KEYNOTE TALKS
| Keynote talk 1 | Saturday 14.12.2019 | 08:40 - 09:30 | Room: Beveridge Hall |
| Modeling networks and network populations via graph distances | |||
| Speaker: S. Olhede Co-authors: S. Lunagomez, P. Wolfe | Chair: Chenlei Leng | ||
| Keynote talk 2 | Saturday 14.12.2019 | 10:05 - 10:55 | Room: Beveridge Hall |
| The role of factor strength and pricing errors for estimation and inference in asset pricing models | |||
| Speaker: M.H. Pesaran Co-authors: R. Smith | Chair: Michael Pitt | ||
| Keynote talk 3 | Sunday 15.12.2019 | 18:25 - 19:15 | Room: Beveridge Hall |
| Data-driven and science-driven Bayesian methods in astronomy and solar physics | |||
| Speaker: D. van Dyk | Chair: Christopher Hans | ||
| Keynote talk 4 | Sunday 15.12.2019 | 18:25 - 19:15 | Room: CLO B01 |
| Robust tests for white noise and cross-correlation | |||
| Speaker: L. Giraitis | Chair: Tommaso Proietti | ||
| Keynote talk 5 | Monday 16.12.2019 | 18:05 - 18:55 | Room: Beveridge Hall |
| Text as a new source of data: First experience with conference abstracts | |||
| Speaker: P. Winker | Chair: Manfred Gilli | ||
PARALLEL SESSIONS
| Parallel session B: CMStatistics | Saturday 14.12.2019 | 09:40 - 10:55 |
| Session EO172 | Room: CLO B01 |
| Functional data analysis | Saturday 14.12.2019 09:40 - 10:55 |
| Chair: Germain Van Bever | Organizer: Germain Van Bever |
| B0624: L. Viitasaari, P. Ilmonen, G. Van Bever, T. Sottinen, N. Shafik | |
| Prediction of missing functional data with memory | |
| B0715: P. Mozharovskyi, K. Mosler | |
| Choosing among notions of statistical depth function | |
| B1099: M. Chaouch | |
| Continuous time scalar-on-function class of regression models with missing at random response |
| Session EO645 | Room: MAL B02 |
| Statistical methods in biomedical studies | Saturday 14.12.2019 09:40 - 10:55 |
| Chair: Florin Vaida | Organizer: Florin Vaida |
| B2009: F. Vaida | |
| Efficient design of longitudinal, randomized clinical trials with repeated measures | |
| B2011: K. Messer | |
| Imputation and post-selection inference in models with missing data | |
| B1659: T. Ishihara, K. Yamamoto | |
| A method for testing multiple binary endpoints having a latent continuous distribution in clinical trials |
| Session EO673 | Room: MAL B04 |
| Recent developments in privacy-preserving data analysis | Saturday 14.12.2019 09:40 - 10:55 |
| Chair: Lukas Steinberger | Organizer: Weijie Su, Adrien Saumard |
| B0242: A. Dubois, C. Butucea, M. Kroll, A. Saumard | |
| Local differential privacy: Elbow effect in optimal density estimation and adaptation | |
| B0979: L. Zhang | |
| The cost of privacy: Optimal rates of convergence for parameter estimation with differential privacy | |
| B1510: L. Steinberger | |
| Estimating functionals under local differential privacy |
| Session EO152 | Room: MAL B18 |
| Recent development in biostatistics | Saturday 14.12.2019 09:40 - 10:55 |
| Chair: Dongchu Sun | Organizer: Dongchu Sun |
| B1910: S. Zhang | |
| Bayesian adaptive stepped wedge cluster randomized trials based on posterior predictive probability | |
| B1961: Z. He | |
| Bayesian CUSP catastrophe model for sudden changes | |
| B1905: J. Cao, M. Byrd, L. Nghiem | |
| Lagged exact Bayesian online change point detection with parameter estimation |
| Session EO434 | Room: MAL B20 |
| Statistics in psychiatry | Saturday 14.12.2019 09:40 - 10:55 |
| Chair: Satish Iyengar | Organizer: Satish Iyengar |
| B0271: X. Luo, Y. Zhao, B. Caffo, S. Mostofsky | |
| Covariate assisted principal regression for covariance matrix outcomes | |
| B0298: T. Nichols | |
| Mining the UK Biobank for indicators of brain health | |
| B1217: M. Wallace | |
| Searching for clusters that are replicable and clinically meaningful with applications to sleep health |
| Session EO671 | Room: MAL B35 |
| Spatiotemporal modelling in the presence of big data | Saturday 14.12.2019 09:40 - 10:55 |
| Chair: Philipp Otto | Organizer: Philipp Otto |
| B0836: M.S. Merk | |
| Adaptive LASSO estimation of the spatial weights matrix | |
| B0948: M. Werner | |
| Spatio-temporal big data: Managing social media and trajectories | |
| B1164: F. Finazzi, A. Fasso, P. Otto | |
| Modelling coastal profiles with a functional space-time model |
| Session EO144 | Room: MAL B36 |
| Regularization in artificial neural networks | Saturday 14.12.2019 09:40 - 10:55 |
| Chair: Sylvain Sardy | Organizer: Sylvain Sardy |
| B1700: A. Mollaysa | |
| Conditional generation of molecules with disentangling | |
| B1956: S. Sardy | |
| Sparsity in artificial neural networks (ANN) | |
| B2005: A. Jacot, F. Gabriel, C. Hongler | |
| Neural tangent kernel: Dynamics of infinitely wide DNNs |
| B0310: L. Machado | |
| Methods for checking the Markov condition in multi-state survival data | |
| B0589: M. Restaino, H. Dai | |
| A comparison of nonparametric bivariate survival functions under censored and truncated data | |
| B0677: J.E. Ruiz-Castro, M. Dawabsha | |
| A complex multi-state redundant system with vacations in the repair |
| Session EO857 | Room: G11 |
| Advances in regression discontinuity models | Saturday 14.12.2019 09:40 - 10:55 |
| Chair: Sebastian Calonico | Organizer: Sebastian Calonico |
