KEYNOTE TALKS
| Keynote talk 1 | Tuesday 25.6.2019 | 09:00 - 09:50 | Room: S1A03 |
| Statistical learning of big dependent data | |||
| Speaker: R. Tsay | Chair: Chun-houh Chen | ||
| Keynote talk 2 | Tuesday 25.6.2019 | 17:40 - 18:30 | Room: S1A03 |
| Order determination for large-dimensional matrices | |||
| Speaker: L. Zhu | Chair: Erricos Kontoghiorghes | ||
| Keynote talk 3 | Thursday 27.6.2019 | 09:00 - 09:50 | Room: S1A03 |
| Semi-parametric financial tail risk forecasting | |||
| Speaker: R. Gerlach Co-authors: C. Wang | Chair: Francesco Violante | ||
| Keynote talk 4 | Thursday 27.6.2019 | 17:40 - 18:30 | Room: S1A03 |
| Recent advances on mixtures of skew distributions for modelling heterogeneous and asymmetric data | |||
| Speaker: G. McLachlan Co-authors: S. Lee | Chair: Tsung-I Lin | ||
| Opening | Tuesday 25.6.2019 | 08:45 - 09:00 | Room: S1A03 |
| Opening speech | |||
| Speaker: F.-S. Shieu | Chair: Wen-Han Hwang | ||
PARALLEL SESSIONS
| Parallel session B: EcoSta2019 | Tuesday 25.6.2019 | 10:20 - 12:25 |
| Session EI005 | Room: UB99(B1) |
| Recent advances in high-dimensional data analysis | Tuesday 25.6.2019 10:20 - 12:25 |
| Chair: Wen-Han Hwang | Organizer: Wen-Han Hwang |
| Session EO111 | Room: S101 |
| Recent advances in machine learning | Tuesday 25.6.2019 10:20 - 12:25 |
| Chair: Andreas Christmann | Organizer: Yiming Ying, Andreas Christmann |
| E0224: A. Kaban | |
| Dimension-free error bounds from random projections | |
| E0225: T. Yang | |
| Solving weakly-convex-weakly-concave saddle-point problems as successive strongly monotone variational inequalities | |
| E0334: Y. Ying | |
| Stochastic optimization for AUC maximization in machine learning | |
| E0489: F. Orabona | |
| Parameter-free machine learning through coin betting | |
| E0423: A. Christmann | |
| Robustness of localized learning |
| Session EO213 | Room: S102 |
| Biostatistics: Theory and methods | Tuesday 25.6.2019 10:20 - 12:25 |
| Chair: Chien-Ju Lin | Organizer: Chien-Ju Lin |
| E0580: O. Kalaycioglu | |
| Evaluating the validity and reliability of multi item scales after multiple imputation | |
| E0233: C.-S. Li | |
| Efficient estimation of a semiparametric zero-inflated Bernoulli regression model | |
| E0364: Y. Zhong, R. Cook | |
| Second-order estimating equations for clustered current status data from family studies using biased sampling | |
| E0630: B. Tom, A. Rouanet | |
| Nonparametric clustering approach for longitudinal cognitive measurements, baseline imaging and genetic data | |
| E0318: B. Hejblum, M. Gauthier, R. Thiebaut, D. Agniel | |
| A variance component score test applied to RNA-Seq differential analysis |
| Session EO015 | Room: S104 |
| Recent advances in statistical methods for high-dimensional data | Tuesday 25.6.2019 10:20 - 12:25 |
| Chair: Jingjing Wu | Organizer: Jingjing Wu |
| Session EO125 | Room: S106 |
| New advances in statistical computing and complex data analysis | Tuesday 25.6.2019 10:20 - 12:25 |
| Chair: Weixin Yao | Organizer: Weixin Yao |
| E0240: C. Biernacki, M. Marbac-Lourdelle, V. Vandewalle | |
| Gaussian-based visualization of Gaussian and non-Gaussian model-based clustering | |
| E0360: S. Wang, L. Cai, L. Jin | |
| Simultaneous confidence bands for partially linear single-index models for longitudinal data | |
| E0550: J. Chen | |
| Permutation test based on clustered data from a rotating sample plan | |
| E0616: L. Wang, M. Salamh | |
| Identifiability and estimation in dynamic ARCH models with measurement error | |
| E0687: L. Xu, W. Yao | |
| Maximum Lq-likelihood estimation for the mixture of dynamic covariance models |
| Session EO025 | Room: S1A01 |
| Recent advances in functional data analysis | Tuesday 25.6.2019 10:20 - 12:25 |
| Chair: Jeng-Min Chiou | Organizer: Jeng-Min Chiou |
| E0213: H.-G. Mueller, A. Petersen | |
| Wasserstein covariance for vectors of random densities | |
| E0579: Y. Terada, M. Yamamoto | |
| Regularized subspace clustering for functional data | |
| E0675: J.-L. Wang, S.-C. Lin | |
| Domain selection for functional linear models: A dynamic RKHS approach | |
| E0803: N. Wang | |
| Prediction with robust mixtures of Gaussian local mapping | |
| E0181: J.-T. Zhang | |
| New tests for equality of several covariance functions for functional data |
| Session EO155 | Room: AT241 |
| Recent advances in computation for statistical learning | Tuesday 25.6.2019 10:20 - 12:25 |
| Chair: Eric Chi | Organizer: Eric Chi |
| E0216: H. Zhou, J. Kim, J. Zhou | |
| A penalty method for variance component selection | |
| E0284: A. Yang, W. Qian, H. Zou | |
| Computational techniques for modeling non-life insurance claims | |
| E0331: T. Li | |
| Hierarchical community detection by recursive bi-partitioning | |
| E0485: T. Zhang | |
| A novel ADMM algorithm for graph-fused lasso | |
| E0346: J. Zhu | |
| Network augmented classification |
| Session EO055 | Room: AT242 |
| Statistical methodologies and applications in business and industry | Tuesday 25.6.2019 10:20 - 12:25 |
| Chair: Wendy Lou | Organizer: Liqun Wang |
| E0208: S.-F. Yang | |
| Process variation monitoring using a loss-function control chart | |
| E0246: K. Poetzelberger | |
| The empirical estimator of the boundary in an inverse firstexit problem | |
| E0611: H.-M. Chang | |
| A Markov chain approach for control charts in a double-sampling scheme | |
| E0638: W. Lou | |
| A hierarchical process for composite indices | |
| E0839: Z. Jin, L. Wang | |
| First passage time distribution of jump-diffusion processes and nonlinear boundaries |
| Session EO151 | Room: U301 |
| Financial mathematics and statistics | Tuesday 25.6.2019 10:20 - 12:25 |
| Chair: Hoi Ying Wong | Organizer: Hoi Ying Wong |
| E0378: T. Yan, H.Y. Wong | |
| Open-loop equilibrium strategy for mean-variance portfolio problem under stochastic volatility | |
| E0379: K. Chen, H.Y. Wong, M.C. Chiu, Y.H. Shin | |
| Stochastic volatility asymptotics for optimal subsistence consumption and Investment with bankruptcy | |
| E0468: J. Jeon, K.J. Choi, H.K. Koo | |
| Consumption ratcheting and loss aversion | |
| E0477: C.C. Siu, I. Guo, S.-P. Zhu, R. Elliott | |
| Optimal execution with regime-switching market resilience | |
| E0606: M.C. Chiu | |
| Mean-variance equilibrium asset-liability management strategy with cointegrated assets |
| Session EO241 | Room: U414 |
| Advances in financial time series analysis | Tuesday 25.6.2019 10:20 - 12:25 |
| Chair: Toshiaki Watanabe | Organizer: Toshiaki Watanabe |
| E0276: T. Chan, M. So | |
| Bayesian network analysis of systemic risk in financial markets | |
| E0430: M. Ubukata | |
| Realized jump beta: Evidence from high-frequency data on Tokyo stock exchange | |
| E0434: M. Takahashi | |
| Investigating the interaction between returns and order flows: Endogeneity, intraday variations, and macro announcements | |
| E0465: K. Oya | |
| Estimation of smoothly time varying coefficient partial adjustment model | |
| E0507: M. Shintani, K. Goshima, H. Ishijima | |
| News implied volatility and aggregate economic activity: Japanese evidence |
| Session EO071 | Room: U517 |
| Recent developments in time series analysis | Tuesday 25.6.2019 10:20 - 12:25 |
| Chair: Chiu-Hsing Weng | Organizer: Henghsiu Tsai |
| E0214: H.-L. Hsu, S.-F. Huang | |
| Prediction intervals for time series and their applications to portfolio selection | |
| E0232: C.-S. Chen, Y.-H. Chiou | |
| Estimation of regression coefficients when fixed effects and random effects are correlated | |
| E0264: C.-H. Weng, C.-Y. Hsu | |
| Kalman filter for innovations state space models | |
| E0348: S.-H. Yu | |
| The asymptotic excess risk of possibly non-stationary time-series | |
| E0491: H.-W. Teng | |
| Large portfolio management with clustering techniques |
| Session EC344 | Room: AT335 |
| Contributions in computational and Bayesian methods | Tuesday 25.6.2019 10:20 - 12:25 |
| Chair: Tzy-Chy Lin | Organizer: EcoSta |
| E0791: K. Hunter, M. Glickman, L. Campos | |
| Inferring medication adherence using health outcomes with Bayesian state-space models | |
| E0828: S. Ye | |
| Sequential methods for learning under cognitive diagnosis modeling | |
| E0746: K. Lee | |
| Bayesian joint models for longitudinal binary and survival data using general random effects covariance matrix | |
| E0801: K.K. Osmundsen, T. Selland Kleppe, A. Oglend, R. Liesenfeld | |
| Estimating the competitive storage model with stochastic trend: A particle MCMC approach | |
| E0800: L. Maestrini, R.G. Aykroyd, M.P. Wand | |
| Compartmentalisation of variational approximate inference for inverse problems models |
| Session EC347 | Room: AT337 |
| Contributions in applied statistics | Tuesday 25.6.2019 10:20 - 12:25 |
| Chair: Jong Soo Lee | Organizer: EcoSta |
| E0793: K.H. Tang, E. Dodd, J. Forster | |
| Joint graduation of male and female mortality rates using penalised splines | |
| E0290: D. Liang, H. Huang | |
| Modeling and Regionalization of China's PM2.5 Using Spatial-Functional Mixture Model | |
| E0760: W.-T. Hwang, A. Marks-Anglin, F. Barg | |
| Comparison of statistical methods for analyzing missing survival times in studies of census and death registry data | |
| E0723: K.H. Pho | |
| Estimation parameter for two-stage randomized response technique in logistic regression model |
| Session EC342 | Room: U302 |
| Contributions in financial econometrics | Tuesday 25.6.2019 10:20 - 12:25 |
| Chair: Jiri Witzany | Organizer: EcoSta |
| E0740: Y.-A. Wang, C.-L. Chang, M. McAleer | |
| Latent volatility Granger causality and spillovers in renewable energy and crude oil ETFs | |
| E0745: P. Brakatsoulas | |
| Stock Returns around Credit Migration Probabilities | |
| E0789: F. Cech, J. Barunik | |
| Dynamic quantile model for bond pricing | |
| E0795: Y. Zhang | |
| Stylised facts for high frequency cryptocurrency data | |
| E0813: M. Ficura, J. Witzany | |
| Modelling foreign exchange time series with SVJD models with stochastic drift |
| Session EG008 | Room: U502 |
| Contributions in applied econometrics I | Tuesday 25.6.2019 10:20 - 12:25 |
| Chair: Massimiliano Caporin | Organizer: EcoSta |
