inference. Chair: Olle Nerman
11:30 Richard Levine, San Diego: Frailty Modeling via the Empirical Bayes Hastings Sampler
11:45 Elizabeth Stojanovski, Newcastle: Additional hierarchy in the modelling of meta-analysis data
12:00 Gustavo Gilardoni, Brasília: Bayesian Inference for Power Law Processes
12:15 Fabrizio Leisen, Navarra: Vectors of Poisson-Dirichlet Processes
12:30 Kris Pan, Baoqian: Bayesian Subset Selection in Multiple Regression
12:45 Torkel Erhardsson, Linköping: Nonparametric Bayesian inference for integrals
Contributed session. Room: Pascal
Statistical genetics. Chair: Marita Olsson
11:30 Gilles Guillot, Denmark: Clustering models in population genetics
11:45 Ola Hössjer, Stockholm: Gene mapping using coalescence theory
12:00 Miguel Fernández, Valladolid: Order-restricted inference for circular data applied to cell-cycle gene expression
12:15 Jose Sanchez Lopez, Gothenburg: Dynamic clustering of high-dimensional biological data
12:30
12:45 Haitian Wang, Hong Kong: Classification of microarray data using a new influence measure
13:00 Break
14:30-16:00 Sessions slot 2 (to slot 1, slot 3)
Invited session. Room: RunAn
Insurance and risk management. Organizer: Claudia Klüppelberg
14:30 Fred Espen Benth, Oslo: Robustness issues in risk management
15:00 Damir Filipovic, Vienna: Quadratic Variance Swap Models: Theory and Evidence
15:30 Claudia Klüppelberg, Munich: Asymptotic ruin probability of a generalised Ornstein-Uhlenbeck process
Invited session. Room: Scania
Spatial modelling in ecology and enviromental sciences. Organizer: Montserrat Fuentes. Chair: Aila Särkkä
14:30 Peter Guttorp, Washington: Space-time modeling of trends in temperature series
15:00 Marian Scott, Glasgow: Indicators of land, water and air quality- measuring environmental performance
15:30 Sudipto Banerjee, Minessota: Adaptive Gaussian Predictive Process Models for Large Spatial Datasets
Invited session. Room: Valdemar/Ledningsrummet
Monte Carlo. Organizer: Arnaud Doucet. Chair: Christophe Andrieu
14:30 Christophe Andrieu, Bristol: On the exact approximation of MCMC algorithms
15:00 Ajay Jasra, Imperial College: Filtering via Approximate Bayesian Computation
15:30 Adam Johansen, Warwick: Local Sequential Monte Carlo Methods
Invited session. Room: Ascom/Catella
Random media and heat kernels. Organizer: Takashi Kumagai
14:30 Jiri Cerny, ETH: Convergence to Fractional Kinetics for random walk among unbounded conductances
15:00 David Croydon, Warwick: Scaling limit for random walk on the critical random graph
15:30 Stephen Buckley, Oxford: Standard heat kernel decay for random walks on certain graphs
Invited session. Room: Gustav Dahlén
Graphical Models. Organizer: Steffen Lauritzen
14:30 Peter Bühlmann, ETH: Sparse graphs and causal inference
15:00 Ilya Shpitser, Harvard: Dormant independence constraints in graphical models: a causal inference perspective
15:30 Seth Sullivant, North Carolina: Identifiability of Gaussian Graphical Models
Contributed session. Room: Euler
Stochastic models in biology. Chair: Patsy Haccou
14:30 Fátima Drub, Leiden: Evolution of sporulation strategies in fluctuating environments
14:45 Priscilla Greenwood, Arizona: The Smoothed Dynamics of the Stochastic Morris Lecar Neuron
15:00 Ziad Taib, Astra-Zeneca: Modelling Insulin Sensitivity Using Nonlinear Mixed Effects Models
15:15 Sofia Tapani, Chalmers: Do neighbouring cells have a common mother-cell-ancestor in early embryos?