| B0415: C. Caetano, G. Caetano, J.C. Escanciano | |
| Over-identified regression discontinuity design | |
| B0483: J. Zubizarreta, J. Diaz | |
| Complex discontinuity designs using covariates | |
| B1213: L. Forastiere, A. Mattei, F. Mealli | |
| Selecting subpopulations for causal inference in regression-discontinuity studies |
| Session EO160 | Room: G21A |
| Statistical and data science methods for blockchain data analytics | Saturday 14.12.2019 09:40 - 10:55 |
| Chair: Soohyun Choi | Organizer: Yulia Gel |
| B1644: R. Bush, S. Choi | |
| Forecasting Ethereum STORJ token prices: Comparative analyses of applied bitcoin models | |
| B1745: M.T. Kurbucz | |
| Predicting the price of Bitcoin by its transaction network |
| Session EO498 | Room: G3 |
| Modeling complex data structure with applications | Saturday 14.12.2019 09:40 - 10:55 |
| Chair: Yunpeng Zhao | Organizer: Yunpeng Zhao |
| B0304: J. Gastwirth | |
| On the progress to reduce economic inequality: Insights from recently proposed measures of inequality | |
| B0491: W. Zhou, H. Zou, L. Zhang, L. Wang | |
| CESME: Cluster analysis with latent semiparametric mixture models | |
| B1815: S. Chen | |
| Graph theory and combinatorics for group-level network inference |
| Session EO596 | Room: G4 |
| Permutation tests | Saturday 14.12.2019 09:40 - 10:55 |
| Chair: Olivier Renaud | Organizer: Olivier Renaud |
| B0932: L. Finos | |
| Robust testing in generalized linear models by sign-flipping score contributions | |
| B0971: S. Vantini, M. Fontana, A. Gammerman, V. Vovk | |
| Permutation-based prediction bands for functional data: A conformal prediction approach | |
| B1194: J. Frossard, O. Renaud | |
| Testing time by time differences of EEG signals using the slopes within multiple comparisons procedures |
| Session EO446 | Room: Gordon |
| ODE inference and applications | Saturday 14.12.2019 09:40 - 10:55 |
| Chair: Nicolas Brunel | Organizer: Nicolas Brunel |
| B0495: E. Celledoni | |
| Deep learning as optimal control: Models and numerical methods | |
| B0524: Q. Clairon, C. Pasin, M. Prague, I. Balelli, R. Thiebaut | |
| Parameter estimation in mixed effect models based on ordinary differential equations: An optimal control approach | |
| B1004: N. Brunel, J. Park | |
| The Frenet-Serret equation for the estimation of the mean shape of multidimensional functional data |
| Session EO552 | Room: MAL G14 |
| Advances in mixed models | Saturday 14.12.2019 09:40 - 10:55 |
| Chair: Garth Tarr | Organizer: Garth Tarr |
| B0555: D.A. Flores Agreda, E. Cantoni, S. Heritier, R. Wolfe | |
| Bootstrapping clustered data via a weighted Laplace approximation | |
| B0648: S. Greven, B. Saefken, D. Ruegamer, T. Kneib | |
| Conditional model selection in mixed-effects models with cAIC4 | |
| B0896: S. Bhatnagar, K. Oualkacha, Y. Yang, T. Lu, E. Schurr, J. Loredo-Osti, M. Forest, C. Greenwood | |
| Simultaneous SNP selection and adjustment for population structure in high dimensional prediction models |
| Session EO558 | Room: MAL G15 |
| Bayesian machine learning | Saturday 14.12.2019 09:40 - 10:55 |
| Chair: Julyan Arbel | Organizer: Julyan Arbel |
| B1592: G.O. Storvik, A. Hubin | |
| Combining model and parameter uncertainty in Bayesian neural networks | |
| B1984: P.-A. Mattei, S. Wiqvist, U. Picchini, J. Frellsen | |
| Partially exchangeable networks and architectures for learning summary statistics in approximate Bayesian computation | |
| B1989: J. Ish-Horowicz, S. Flaxman, S. Filippi | |
| Interpreting deep neural networks through variable importance |
| Session EO779 | Room: MAL G16 |
| The time issue for complex data from humanities and social sciences | Saturday 14.12.2019 09:40 - 10:55 |
| Chair: Madalina Olteanu | Organizer: Madalina Olteanu |
| B1506: F. Rossi, P. Latouche, M. Corneli | |
| Change detection and clustering in temporal graphs | |
| B1536: M. Olteanu, J. Alerini | |
| Markov and the Dukes of Savoy: A temporal analysis of the Piedmontese-Savoyard legislation | |
| B1537: S. Lamasse, M. Olteanu | |
| Detecting the evolution phases of a text production |
| Session EO781 | Room: Woburn |
| Inference for imprecise and indirect data | Saturday 14.12.2019 09:40 - 10:55 |
| Chair: Taoufik Bouezmarni | Organizer: Aurore Delaigle |
| B1607: F. Camirand Lemyre, R. Carroll, A. Delaigle | |
| Semiparametric estimation of the distribution of episodically consumed foods measured with error | |
| B1626: C. McMahan, J. Tebbs, C. Bilder, C. Joyner | |
| From mixed effects modeling to spike and slab variable selection: A Bayesian regression model for group testing data | |
| B1673: M. Birke, M. Dorn, C. Jentsch | |
| A test of exogeneity in the functional linear regression model |
| Session EO566 | Room: Chancellor's Hall |
| Spatial statistics | Saturday 14.12.2019 09:40 - 10:55 |
| Chair: Mattias Villani | Organizer: Mattias Villani |
| B0672: J. Moeller | |
| Determinantal point processes and their usefulness in spatial statistics | |
| B0945: M. Quiroz, D. Nott, R. Kohn | |
| Gaussian variational approximations for high-dimensional state space models | |
| B1185: D. Bolin, K. Kirchner | |
| The rational SPDE approach for Gaussian random fields with general smoothness |