| E0753: J. Hagemejer, A. Halka, J. Kotlowski | |
| To what extent globalization affects exchange rate pass-through: The role of global value chains | |
| E0336: C.-Y. Chu, M. Jiang | |
| A financial Kuznets curve in the transitional economy: The tale of China | |
| E0273: A. Soberon, W. Stute, J.M. Rodriguez-Poo | |
| Testing for distributional features in varying coefficient panel data models | |
| E0697: K.-H. Ng | |
| Volatility modelling using range-based measures and weighted exogenous threshold CARR model | |
| E0779: M. Ilbasmis, M. Gronwald, Y. Zhao | |
| Diversification power of Turkish real estate market securities: The role of data frequency and dividend policies |
| Parallel session C: EcoSta2019 | Tuesday 25.6.2019 | 14:00 - 15:40 |
| Session EI011 | Room: UB99(B1) |
| Recent advances in econometric time series | Tuesday 25.6.2019 14:00 - 15:40 |
| Chair: Sangyeol Lee | Organizer: Sangyeol Lee |
| E0153: J. Kim, J. Ahn | |
| Bayesian analysis for heterogeneity | |
| E0154: T. Watanabe, J. Nakajima | |
| Intraday range-based stochastic volatility models with application to the Japanese stock index | |
| E0155: S. Ahn | |
| Estimation of error correction model with measurement errors |
| Session EO047 | Room: S101 |
| Machine learning theory | Tuesday 25.6.2019 14:00 - 15:40 |
| Chair: Ding-Xuan Zhou | Organizer: Ding-Xuan Zhou |
| E0366: S. Pereverzyev, S. Pereverzyev-Jr, V. Semenov | |
| A strategy for identifying informative variables: Prediction of developmental outcomes of preterm neonates | |
| E0377: M. Ha Quang | |
| A geometrical framework for covariance matrices and covariance operators in machine learning and applications | |
| E0394: B. Sriperumbudur, N. Sterge | |
| Approximate kernel PCA: Computational vs. statistical tradeoff | |
| E0365: D.-X. Zhou | |
| Theory of deep convolutional neural networks for deep learning |
| Session EO139 | Room: S102 |
| Recent advances in adaptive clinical trial design | Tuesday 25.6.2019 14:00 - 15:40 |
| Chair: Yisheng Li | Organizer: Yisheng Li |
| E0388: Y. Li, X. Su, P. Mueller, K.-A. Do | |
| A semi-mechanistic dose-finding design in oncology using pharmacokinetic/pharmacodynamic modeling | |
| E0440: S. Morita | |
| Biomarker-based Bayesian randomized phase II clinical trial design to identify a sensitive patient subpopulation |
| Session EO113 | Room: S104 |
| Recent advances on high-dimensional statistical inference | Tuesday 25.6.2019 14:00 - 15:40 |
| Chair: Xiaohui Chen | Organizer: Xiaohui Chen |
| E0370: J. Li, Y. Qiu | |
| A neighborhood-assisted Hotelling's T2 test for high-dimensional means | |
| E0527: L. Chen, W. Wang, W.B. Wu | |
| Inference of break-points in high-dimensional time series | |
| E0632: M. Yu, X. Chen | |
| A robust and high-dimensional bootstrap change point test for location parameter |
| Session EO299 | Room: S106 |
| Recent advances in meta-analysis for medical research | Tuesday 25.6.2019 14:00 - 15:40 |
| Chair: Satoshi Hattori | Organizer: Satoshi Hattori |
| E0432: A. Huang, S. Komukai, S. Hattori | |
| Efficient implementation of Copas selection model for publication bias in meta-analysis using clinical trial registry | |
| E0557: S. Hattori | |
| Bayesian selection model for publication bias correction in meta-analysis of prognostic studies | |
| E0573: T. Friede | |
| Evidence synthesis in rare diseases | |
| E0719: M. Henmi, S. Hattori, T. Friede | |
| An improved Henmi-Copas confidence interval for random effects meta-analysis with small number of studies |
| Session EO037 | Room: S1A01 |
| Inferences and prediction for spatial or dynamic data | Tuesday 25.6.2019 14:00 - 15:40 |
| Chair: Naisyin Wang | Organizer: Naisyin Wang |
| E0239: T. Garcia, L. Parast | |
| Dynamic landmark prediction for mixture data | |
| E0707: Y. Li | |
| Spatially dependent functional data: Covariance estimation, principal component analysis, and kriging | |
| E0706: Y. Liu, Y. Li, N. Wang, R. Carroll, R. Zhang | |
| Optimal prediction in generalized functional linear model with semiparametric single-index interactions | |
| E0345: A. Qu | |
| Tensor factorization for temporal recommender systems |
| Session EO137 | Room: AT241 |
| Recent topics in design of experiment | Tuesday 25.6.2019 14:00 - 15:40 |
| Chair: Wei Zheng | Organizer: Wei Zheng |
| E0215: W. Zheng, X. Kong | |
| ICUDO: Incomplete U-statistic based on division and orthogonal arrays | |
| E0672: Q. Liu | |
| Efficient design and analysis for a selective choice process | |
| E0670: Y. Li | |
| A discrepancy-based design for A/B testing experiments | |
| E0776: M.J. San Pedro, M.S. Talento, E. Barrios | |
| A nonparametric test of 2-factor factorial designs with unequal replicates for multivariate data |
| Session EO067 | Room: AT242 |
| Current developments in industrial and ecological statistics | Tuesday 25.6.2019 14:00 - 15:40 |
| Chair: Tsung-Jen Shen | Organizer: Tsung-Jen Shen, Chang-Yun Lin |
| E0649: C.-Y. Lin | |
| Data-driven multistratum designs with the generalized Bayesian D-D criterion for highly uncertain models | |
| E0393: O. Davidov | |
| On the design of experiments with ordered treatments | |
| E0355: Y. Chen | |
| Using a generalized area-based truncated model to resolve Fishers paradox when extrapolating biodiversity | |
| E0694: R.-B. Chen, H.-L. Siao, I. Hu, S.-H. Lo, M.-N. Lo Huang | |
| Interaction-based variable selection approach for supersaturated design analysis |
| Session EO013 | Room: AT335 |
| Bayesian approximate inference algorithms | Tuesday 25.6.2019 14:00 - 15:40 |
| Chair: David Nott | Organizer: David Nott |
| E0496: D. Nott, M. Smith, R. Loaiza-Maya | |
| High-dimensional copula variational approximation through transformation | |
| E0543: S. Chaudhuri, S. Ghosh, D. Nott, K.C. Pham | |
| An easy-to-use empirical likelihood ABC method | |
| E0545: Y. Fan | |
| Approximate Bayesian inference for Potts models | |
| E0629: M. Smith, R. Loaiza-Maya | |
| Variational Bayes estimation of discrete-margined copula models with application to time series |
| Session EO261 | Room: U302 |
| Circular statistics and its related topics | Tuesday 25.6.2019 14:00 - 15:40 |
| Chair: Hiroaki Ogata | Organizer: Hiroaki Ogata |
| E0304: H. Ogata | |
| Frechet-Hoeffding copula bounds for circular data | |
| E0386: T. Abe | |
| Recent cylindrical models and their applications | |
| E0387: T. Shiohama, T. Abe, Y. Miyata | |
| Testing symmetry of a mode and anti-mode preserving distributions on the circle | |
| E0400: T. Imoto, K. Shimizu | |
| Discretized circular distribution |
| Session EO029 | Room: U414 |
| Advances in productivity and efficiency modelling | Tuesday 25.6.2019 14:00 - 15:40 |
| Chair: Artem Prokhorov | Organizer: Artem Prokhorov |
| E0231: W.-J. Tsay | |
| Evaluating the CDF of the distribution of the stochastic frontier composed error | |
| E0277: K.C. Tran, L. Kutlu, M. Tsionas | |
| Spatial autoregressive panel stochastic frontier models with fixed effects | |
| E0404: H.-P. Lai, S. Kumbhakar | |
| The panel stochastic frontier model with endogenous inputs and correlated random components | |
| E0809: J. Zhai, A. Prokhorov | |
| A vine copula approach to estimation of a production system with technical and allocative inefficiency |
| Session EO225 | Room: U502 |
| Advances in causal inference I | Tuesday 25.6.2019 14:00 - 15:40 |
| Chair: Luke Keele | Organizer: Luke Keele |
| E0184: J. Roy | |
| Flexible models for time-dependent causal mediation | |
| E0186: N. Mitra, E. Kennedy | |
| Causal estimation of scaled treatment effects with multiple outcomes | |
| E0236: L. Keele | |
| Instrumental variables estimation in cluster randomized trials with noncompliance | |
| E0621: Z. Branson | |
| Evaluating instrumental variable assumptions using randomization tests |
| Session EO065 | Room: U517 |
| Recent developments in statistics for complex dependent data | Tuesday 25.6.2019 14:00 - 15:40 |
| Chair: Shih-Feng Huang | Organizer: Liang-Ching Lin, Shih-Feng Huang |
| Session EG006 | Room: U301 |
| Contributions in portfolio strategies | Tuesday 25.6.2019 14:00 - 15:40 |
| Chair: Tomas Tichy | Organizer: EcoSta |
| E0235: A. Stephan, M. Sahamkhadam | |
| Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for the financial crisis | |
| E0519: J.B.-I. Aboy | |
| Nonparametric performance hypothesis testing with the information ratio | |
| E0808: T. Tichy | |
| Portfolio strategies involving options and systemic risk alarm |
| Parallel session D: EcoSta2019 | Tuesday 25.6.2019 | 16:10 - 17:25 |
| Session EO093 | Room: UB99(B1) |
| Large-scale multivariate modeling of financial asset returns | Tuesday 25.6.2019 16:10 - 17:25 |
| Chair: Marc Paolella | Organizer: Marc Paolella |
| E0288: U. Ulrych, W. Farkas, P. Polak | |
| Dynamic currency hedging strategy with a common market factor non-Gaussian returns model | |
| E0422: S. Hediger, J. Naef | |
| On the use of random forest for two sample testing, with applications in empirical finance | |
| E0730: M. Paolella | |
| Smooth FREE COMFORT and LASSO for GARCH groups |
| Session EO211 | Room: S101 |
| Statistical machine learning methods for data science | Tuesday 25.6.2019 16:10 - 17:25 |
| Chair: Yen-Chi Chen | Organizer: Qiang Sun |
| E0435: Y.-C. Chen | |
| Statistical inference with local optima | |
| E0610: W. Lin, J. Zhang | |
| Principal subspace analysis for high-dimensional compositional data | |
| E0696: L. Wang, S. Yang, P. Ding | |
| Causal inference with confounders missing not at random |
| Session EO119 | Room: S102 |
| Advanced methods in spatio-temporal data analysis in biostatistics | Tuesday 25.6.2019 16:10 - 17:25 |
| Chair: Yuko Araki | Organizer: Yuko Araki |
| E0717: Y. Araki | |
| Functional survival data analysis with direct and indirect effects for high dimensional data | |
| E0585: O. Komori | |
| Extension of Poisson point process based on quasi-linear modeling | |
| E0324: K. Takahashi, H. Shimadzu | |
| Detection and evaluation of multiple clusters in spatial epidemiology |
| Session EO267 | Room: S104 |
| High dimensional statistics and applications | Tuesday 25.6.2019 16:10 - 17:25 |
| Chair: Lilun Du | Organizer: Xinghua Zheng |