15:30 Z.Q. John Lu, NIST: Statistical Distributional Test for Cell Morphological Measurements from Automated Microscopy
15:45 Tom Britton, Stockholm: Epidemics on networks
Contributed session. Room: Pascal
Sequential statistical analysis. Chair: Petter Mostad
14:30 Alexander Tartakovsky, Southern California: Optimality of the Shiryaev-Roberts Procedure for Detecting Changes in Distributions
14:45
15:00 Marianne Frisén, Gothenburg: Multivariate surveillance
15:15 Arunendu Chatterjee: Detection of Change Points using the Lifting Transform
15:30 Ping-Shou Zhong, Iowa: Tests for High Dimensional Regression Coefficients with Factorial Designs
15:45 Mark Van Lokeren, Brussel: Last change detection in optimal statistical surveillance
16:00 Coffee
Tuesday (to Monday, Wednesday)
Room: RunAn. Chair: Hans Rudolf Künsch
Reto Knutti: Statistics and Climate Change
10:15-11:00 Medallion Lecture 1
Room: RunAn. Chair: Jeff Steif
Marek Biskup: The Many Faces of the Random Conductance Model
9:30-11:00 Sessions slot 3 (to slot 2, slot 4)
Invited session. Room: Scania
Interacting particle systems. Organizer: Tom Mountford. Chair: Ted Cox
9:30 Edward Waymire, Oregon: Tree Polymers: Some Recent Results and Conjectures
10:00 Ted Cox, Syracuse: Limit theorems for voter model perturbations
10:30 Larry Gray, Minnesota: A new coupling for particle jump models
Invited session. Room: Valdemar/Ledningsrummet
Stochastic numerical and simulation methods. Organizer: Denis Talay. Chair: Viet Chi Tran
9:30 Aurelien Alfonsi, Ecole des Ponts: Exact and high order discretization schemes for Wishart processes
10:00 Nicolas Champagnat, Sophia: Monte Carlo methods for Poisson-Boltzmann equation in molecular dynamics
10:30 Mathieu Rosenbaum, Ecole Polytechnique: On lead-lag estimation
Invited session. Room: Ascom/Catella
Rough path analysis. Organizer: Terry Lyons. Chair: Anton Wakolbinger
9:30 Phillip Sheung-Chi Yam, Hong Kong: Analytical and Topological Aspect of Signatures
10:00 Thomas Cass, Oxford: Evolving communities with individual preferences
10:30 Michael Caruana, Cambridge: A (rough) pathwise approach to non-linear stochastic partial differential equations
Invited session. Room: Gustav Dahlén
Composite Likelihood. Organizer: Nancy Reid. Chair: Christophe Andrieu
9:30 Cristiano Varin, Venice: An Overview of Composite Likelihood Methods
10:00 Fabrice Larribe, Quebec: Composite Likelihoods in Statistical Genetics
10:30 Geert Molenberghs, Diepenbeek: Doubly Robust Pseudo-Likelihood Estimation for Incomplete Data
Contributed session. Room: Euler
Medical statistics and inverse problems. Chair: Marek Kimmel
9:30 Fredrik Öhrn, AstraZeneca: Group Sequential Designs for Simultaneous Testing of Superiority and Non-Inferiority
9:45 Robert Mnatsakanov, West Virginia: Hausdorff Inverse Moment Problem
10:00 Zhigang Yao, Pittsburgh: A Statistical Approach to the Inverse Problem in Magnetoencephalography
10:15 Xiaoru Wu, Columbia: Empirical Likelihood for Nonparametric Covariate Adjustment in Randomized Clinical Trials
10:30 Hadi Zare, Amirkabir: The Role of Stable Laws in Dimensionality Reduction Methods
10:45 Marek Kimmel, Rice: Moran model with mutations, drift and recombination among multiple loci
Contributed session. Room: Pascal
Model selection. Chair: Gilles Guillot
9:30 Jelena Bradic, Princeton: Oracle Properties of Convex Model Selection with Non-Polynomial dimensionality
9:45 Verena Zuber, Leipzig: High-dimensional feature selection by decorrelation
10:00 Bernd Klaus, Leipzig: Higher Criticism and False Non-Discovery Rates in Feature Selection
10:15 Chris Jones, Milton Keynes: Extended Cauchy-Schlomilch transformation
10:30 Minh-Ngoc Tran, Singapore: Criteria for Model Identification and Optimal Predictive Model Selection
10:45 Jan Mielniczuk, Warsaw: P-values of likelihood ratio statistics for consistent model selection
11:00 Coffee
11:30-13:00 Sessions slot 4 (to slot 3, slot 5)
Invited session. Room: RunAn
Stochastic models in evolution. Organizer: Sylvie Méléard. Chair: Nicolas Champagnat
11:30 Viet Chi Tran, Lille: Averaging phenomena for superprocess limits with age and trait structures
12:00 Sabin Lessard, Montreal: Ancestral recombination-selection graph and fixation probability
12:30 Serik Sagitov, Gothenburg: A discrete model of adaptive sympatric speciation
Invited session. Room: Scania
Machine Learning: Classification and Variable Selection. Organizer: Michael Jordan. Chair: Martin Wainwright
11:30 Francis Bach, INRIA: High-Dimensional Non-Linear Variable Selection
12:00 Alexandre Tsybakov, Paris: Estimation of high-dimensional low rank matrices
12:30 Martin Wainwright, Berkeley: Oracle complexity of convex optimization: Lower bounds via statistical minimax
Invited session. Room: Valdemar/Ledningsrummet
Financial markets in energy, climate and natural resources. Organizer: Enrique Thomann
11:30 Helyette Geman, London: TBA
12:00 Ulrich Horst, Berlin: Backward SDEs and equilibrium pricing in incomplete markets