| Session EO102 | Room: CLO 101 |
| High dimensional problems with biological applications | Saturday 14.12.2019 09:40 - 10:55 |
| Chair: Juhyun Park | Organizer: Juhyun Park |
| B0573: A. Gegout-Petit, A. Muller-Guedin | |
| A methodology to select and rank covariates in high-dimensional data under dependence | |
| B1201: S. Ray, S. Alghamdi | |
| Spatially correlated functional data analysis: Application to brain imaging | |
| B1038: I. Kim | |
| Multilevel multiclass Gaussian graphical model |
| Session EO194 | Room: CLO 102 |
| Scalable statistical methods | Saturday 14.12.2019 09:40 - 10:55 |
| Chair: Cristiano Varin | Organizer: Cristiano Varin |
| B1274: H. Ogden | |
| Statistical scalability of approximate inference for spatial models | |
| B1787: A. Tsokos, I. Kosmidis | |
| Scalable and adaptive smooth modelling | |
| B1996: M. Cattelan | |
| Pairwise likelihood methods for paired comparison models |
| Session EO841 | Room: Court |
| Modelling and clustering complex data I | Saturday 14.12.2019 09:40 - 10:55 |
| Chair: Geoffrey McLachlan | Organizer: Geoffrey McLachlan |
| B1342: H. Nguyen | |
| Mixture of autoregressive moving average models | |
| B1379: S. Lee | |
| Modelling and clustering of private distributed data |
| Session EO190 | Room: Jessel |
| New methods for dependent data modeling | Saturday 14.12.2019 09:40 - 10:55 |
| Chair: Cheng Yong Tang | Organizer: Cheng Yong Tang |
| B0221: L. Yang, T. Wu | |
| Model-based clustering of high-dimensional longitudinal data | |
| B0813: X. Guo, C.Y. Tang | |
| Information criteria for latent factor models: A study with general factor pervasiveness and adaptivity | |
| B1399: C.Y. Tang | |
| A predictive time-to-event modeling approach with longitudinal measurements and missing data |
| Session EO100 | Room: Senate |
| Extremes of random graphs and Gaussian fields | Saturday 14.12.2019 09:40 - 10:55 |
| Chair: Juan Juan Cai | Organizer: Juan Juan Cai |
| B1417: A. Cipriani | |
| Extremes of Gaussian random interfaces | |
| B1444: A. Bhattacharya | |
| Asymptotic study of extremes in branching random walk | |
| B1337: C. Ling | |
| Extremes of stationary random fields on a lattice |
| Session EO178 | Room: CLO 204 |
| New statistical approaches for imaging and digital data | Saturday 14.12.2019 09:40 - 10:55 |
| Chair: Taps Maiti | Organizer: Taps Maiti |
| B0383: G. Mukherjee | |
| Large-scale constrained joint modeling with applications to freemium mobile games | |
| B0931: K. Bharath | |
| Geometric and invariant aspects of complex functional data | |
| B1466: E. Lock | |
| Tensor-on-tensor regression |
| Session EO440 | Room: SH349 |
| Recent advances for complex data analysis | Saturday 14.12.2019 09:40 - 10:55 |
| Chair: Juan Romo | Organizer: Juan Romo |
| B1828: H.A. Hernandez, R. Lillo, M.C. Aguilera-Morillo | |
| Stringing via manifold learning: Improving the functional representation of high-dimensional data | |
| B1912: A. Baillo, J.E. Chacon | |
| A new selection criterion for statistical home range estimation | |
| B1688: D. Paindaveine, A. Daouia | |
| From halfspace M-depth to multiple-output expectile regression |
| Session EC805 | Room: MAL 152 |
| Contributions in non- and semi-parametric statistics | Saturday 14.12.2019 09:40 - 10:55 |
| Chair: Wenceslao Gonzalez-Manteiga | Organizer: CMStatistics |
| B0533: I. Barbeito, S. Sperlich, R. Cao | |
| Bootstrap bandwidth selection for matching estimators in nonparametric regression | |
| B1587: J.M. Jeon, B. Park, I. Van Keilegom | |
| Additive regression with metric-spaced-valued predictors and Hilbertian responses | |
| B1608: F. Camerlenghi, F. Ayed, M. Battiston, S. Favaro | |
| Missing mass estimation in feature sampling |
| Session EG111 | Room: MAL 153 |
| Contributions in change-points | Saturday 14.12.2019 09:40 - 10:55 |
| Chair: Davide Giraudo | Organizer: CMStatistics |
| B1612: K. Kasugai, T. Kamakura | |
| The estimation of the traffic density and vehicle speed for detecting anomalies | |
| B1619: F. Pein, R.D. Shah, P. Fearnhead | |
| Change-point regression robustified to smooth artifacts | |
| B1704: T. Matsukawa, T. Misumi, Y. Maesono, S. Konishi | |
| Structural change detection via common principal component analysis |
| Parallel session D: CMStatistics | Saturday 14.12.2019 | 11:25 - 13:05 |
| Session EI012 | Room: Beveridge Hall |
| Statistical analysis of networks | Saturday 14.12.2019 11:25 - 13:05 |
| Chair: Chenlei Leng | Organizer: Chenlei Leng |
| B0170: E. Kolaczyk | |
| 'Statistics 101' for network data objects | |
| B0172: J. Zhu | |
| Generative link prediction for incomplete networks with node features | |
| B0171: K. Rohe | |
| Something old, something new, something borrowed, something not BLUE |
| Session EO296 | Room: CLO B01 |
| Advances in functional data analysis | Saturday 14.12.2019 11:25 - 13:05 |
| Chair: Naisyin Wang | Organizer: Jeng-Min Chiou |
| B1747: N. Wang | |
| Predictive functional linear models with semiparametric single-index interactions | |
| B1105: Y. Araki | |
| Functional structural equation modeling with high dimensional data in medical research | |
| B0861: C. Tang, H.L. Shang, Y. Yang | |
| Clustering and forecasting multiple functional time series | |