| E0342: K. Wang, Z. Bao, X. Ding | |
| Random perturbation of low-rank matrices | |
| E0347: Y. Ding, R. Engle, Y. Li, X. Zheng | |
| Factor modeling for volatility | |
| E0493: I. Hu | |
| High dimensional analysis of chi-squared data |
| Session EO251 | Room: S106 |
| Recent advances in statistical models and their applications | Tuesday 25.6.2019 16:10 - 17:25 |
| Chair: Berwin Turlach | Organizer: Berwin Turlach |
| E0510: K. Murray, B. Turlach, M. Dymock | |
| Group based trajectory modelling with monotonicity constraints | |
| E0453: G. Tarr, A. Welsh, S. Mueller | |
| Bootstrap model selection for linear mixed models | |
| E0729: M. Hiabu | |
| Smooth backfitting of proportional hazards with multiplicative components |
| Session EO081 | Room: S1A01 |
| Challenges for functional and large data | Tuesday 25.6.2019 16:10 - 17:25 |
| Chair: Jane-Ling Wang | Organizer: Jane-Ling Wang |
| E0194: Z. Lin, J.-L. Wang | |
| Mean and covariance estimation for functional snippets | |
| E0295: Y.-T. Chen, J.-M. Chiou | |
| Detecting change points for a multivariate functional data sequence | |
| E0163: S.-H. Lo | |
| Selecting influential /predictive variables for a large data set |
| Session EO023 | Room: AT241 |
| Recent advances in design and analysis of experiments | Tuesday 25.6.2019 16:10 - 17:25 |
| Chair: Frederick Kin Hing Phoa | Organizer: Frederick Kin Hing Phoa |
| Session EO033 | Room: AT242 |
| Recent advances on survival analysis | Tuesday 25.6.2019 16:10 - 17:25 |
| Chair: Xingqiu Zhao | Organizer: Xingqiu Zhao |
| E0362: M. Hao, Y. Lin, X. Zhao | |
| Nonparametric inference for right-censored data using smoothing splines | |
| E0520: W. Tang, Z. Wang, Y. Lin, X. Liu | |
| Incorporating graphical structure of predictors in sparse quantile regression | |
| E0523: X. Zhu | |
| Exact one- and two-sample likelihood ratio tests based on type-I and joint type-II censored exponential data |
| Session EO259 | Room: AT335 |
| EAC-ISBA session: Bayesian analysis with large complex data | Tuesday 25.6.2019 16:10 - 17:25 |
| Chair: Guanyu Hu | Organizer: Guanyu Hu, HaiYing Wang |
| E0659: J. Wu, M.-H. Chen, E. Schifano, J. ibrahim, J. fisher | |
| A new Bayesian joint model for longitudinal count data with many zeros, intermittent missingness, and dropout | |
| E0267: Y.-B. Wang | |
| Inflated density ratio and its variation and generalization for computing marginal likelihoods | |
| E0351: G. Hu | |
| Bayesian nonparametric nonhomogeneous Poisson process with applications |
| Session EO229 | Room: AT337 |
| Recent developments in measurement error and missing data | Tuesday 25.6.2019 16:10 - 17:25 |
| Chair: Jae Kwang Kim | Organizer: Yuhang Xu |
| E0210: G. Yi | |
| Causal inference with measurement error in outcomes | |
| E0383: J. Liu, Y. Ma | |
| Locally efficient semiparametric estimators for a class of Poisson models with error-prone covariates | |
| E0663: J.K. Kim, M. Uehara | |
| Semiparametric response model with nonignorable nonresponse |
| Session EO207 | Room: U301 |
| Nonparametric regression and statistical inference | Tuesday 25.6.2019 16:10 - 17:25 |
| Chair: Kuang-Yao Lee | Organizer: Xiangrong Yin |
| Session EO308 | Room: U302 |
| Recent advances in high dimensional time series analysis | Tuesday 25.6.2019 16:10 - 17:25 |
| Chair: Yue Niu | Organizer: Han Xiao |
| E0724: Y. Niu | |
| Variance estimation for change-point model | |
| E0734: M. Xu, S. Karmakar, J. Kapat | |
| Simultaneous prediction intervals for high-dimensional vector autoregressive model | |
| E0751: X. Liu | |
| Threshold factor models for high-dimensional time series |
| Session EO291 | Room: U414 |
| New development in time series and spatial econometrics | Tuesday 25.6.2019 16:10 - 17:25 |
| Chair: Yongdeng Xu | Organizer: Yongdeng Xu |
| Session EO177 | Room: U501 |
| Statistical methods for network data | Tuesday 25.6.2019 16:10 - 17:25 |
| Chair: Yuan Zhang | Organizer: Ting Yan |
| E0207: G. Guan | |
| Logistic regression with network structure | |
| E0733: Y. Zhang | |
| Transform-based unsupervised point registration and unseeded low-rank graph matching | |
| E0819: C.M. Le | |
| Edge sampling using network local information |
| Session EO035 | Room: U502 |
| Advances in causal inference II | Tuesday 25.6.2019 16:10 - 17:25 |
| Chair: Luke Keele | Organizer: Luke Keele |
| E0221: A. Spieker, J. Roy, N. Mitra | |
| Population-level cost-effectiveness analysis: The individual net benefit from a causal perspective | |
| E0308: J. Mauro, B. Joshua, K. Yen, A. Linxie | |
| Measuring causal impacts on multifaceted outcomes with missingness: Learning welfare impacts of mobile credit | |
| E0827: H. Chu, J. Zhou, J. Hodges, F. Suri | |
| A Bayesian hierarchical model estimating CACE in meta-analysis of randomized clinical trials with noncompliance |
| Session EO095 | Room: U517 |
| Nonlinearity in panel data analysis | Tuesday 25.6.2019 16:10 - 17:25 |
| Chair: Feng Yao | Organizer: Feng Yao |
| Session EG010 | Room: U602 |
| Contributions in econometrics and statistics | Tuesday 25.6.2019 16:10 - 17:25 |
| Chair: Alexandra Soberon | Organizer: EcoSta |
| E0834: B. Puza | |
| The method of tail functions for confidence estimation | |
| E0836: Y.-W. Yeh | |
| A comparative analysis of forecast models with online search volume: An application of price forecast on vegetables | |
| E0838: G. Fitrianto, K. Maekawa | |
| Statistical inference of non-Gaussian structural vector autoregressive (VAR) models |
| Parallel session F: EcoSta2019 | Wednesday 26.6.2019 | 08:35 - 10:15 |
| Session EO185 | Room: S101 |
| Recent advances in penalized learning methods for complex data | Wednesday 26.6.2019 08:35 - 10:15 |
| Chair: Jun Song | Organizer: Seung Jun Shin |
| E0641: S. Shin, Y. Liu, S. Cole, J. Fine | |
| Ensemble estimation and variable selection with semiparametric regression models | |
| E0705: S.J. Shin | |
| A note on ROC-optimizing support vector machines | |
| E0708: M. Ahn | |
| A computationally efficient algorithm for random effects selection in linear mixed models | |
| E0787: Y. Choi, V. Tan, Z. Liu | |
| Adaptive community detection via fused L1 penalty |
| Session EO215 | Room: S102 |
| Novel methods and applications in biostatistics | Wednesday 26.6.2019 08:35 - 10:15 |
| Chair: Haitao Chu | Organizer: Zhiwei Zhang |
| E0242: Z. Hu | |
| Assessment of genetic impacts from twin study: A mixture distribution approach | |
| E0253: C. Wang, G. Rosner, R. Roden | |
| A Bayesian design for phase I cancer therapeutic vaccine trials | |
| E0480: L. Tang | |
| Statistical modeling with imperfect data | |
| E0490: S. Chen | |
| Estimating organized large covariance matrix with $l_0$ penalty |
| Session EO203 | Room: S106 |
| Statistical methods in complex data analysis | Wednesday 26.6.2019 08:35 - 10:15 |
| Chair: ChienTong Lin | Organizer: Yichuan Zhao |
| E0335: L.-S. Huang | |
| On local Pearson correlation | |
| E0497: Y. Cui | |
| Nonlinear moderated mediation analysis with genetical genomics data | |
| E0571: H.-W. Chang, I. McKeague | |
| Nonparametric confidence band for activity profiles based on wearable device data | |
| E0726: H. Zheng | |
| Regularized variable selection for high dimensional survival data with unknown link function |
| Session EO233 | Room: S1A01 |
| Functional and high dimensional data with complex structure | Wednesday 26.6.2019 08:35 - 10:15 |
| Chair: Yehua Li | Organizer: Yehua Li, Xinghao Qiao |
| E0692: R.K.W. Wong, X. Zhang, J. Wang | |
| Covariance function estimation for multidimensional functional data | |
| E0815: L. Xiao | |
| A functional mixed model for scalar on function regression with application to a functional MRI study | |
| E0652: C. Chen, X. Qiao | |
| An autocovariance-based framework for curve time series | |
| E0657: X. Dai | |
| Statistical analysis of longitudinal data on Riemannian manifolds |
| Session EO269 | Room: AT242 |
| Recent advances in interval censored failure time data | Wednesday 26.6.2019 08:35 - 10:15 |
| Chair: Yang-Jin Kim | Organizer: Yang-Jin Kim |
| Session EO358 | Room: AT335 |
| EAC-ISBA session: Bayesian theories and algorithms | Wednesday 26.6.2019 08:35 - 10:15 |
| Chair: Xin Wang | Organizer: Xin Wang |
| E0349: J. Flegal | |
| Weighted batch means estimators in Markov chain Monte Carlo | |
| E0526: J.J. Song, J. Hobbs, C. Lewis-Beck, A. Mondal, X. Wang, Z. Zhu | |
| Hierarchical Bayesian model for unmixing remote sensing data | |
| E0454: X. Wang | |
| Geometric ergodicity of Polya-Gamma Gibbs sampler for Bayesian logistic regression with a flat prior | |
| E0418: Z. Zhu, C. Lewis-Beck, A. Mondal, J.J. Song, J. Hobbs | |
| A parametric approach to unmixing remote sensing crop growth signatures |
| Session EO043 | Room: AT337 |
| Dimension reduction and clustering | Wednesday 26.6.2019 08:35 - 10:15 |
| Chair: Kei Hirose | Organizer: Kei Hirose |
| E0381: E. Tanaka, F. Hui | |
| Model selection and estimation for latent variable models | |
| E0500: H. Hino | |
| A higher order local intrinsic dimension estimator by regression analysis | |
| E0549: M. Takagishi, M. van de Velden | |
| Visualization of heterogeneous class specific tendencies in categorical data | |
| E0576: K. Hirose, K. Miura, A. Koie | |
| Cluster-based multiclass linear discriminant analysis |
| Session EO253 | Room: U301 |
| Order related statistical inference | Wednesday 26.6.2019 08:35 - 10:15 |
| Chair: Johan Lim | Organizer: Johan Lim |
| E0311: S. Ahn, X. Wang, J. Lim | |
| Continuity correction for RSS-structured cluster randomized designs with binary outcomes | |
| E0350: O. Ozturk | |
| Post-stratified probability-proportional-to-size sampling from stratified populations | |
| E0474: X. Wang, E. Zamanzade, X. Wang | |
| Proportion estimation in ranked set sampling in the presence of tie information | |
| E0602: H.-C. Kuo | |
| On constrained nonparametric maximum likelihood estimation of the survival functions for truncated survival data |
| Session EO147 | Room: U302 |
| Seemingly unrelated econometric papers in quantile models | Wednesday 26.6.2019 08:35 - 10:15 |
| Chair: Jau-er Chen | Organizer: Jau-er Chen |