12:30 Ronnie Sircar, Princeton: Stochastic Differential Games and Exhaustible Resources
Invited session. Room: Ascom/Catella
Functional Data Analysis. Organizer: Hans Muller. Chair: Harrison Zhou
11:30 Peter Hall, Melbourne: Nonlinear prediction from functional data
12:00 Alois Kneip, Bonn: Factor Models and Variable Selection in High Dimensional Regression
12:30 Damla Senturk, Pennsylvania: Functional varying coefficient models
Contributed session. Room: Gustav Dahlén
Extreme values. Chair: Martin Schlater
11:30 Dmitrii Zholud, Chalmers: Extremes of some popular statistical tests for non-normal and not necessarily i.i.d. random variables
11:45 Anton Klimovsky, Eindhoven: Extremes and emergence of hierarchies in high-dimensional Gaussian random fields
12:00 Martin Moser, München: Extremes of Lévy Driven Multivariate Mixed Moving Average Processes
12:15 Sanjay Chaudhuri, Singapore: On Variance Estimation for Tree Order Restricted Models
12:30 Xiao Fang, Singapore: From Stein Identities to Moderate Deviations
12:45 Elena Stanghellini, Perugia: On the identification of discrete graphical models with hidden nodes
Contributed session. Room: Euler
Percolation and particle systems. Chair: Erik Broman
11:30 Boris Granovsky, Technion: Probabilistic method for asymptotic enumeration in statistical mechanics and combinatorics
11:45 John Wierman, Johns Hopkins: On equality of critical exponents in percolation models
12:00 Pieter Trapman, Stockholm: Long-range percolation on the hierarchical lattice
12:15
12:30 Mikhail Langovoy, EURANDOM: Statistical image analysis and percolation theory
12:45
Contributed session. Room: Pascal
Random fields and random graphs. Chair: Igor Rychlik
11:30 Marina Leri, Petrozavodsk: On the resilience of power-law random graphs to "target attacks"
11:45 Jay Bartroff, Southern California: Stein's method for the number of vertices of given degree
12:00 Tatyana Turova, Lund: Critical phase of inhomogeneous random graphs
12:15 Domenico Marinucci, Rome: Asymptotics for spherical Gaussian eigenfunctions
12:30 Oleg Seleznjev, Umeå: Multivariate piecewise linear interpolation of a random field
12:45
13:00 Break
14:30-16:00 Sessions slot 5 (to slot 4, slot 6)
Invited session. Room: RunAn
Stochastic networks. Organizer: Ruth Williams
14:30 Rami Atar, Haifa: On the non-degenerate slowdown diffusion regime
15:00 Augustin Chaintreau, Thomson, Paris: Psephology of impatience
15:30 Kavita Ramanan, Brown: Roughness of Local Times and Heavy Traffis Limits
Invited session. Room: Scania
Branching Processes. Organizer: Vladimir Vatutin
14:30 Fima Klebaner, Monash: Population and Age dependent Branching processes
15:00 Leonid Mytnik, Technion: Infinite rate mutually catalytic branching model
15:30 Valerii Afanasyev, Moscow: Brownian high jump
Invited session. Room: Valdemar/Ledningsrummet
Stochastic models in genetics. Organizer: Anton Wakolbinger
14:30 Robert C. Griffiths, Oxford: The Lambda Coalescent Genealogy with Selection
15:00 Peter Pfaffelhuber, Freiburg: The infinitely many genes model for genomic diversity in bacteria
15:30 Yun S. Song, Berkeley: A new approach to computing sampling probability in population genetics models with recombination
Invited session. Room: Ascom/Catella
Data Mining and Machine Learning (sparsity and exploration). Organizer: Liza Levina
14:30 Yufeng Liu, North Carolina: Efficient multicategory classifiers for high dimensional data
15:00 Ming Yuan, Georgia: High dimensional inverse covariance matrix estimation
15:30 George Michailidis, Michigan: Penalized estimation of sparse high-dimensional directed acyclic graphs
Invited session. Room: Gustav Dahlén
Portfolio optimization. Organizer: Fred Benth
14:30 Claudia Klüppelberg: Estimating high quantiles for electric prices for stable linear models
15:00 Giulia Di Nunno, Oslo: Information in optimal portfolio choices
15:30 Pauline Barrieu, London: Robust asset allocation under model uncertainty
Contributed session. Room: Euler
Spatial and high-dimensional statistics. Chair: Aila Särkkä
14:30 Stephan Huckemannn, Georg-August: On the meaning of mean shape Session
14:45 Michaela Prokesova, Prague: On 2-step estimation for inhomogeneous spatial Cox processes
15:00
15:15 Lina Schelin, Umeå: Kriging prediction intervals for non-Gaussian spatial processes - a comparison
15:30 Sara Sjöstedt de Luna, Umeå: Using seasonal patterns of varved lake sediments to reconstruct climate
15:45 Kajsa Larson, Umeå: Estimating seedling dispersal using a non-allometric fecundity model
Contributed session. Room: Pascal
Brownian motion, Levy processes and SDE. Chair Patrik Albin
14:30 Robert Stelzer, München: Multivariate supOU processes and a long memory stochastic volatility model
14:45 Stéphane Crépey, Evry: Doubly Reflected BSDEs with Intermittent Barrier and their Approximation
15:00 Gustavo Didier, Tulane: Exponents and symmetry groups of operator fractional Brownian motions