| B0864: Y.-T. Chen, J.-M. Chiou | |
| Multiple changepoints detection for a functional data sequence |
| Session EO837 | Room: MAL B02 |
| Early stopping rules | Saturday 14.12.2019 11:25 - 13:05 |
| Chair: Alain Celisse | Organizer: Alain Celisse |
| B1430: B. Stankewitz | |
| Smoothed-residual stopping for statistical inverse problems via truncated SVD estimation | |
| B1440: N. Muecke | |
| Early stopping vs late stopping: Different flavors of SGD | |
| B1842: Y. Averyanov | |
| Smoothed discrepancy principle as an early stopping rule in RKHS | |
| B1955: A. Celisse, M. Wahl | |
| Improving on discrepancy-based early stopping with Tikhonov smoothing |
| Session EO665 | Room: MAL B04 |
| Advances in network and matrix data analysis | Saturday 14.12.2019 11:25 - 13:05 |
| Chair: David Choi | Organizer: David Choi |
| B1360: A. Athreya | |
| An omnibus embedding for multiple random graphs, and applications to multiscale joint network inference | |
| B1403: M. Tang, J. Cape, C. Priebe | |
| Asymptotically efficient estimators for stochastic blockmodels | |
| B1516: S. Chatterjee | |
| Adaptive estimation of multivariate piecewise constant functions | |
| B1772: S. Lunagomez, C. Nemeth, E. Airoldi, K. Turnbull | |
| Latent space representations of hypergraphs |
| Session EO731 | Room: MAL B18 |
| Big bias in big data: Can we correct? | Saturday 14.12.2019 11:25 - 13:05 |
| Chair: Patrice Bertail | Organizer: Patrice Bertail |
| B1736: P. Waelbroeck | |
| Economic biases and algorithms | |
| B0631: L. Borrajo, R. Cao | |
| Nonparametric estimation for big-but-biased data | |
| B0437: C. Tillier, S. Clemencon, R. Vogel, M. Achab | |
| Weighted empirical risk minimization: Transfer learning based on importance sampling | |
| B0465: G. Ausset, S. Clemencon, F. Portier | |
| Empirical risk minimization under random censorship |
| Session EO302 | Room: MAL B20 |
| Inference on causal parameters using machine learning | Saturday 14.12.2019 11:25 - 13:05 |
| Chair: Xavier de Luna | Organizer: Xavier de Luna |
| B1768: N. Moosavi, X. de Luna, J. Haggstrom | |
| The costs and benefits of valid inference on causal parameters in the presence of high dimensional nuisance parameters | |
| B1008: S. Vansteelandt, O. Dukes | |
| Robust double machine learning inference for conditional exposure effects | |
| B0371: D. Benkeser | |
| Collaborative inference for causal effect estimation and general missing data problems | |
| B1396: M. Bonvini, E. Kennedy | |
| Sensitivity analysis via the proportion of unmeasured confounding |
| Session EO747 | Room: MAL B35 |
| Marked recurrent event processes with incomplete observations | Saturday 14.12.2019 11:25 - 13:05 |
| Chair: Sy Han Chiou | Organizer: Mei-Cheng Wang |
| B1663: K.C.G. Chan, R. Wong | |
| Covariate balancing with recurrent marker data | |
| B1789: Y. Yang, M.-C. Wang | |
| Analyzing wearable device data using marked point processes | |
| B1994: E. Colantuoni | |
| Evaluating the effect of interventions on recurrent event outcomes with multiple competing risks | |
| B2017: V. Rondeau, D. rustand, A. Krol | |
| The use of joint modelling to analyze recurrent events: Appearance of new lesions in cancer. |
| Session EO050 | Room: MAL B36 |
| Robust machine learning | Saturday 14.12.2019 11:25 - 13:05 |
| Chair: Stephane Chretien | Organizer: Adrien Saumard |
| B0296: O. Collier | |
| Polynomial-time estimation of the mean | |
| B1154: E. Genetay, A. Saumard, C. Saumard | |
| Robust clustering algorithm based on Median-of-Means statistics | |
| B1413: W.S. Stephane Chretien, S. Chretien | |
| Langevin sampling for median of means based estimation | |
| B1891: I.M. Helgoy, Y. Li | |
| A noise-robust fast sparse Bayesian learning model |
| Session EO264 | Room: G3 |
| Measures of systemic risk in actuarial science and finance | Saturday 14.12.2019 11:25 - 13:05 |
| Chair: Zinoviy Landsman | Organizer: Zinoviy Landsman |
| B0212: U. Makov, Z. Landsman, L. Langbord | |
| Risk management application of intrinsic discrepancy loss functions | |
| B0651: Z. Landsman, T. Shushi | |
| A novel multi-elliptical family of distributions: Definitions, properties and risk capital decomposition | |
| B0666: T. Shushi, Z. Landsman, U. Makov | |
| A novel approach to measure systemic risks using multivariate tail moments: From theory to practice | |
| B1023: J. Yao | |
| Downside risk optimization with random targets and portfolio amplitude |
| Session EO166 | Room: G5 |
| CSDA journal | Saturday 14.12.2019 11:25 - 13:05 |
| Chair: Ana Colubi | Organizer: Erricos Kontoghiorghes, Ana Colubi |
| B1397: Y. Berger | |
| Testing parameters of models with conditional moment restrictions using empirical likelihood | |
| B1435: E. Cantoni, S. Ranjbar, V. Chavez-Demoulin, G. Marra, R. Radice | |
| Modelling the extremes of flu cases | |
| B0831: M.D. Jimenez-Gamero, N. Henze | |
| On the BHEP test for functional data | |
| B1676: Y. Goegebeur, A. Guillou, J. Qin | |
| Robust estimation of the Pickands dependence function under random right censoring |
| Session EO258 | Room: MAL G13 |
| Signal processing | Saturday 14.12.2019 11:25 - 13:05 |
| Chair: Rosa Maria Fernandez-Alcala | Organizer: Rosa Maria Fernandez-Alcala |