| E0317: Y. Katafuchi | |
| Unconditional quantile regression with endogenous regressors: A simulation study | |
| E0574: Y.-C. Chen | |
| Robust estimation of quantile treatment effects under unconfoundedness | |
| E0581: T.-C. Lai, Y.-C. Hsu, R. Lieli | |
| Estimation and inference for distribution functions and quantile functions in endogenous treatment effect models | |
| E0598: J.-C. Yang, H.-C. Chuang, C.-M. Kuan | |
| Double/Debiased machine learning with gradient boosting for treatment effect |
| Session EO133 | Room: U414 |
| Recent advances in meta-analysis and data integration | Wednesday 26.6.2019 08:35 - 10:15 |
| Chair: Tiejun Tong | Organizer: Tiejun Tong |
| Session EO287 | Room: U517 |
| Contemporary inference issues in big data problems | Wednesday 26.6.2019 08:35 - 10:15 |
| Chair: Gourab Mukherjee | Organizer: Gourab Mukherjee |
| E0220: L. Du | |
| Dynamic tracking and screening in massive datastreams | |
| E0254: D. Paul | |
| Testing general linear hypotheses under a high-dimensional spiked model | |
| E0509: K. Yano, R. Kaneko, F. Komaki | |
| On the construction of adaptive predictive densities for sparse count data | |
| E0542: J. Loftus, W. Yao | |
| Model selection bias invalidates goodness of fit tests |
| Session EC351 | Room: S104 |
| Contributions in high dimensional and complex data analysis | Wednesday 26.6.2019 08:35 - 10:15 |
| Chair: Xialu Liu | Organizer: EcoSta |
| E0265: K.C. Ng, M. So, K.Y. Tam | |
| Interfirm relationship analysis for dynamic and dual-view company networks: A latent space modeling approach | |
| E0752: Y. Nakayama, K. Yata, M. Aoshima | |
| Bias corrected SVM with the Gaussian kernel in the HDLSS context | |
| E0806: R. Yuasa, T. Kubokawa | |
| Shrinkage estimation of the mean of high-dimensional normal distribution | |
| E0825: C.-H. Chua | |
| Network analysis of Kaohsiung city mass transit |
| Session EC343 | Room: U501 |
| Contributions in computational econometrics and statistics | Wednesday 26.6.2019 08:35 - 10:15 |
| Chair: Eric Chi | Organizer: EcoSta |
| E0756: Y.-S. Lee, T.-C. Cheng | |
| Classification strategies for time-constrained cost-sensitive decision tree induction with missing values | |
| E0821: D. Rosadi | |
| Automatic algorithms for univariate time series forecasting using SARIMA and hybrid Wavelet-ARIMA-neural networks models | |
| E0812: B.A.S. Lunde, T. Selland Kleppe, H. Skaug | |
| Information criteria for gradient boosted trees: Adaptive tree size and early stopping | |
| E0811: L. Hanus, J. Barunik | |
| Dynamic density forecasting using machine learning |
| Session EC353 | Room: U502 |
| Contributions in methodological statistics | Wednesday 26.6.2019 08:35 - 10:15 |
| Chair: Ori Davidov | Organizer: EcoSta |
| E0172: C.-L. Su, R. Steele, I. Shrier | |
| Doubly robust estimation and causal inference for recurrent event data | |
| E0257: H.-H. Huang | |
| Discrete wavelet packet transform based whole genome sequences classification | |
| E0218: E. Chung | |
| Non-parametric hypothesis testing with a nuisance parameter: A permutation test approach | |
| E0830: Y.-T. Fan | |
| Multi-resolution geographically weighted regression |
| Parallel session G: EcoSta2019 | Wednesday 26.6.2019 | 10:45 - 12:25 |
| Session EO091 | Room: UB99(B1) |
| Flexible modeling of latent variables and censored data | Wednesday 26.6.2019 10:45 - 12:25 |
| Chair: Victor Hugo Lachos Davila | Organizer: Victor Hugo Lachos Davila |
| E0297: L. Matos, M. Lemus, V.H. Lachos Davila, C.E. Galarza Morales | |
| Estimation for partially linear censored regression models based on heavy tailed distributions | |
| E0822: X. Wang, E. Schneider Bueno de Oliveira, J. Luis Bazan | |
| Bayesian analysis of cognitive diagnostic models for continuous response data | |
| E0305: F. Vilca | |
| Birnbaum-Saunders linear mixed-effects models with censored data: Bayesian MCMC implementation | |
| E0651: V.H. Lachos Davila | |
| Finite mixture modeling of censored data using the multivariate skew-normal distribution |
| Session EO117 | Room: S101 |
| Recent advances in statistical learning | Wednesday 26.6.2019 10:45 - 12:25 |
| Chair: Lo-Bin Chang | Organizer: Lo-Bin Chang, Yoonkyung Lee |
| E0410: S.-Y. Huang, H. Hung, Z.-Y. Jou | |
| Robust mislabel logistic regression without modeling mislabel probabilities | |
| E0416: T.-L. Chen | |
| Robust linear discriminant analysis based on gamma-divergence | |
| E0824: Y. Jeon | |
| Penalized orthogonal iteration for sparse estimation of generalized eigenvalue problems | |
| E0414: Y. Jung, S. Lee | |
| Variable selection consistency in quantile regression by cross-validation |
| Session EO157 | Room: S102 |
| Spatio-temporal modeling of infectious disease and one health | Wednesday 26.6.2019 10:45 - 12:25 |
| Chair: Andrew Lawson | Organizer: Andrew Lawson |
| E0179: E. Giorgi, B. Amoah, P. Diggle | |
| A geostatistical framework for combining spatially referenced disease prevalence data from multiple diagnostics | |
| E0187: A. Lawson | |
| Computational approaches to spatio-temporal surveillance of small area health data | |
| E0307: R. Deardon | |
| Parameterization via emulation: Spatial models of infectious disease transmission | |
| E0438: M. Tildesley | |
| Real time decision making for infectious disease outbreaks |
| Session EO245 | Room: S104 |
| Recent developments in high dimensional data | Wednesday 26.6.2019 10:45 - 12:25 |
| Chair: Debashis Paul | Organizer: Wenbo Wu, Debashis Paul |
| E0375: X. Li, L. Wang, H.J. Wang | |
| Sparse learning and structure identification for ultra-high-dimensional image-on-scalar regression | |
| E0376: K. Ye | |
| Similarity scores for mixed types of data | |
| E0244: X. Li | |
| Parameterized matrix factorization with missing data via nonconvex optimization | |
| E0613: G. Mukherjee | |
| Minimax optimality of sparse predictive density estimates |
| Session EO169 | Room: S106 |
| Statistics for unconventional, complex and challenging datasets | Wednesday 26.6.2019 10:45 - 12:25 |
| Chair: Tsung-I Lin | Organizer: Anuradha Roy |
| Session EO283 | Room: S1A01 |
| New development in functional data analysis | Wednesday 26.6.2019 10:45 - 12:25 |
| Chair: Adam Kashlak | Organizer: Jiguo Cao, EcoSta |
| E0176: X. Xun, J. Cao | |
| Sparse estimation of historical functional linear models with a nested group bridge approach | |
| E0502: A. Kashlak | |
| Symmetrisation for nonparametric functional ANOVA | |
| E0775: T.-M. Huang, Y.-H. Cheng, S.-F. Yang | |
| An approach for curve alignment and clustering | |
| E0742: W.-H. Huang, L.-S. Huang | |
| Hierarchical ANOVA and F-tests for functional data with an application to highway traffic data in Taiwan |
| Session EO143 | Room: AT241 |
| Risk assessment on network and complex systems | Wednesday 26.6.2019 10:45 - 12:25 |
| Chair: Gaofeng Da | Organizer: Gaofeng Da |
| E0540: M. Xu | |
| Malicious data breach: Modeling and ratemaking | |
| E0407: R. Fang | |
| A stochastic model of cyber attacks with imperfect detection | |
| E0356: Y. Zhang, W. Ding, P. Zhao | |
| On total capacity of k-out-of-n systems with random weights | |
| E0655: G. Da | |
| On the assessment of systematic risk in networked systems with multiple types of nodes |
| Session EO271 | Room: AT242 |
| Recent developments in non-parametric methods | Wednesday 26.6.2019 10:45 - 12:25 |
| Chair: Lan Xue | Organizer: Lan Xue |
| E0180: C. Martins-Filho, K. Mynbayev | |
| Nonparametric kernel estimation of unrestricted distributions | |
| E0262: J. Li, J. Wang, L. Yang | |
| Kolmogorov-Smirnov simultaneous confidence bands for time series distribution function | |
| E0269: J. Wang | |
| Spline confidence bands for generalized regression models | |
| E0272: Y. Zhang, R. Liu, Q. Shao, L. Yang | |
| Two-step estimation for time varying ARCH models |
| Session EO295 | Room: AT335 |
| EAC-ISBA session: High dimensional Bayesian methods in data science | Wednesday 26.6.2019 10:45 - 12:25 |
| Chair: Wanjie Wang | Organizer: Wanjie Wang |
| E0323: K. Kamatani | |
| High-dimensional scaling limit of Monte Carlo methods | |
| E0505: B. Sun | |
| Robust estimation of causal effects under data combination using instrumental variables | |
| E0524: X. Tong | |
| Ensemble Kalman inversion |
| Session EO135 | Room: AT337 |
| New developments in dimension reduction with complex data | Wednesday 26.6.2019 10:45 - 12:25 |
| Chair: Teng Zhang | Organizer: Zhihua Su |
| E0544: J. Song | |
| Nonlinear and additive principal component analysis for functional data | |
| E0426: K.-Y. Lee, L. Li, H. Zhao, D. Ji, T. Constable | |
| Functional graphical modeling via Karhunen-Lo\`{e}ve expansions | |
| E0446: G. Zhu, Z. Su | |
| Envelope-based sparse partial least squares | |
| E0292: Z. Su, S. Chakraborty | |
| A comprehensive Bayesian framework for envelope models |
| Session EO193 | Room: U301 |
| Statistical analysis of stochastic processes | Wednesday 26.6.2019 10:45 - 12:25 |
| Chair: Keisuke Yano | Organizer: Yuta Koike |
| E0417: D. Kurisu, K. Kato | |
| Bootstrap confidence bands for spectral estimation of L\'{e}vy densities under high-frequency observations | |
| E0558: Y. Uehara, H. Masuda | |
| Noise estimation for ergodic Levy driven stochastic differential equation model | |
| E0518: Y. Kinoshita, N. Yoshida | |
| Penalized methods for quasi likelihood analysis with locally asymptotic quadratic properties | |
| E0570: T. Takabatake, M. Fukasawa, R. Westphal | |
| Is volatility rough |
| Session EO205 | Room: U302 |
| Actuarial and financial risk management | Wednesday 26.6.2019 10:45 - 12:25 |
| Chair: Boris Choy | Organizer: Boris Choy |
| E0425: Z. Landsman, U. Makov, T. Shushi | |
| Analytic solution of a portfolio optimization problem in a mean-variance-skewness model | |
| E0484: J. Chan | |
| Multivariate long memory cohort mortality models | |
| E0486: C. Wang, R. Gerlach, C. Wang | |
| Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures | |
| E0521: B. Choy | |
| Actuarial applications of a new Weibull-type distribution |
| Session EO191 | Room: U414 |
| Econometric modelling: Methodology and application | Wednesday 26.6.2019 10:45 - 12:25 |