15:15 Achim Wübker, Osnabrück: On the spectral gap of Brownian motion with jump boundary
15:30 Matteo Casserini, ETH: Weak convergence of filtrations generated by multi-step cubature paths
15:45
16:00 Coffee
Presidential address. Room: RunAn. Chair: Peter Jagers
16:30-18:00 Michael J. Steele
18:00-20:00 Poster session
Location: Kårhuset
1: Anis Iranmanesh, Mashhad: New Family of Multivariate Elliptical t-Distributions
2: Arezou Habibi Rad, Mashhad: Preliminary test approach in progressively type-II censored samples
3: Ayub Pathan: Nonlinear fractional discrete systems with long range interactions
4: Bahareh Khatib, Mashhad: Reconstruction of Order Statistics in Pareto Distribution
5: Charles Bouveyron, Paris: Intrinsic Dimension Estimation by Maximum Likelihood in Probabilistic PCA
6:
7: Erik Kristiansson, Gothenburg: ShotgunFunctionalizeR - an R-package for functional comparison of metagenomes
8: Farzaneh Khosravianarab: The heat transfer equation and mathematical modeling in cancerheat-therapy:
9: Hengameh Habibi Rad, Mashhad: Middle Censored Data Analysis with Weibull Distribution
10: Ivan Diaz, Berkeley: Bayesian Targeted Maximum Likelihood
11: Jhoner Perdomo, Venezuela: System of statistical indicators for the national defense sector
12: Johan Fellman, Hanken: Discontinuous transfer policies with a given Lorenz curve
13: Juan L. Moreno-Rebollo, Seville: Case-deletion diagnostics for calibration estimators
14: Józsefné Libor, Szolnok: Recursions, asymptotic theorems and simulations from the longest run
15: Kamel Mirmostafaee, Seyed Mohammad Taghi, Mashhad: Prediction of records based on order statistics from exponential distrbution
16: Karim Benhenni, Grenoble: Nonparametric regression estimation for functionaldata with correlated errors
17: Khatereh Khosravianarab: Mathematical modeling of heart rhythm dynamics
18: Krongkaew Wangniwetkul: Statistical Analysis of Reliability Based on the Beta Exponential Distribution
19: Linus Schiöler, Gothenburg: Spatial Semiparametric Surveillance of Outbreaks
20: Mahdi Roozbeh, Ferdowsi: Bayesian Semiparametric Regression
21: Majidreza Khosravianarab: Production and marketing decisions via mathematical analytic
22: Mohammad Chehrazi, Royan: Bayesian approach for multivariate randomized incomplete block design
23. Óli Páll Geirsson, Iceland: Modeling monthly maximum 24 hour precipitation in Iceland
24. Pablo Rodriguez, Sao Paulo: Limit theorems for a general stochastic rumour model
25: Pino-Mejías Rafael, Seville: A dissimilarity measure between empiric characteristic functions for classification problems
26: Qiming Chen, Hong Kong: Statistical Inference and Threshold AGARCH model
27: Seyed Mojtaba Hashemifar: Mathematical model of inventory management in supply chain
28: Shahnaz Khosravianarab: On a certain class of analytic functions involving hypergeometric functions
29: Shirin Tavara: Role of Mathematics in Optimization framework
30: Vivian Yi-Ju Chen, Tamkang: Cumulative Risk Assessment for Quantal Response Data
31:
32: Yoshiki Tsukakoshi, NFRI: Statistical comparison of sampling plans for food inspection
33: Zohreh Ghayourmoradi, Mashhad: Generalized Slash and Generalized Slash Elliptical Distributions
Wednesday (to Tuesday, Thursday)
10:00-11:00 Rietz Lecture.
Room: RunAn. Chair: Peter Hall
Michael Stein: Statistical models for spatial-temporal processes
11:00 Coffee
11:30-13:00 Sessions slot 6 (to slot 5, slot 7)
Invited session. Room: RunAn
Extreme Value Theory and/or Applications. Organizer: Laurens de Haan
11:30 Holger Rootzen, Chalmers: Tail estimation for false positives in high throughput testing
12:00 Martin Schlather, Goettingen: Max-stable processes related to Gaussian random fields
12:30 John Einmahl, Tilburg: Estimation of extreme risk regions under multivariate regular variation
Invited session. Room: Scania
SPDE. Organizer: Roger Tribe
11:30 Lorenzo Zambotti, Paris: Transfer of heat through collisional dynamics
12:00 Mohammed Foondun, Utah: On the global maximum of the solution to a stochastic heat equation with compact support initial data
12:30 Roger Tribe, Warwick: Stochastic order methods for stochastic travelling waves
Invited session. Room: Valdemar/Ledningsrummet
Percolation models. Organizer: Rob van den Berg
11:30 Wendelin Werner, Paris: Loop-soup clusters and their properties
12:00 Antal Jarai, Bath: The zero dissipation limit in Abelian sandpiles
12:30 Artem Sapozhnikov, Eindhoven: Two-dimensional invasion percolation
Invited session. Room: Ascom/Catella
Information Theory and Statistics. Organizer: Martin J. Wainwright
11:30 Elizaveta Levina, Michigan: Joint estimation of related graphical models
12:00 Philippe Rigollet, Princeton: Optimal sparse estimation via Exponential Screening
12:30 Harrison Zhou, Yale: Optimal Rates of Convergence for Covariance Matrix Estimation
Invited session. Room: Gustav Dahlén
Design of Computer Experiments. Organizer: David Steinberg. Chair: Darren Wilkinson