| B0750: A. Oya | |
| Change detection with quaternion random signals | |
| B1137: S. Weller, C. Cheong Took | |
| Signal processing for statistical arbitrage | |
| B1148: J.D. Jimenez-Lopez, J. Navarro-Moreno | |
| Estimation recursive algorithms of hypercomplex signals from delayed observations | |
| B1086: R.M. Fernandez-Alcala, R. Yadav | |
| A SWL fixed-lag smoothing algorithm with intermittent observations in the presence of correlated noises |
| Session EO106 | Room: MAL G14 |
| Recent advances in Bayesian modeling and computation | Saturday 14.12.2019 11:25 - 13:05 |
| Chair: Marco Ferreira | Organizer: Marco Ferreira |
| B0658: M. Ferreira | |
| Fast and scalable posterior simulation for Gaussian hierarchical models with ICAR spatial random effects | |
| B0726: T.C.O. Fonseca, A. Schmidt, V. Lobo | |
| Dynamical mixture modelling of spatial processes | |
| B0793: R. Paulo, G. Garcia-Donato | |
| Variable selection in the presence of factors: A model selection perspective | |
| B1178: H. Lopes, H. Bolfarine, C. Carvalho, J. Murray | |
| Decoupling shrinkage and selection in Gaussian linear factor analysis |
| Session EO572 | Room: MAL G15 |
| Advances in Bayesian modeling and model selection | Saturday 14.12.2019 11:25 - 13:05 |
| Chair: Raffaele Argiento | Organizer: Francesco Stingo |
| B0240: A. Cassese, Q. Li, M. Guindani, M. Vannucci | |
| Bayesian negative binomial mixture regression models for the analysis of sequence count and methylation data | |
| B0270: Y. Ni, F. Stingo, V. Baladandayuthapani | |
| Covariate-dependent graphical models | |
| B0362: A. Avalos Pacheco, D. Rossell, R.S. Savage | |
| Heterogeneous large datasets integration using Bayesian factor regression | |
| B1345: B. Nipoti, B. Hernandez | |
| Bayesian nonparametric functional mixture modelling to uncover neurocardiovascular profiles in older Irish adults |
| Session EO663 | Room: CLO 101 |
| High dimensional time series | Saturday 14.12.2019 11:25 - 13:05 |
| Chair: George Michailidis | Organizer: George Michailidis |
| B0246: S. Mankad, K. Paynabar, M.R. Gahrooei, S. Ebrahimi | |
| Monitoring financial networks with online Hurdle models | |
| B1102: S. Karmakar | |
| Change point estimation for high-dimensional time series | |
| B1253: S. Basu | |
| Estimation of high-dimensional spectral density matrices | |
| B2002: M. Bhattacharjee | |
| Asymptotics of large autocovariance matrices |
| Session EO476 | Room: CLO 102 |
| Categorical data: Advances and challenges | Saturday 14.12.2019 11:25 - 13:05 |
| Chair: Sabrina Giordano | Organizer: Sabrina Giordano |
| B0617: A. Klimova, T. Rudas | |
| Non-homogeneous interaction effects in the joint action of binary features | |
| B0684: J. Peyhardi | |
| Robustness of Student link function in multinomial choice models | |
| B1150: M. Cazzaro, F. Nicolussi, A.M. Di Brisco | |
| Learning procedure for chain (stratified) graphical models | |
| B1311: C. Varin, D. Firth | |
| Rating with the pairwise empirical Bayes method |
| Session EO334 | Room: Court |
| Modelling and clustering complex data II | Saturday 14.12.2019 11:25 - 13:05 |
| Chair: Geoffrey McLachlan | Organizer: Geoffrey McLachlan |
| B1303: F. Greselin, A. Cerioli, L.A. Garcia-Escudero, A. Mayo-Iscar, M. Riani | |
| Robust estimation and efficient estimates of partition and model parameters: A step beyond the normality assumption | |
| B0887: L. Anderlucci, M. Farne, G. Galimberti, A. Montanari | |
| Variable screening for high dimensional regression problems via random projections | |
| B0904: G. Galimberti, M. Berrettini, S. Ranciati, T.B. Murphy | |
| Flexible Bayesian modelling of concomitant covariate effects in mixture models | |
| B0889: R. Falcone, L. Anderlucci, A. Montanari | |
| Matrix sketching in linear discriminant analysis: An efficient strategy for different problems |
| Session EO454 | Room: Jessel |
| Robust tests for change-points in time series | Saturday 14.12.2019 11:25 - 13:05 |
| Chair: Herold Dehling | Organizer: Herold Dehling |
| B0890: K. Vuk, H. Dehling, M. Wendler | |
| Change-point detection based on weighted two-sample U-statistics | |
| B1173: A. Schnurr, H. Dehling, J. Woerner, I. Muenker, J. Buchsteiner, A. Betken | |
| Detecting change-points in time series via ordinal pattern probabilities | |
| B1822: T. Kutta, H. Dette | |
| Relevant changes in eigensystems of functional time series | |
| B0888: D. Giraudo, A. Betken, R. Kulik | |
| Testing for a change in the tail parameter of regularly varying time series with long memory |
| Session EO516 | Room: MAL 152 |
| Semi-parametric models and applications | Saturday 14.12.2019 11:25 - 13:05 |
| Chair: Michael Wiper | Organizer: Michael Wiper |
| B0224: M.R. Sillero-Denamiel, J.M. Marin, P. Ramirez Cobo, F. Ruggeri, M. Wiper | |
| A Bayesian semi-parametric approach to estimate elliptical distributions | |
| B0391: M. Wiper, Y. Deng, H. Veiga | |
| A semi-parametric approach for stochastic frontier models with exogenous variables | |
| B0431: D.-J. Lee | |
| Semiparametric nonlinear mixed-effects PK/PD modelling under misspecification | |
| B0902: J.M. Marin, M. Wiper, F. Ruggeri | |