| Chair: Hung-pin Lai | Organizer: Hung-pin Lai |
| E0258: C.-A. Liu, X. Zhang | |
| A generalized focused information criterion for extremum estimators | |
| E0367: Y.-C. Hsu | |
| Monotonicity test for local average treatment effects under regression discontinuity | |
| E0487: J.-L. Shiu | |
| Estimating nonparametric Berkson measurement error models | |
| E0637: C.-C. Lin, S.-Y. Yin | |
| Averaging estimators for heterogeneous dynamic panel regressions with weakly exogenous regressors and multifactor error |
| Session EO161 | Room: U502 |
| Modern developments in change-point detection analysis | Wednesday 26.6.2019 10:45 - 12:25 |
| Chair: Jun Li | Organizer: Jun Li |
| E0209: X. Shao | |
| Inference for change points in high dimensional data | |
| E0211: W.L. Ng, C.Y. Yau, N. Chan | |
| A self-normalized approach to sequential change-point detection for time series | |
| E0261: X. Chen, M. Yu | |
| Finite sample change point inference and identification for high-dimensional mean vectors | |
| E0678: Y. Xie, G. Moustakides, L. Xie | |
| Sequential subspace change-point detection |
| Session EO123 | Room: U517 |
| Inference for nonstationary and nonstandard time series models | Wednesday 26.6.2019 10:45 - 12:25 |
| Chair: Fumiya Akashi | Organizer: Fumiya Akashi |
| E0200: K. Tsukuda, Y. Nishiyama | |
| Goodness-of-fit tests for Markovian processes based on marked empirical processes | |
| E0316: F. Akashi, M. Taniguchi, A.C. Monti | |
| Robust causality test of infinite variance processes | |
| E0515: J. Hirukawa, K. Fujimori | |
| Weak convergence of the partial sum of $I(d)$ process to a fractional Brownian motion in finite interval representation | |
| E0569: Y. Imai, T. Arai | |
| A numerically efficient closed-form representation of mean-variance hedging for exponential additive processes |
| Parallel session H: EcoSta2019 | Wednesday 26.6.2019 | 14:00 - 15:40 |
| Session EI009 | Room: UB99(B1) |
| EcoSta journal invited session | Wednesday 26.6.2019 14:00 - 15:40 |
| Chair: Erricos Kontoghiorghes | Organizer: Erricos Kontoghiorghes |
| E0704: M. Hirukawa, B. Funke | |
| Bias correction for local linear regression estimation using asymmetric kernels via the skewing method | |
| E0245: X. Song | |
| Joint analysis of mixed types of outcomes with latent variables | |
| E0686: A. Prokhorov | |
| Copula-based models of productivity and efficiency |
| Session EO306 | Room: S101 |
| Statistical learning for data with distinct characteristics | Wednesday 26.6.2019 14:00 - 15:40 |
| Chair: Peng Wang | Organizer: Peng Wang |
| E0592: J. Wang | |
| Smooth collaborative recommender system | |
| E0607: Y. Zhang, A. Qu, Z. Zhu, P. Shi | |
| Weak signal identification and inference in penalized likelihood models | |
| E0631: Y. Yu | |
| Determinants of corporate bankruptcy: Identification and uncertainty | |
| E0645: P. Wang, B. Li | |
| Machine learning for spatially aggregated data |
| Session EO163 | Room: S102 |
| Challenges of statistics and health economics research in oncology | Wednesday 26.6.2019 14:00 - 15:40 |
| Chair: Yu Shen | Organizer: Yu Shen |
| E0251: R. Gulati, R. Etzioni | |
| Conditions for valid estimation of cancer overdiagnosis using excess incidence from screening trials | |
| E0252: J.J. Lee | |
| Model-assisted adaptive designs in oncology | |
| E0306: Y.-C.T. Shih | |
| Impact of new technology diffusion on the costs of renal cell cancer | |
| E0538: Y. Shen | |
| Recent development of statistical methods in cancer screening studies |
| Session EO027 | Room: S104 |
| Recent develoments in high-dimensional statistical analysis | Wednesday 26.6.2019 14:00 - 15:40 |
| Chair: Makoto Aoshima | Organizer: Makoto Aoshima |
| E0354: H.-T. Chiou, M. Guo, C.-K. Ing | |
| Variable selection for high-dimensional regression models with time series and heteroscedastic errors | |
| E0475: A. Ishii, K. Yata, M. Aoshima | |
| Inference on mean vectors for high-dimensional data with the strongly spiked eigenstructure | |
| E0444: K. Yata, A. Ishii, M. Aoshima | |
| A high-dimensional quadratic classifier by data transformation for strongly spiked eigenvalue models | |
| E0511: J.-H. Won | |
| Towards a sparse, scalable, and stably positive definite (inverse) covariance estimator |
| Session EO355 | Room: S106 |
| Statistical analysis of complex structured data | Wednesday 26.6.2019 14:00 - 15:40 |
| Chair: Wenqing He | Organizer: Wenqing He |
| Session EO077 | Room: S1A01 |
| Methods for functional data analysis | Wednesday 26.6.2019 14:00 - 15:40 |
| Chair: Ci-Ren Jiang | Organizer: Ci-Ren Jiang |
| E0344: P.-L. Li | |
| Functional clustering and missing value imputation of longitudinal data | |
| E0382: A. Petersen, S.-Y. Oh, J. Zapata | |
| Partial separability and graphical models for multivariate functional data | |
| E0529: M. Imaizumi | |
| Inference on level sets in functional linear regression | |
| E0551: S.-W. Cheng | |
| Identifying essence codings and effects in functional linear models |
| Session EO127 | Room: AT241 |
| New development in design of experiments | Wednesday 26.6.2019 14:00 - 15:40 |
| Chair: Ming-Chung Chang | Organizer: Ming-Chung Chang |
| E0374: C.-L. Sung | |
| Exploiting variance reduction potential in local Gaussian process search | |
| E0285: S.-F. Tsai, C.-T. Liao | |
| Detection of location and dispersion effects from partially replicated two-level factorial designs | |
| E0319: J.-W. Huang, F.K.H. Phoa, Y.-L. Lin | |
| A systematic construction of cost-efficient designs for order-of-addition experiments | |
| E0773: C.-W. Lai, H.-C. Huang, S. Tzeng | |
| Spatial modeling of ground-level PM2.5 in Taiwan based on two types of data |
| Session EO061 | Room: AT242 |
| Recent developments in statistical analysis for survival data | Wednesday 26.6.2019 14:00 - 15:40 |
| Chair: Chyong-Mei Chen | Organizer: Chyong-Mei Chen |
| E0280: W. Wang | |
| Statistical analysis of hierarchical clustered data | |
| E0286: J.-H. Shih, Y. Konno, G.-Y.T. Watanabe-Chang, T. Emura | |
| A class of general pretest estimators for the normal means | |
| E0406: Y.-T. Huang | |
| Causal mediation of semi-competing risks | |
| E0466: Y.-M. Chang | |
| Confidence interval for the difference between two median survival times with semiparametric transformation models |
| Session EO330 | Room: AT335 |
| Bayesian analysis and its applications | Wednesday 26.6.2019 14:00 - 15:40 |
| Chair: Charlotte Wang | Organizer: Charlotte Wang |
| E0506: S.-J. Lin, T.-P. Lu, C.K. Hsiao | |
| A Bayesian method to prioritizing candidate pathways association and gene ranking | |
| E0567: C. Wang | |
| Use Bayesian conditional logistic regression to build up a localized medical-meteorological index | |
| E0593: M.-H. Lee, Y.-C. Wei | |
| Evaluation of outlier detection algorithms in linear regression for temperature validation | |
| E0832: D. Chung, Z. Sun, B. Neelon | |
| A Bayesian sparse latent factor model for identification of cancer subgroups with data integration |
| Session EO179 | Room: AT337 |
| Statistical innovations in psychometrics | Wednesday 26.6.2019 14:00 - 15:40 |
| Chair: Chia-Yi Chiu | Organizer: Chia-Yi Chiu |
| Session EO334 | Room: U301 |
| Structural instabilities in high-dimensional data I | Wednesday 26.6.2019 14:00 - 15:40 |
| Chair: Matus Maciak | Organizer: Matus Maciak, Michal Pesta |
| E0439: S. Hudecova, N. Neumeyer, M. Omelka | |
| Goodness-of-fit test for innovation copula in multivariate nonparametric time series | |
| E0451: C. Pretorius, M. Huskova | |
| Detection of changes in panel data models with stationary regressors | |
| E0479: I. Mizera, L. Zhang | |
| Sparse regression and structure hunting in the periodogram analysis of unequally spaced time series | |
| E0266: M. Pesta, M. Wendler | |
| Nuisance parameters free changepoint detection in non-stationary series |
| Session EO069 | Room: U302 |
| Recent advances in econometrics and financial statistics | Wednesday 26.6.2019 14:00 - 15:40 |
| Chair: Li-Hsien Sun | Organizer: Li-Hsien Sun |
| Session EO053 | Room: U414 |
| Nonparametric and variable selection methods for modern complex data | Wednesday 26.6.2019 14:00 - 15:40 |
| Chair: Guanyu Hu | Organizer: Shujie Ma |
| Session EO302 | Room: U501 |
| Statistical modeling: New methodologies and applications | Wednesday 26.6.2019 14:00 - 15:40 |
| Chair: Wan-Lun Wang | Organizer: Wan-Lun Wang |
| Session EO281 | Room: U502 |
| Statistical learning in genomic applications | Wednesday 26.6.2019 14:00 - 15:40 |
| Chair: Xinlei Wang | Organizer: Yichen Cheng, Xinlei Wang |
| E0281: D. Yu | |
| Efficient coordinate descent algorithm for sparse precision matrix estimation via scaled Lasso | |
| E0322: F. Stingo | |
| Bayesian data integration in Cancer genomics | |
| E0499: M. Chen, C. Jia, H. Qian, M. Zhang | |
| Relaxation rate of gene expression kinetics reveals the feedback sign of auto-regulatory gene network | |
| E0628: Y. Cheng | |
| Bayesian jackknife empirical likelihood |
| Session EO310 | Room: U517 |
| Advances in analysis of complex time series data | Wednesday 26.6.2019 14:00 - 15:40 |
| Chair: Raymond Ka Wai Wong | Organizer: Thomas Lee |
| E0167: C.Y. Yau, K.W. Chan | |
| Asymptotically constant risk estimator of the time-average variance constant | |
| E0175: H. Cho, M. Barigozzi | |
| Consistent estimation of high-dimensional factor models when the factor number is over-estimated | |
| E0457: R. Cheung, R. Hamada | |
| Segmentation of Japanese rescue dog behavior data: A Markov-switching model approach | |
| E0495: H.-S. Oh, G. Choi | |
| Elastic-band transform: A new way for multiscale method |
| Parallel session I: EcoSta2019 | Wednesday 26.6.2019 | 16:10 - 17:50 |
| Session EI007 | Room: UB99(B1) |
| Advances in finite mixture models | Wednesday 26.6.2019 16:10 - 17:50 |
| Chair: Geoffrey McLachlan | Organizer: Geoffrey McLachlan |
| E0160: W. Yao | |
| A unified tool for the root selection and the hypothesis testing for mixture models | |
| E0161: S.-K.A. Ng, R. Tawiah | |
| A mixture cure model with multilevel frailties for analysing recurrent event data | |
| E0162: S. Lee | |