11:30 Robert Gramacy, Cambridge: Optimization Under Unknown Constraints
12:00 Roshan Vengazhiyil, Georgia: Multi-Layer Designs for Computer Experiments
12:30 Hugo Maruri-Aguilar, London: Smooth polynomial methods for computer simulations
Contributed session. Room: Euler
Finance. Chair: Carl Lindberg
11:30 Elena Silyakova, Berlin: Genetics and/of basket options
11:45 Areski Cousin, Lyon: Hedging Loss Derivatives in a Markovian Bottom-Up Model
12:00 Alexander Herbertsson, Gothenburg: Pricing index-CDS options in a nonlinear filtering model
12:15 Antti Huotari, Helsinki: Monte Carlo computation of optimal portfolio with habit formation
12:30 Hyung-Tae Ha, Kyungwon: Accurate Approximation Algorithms for Financial Risk Measures
12:45 Carl Lindberg, Chalmers: Optimal trading in volatility
Contributed session. Room: Pascal
Survival analysis. Chair: Rebecka Jörnsten
11:30 Odd O Aalen, Oslo: Dynamic path analysis for survival data
11:45 Krzysztof Kolowrocki, Maritime: On evaluating unknown parameters of complex technical systems reliability models
12:00 Jinheum Kim, Suwon: Three-state model with frailty effects for analyzing the tumorigenicity data
12:15 Juanjuan Fan, San Diego: Regression Trees and Random Forests for Correlated Survival Data
12:30 Layla Parast, Harvard: Landmark Prediction of Survival
12:45 Frank Eriksson, Chalmers: Semiparametric survival models for routine register data
13:00 Break
Room: RunAn. Chair: Vladimir Vatutin
Jean-François Le Gall: Trees, spatial branching processes and random graphs II. Superprocesses
14:30-16:00 Sessions slot 7 (to slot 6, slot 8)
Invited session. Room: Scania
Time Series related to the physical and environmental sciences. Organizer: Richard Davis
14:30 Beth Andrews, Northwestern: Preliminary Model Fitting for Non-Gaussian ARMA Processes
15:00 Edward Ionides, Michigan: Inferring the dynamic mechanisms that drive ecological systems
15:30 Wolfgang Polonik, Davis: Testing for modality of the variance function in time-varying AR-processes
Invited session. Room: Valdemar/Ledningsrummet
Renormalization groups in probability and statistical physics. Organizer: David Brydges. Chair: Takashi Kumagai
14:30 Margherita Disertori, Rouen: Anderson localization/delocalization transition for a supersymmetric sigma model
15:00 Codina Cotar, Munich: Existence and Uniqueness of Random Gradient States
15:30 Stefan Adams, Warwick: Random field of gradients
Invited session. Room: Ascom/Catella
Statistics, Physics, and Astrophysics. Organizer: Louis Lyons. Chair: Steffen Lauritzen
14:30 Luc Demortier, Rockefeller: Measurements and Searches in High Energy Physics
15:00 Kyle Cranmer, NYU: A glimpse into the statistical challenges of the LHC
15:30 Andrew Jaffe, Imperial College: Astrostatistics and Cosmostatistics
Invited session. Room: Gustav Dahlén
Random motion in random environment and/or reinforcement. Organizer: Silke Rolles
14:30
15:00 Nina Gantert, Münster: Einstein relation for reversible diffusions in random environment
15:30 Elena Kosygina, New York: Limit laws of transient excited random walks on integers
Invited session. Room: Euler
Objective Bayes. Organizer: Dongchu Sun. Chair: Bo Henry Lindqvist
14:30 Malay Ghosh, Florida: Divergence Priors
15:00 Paul Speckman, Missouri: Bayes Factors for One-Way ANOVA
15:30 Gunnar Taraldsen, SINTEF: Statistics includes Improper Priors
Contributed session. Room: Pascal
Estimation. Chair: Jenny Jonasson
14:30 Karol Dziedziul, Gdansk: Estimation of smoothness of density
14:45 James Flegal, California: Quantile estimation via Markov chain Monte Carlo
15:00 Sam Behseta, California: Comparison of Two Population of Curves
15:15 Taps Maiti, Michigan: Small Area Estimation by Shrinking Means and Variances
15:30 Yiannis Bassiakos, Athens: Estimation of proportions in subsamples, in stratified cluster sampling
15:45 Roger Laeven, Tilburg and EURANDOM: Non-parametric estimation for multivariate Lévy processes
16:00 Coffee
16:30-18:00 Sessions slot 8 (to slot 7, slot 9)
Invited session. Room: RunAn
Telecommunications. Organizer: Sid Resnick. Chair: Ingemar Kaj
16:30 Kavita Ramanan, Brown: Face Transitions for the Multi-State Hard Core Model
17:00 Ingemar Kaj, Uppsala: Fractional Poisson motion and network traffic models
17:30 Haipeng Shen, UNC: Statistical Analysis of Telephone Call Centers: A Queueing-Science Perspective
Invited session. Room: Scania
Evolutionary and Population Genetics. Organizer: Steve Krone. Chair: Jan Swart
16:30 Jochen Blath, Berlin: On the longterm properties of the symbiotic branching model
17:00 Jan Swart, Prague: On rebellious voter models
17:30 John Wakeley, Harvard: Sources of variation in ancestral genetic processes
Invited session. Room: Valdemar/Ledningsrummet
Oded Schramm memorial session. Organizer: Yuval Peres. Chair: Jeff Steif
16:30 Olle Häggström, Gothenburg: Percolation beyond Z^d 14 years later
17:00 Asaf Nachmias, Microsoft: Is the critical percolation probability local?