| A semi-parametric approach to bacteria growth modeling |
| Session EO318 | Room: MAL 153 |
| Recent developments in quantile regression | Saturday 14.12.2019 11:25 - 13:05 |
| Chair: Keith Knight | Organizer: Stanislav Volgushev, Keith Knight |
| Session EO272 | Room: CLO 203 |
| Advances in directional statistics | Saturday 14.12.2019 11:25 - 13:05 |
| Chair: Agnese Panzera | Organizer: Agnese Panzera |
| B1264: J. Ameijeiras-Alonso, I. Gijbels, A. Verhasselt | |
| Flexible two-piece families of circular distributions | |
| B1999: G.C. Porzio, D. Buttarazzi, G. Pandolfo, C. Ley | |
| Boxplots for directional data | |
| B1522: C.C. Taylor, M. Di Marzio, A. Panzera, S. Fensore | |
| Tracking the magnetic north pole | |
| B1351: T. Verdebout | |
| Some new results on tests for uniformity on the sphere |
| Session EO150 | Room: CLO 204 |
| Recent advances in neuroimaging statistics | Saturday 14.12.2019 11:25 - 13:05 |
| Chair: Damian Brzyski | Organizer: Timothy Johnson |
| B0318: F. Nathoo, T. Johnson, M. Teng | |
| Bayesian analysis of fMRI data with spatially-varying autoregressive orders | |
| B0569: J. Kornak, K. Young | |
| Bayesian image analysis in transformed spaces | |
| B0987: B. Risk, S. Kundu | |
| Scalable Bayesian Matrix Normal Graphical Models for Brain Functional Networks | |
| B1468: J. Kang | |
| Bayesian spatial blind source separation via thresholded Gaussian processes |
| Session EO592 | Room: MAL 252 |
| Statistics for large dimensional data | Saturday 14.12.2019 11:25 - 13:05 |
| Chair: Yi He | Organizer: Yi He |
| B0856: L. Jacobi, D. Zhu, J. Chan | |
| Bayesian model comparison and optimisation | |
| B1015: H. Kew, W. Zhou, J. Gao, D. Harris | |
| Single-index predictive regression | |
| B1027: Y. He, J. Gao, S. Jaidee | |
| Most powerful test against high dimensional alternatives | |
| B1267: B. Zhou, T. Andersen, Y. Li, V. Todorov | |
| Robust volatility estimation to semimartingale violations in high-frequency financial data |
| Session EO723 | Room: MAL 253 |
| Astrostatistics | Saturday 14.12.2019 11:25 - 13:05 |
| Chair: Mauro Bernardi | Organizer: Alessandra Rosalba Brazzale |
| B0300: D. Jones, D. Stenning, E. Ford, R. Wolpert, T. Loredo, X. Dumusque | |
| Improving exoplanet detection power: Multivariate Gaussian process models for stellar activity | |
| B0703: R. Trotta | |
| Astrostatistical challenges in the next decade of cosmology | |
| B1144: A. Sottosanti, M. Bernardi, A.R. Brazzale, L. Campos, A. Siemiginowska, D. van Dyk | |
| Continuous time hidden Markov models for astronomical gamma-ray light curves | |
| B1241: S. Algeri | |
| Detecting new signals under background mismodelling |
| Session EG127 | Room: MAL G16 |
| Contributions in copulas and dependence modelling | Saturday 14.12.2019 11:25 - 13:05 |
| Chair: Takeshi Emura | Organizer: CMStatistics |
| B1643: K. Herrmann, M. Coblenz, O. Grothe, M. Hofert | |
| Smooth bootstrapping of copula functionals | |
| B1827: M.N. Hasan, R. Braekers | |
| Modelling the association in bivariate survival data by using a Bernstein copula | |
| B1839: X. Dou, S. Kuriki | |
| EM algorithms for estimating the B-spline copula | |
| B1675: G. Rivieccio, G. De Luca, F. Capitanio, B. Goodwin | |
| Copulas for multiple time series: Evidence of asymmetric price transmission along the Italian pork supply chain |
| Session EG113 | Room: Senate |
| Contributions in extreme values | Saturday 14.12.2019 11:25 - 13:05 |
| Chair: Armelle Guillou | Organizer: CMStatistics |
| B1734: E.L. Sanjuan, M.I. Parra Arevalo, J. Martin Jimenez, M. Martinez Pizarro | |
| Parameter estimation of the generalized Pareto distribution for normal baseline distribution | |
| B1737: M.I. Parra Arevalo, E.L. Sanjuan, M. Martinez Pizarro, F.J. Acero Diaz | |
| An improved prior choice for Gumbel distribution parameters to model extreme values | |
| B1775: I. Gomes, I. Cabral, F. Caeiro | |
| Asymptotic comparison of second-order parameters estimators | |
| B1622: A. Albdulathem | |
| Functional covariate-adjusted extremal dependence |
| Session EG579 | Room: MAL 251 |
| Contributions in environmental applications | Saturday 14.12.2019 11:25 - 13:05 |
| Chair: Serge Guillas | Organizer: CMStatistics |
| B1719: T. Besbeas | |
| Estimating multispecies biodiversity indicators using hidden Markov models | |
| B1881: A.B. Ramos-Guajardo, J. Diaz Cusi, J. Alvarez Pulgar, G. Gonzalez-Rodriguez, E. Fernandez Iglesias, D. Vazquez Tarrio, J. Marquinez | |
| Analyzing the relationship between seismic spectrum, water discharge and bedload transport in dynamic gravel-bed rivers | |
| B0351: M. Szabo, S. Baran | |
| Parametric post-processing of dual resolution precipitation forecasts | |
| B1594: A. Moeller, J. Gross | |
| Heteroscedastic autoregressive postprocessing of temperature forecasts |
| Parallel session D: CFE | Saturday 14.12.2019 | 11:25 - 13:05 |
| Session CO212 | Room: Bloomsbury |
| Predictive modelling and time series | Saturday 14.12.2019 11:25 - 13:05 |
| Chair: Jonas Andersson | Organizer: Jonas Andersson |
| A1616: J. Andersson, A. Olden, A. Rusina | |
| Fraud detection by a multinomial model: Separating honesty from unobserved fraud | |
| A1573: C. Lam | |