| Skew distributions in model-based clustering |
| Session EO073 | Room: S101 |
| Recent advances in learning theory and applications | Wednesday 26.6.2019 16:10 - 17:50 |
| Chair: Qiang Wu | Organizer: Yunlong Feng, Qiang Wu |
| E0282: H. Xiao, S. Wang | |
| Exploring the power of source reliability in information integration | |
| E0289: H. Sun | |
| Distributed regression learning with coefficient and partial coefficients regularization | |
| E0291: X. Guo, H. Qin | |
| Privacy friendly learning with empirical feature-based summary statistics | |
| E0561: Q. Wu, Y. Feng | |
| Mathematical foundations of learning with information theoretic criteria |
| Session EO332 | Room: S102 |
| Statistical innovations in the analysis of microbiome data | Wednesday 26.6.2019 16:10 - 17:50 |
| Chair: Jin Zhou | Organizer: Yuan Jiang |
| Session EO239 | Room: S104 |
| High-dimensional statistical methods with applications | Wednesday 26.6.2019 16:10 - 17:50 |
| Chair: Tongtong Wu | Organizer: Tongtong Wu |
| E0226: Q. Pan | |
| Constrained maximum entropy models to select genotype interactions associated with censored failure times | |
| E0227: S. Bruce, C.Y. Tang, M. Hall, R. Krafty | |
| Empirical frequency band analysis of nonstationary time series | |
| E0228: T. Wu, C.Y. Tang, J. Chang | |
| Empirical likelihood in high dimensionality with application to TAAG | |
| E0230: Z. Li, O. Rosen, R. Krafty | |
| Adaptive Bayesian factor spectral analysis of high--dimensional nonstationary time series | |
| E0837: Y. Li | |
| Matching methods for obtaining survival functions to estimate the effect of a time-dependent treatment |
| Session EO105 | Room: S106 |
| Modeling and classification of large-scaled, complex data | Wednesday 26.6.2019 16:10 - 17:50 |
| Chair: Hyokyoung Grace Hong | Organizer: Hyokyoung Grace Hong, Catherine Liu |
| E0303: E. Kurum, J. Hughes, R. Li, S. Shiffman | |
| Time-varying copula models for longitudinal data | |
| E0488: J. Lim, S. Ahn, H. Choi, K.E. Lee | |
| Self-semi-supervised clustering for large scaled-data with a massive null cluster | |
| E0620: T. Maiti | |
| High dimensional classification with artificial neural network | |
| E0633: Y. Li | |
| Drawing inferences for high-dimensional linear models: A selection-assisted partial regression and smoothing approach |
| Session EO115 | Room: S1A01 |
| Recent advances in model selection | Wednesday 26.6.2019 16:10 - 17:50 |
| Chair: Garth Tarr | Organizer: Garth Tarr |
| E0250: F. Hui, S. Mueller, A. Welsh | |
| GEE-assisted variable selection for latent variable models: Making the most of zero consistency | |
| E0260: K. Wang, G. Tarr, J. Yang, S. Mueller | |
| Fast and approximate exhaustive variable selection for GLMs with APES | |
| E0421: C. Smith, S. Mueller, B. Guennewig | |
| Visualising model stability information for better prognosis based network-type feature extraction | |
| E0447: B. Turlach | |
| On bivariate extreme value copulas with polynomial dependence functions |
| Session EO304 | Room: AT241 |
| Statistical quality technologies | Wednesday 26.6.2019 16:10 - 17:50 |
| Chair: Yuhlong Lio | Organizer: Yuhlong Lio, Din Chen |
| E0164: R. Pan | |
| Planning accelerated life tests via GLMs | |
| E0327: I.-C. Lee | |
| Planning of accelerated degradation tests | |
| E0196: C. Potgieter | |
| Sequential process monitoring using empirical likelihood methods | |
| E0268: D. Kundu | |
| Decision theoretic sampling plan for competing risks model |
| Session EO059 | Room: AT242 |
| Recent developments on latent variable models | Wednesday 26.6.2019 16:10 - 17:50 |
| Chair: Xinyuan Song | Organizer: Xinyuan Song |
| Session EO285 | Room: AT335 |
| Advances in hidden Markov models: Theory and applications | Wednesday 26.6.2019 16:10 - 17:50 |
| Chair: Yang Chen | Organizer: Yang Chen |
| E0171: C.-L. Kao, C.-D. Fuh, Y. Chen | |
| A merging algorithm for hidden Markov models with unknown number of states | |
| E0343: J. Ding | |
| Predicting time series with abrupt changes and smooth evolutions | |
| E0368: L. Jula vanegas | |
| Modeling dependence on the superposition of Markov chains: An application to ion channels | |
| E0461: K. Shedden, Y. Chen | |
| A joint HMM for RFID-based object tracking in a complex environment |
| Session EO328 | Room: AT337 |
| Multivariate methods for analyzing complex and high noisy data | Wednesday 26.6.2019 16:10 - 17:50 |
| Chair: Yoshikazu Terada | Organizer: Hiroshi Yadohisa |
| E0412: J. Tsuchida, H. Yadohisa | |
| Canonical dependency analysis by using chi-square matrix | |
| E0553: H. Matsui | |
| Regularized interaction models for function-on-function regression | |
| E0584: M. Yamamoto, Y. Terada | |
| Functional canonical correlation analysis for multivariate stochastic processes | |
| E0644: K. Adachi | |
| Revisiting factor analysis: Three types of its formulation |
| Session EO338 | Room: U301 |
| Structural instabilities in high-dimensional data II | Wednesday 26.6.2019 16:10 - 17:50 |
| Chair: Michal Pesta | Organizer: Matus Maciak, Michal Pesta |
| E0441: O. Okhrin, J. Gorecki, M. Hofert | |
| Hierarchical outer power Archimedean copulas | |
| E0198: F. Stark, D. Wied, H. Manner | |
| A monitoring procedure for detecting structural breaks in factor copula models | |
| E0320: M. Maciak | |
| L1 regularized smoothing with changepoints applied to implied volatility surfaces | |
| E0823: D. Wang, G. Li | |
| High-dimensional matrix autoregressive model |
| Session EO045 | Room: U302 |
| Advances in nonlinear financial econometrics | Wednesday 26.6.2019 16:10 - 17:50 |
| Chair: Jeroen Rombouts | Organizer: Jeroen Rombouts, Francesco Violante |
| E0419: T. Ando, L. Lu | |
| Quantile co-movement in stock markets with production linkages of firms | |
| E0443: F. Violante, L. Bauwens, J. Rombouts | |
| Dynamic properties and correlation structure of a large panel of cryptocurrencies |
| Session EO031 | Room: U414 |
| Econometric and statistical modelling of time series and spatial processes | Wednesday 26.6.2019 16:10 - 17:50 |
| Chair: Guodong Li | Organizer: Zudi Lu |
| E0310: H. Shiraishi, T. Uno, Y. Izumisawa, J. Hirukawa | |
| Time-varying graphs by locally stationary Hawkes processes | |
| E0473: R. peng, Z. Lu | |
| Model averaging marginal nonlinear logistic regressions for time series data | |
| E0665: G. Li | |
| Multilinear low-rank vector autoregressive modeling via tensor decomposition | |
| E0424: Y. Ke | |
| Measure the generality of convolutional layers with projection correlation |
| Session EO293 | Room: U502 |
| Probability techniques in statistics, economics or finance | Wednesday 26.6.2019 16:10 - 17:50 |
| Chair: Aklilu Zeleke | Organizer: Aklilu Zeleke |
| E0202: N.S. Upadhye, A. Sengar, A. Maheshwari | |
| Time-changed Poisson processes of order $k$ | |
| E0212: C. Lee | |
| A generalized normal distribution with applications to fit financial and economic data | |
| E0408: A. Zeleke, P. Vellaisamy | |
| Exponential order statistics and some combinatorial identities | |
| E0512: I. Abdalla Alfaki | |
| Copula-based structure of co-movement between oil and manufacturing outputs |
| Parallel session K: EcoSta2019 | Thursday 27.6.2019 | 10:20 - 12:25 |
| Session EO275 | Room: S101 |
| New advance in learning theory and related application | Thursday 27.6.2019 10:20 - 12:25 |
| Chair: Zhigang Yao | Organizer: Zhigang Yao |
| E0772: Z. Yao, Z. Zhang | |
| Principal boundary on Riemannian manifolds | |
| E0681: Y. Xia, Z. Zhang | |
| Minimal sample subspace learning | |
| E0688: Z. Fan, Z. Yao, M. Hayashi, W. Eddy | |
| Quantifying time-varying sources in magnetoencephalography: A discrete approach | |
| E0736: W.C. Tan | |
| Manifold learning in ambient space | |
| E0826: Q. Cheng | |
| Two-sample Mendelian randomization for summary statistics accounting linkage disequilibrium |
| Session EO221 | Room: S102 |
| Recent advances in complex biometric data analysis | Thursday 27.6.2019 10:20 - 12:25 |
| Chair: Sangbum Choi | Organizer: Sangbum Choi |
| E0700: S. Choi | |
| Double-robust inference for differences in restricted mean lifetimes using pseudo-observations | |
| E0737: Y.M. Kim | |
| Cost-effective extreme case-control design using resampling method | |
| E0770: S. Park | |
| Multiple response logistic regression with structure constraints and its applications to Cancer Cell Line Encyclopedia | |
| E0783: S.H. Chiou, J. Qian, E. Mormino, R. Betensky | |
| Permutation tests for general dependent truncation | |
| E0829: S. Kang, D. Son, S. Choi | |
| Induced-smoothed quantile regression analysis for competing risks data under case-cohort study |
| Session EO099 | Room: S104 |
| Recent advances in high dimensional statistics | Thursday 27.6.2019 10:20 - 12:25 |
| Chair: Peter Radchenko | Organizer: Peter Radchenko |
| E0271: E. Chi, G. Mishne, R. Coifman | |
| Co-manifold learning on data matrices | |
| E0556: P. Radchenko, R. Mazumder, H. Hazimeh | |
| Grouped variable selection with discrete optimization | |
| E0646: W. Sun | |
| GAP: A general framework for information pooling in two-sample high-dimensional regression models | |
| E0534: S. Karmakar | |
| Long-term prediction for high-dimensional regression | |
| E0654: S. He, K. He | |
| Principal component reduction of a nonparametric additive model with variable selection |
| Session EO324 | Room: S106 |
| EcoSta journal: Econometrics and Statistics | Thursday 27.6.2019 10:20 - 12:25 |
| Chair: Stella Hadjiantoni | Organizer: Erricos Kontoghiorghes |
| E0698: C. Liu, T. Zhang, Z. Li, J. Yang | |
| Partial derivative functional response model with application to temperature dynamic | |
| E0693: S. Hadjiantoni, A. Colubi, E. Kontoghiorghes | |
| Numerical strategies for the estimation of functional regression models | |
| E0788: J. Yao, W. Li | |
| On structure testing for component covariance matrices of a high-dimensional mixture | |
| E0201: P.H. Franses | |
| Intertemporal similarity of economic time series: An application of dynamic time warping | |
| E0722: M. Caporin, F. Poli | |
| News and intraday jumps: A big data approach |
| Session EO223 | Room: S1A01 |