17:30 Alan Hammond, Oxford: Phase separation: the Wulff shape and local fluctuations
Invited session. Room: Ascom/Catella
Nonparametric Inverse Problems. Organizer: Aurore Delaigle
16:30 Aurore Delaigle, Melbourne: Variance estimation in errors-in-variables problems
17:00 Peter Kim, Guelph: Minimax estimation for mixtures of Wishart distributions
17:30 Laurent Cavalier, Marseille: Adaptive estimation for inverse problems with noisy operators
Contributed session. Room: Gustav Dahlén
Finance and volatility. Chair: Sergei Zuyev
16:30 Dacheng Xiu, Princeton: Quasi-Maximum Likelihood Estimation of Volatility with High Frequency Data
16:45 Oliver Pfaffel, München: Option pricing in multivariate stochastic volatility models of OU type
17:00 Johannes Schmidt-Hieber, Göttingen: Adaptive Estimation of the Instantaneous Volatility in Microstructure Noise Models
17:15 Zhiyuan Zhang, HKUST: Stochastic Volatility models with microstructure effect and its likelihood inference
17:30 Mikko Pakkanen, Helsinki: Microfoundations for heavy-tailed stock returns
17:45
Contributed session. Room: Euler
Regression A. Chair: Jana Jureckova
16:30 Jan G. De Gooijer, Amsterdam: Efficient Estimation of an Additive Quantile Regression Model
16:45 Angela Noufaily, Milton Keynes: A Quantile Regression Approach to the Conditional Generalized Gamma Distribution
17:00 Marco Geraci, Manchester: Linear Mixed Quantile Regression Models: Extensions and Developments
17:15 Annamaria Guolo, Verona: Pseudo-likelihood inference for regression models with misclassified and mismeasured variables
17:30 Charles Hagwood, NIST: Reconstructiing Conditional Expectations for Regression Calibration using the Moment Problem
17:45 Arno Weiershäuser, Konstanz: Spline regression with fractional residuals applied to calcium imaging data
Thursday (to Wednesday, Friday)
9:30-10:15 Medallion Lecture 2
Room: RunAn. Chair: Ross Leadbetter
Laurens de Haan: Spatial extremes and max-stable processes
9:30-11:00 Sessions slot 9 (to slot 8, slot 10)
Invited session. Room: Scania
General methodological issues in time series. Organizer: Peter Brockwell. Chair Claudia Klüppelberg
9:30 Richard Davis, Columbia: Another Look at Non-invertible MA Models
10:00 Alexander Lindner, Braunschweig: On the existence of stationary ARMA and CARMA processes
10:30 Rainer von Sachs, Louvain: Spectral density estimation with tree-structured wavelets
Invited session. Room: Valdemar/Ledningsrummet
Coalescent. Organizer: Jean Bertoin. Chair: Bob Griffiths
9:30 Martin Möhle, Tübingen: Coalescents without proper frequencies and applications to the Poisson-Dirichlet coalescent
10:00 Jason Schweinsberg, San Diego: The genealogy of branching Brownian motion with absorption
10:30 Anja Sturm, Delaware: Spatial coalescents with multiple mergers
Invited session. Room: Ascom/Catella
Polymer models. Organizer: Frank den Hollander. Chair: Marek Biskup
9:30 Nicolas Pétrélis, Berlin: Scaling limits of random planar maps with large faces
10:00 Fabio Toninelli, Lyon: Random polymers, relevance of disorder and fractional moment estimates
10:30 Ivan Velenik, Geneva: Stretched polymers at weak disorder
Invited session. Room: Gustav Dahlén
Special Session on Medical Statistics. Organizers: Ziad Taib, Carl-Fredrik Burman, Rebecka Jörnsten
9:30 Chris Jennison, Bath: Decision Theory, Dynamic Programming and Optimal Stopping of Clinical Trials
10:00 Frank Miller, AstraZeneca: Blinded information-based monitoring of clinical trials
10:30 Steve Coad, London: Adaptive biased coin designs for controlling balance in clinical trials
Invited session. Room: Euler
Scaling limits and conformal invariance. Organizer: Wendelin Werner
9:30 Dmitry Chelkak, St Petersburg: Critical 2D Ising model: convergence of interfaces and universality
10:00 Vincent Beffara, Lyon: the critical point of the random-cluster model
10:30 Dapeng Zhan, Yale: Reversibility of whole-plane SLE
11:00 Coffee
11:30-13:00 Sessions slot 10 (to slot 9, slot 11)
Invited session. Room: RunAn
Evaluation of Models for Climate Change and Weather Prediction. Organizer: Doug Nychka
11:30 Jonty Rougier, Bristol: A new statistical framework for analysing multi-model ensembles
12:00 Chris Ferro, Exeter: TBA
12:30 Douglas Nychka, NCAR: Regional climate change, geophysical models and large data sets
Invited session. Room: Scania
Probability in analysis and pdes. Organizer: Rabi Bhattacharya
11:30 Ruth Williams, San Diego: Stationary Distributions for Stochastic Delay Differential Equations with Positivity Constraints
12:00 Enrique Thomann, Oregon: Local time and PDEs with discontinuous coefficients
12:30 Amarjit Budhiraja, North Carolina: A stochastic differential game for the inhomogeneous infinity-Laplace equation
Invited session. Room: Valdemar/Ledningsrummet
Random maps and trees. Organizer: Jean-Francois Le Gall
11:30 Gregory Miermont, Paris: Scaling limits of random planar maps with large faces
12:00 Anita Winter, Erlangen: Scaling limit of tree-valued interacting Fleming-Viot on Z^1
12:30 Jean-Francois Marckert, Bordeaux: Navigation on a Poisson point process
Invited session. Room: Ascom/Catella
Epidemiology of Infectious Diseases. Organizer: Christl Donnelly. Chair: Peter Olofsson
11:30 John S. Brownstein, Harvard: TBA
12:00 Alex R Cook, National Singapore: Real-time, on-line forecasting of pandemic influenza in Singapore