| Online high dimensional covariance change point detection | |
| A1654: I. Mattsson, J. Lyhagen | |
| Spatial models with smooth transitions | |
| A1708: P. Joneus, J. Lyhagen | |
| A smooth transition duration model with an application to the deregulation of the Queensland electricity market |
| Session CO406 | Room: G11 |
| Network econometrics and financial networks | Saturday 14.12.2019 11:25 - 13:05 |
| Chair: Monica Billio | Organizer: Monica Billio |
| A0253: P. Caraiani | |
| Oil shocks and production network structure: Evidence from the OECD | |
| A0850: M. Billio, A. Berardi, R. Casarin | |
| A Bayesian graphical VAR model for yield curve fluctuations | |
| A1247: S. Tonellato | |
| Looking at Bayesian nonparametric clustering from a community detection point of view | |
| A1813: S.M. Zema | |
| A network centrality approach to stock returns: Sectoral interdependences, communities, and volatility transmission |
| Session CO586 | Room: G21A |
| Advances in realized volatility estimation | Saturday 14.12.2019 11:25 - 13:05 |
| Chair: Ekaterina Kazak | Organizer: Yifan Li, Ekaterina Kazak |
| A0435: A. Kolokolov, R. Reno, P. Zoi | |
| BUMVU estimators | |
| A0704: Y. Li, I. Nolte, S. Nolte | |
| Renewal based volatility estimation | |
| A0863: C. Muecher | |
| Predicting financial risk with artificial neural networks: Whether there is information in high frequency returns | |
| A0692: E. Kazak, I. Nolte, S. Nolte, Y. Li | |
| Portfolio choice: Balancing forecasting risk |
| Session CO240 | Room: G4 |
| Forecasting in financial markets | Saturday 14.12.2019 11:25 - 13:05 |
| Chair: Robinson Kruse-Becher | Organizer: Robinson Kruse-Becher |
| A0525: C. Hanck, M. Demetrescu | |
| IVX-based panel predictive regressions for stock returns | |
| A0526: R.A. Schuessler | |
| Robust dynamic portfolio choice based on out-of-sample performance | |
| A0550: S. Otto | |
| A dynamic functional factor model for yield curves: Identification, estimation, and prediction | |
| A0520: R. Kruse-Becher | |
| A robust evaluation of macro-financial predictive content for realized volatility |
| Session CO562 | Room: Gordon |
| Recent advances in quantile regression | Saturday 14.12.2019 11:25 - 13:05 |
| Chair: Carlos Lamarche | Organizer: Carlos Lamarche |
| A1035: Y. Bilias | |
| Exact computation of censored least absolute deviations estimator | |
| A1045: T. Parker | |
| Inference for shape constrained quantile regression splines | |
| A1082: R. Fan, J.H. Lee | |
| High-dimensional predictive quantile regression with mixed roots | |
| A1208: C. Lamarche, T. Parker | |
| Inference for penalized quantile regression for panel data |
| Session CO408 | Room: Montague |
| Advances in credit risk modelling I | Saturday 14.12.2019 11:25 - 13:05 |
| Chair: Raffaella Calabrese | Organizer: Raffaella Calabrese |
| A0702: M. Nagl, D. Roesch, J. Betz | |
| Modeling exposure at default under varying systematic conditions | |
| A1177: V. Medina-Olivares, R. Calabrese, J. Crook | |
| Joint models for longitudinal and survival data with INLA: Applications in credit scoring | |
| A1206: M. Spada, R. Calabrese | |
| Modelling spatial contagion effects for mortgage defaults using a Bayesian hierarchical approach | |
| A1683: M.R. Nieto Delfin, J. Morfin Tarasco | |
| Default probability models applied to a Mexican peasant institution |
| Session CO432 | Room: Woburn |
| Applied macroeconomic and macro-financial topics I | Saturday 14.12.2019 11:25 - 13:05 |
| Chair: Christoph Gortz | Organizer: Konstantinos Theodoridis |
| A0291: C. Gortz, C. Gunn, T. Lubik | |
| Is there news in inventories? | |
| A1252: H. Mumtaz, M.S. Miescu | |
| Identification, informational sufficiency and the role of monetary policy | |
| A1316: A. Theophilopoulou, H. Mumtaz | |
| Monetary policy and wealth inequality over the great recession in the UK: An empirical analysis | |
| A1478: S. Lhuissier | |
| Macroeconomic effects from expectations of ECB's asset purchases |
| Session CO576 | Room: Chancellor's Hall |
| Theory and application of predictive regressions | Saturday 14.12.2019 11:25 - 13:05 |
| Chair: Robert Taylor | Organizer: Robert Taylor |
| A0421: M. Demetrescu, R. Taylor, P. Rodrigues | |
| Testing in predictive quantile regressions with time-varying volatility | |
| A0400: R. Taylor, P. Rodrigues, M. Demetrescu, I. Georgiev | |
| Testing for episodic predictability in stock returns | |
| A0601: B. Hillmann | |
| Performance of predictive regressions when models are uncertain | |
| A1081: P. Rodrigues, M. Demetrescu, R. Taylor | |
| Long-run predictability revisited |
| Parallel session E: CMStatistics | Saturday 14.12.2019 | 14:35 - 16:15 |
| Session EI008 | Room: Beveridge Hall |
| Directions in statistical modelling | Saturday 14.12.2019 14:35 - 16:15 |
| Chair: Jochen Einbeck | Organizer: Jochen Einbeck |
| B0165: M. Marbac, C. Biernacki, M. Sedki, V. Vandewalle | |
| On the use of clustering in a predictive model | |
| B0606: C. Hennig, I. Shamsudheen | |
| On whether to check the model before doing model-based inference |
| Session EO574 | Room: CLO B01 |
| Functional shape data analysis | Saturday 14.12.2019 14:35 - 16:15 |
| Chair: Sonja Greven | Organizer: Sonja Greven |