| New methods in the modeling of functional and high-dimensional data | Thursday 27.6.2019 10:20 - 12:25 |
| Chair: Shu-Chuan Chen | Organizer: Hongxiao Zhu |
| E0330: I. Kim | |
| Bayesian Ising sparse nonparametric model | |
| E0337: C.-R. Jiang, L.-H. Chen | |
| Predicting one-day-ahead wind power capacity factor via functional inverse regression | |
| E0472: J.S. Lee, J. Lim | |
| Nonparametric logistic regression in high dimension | |
| E0599: S. Ranganathan | |
| A hierarchical model to handle missing data in high-dimensional spatio-temporal models | |
| E0618: D. Cox | |
| Feature selection for functional predictors |
| Session EO057 | Room: AT241 |
| Statistical analysis of complex data | Thursday 27.6.2019 10:20 - 12:25 |
| Chair: Xinyuan Song | Organizer: Baojiang Chen, Xinyuan Song |
| E0238: W. Li, S. Thornton, M.-G. Xie | |
| An effective likelihood-free approximate computing method with statistical inferential guarantees | |
| E0241: H. Lin | |
| Direct local linear estimation for Sharpe ratio function in heteroscedastic regression models | |
| E0237: F. Song, Y. Wei | |
| Batch effects correction for single-cell RNA sequencing data | |
| E0589: K.Y. Wong | |
| Variable selection for high-dimensional features with missing data | |
| E0600: R. Wang, T. Chen | |
| Linear mixed effects models with flexible random effects and error distributions |
| Session EO171 | Room: AT242 |
| Survival analysis with copulas and random effects | Thursday 27.6.2019 10:20 - 12:25 |
| Chair: Weijing Wang | Organizer: Takeshi Emura |
| E0287: C.-M. Chen | |
| Semiparametric transformation models for left-truncated and interval-censored data without or with a cure fraction | |
| E0683: N. Veraverbeke | |
| Nonparametric estimation of the cross ratio function | |
| E0769: R. Wilke, E. Mammen, M.S.S. Lo | |
| A nested copula duration model for competing risks with multiple spells | |
| E0835: T.-J. Yen, T. Emura | |
| Precision matrix estimation in random effect models |
| Session EO049 | Room: AT335 |
| Advances in variational inference and Bayesian computation | Thursday 27.6.2019 10:20 - 12:25 |
| Chair: Robert Kohn | Organizer: Debdeep Pati, Robert Kohn |
| E0546: M.-N. Tran | |
| Doubly geometry-informed variational Bayes | |
| E0667: M. Quiroz, M.-N. Tran, M. Villani, R. Kohn, D.K.D. Dang | |
| The block-Poisson estimator for optimally tuned signed pseudo-marginal MCMC | |
| E0679: A. Zammit Mangion | |
| Deep compositional spatial models | |
| E0428: P. Alquier | |
| Consistency of variational approximations in misspecified models | |
| E0603: S. Mukherjee, A. Basak, N. Deb, P. Ghosal | |
| Mean field Ising models |
| Session EO257 | Room: AT337 |
| Recent advances in statistical methodology for social science researches | Thursday 27.6.2019 10:20 - 12:25 |
| Chair: Yuejun Zheng | Organizer: Tsung-Chi Cheng |
| Session EO063 | Room: U302 |
| Complex financial and econometric data analysis | Thursday 27.6.2019 10:20 - 12:25 |
| Chair: Ray-Bing Chen | Organizer: Ray-Bing Chen |
| E0309: S.-F. Huang | |
| A semiparametric estimation of value-at-risk and its applications | |
| E0396: L.-H. Sun, T. Emura | |
| Estimation under copula-based Markov mixture normal models for serially correlated data | |
| E0402: J. Lin, X. Wu | |
| Two-stage nonparametric estimation of multivariate densities | |
| E0575: S. Trimborn | |
| An interpretable sparse estimator for large-scale network autoregressive models | |
| E0577: L. Niu, Z. Cai, J. Chen | |
| Demographic distribution and bond pricing: A semi-parametric affine arbitrage-free yield curve model |
| Session EC350 | Room: U301 |
| Contributions in financial modelling and quantitative finance | Thursday 27.6.2019 10:20 - 12:25 |
| Chair: Malika Hamadi | Organizer: EcoSta |
| E0750: A. Hansen | |
| Yield curve volatility and macroeconomic risks | |
| E0802: J. Witzany | |
| Probit or logit model for the regulatory capital and IFRS9 calculations | |
| E0764: M. Hronec, O. Tobek | |
| Does it pay to follow anomalies research: A machine learning approach with international evidence | |
| E0522: B.S. Aparna, N.S. Upadhye | |
| Modified compound binomial risk model with by-claims and randomized dividends | |
| E0817: J. Sila, M. Mark | |
| Price endogeneity of the cryptocurrency market |
| Session EC348 | Room: U501 |
| Contributions in applied econometrics II | Thursday 27.6.2019 10:20 - 12:25 |
| Chair: Zinoviy Landsman | Organizer: EcoSta |
| E0748: D. Silva Junior, F. Sanches, S. Srisuma, M. Mysliwski | |
| Identification and estimation of a search model: A procurement auction approach | |
| E0794: S. Chan | |
| The generalised hyperbolic distribution and its subclass in the analysis of a new era of cryptocurrencies: Ethereum | |
| E0754: I. Berkova, T. Mrkvicka | |
| Local scaling in marked point process: Does the health of company influence another company? | |
| E0249: K. Phuong Huu, Y.-C. Kuo | |
| The impact of health insurance reforms on childrens educational attainment: An evidence from Vietnam |
| Session EC340 | Room: U502 |
| Contributions in statistical modelling | Thursday 27.6.2019 10:20 - 12:25 |
| Chair: Hong-Dar Wu | Organizer: EcoSta |
| E0709: T. Fung, J. Wishart, A. Huang, A. Alwan | |
| mpcmp: Mean-parametrized Conway-Maxwell-Poisson regression | |
| E0739: X.-W. Huang, T. Emura | |
| A control chart using a copula-based Markov chain for attribute data | |
| E0183: J. Espinosa, C. Hennig | |
| Ordinal response and ordinal predictors: A regression model and monotonicity direction classification of effects | |
| E0784: H. Ohta, K. Kato, S. Hara | |
| Quantile regression approach to conditional mode estimation | |
| E0732: P.C. Tsai | |
| Modelling over-dispersion in price jumps arrivals: A comparison between Poisson mixtures and linear Hawkes model |
| Session EC341 | Room: U517 |
| Contributions in time series | Thursday 27.6.2019 10:20 - 12:25 |
| Chair: Roderick McCrorie | Organizer: EcoSta |
| Session EP001 | Room: Hall |
| Poster Session | Thursday 27.6.2019 10:20 - 12:25 |
| Chair: Elena Fernandez Iglesias | Organizer: EcoSta |
| Parallel session L: EcoSta2019 | Thursday 27.6.2019 | 14:00 - 15:40 |
| Session EO316 | Room: UB99(B1) |
| Challenges and advances for statistical modelling in data science | Thursday 27.6.2019 14:00 - 15:40 |
| Chair: Shu-Kay Angus Ng | Organizer: Shu-Kay Angus Ng |
| E0566: S. Leemaqz, G. Dekker, C. Roberts | |
| Predicting pregnancy complications: Models and challenges | |
| E0653: H. Wang | |
| A survival ensemble of extreme learning machine | |
| E0674: H. Nguyen | |
| Mixtures of local logistic regressions for nonlinear classification when data are heterogeneous |
| Session EO219 | Room: S101 |
| Computational challenges in statistical learning | Thursday 27.6.2019 14:00 - 15:40 |
| Chair: Teng Zhang | Organizer: Archer Yang, Teng Zhang |
| E0294: W. Zhou, L. Zhang, H. Zou, L. Wang | |
| CESME: Cluster analysis with latent semiparametric mixture models | |
| E0357: J. Xu | |
| Power k-means clustering | |
| E0565: W. Luo, Y. Guo | |
| On sufficient dimension reduction with mixture normally distributed predictors | |
| E0601: Y. Qiu | |
| Optimal threshold selection for covariance estimation |
| Session EO360 | Room: S102 |
| Statistical methods in bioinformatics and biostatistics | Thursday 27.6.2019 14:00 - 15:40 |
| Chair: Shu-Chuan Chen | Organizer: Shu-Chuan Chen |
| E0302: M. Simak, C.-H. Yeang, J.-M. Yang, H.H.-S. Lu | |
| Boolean function networks | |
| E0449: S. Young | |
| Reliability of meta-analysis studies | |
| E0718: J.-H. Chen, S.-C. Chen, Y.-C. Lin, T.-M. Lin | |
| Developing the association between air pollution and incident of asthma | |
| E0530: S.-C. Chen | |
| Ancestral mixture models for phylogeny reconstruction |
| Session EO089 | Room: S106 |
| Recent advances in complex data modeling | Thursday 27.6.2019 14:00 - 15:40 |
| Chair: Mauricio Castro | Organizer: Mauricio Castro |
| E0169: W.-L. Wang, L.M. Castro | |
| Bayesian inference on multivariate-t nonlinear mixed-effects models for multiple longitudinal data | |
| E0301: C.-J. Lin, J. Wason | |
| A method for improving the efficiency of phase II trials |
| Session EO173 | Room: S1A01 |
| Advancements in complex spatial data analysis | Thursday 27.6.2019 14:00 - 15:40 |
| Chair: Huiyan Sang | Organizer: Huiyan Sang |
| E0313: W. Dai | |
| Multivariate functional data visualization and outlier detection | |
| E0333: H. Sang | |
| A Bayesian spatially clustered coefficient regression model | |
| E0372: B. Zhang | |
| Bayesian spatio-temporal modeling of Arctic sea ice extent | |
| E0658: L. Wang, S. Yu, L. Yang, C. Liu, G. Wang | |
| Estimation and inference for generalized geoadditive models |
| Session EO041 | Room: AT241 |
| Design and analysis of complex experiments: Theory and applications | Thursday 27.6.2019 14:00 - 15:40 |
| Chair: MingHung Kao | Organizer: MingHung Kao |
| E0392: W.K. Wong | |
| Maximin optimal designs for cluster randomized trials with binary outcomes and related applications | |
| E0391: M. Kao | |
| Optimal designs for mixed responses with qualitative and quantitative explanatory variables | |
| E0399: M.-C. Chang | |
| De-aliasing in two-level factorial designs: A Bayesian approach | |
| E0572: S.-H. Huang, M.-N. Lo Huang, K. Shedden | |
| Cost considerations for group testing studies with an imperfect assay and a gold standard |
| Session EO087 | Room: AT242 |
| Recent applications of latent variable models | Thursday 27.6.2019 14:00 - 15:40 |
| Chair: Gongjun Xu | Organizer: Gongjun Xu |
| Session EO326 | Room: AT335 |
| Statistics for environmental risk assessment and management | Thursday 27.6.2019 14:00 - 15:40 |
| Chair: Kunihiko Takahashi | Organizer: Kunihiko Takahashi |
| E0464: T. Otani, K. Takahashi | |
| Development of chemical risk assessment and management system in environmental accidents | |
| E0548: S. Hashimoto | |
| Preliminary application of multidimensional non-target analysis data by GCxGC/HRToFMS for environmental monitoring | |
| E0594: M. Ichikawa, M. Asami, T. Arai, Y. Nakai, K. Tanaka | |
| Anomaly detection by analysis of water quality data of Osaka City waterworks bureau in Japan | |