12:30 Deirdre Hollingsworth, Imperial College: TBA
Contributed session. Room: Gustav Dahlén
Finance and econometrics. Chair: Alexander Herbertsson
11:30 Jaime Londoño, Colombia: A New Theory of Inter-temporal Equilibrium for Security Markets
11:45 Kazutoshi Yamazaki, Osaka University JP Precautionary measures for credit risk management in jump models
12:00 Jeffrey Collamore, Copenhagen: Cramér-Lundberg theory for stochastic investments via duality
12:15 Raffaello Seri, Insubria: A statistical theory of nonparametric estimation for economic experiments
12:30 Tomasz Bielecki, Illinois: Dynamic Acceptability Indices
12:45 Kairat Mynbaev, Almaty: Maximum likelihood, logit models and nonlinear transformations
Contributed session. Room: Euler
Graphical models. Chair: Nanny Wermuth
11:30 Helene Gehrmann, Oxford: Estimation of means in graphical Gaussian models with symmetries
11:45 Leong Chee Kian, SIM: Graphical Models of Credit Risk Session
12:00 Hisayuki Hara, Tokyo: Hierarchical subspace models for contingency tables
12:15 Giovanni Marchetti, Florence, Italy: On graphical Markov models for symmetric binary variables
12:30 Kayvan Sadeghi, Oxford: On graphs that are Markov equivalent to multivariate regression chains
12:45
13:00 Break
9:30-10:15 Medallion Lecture 3
Room: RunAn. Chair: Fima Klebaner
Hans Föllmer: Risk, Model Risk, and Knightian Uncertainty: On the Role of Probability in Finance
Room: RunAn. Chair: Ruth Williams
Jean-François Le Gall: Trees, spatial branching processes and random graphs III. Planar maps
9:30-11:00 Sessions slot 11 (to slot 10, slot 12)
Invited session. Room: Scania
Random graphs and complex networks. Organizer: Olle Häggström
9:30 Pierre Fraigniaud, Paris: Tight bounds on the efficiency of greedy navigation in social small worlds
10:00 Malwina Luczak, London: Concentration of measure for degrees of vertices in web graphs
10:30 Oliver Riordan, Oxford: The survival probability of multi-type branching processes
Invited session. Room: Valdemar/Ledningsrummet
Impacts of Climate Change. Organizer: Steve Sain
9:30 Lasse Holmström Finland: Analyzing past climate change using Bayesian scale space smoothing
10:00 Arnoldo Frigessi, Oslo: Spatial variable selection for effect studies of insurance claims
10:30 Steve Sain, NCAR: A statistical analysis of a regional climate model ensemble
Invited session. Room: Ascom/Catella
Genomics. Organizer: Lei Sun
9:30 Jenny Bryan, British Columbia: Statistical methods for high-throughput phenotypic studies
10:00 Sunduz Keles, Wisconsin: MOSAiCS: Model-based One & Two Sample Analysis and Inference for ChIP-Seq data
10:30 Dan L. Nicolae, Chicago: Statistical methods for next-generation genetic association studies
Invited session. Room: Gustav Dahlén
Price bubbles. Organizer: Philip Protter. Chair: Kaj Nyström
9:30
10:00 Johan Tysk, Uppsala: Dupire's equation for bubbles
10:30 Kaj Nyström, Umeå: The Skorohod Oblique Reflection Problem in Time-dependent Domains
Contributed session. Room: Euler
Dependence and copulas. Chair: Sara Sjöstedt de Luna
9:30 Chen Zhou, De Nederlandsche Bank: Extreme residual dependence for random vectors and processes
9:45 Saeid Rezakhah, Amirkabir: Spectral Representation of Certain Continuous Time Periodically Correlated Processes
10:00 Alexander Bauer, München: Pair-copula constructions for non-Gaussian DAG models
10:15 Yevgen Shumeyko, Konstanz: On testing for isolated trend discontinuitiesunder long-range dependence
10-30 Irène Gijbels, Leuven: Nonparametric estimation of a conditional copula and conditional association measures
10:45 Radu Craiu, Toronto: Dependence Calibration in Conditional Copulas: A Nonparametric Approach
Contributed session. Room: Pascal
Statistical models. Chair: Oleg Seleznjev
9:30 Irina Irincheeva, Geneva: Generalized linear latent variables models with flexible latent variables distribution
9:45 Thomas Hotz, Göttingen: Intrinsic MANOVA for data on Riemannian Manifolds
10:00 Davide Ferrari, Modena and Reggio Emilia: Evolutionary optimization of combinatorial experiments via interaction information
10:15 Chrysoula Ganatsiou, Thessaly: A Gauss-Kuzmin problem associated with a generalized Gauss operator
10:30 Yuri Belyaev, Umeå: Statistical models of data with selfselected censoring intervals
10:45 Jean-Baptiste Masson, Compiègne: A variant of Gaussian mixture models to cluster censored individuals
11:00 Coffee
11:30-13:00 Sessions slot 12 (to slot 11, slot 13)
Invited session. Room: RunAn
Neuroscience, imaging and random fields. Organizer: Robert Adler
11:30 Karl Friston, London: Topological inference in brain mapping
12:00 Sreekar Vadlamani, Stanford: Geometry of random fields in an infinite dimensional setting
12:30 Nicholas Chamandy, Google: Evaluation of visual displays using eye tracking random fields
Invited session. Room: Scania
Statistical and stochastic issues at the interface of molecular biology and genomics. Organizer: Warren Ewens
11:30 David Siegmund, Stanford: Peak detection and model selection in statistical genetics
12:00 Paul Joyce, Idaho: Testing Assumptions of Models of Adaptations Using Experimental Evolution
12:30 Rasmus Nielsen, Berkeley: Population genetic analyses of next-generation sequencing data
Invited session. Room: Valdemar/Ledningsrummet
Erich Lehmann Memorial Session. Organizer: Willem van Zwet