| E0563: A. Takeuchi | |
| Cohort study and environmental exposure, recent progress in Japan |
| Session EO318 | Room: AT337 |
| Recent advances in high dimensional genomic data analysis | Thursday 27.6.2019 14:00 - 15:40 |
| Chair: Yuehua Cui | Organizer: Yuehua Cui |
| E0433: H. Yang | |
| Data-adaptive omnibus tests by combining high-dimensional statistical inference for testing SNP-set effects | |
| E0533: Z. Wang, N. Shan, L. Hou | |
| Identification of trans-eQTLs using mediation analysis with multiple mediators | |
| E0554: Z. Liu | |
| Large-scale mediation effect signal detection in genome-wide epigenetic studies | |
| E0588: J. Gagnon-Bartsch, Y. Pan | |
| Improved classification accuracy through inclusion of latent variables |
| Session EO243 | Room: U301 |
| Recent developments in quantile estimation and inference | Thursday 27.6.2019 14:00 - 15:40 |
| Chair: Johan Lim | Organizer: Xiaorong Yang, Degui Li |
| E0247: Q. Zheng, L. Peng | |
| Globally adaptive longitudinal quantile regression with high-dimensional compositional covariates | |
| E0293: L. He, Y. Yang | |
| Blessing and curse of cross-sectional length on robust estimation for panel data |
| Session EO197 | Room: U302 |
| Advances in financial econometrics | Thursday 27.6.2019 14:00 - 15:40 |
| Chair: Andreas Heinen | Organizer: Andreas Heinen |
| E0587: A. Valdesogo, A. Heinen | |
| On investing in hedge funds: Optimal portfolios with regime-switching | |
| E0597: A. Cosma, F. Galli | |
| Indirect inference estimation of nonlinear dynamic panel data models | |
| E0623: A. Heinen, M.L. Kim | |
| Geographic dependence and diversification in house price returns: The role of leverage | |
| E0615: M. Hamadi, A. Heinen | |
| Competition, fast growth and commercialization: Systemic credit risk in microcredit markets |
| Session EO263 | Room: U414 |
| Advances in state space models and Bayesian computation | Thursday 27.6.2019 14:00 - 15:40 |
| Chair: Minh-Ngoc Tran | Organizer: Minh-Ngoc Tran |
| E0380: D. Gunawan, R. Kohn, C.K. Carter, M.-N. Tran | |
| Flexible density tempering approaches for state space models with an application to factor stochastic volatility models | |
| E0508: D.K.D. Dang, D. Gunawan, R. Kohn, M. Quiroz, M.-N. Tran | |
| Subsampling sequential Monte Carlo for static Bayesian models | |
| E0513: N. Nguyen Trong, M.-N. Tran, R. Kohn, D. Gunawan | |
| A long short-term memory stochastic volatility model | |
| E0677: R. Kohn | |
| Efficiently combining pseudo marginal and particle Gibbs sampling |
| Session EO085 | Room: U501 |
| Dependent data analysis | Thursday 27.6.2019 14:00 - 15:40 |
| Chair: Tao Zou | Organizer: Yumou Qiu |
| E0712: X. Liang | |
| Time-varying coefficient spatial autoregressive panel data model with fixed effects | |
| E0713: T. Zou | |
| Some extensions to covariance regression | |
| E0721: Z. Lyu | |
| Asymptotic properties of ML and REML for nested error regression models | |
| E0841: D. Bi, Y. Yang | |
| Sieve bootstrap for high-dimensional time series |
| Session EO129 | Room: U502 |
| Computational statistical inference for stochastic processes | Thursday 27.6.2019 14:00 - 15:40 |
| Chair: Kengo Kamatani | Organizer: Kengo Kamatani |
| E0501: Y. Liu | |
| A bootstrap test for sphericity of time series | |
| E0458: Y. Shimizu | |
| Maximum composite likelihood estimation for determinantal point processes | |
| E0460: B. Poignard, J.-D. Fermanian | |
| The finite sample properties of sparse M-estimators with pseudo-observations | |
| E0467: S. Eguchi, H. Masuda | |
| Consistent model selection for ergodic diffusions in data driven time scale |
| Session EO075 | Room: U517 |
| Advances in Hawkes processes and their applications | Thursday 27.6.2019 14:00 - 15:40 |
| Chair: Feng Chen | Organizer: Feng Chen |
| E0166: Y. Potiron, S. Clinet | |
| Statistical inference for the doubly stochastic self-exciting process | |
| E0185: S. Clinet, W. Dunsmuir, G. Peters, K.-A. Richards | |
| Asymptotic distribution of the score test for detecting marks in Hawkes processes | |
| E0483: T. Stindl | |
| Modeling extreme negative returns using marked renewal Hawkes processes | |
| E0516: F. Chen, W.H. Tan | |
| Predicting the popularity of tweets using internal and external knowledge: An empirical Bayes approach |
| Session EO217 | Room: U602 |
| Inference on networks | Thursday 27.6.2019 14:00 - 15:40 |
| Chair: Bhaswar Bhattacharya | Organizer: Bhaswar Bhattacharya |
| E0626: S. Chatterjee | |
| Adaptive estimation of multivariate piecewise constant functions | |
| E0636: R. Mukherjee, S. Mukherjee, M. Yuan, G. Ray | |
| Global testing against sparse alternatives under Ising models | |
| E0639: M.A. Erdogdu | |
| Inference in graphical models via semidefinite programming hierarchies | |
| E0792: M. Xu | |
| Community estimation on non-binary networks |
| Parallel session M: EcoSta2019 | Thursday 27.6.2019 | 16:10 - 17:25 |
| Session EO297 | Room: UB99(B1) |
| Statistical analysis for big data | Thursday 27.6.2019 16:10 - 17:25 |
| Chair: Jinfeng Xu | Organizer: Chenlei Leng |
| Session EO131 | Room: S101 |
| New advances in statistical learning and their applications | Thursday 27.6.2019 16:10 - 17:25 |
| Chair: Yuan Ke | Organizer: Yuan Ke |
| E0229: S. Chen | |
| Online experiment design for mapping large-scale neural circuits | |
| E0685: Z. Jiang | |
| Measurement errors in the instrumental variable model with binary variables | |
| E0690: H. Xu, Y. Ke | |
| Long-run covariance matrix estimator for high-dimensional time series |
| Session EO175 | Room: S102 |
| Biostatistics | Thursday 27.6.2019 16:10 - 17:25 |
| Chair: Jin-Jian Hsieh | Organizer: Jin-Jian Hsieh |
| Session EO273 | Room: S104 |
| High dimensionality and time series | Thursday 27.6.2019 16:10 - 17:25 |
| Chair: Chi Seng Pun | Organizer: Clifford Lam |
| E0165: C. Qian, C. Lam | |
| Integrated volatility matrix estimation with nonparametric eigenvalue regularization | |
| E0204: C.S. Pun | |
| A sparse learning approach to relative-volatility-managed portfolio selection | |
| E0528: N. Zakiyeva, Y. Chen, T. Koch, B. Zhu | |
| Gas networks analytics with constraints |
| Session EO101 | Room: S106 |
| Statistical analysis for complex high dimensional data | Thursday 27.6.2019 16:10 - 17:25 |
| Chair: Heng Lian | Organizer: Heng Lian |
| Session EO183 | Room: S1A01 |
| Emerging methods in data science | Thursday 27.6.2019 16:10 - 17:25 |
| Chair: Yuan Ke | Organizer: Ping Ma |
| E0482: G. Datta, H.C. Chung, J. Maples | |
| Random regression coefficients model for small area estimation | |
| E0669: T. Sriram | |
| Robust estimation of conditional variance of time series using density power divergences | |
| E0798: W. Zhong | |
| A minimax hypothesis test in smoothing spline ANOVA models |
| Session EO312 | Room: AT241 |
| Recurrent event analysis under informative censoring | Thursday 27.6.2019 16:10 - 17:25 |
| Chair: Chiung-Yu Huang | Organizer: Jun Yan |
| E0178: L. Peng | |
| Flexible accelerated time modeling of recurrent events data in the presence of a dependent terminal event | |
| E0223: T. Sit | |
| Rank-based inference for censored quantile regression | |
| E0818: Y. Lin, Z. Wang, W. Liu, Q.-M. Shao | |
| U-processes of diverging dimensional parameters |
| Session EO227 | Room: AT335 |
| New approaches in Bayesian econometric modeling | Thursday 27.6.2019 16:10 - 17:25 |
| Chair: Thomas Zoerner | Organizer: Thomas Zoerner |
| E0535: M. Boeck | |
| Credit market sentiments as driving force of economic fluctuations | |
| E0536: A. Stelzer | |
| Approximate Bayesian inference in a semiparametric copula model of income and wealth | |
| E0648: G. Zens | |
| Sparse finite mixture-of-experts modeling |
| Session EO103 | Room: AT337 |
| Mixed effects model and model selection | Thursday 27.6.2019 16:10 - 17:25 |
| Chair: Dalei Yu | Organizer: Dalei Yu |
| E0494: Y. Kawakubo, S. Sugasawa, T. Kubokawa | |
| Conditional Akaike information under covariate shift with application to small area estimation | |
| E0680: Y. Huang, G. Kelly, J. Pan | |
| Modelling spatially correlated binary data | |
| E0583: D. Yu, C. Ding, N. He, R. Wang, X.-H. Zhou, L. Shi | |
| Robust estimation and confidence interval in meta-regression models |
| Session EO247 | Room: U302 |
| Model averaging and related topics | Thursday 27.6.2019 16:10 - 17:25 |
| Chair: Fang Fang | Organizer: Xinyu Zhang |
| E0442: F. Fang, J. Li, X. Xia | |
| Semiparametric model averaging prediction for dichotomous response | |
| E0591: T. Zeng, Y. Li, J. Yu | |
| Deviance information criterion for model selection: Justification and variation | |
| E0205: N. Sirotko-Sibirskaya | |
| Frequency-domain cross-validation for determining the number of the common factors in factor models |
| Session EO097 | Room: U414 |
| Recent advances in econometrics | Thursday 27.6.2019 16:10 - 17:25 |
| Chair: Hon Ho Kwok | Organizer: Hon Ho Kwok |
| Session EO019 | Room: U517 |
| New developments in time series analysis | Thursday 27.6.2019 16:10 - 17:25 |
| Chair: Ke Zhu | Organizer: Wai-Keung Li |
| Session EO181 | Room: U602 |
| Recent developments in images, networks, and high-dimensional data analysis | Thursday 27.6.2019 16:10 - 17:25 |
| Chair: Qiang Liu | Organizer: Meng Li |
| E0275: Q. Liu, X. Tong | |
| Accelerating Metroplis-within-Gibbs sampler with localized computations of differential equations | |
| E0340: L. Wang | |
| Signal subgraph learning for longitudinal structural brain networks | |
| E0385: W. Li, S. Ghosal | |
| Posterior contraction and credible sets for filaments of regression functions |
| Session EC354 | Room: U501 |
| Contributions in resampling | Thursday 27.6.2019 16:10 - 17:25 |
| Chair: Hong-Dar Wu | Organizer: EcoSta |
| E0197: A. Ghalayini, R. Chehab, R. Harris | |
| Frequency-based bootstrap methods for modeling risk and return of DC pension plan strategies (virtual presentation) | |
| E0190: R. Chehab | |
| A frequency domain wild bootstrap for dependent data (virtual presentation) | |
| E0749: H. Tsukahara, J. Segers, A. Kiriliouk | |
| On some resampling procedures with the empirical Beta copula |