11:30 David Cox, Oxford: Erich Lehmann: In appreciation of his contributions to our field
12:00 Kjell A. Doksum, Berkeley: Hodges-Lehmann Inverse Likelihood Estimates
12:30 Willem van Zwet, Leiden: Remembering Erich Lehmann
Invited session. Room: Ascom/Catella
Random matrices and applications. Organizer: Jinho Baik
11:30 Roman Vershynin, Michigan: Estimating covariance matrices
12:00 Jean-Philippe Bouchaud, CFM/Ecole Polytechnique: Financial Applications of Random Matrix Theory: a short review
12:30 Patrik Ferrari, Bonn: Universality: from stochastic particle systems to random matrices
Contributed session. Room: Gustav Dahlén
Regression B. Chair: Chris Jennison
11:30 Ursula Mueller, Texas: Efficient density estimators for nonlinear regression models with missing data
11:45 Jana Jureckova, Prague: Score functions and inference in linear models
12:00 Inge Helland, Oslo: Envelope models and partial least squares regression
12:15 Nicole Krämer, Weierstrass: The Consistency of Partial Least Squares and Conjugate Gradient Regularization
12:30 George Michailidis, Michigan: Adaptive sampling procedures for estimating function thresholds
12:45
Contributed session. Room: Euler
Time series. Chair: Marianne Frisén
11:30 Haeran Cho, London: Multiscale, multilevel technique for consistent segmentation of nonstationary processes
11:45 David Wooff, Durham: Forecasting for medical emergency call centres
12:00
12:15 Yu-Pin Hu, Taiwan: On the Time Invariant Effective Dimension Reduction Space
12:30 David Matteson, Cornell: Forecasting Emergency Medical Service Call Arrival Rates
12:45 Jeong-Ran Lee, Seoul: Functional PCA with Wavelets for Time Series Forecasting
Contributed session. Room: Pascal
Statistical tests and applications. Chair: Jacques de Maré
11:30 Mohammad Arashi, Sharod: Optimal Stein Rule Under Quartic Loss Function
11:45 Siuli Mukhopadhyay, Bombay: Robust Min-max Designs for Safety and Quality Critical Processes
12:00 Silvia Ferrari, Sao Paulo: The local power of the gradient test
12:15 Kanta Naito, Shimane: On the Use of Dilatation in Multivariate Analysis
12:30 Helmut Finner, Germany: Simultaneous Control of FDR and Expected Number of False Rejections
12:45 Kei Kobayashi, Japan: Difference in mental lexicon between native and non-native English speakers
13:00 Break
14:30-16:00 Sessions slot 13 (to slot 12)
Invited session. Room: RunAn
Spatial Epidemiology and Epidemiologic Surveillance. Organizer: Andrew Lawson
14:30 Michael Höhle, Munich: Additive-multiplicative conditional intensity modelling of spatio-temporal epidemics
15:00 Ying MacNab, UBC: The progress of Bayesian disease mapping
15:30 Andrew Lawson, MUSC: Space-time latent Structure modeling of small area health data
Contributed session. Room: Scania
Branching processes and biological applications. Chair: Serik Sagitov
14:30 Atiyo Ghosh, Leiden: Quantifying introgression risk by hazard rates
14:45 Maria Conceição Serra, Minho: Survival of near-critical branching processes
15:00 Peter Olofsson, Trinity: Growing, slowing, growing: How cells survive telomere shortening
15:15 Elena Dyakonova, Moscow: Subcritical multitype branching processes in random environment
15:30
15:45 Sebastian Höhna, Stockholm: Biases in Speciation and Extinction Rates due to Sampling Strategies
Contributed session. Room: Valdemar/Ledningsrummet
Time series estimation. Chair: Anastassia Baxevani
14:30 Seonjoo Lee, Chapel Hill: Consistency and asymptotic normality of ICA involving colored sources
14:45
15:00 Eckhard Schlemm, Munich: Quasi-maximum likelihood estimation of multivariate CARMA processes
15:15 Helgi Tomasson, Reykjavik: Some computational apsects of simulation and estimation of {CARMA} processes
15:30 Sasan Hoseinali Zadeh, Amirkabir: Existence of moments of local mixture of AR-ARCH time series
15:45 Henghsiu Tsai, Taipei: Inference of Bivariate Long-memory Aggregate Time Series
Contributed session. Room: Ascom/Catella
Summary statistics. Chair: Kerstin Wiklander
14:30 Michael P. Cohen, NORC: Sample Mean of Standard Cauchy Random Variables: New Approach
14:45 Werner Ehm, Germany: Local proper scoring rules
15:00 Mostafa Razmkhah, Mashhad: Prediction Intervals for Future Order Statistics in the Exponentiated Models
15:15 Simin Baratpour, Mashhad: Testing of Rayleigh distribution based on cumulative residual entropy
15:30 Munir Mahmood, Humayun Kabir, Kuweit: Some further results on Croucher's Upper Bound
15:45
Contributed session. Room: Gustav Dahlén
Probability and Markov chains. Chair: Torgny Lindvall
14:30 Ganna Lytova: Fluctuations of Matrix Elements of Regular Functions of Wigner Random Matrices
14:45 Souvik Ghosh, Columbia: Infinitely Divisible Processes Driven by Markov Chains
15:00
15:15 Lasse Leskelä, Aalto: Markov couplings, stochastic orders, and stochastic relations
15:30 Navideh Modarresi, Amirkabir: Characterization of Discrete Scale Invariant Markov Processes by Flexible Sampling
15:45
Please note that the time scheduled includes time for discussion.
Committee meetings
IMS Executive Committee. Mo 10:00-14:00. Room: MVL22, Skeppsgränd 2, 2nd floor
IMS Council Meeting I. Tu 12:00-15:00. Room: Mallvinden, Hörsalsvägen 1, top floor
IMS Editors' Luncheon. We 12:00-13:30. Room: Hyllan, Kårhuset
IMS Business Meeting. We 13:15-14:00. Room: MVF31, Skeppsgränd 3
IMS Council Meeting II. Th 12:00-14:00. Room: Mallvinden