| B0613: A. Srivastava | |
| Shape-motivated functional data analysis | |
| B0652: S. Kurtek, W. Xie, O. Chkrebtii | |
| Visualization and outlier detection for multivariate elastic curve data | |
| B1233: L. Steyer, A. Stoecker, S. Greven | |
| Elastic analysis of irregularly and sparsely sampled curves | |
| B1237: A. Stoecker, S. Greven | |
| Component-wise gradient boosting for functional shape regression |
| Session EO598 | Room: G11 |
| Recent advancements in causal inference | Saturday 14.12.2019 14:35 - 16:15 |
| Chair: Joseph Antonelli | Organizer: Joseph Antonelli |
| B0211: L. Keele | |
| Patterns of effects and sensitivity analysis for differences-in-differences | |
| B1119: C. Miles, B. Coull, L. Valeri | |
| Measurement error-robust causal inference via synthetic instrumental variables | |
| B1239: M. Schnitzer, G. Wang, A.A. Siddique, A. Bahamyirou, D. Menzies, A. Benedetti | |
| The analysis of relative treatment effects in multi-drug-resistant tuberculosis from fused observational studies | |
| B1309: D. Stephens | |
| Propensity score regression and G-estimation |
| Session EO360 | Room: G3 |
| Risk measures, inference, and applications | Saturday 14.12.2019 14:35 - 16:15 |
| Chair: Ricardas Zitikis | Organizer: Daniela Escobar, Ricardas Zitikis |
| B0374: T. Schmidt | |
| Estimation of risk measures | |
| B0364: S. Vitali, M. Kopa, V. Moriggia | |
| Pension fund ALM with multivariate second order stochastic dominance constraints | |
| B0644: D. Escobar, F. Paraschiv, M. Schuerle | |
| Explaining the risk behind futures prices with distortion functions | |
| B0367: R. Zitikis, R. Wang | |
| An axiomatic foundation for the expected shortfall |
| Session EO072 | Room: G4 |
| Robust modelling | Saturday 14.12.2019 14:35 - 16:15 |
| Chair: Eva Cantoni | Organizer: Eva Cantoni |
| B1323: W. Aeberhard, E. Cantoni, R. Radice, G. Marra | |
| Tuning and smoothing parameter selection for robust estimation of non-parametric effects | |
| B0778: R. Radice, W. Aeberhard, E. Cantoni, G. Marra | |
| A robust version of GAMLSS | |
| B0688: L. Ventura, E. Ruli, M. Musio | |
| Robustness and confidence distributions | |
| B1375: M. Avella-Medina | |
| Privacy-preserving parametric inference: A case for robust statistics |
| Session EO775 | Room: G5 |
| New methods and models for time series analysis | Saturday 14.12.2019 14:35 - 16:15 |
| Chair: Carmela Cappelli | Organizer: Carmela Cappelli, Marcella Niglio |
| B1186: G. De Luca, M. Nai Ruscone, G. Rivieccio | |
| Studying the influence of economic sectors on stocks through a partial dependence analysis | |
| B1515: C. Cappelli, F. Di Iorio, A. Maddaloni, P. Durso | |
| A theoretical regression tree for classifying risky financial institutions | |
| B1697: M. Niglio, F. Giordano | |
| Bootstrap prediction intervals for weighted SETAR forecasts | |
| B1929: D. Cucina, F. Battaglia, R. Baragona | |
| Unit roots in periodic time series |
| Session EO426 | Room: Gordon |
| Statistical methods for time-varying multivariate data | Saturday 14.12.2019 14:35 - 16:15 |
| Chair: Irina Gaynanova | Organizer: Irina Gaynanova |
| B0749: R. Monti | |
| A unified probabilistic model for learning latent factors and their connectivities from high-dimensional data | |
| B1281: G. Michailidis | |
| Change point estimation in a dynamic stochastic block model | |
| B1321: J. Breidt, W. Zhou, M. Cao, G. Peers | |
| Large scale maximum average power multiple inference on time-course count data with application to RNA-Seq analysis | |
| B1334: G. Yoon, I. Gaynanova | |
| Time-varying canonical correlation analysis |
| Session EO276 | Room: MAL G13 |
| Advances in Bayesian methods | Saturday 14.12.2019 14:35 - 16:15 |
| Chair: David Rossell | Organizer: David Rossell |
| B0373: D. Durante, A. Fasano | |
| Partially factorized and tighter variational Bayes for probit models | |
| B0498: V. Pena | |
| Criteria for Bayesian hypothesis testing in two-sample problems | |
| B0603: J. Jewson | |
| Generalized variational inference | |
| B1329: C. Hans | |
| Computational aspects of L1-regularized $g$ priors |
| Session EO833 | Room: MAL G14 |
| Advances in distributional regression models | Saturday 14.12.2019 14:35 - 16:15 |
| Chair: Helga Wagner | Organizer: Nadja Klein, Helga Wagner |
| B0521: A. Mayr, A. Stroemer, L. Weinhold, C. Staerk | |
| Enhanced variable selection for boosting distributional regression | |
| B0579: M.N. Lang, L. Schlosser, T. Hothorn, G.J. Mayr, R. Stauffer, A. Zeileis | |
| Distributional trees and forests for circular data | |
| B0249: T. Kneib, N. Klein, T. Hothorn | |
| Multivariate conditional transformation models | |
| B0769: P. Munezero, M. Villani | |
| Dynamic mixture of experts models for online predictions |
| Session EO060 | Room: MAL G15 |
| Track: Bayesian semi- and non-parametric methods I | Saturday 14.12.2019 14:35 - 16:15 |
| Chair: Raffaele Argiento | Organizer: Antonio Canale, Bernardo Nipoti, Raffaele Argiento |
| B0622: P. Jacob, C. Holmes, C. Robert, L. Murray, G. Nicholson | |
| Bayesian inference in models made of modules | |
| B1236: R. Corradin, B. Nipoti, A. Canale | |
| Importance conditional sampler for Bayesian nonparametric mixtures | |
| B1098: I. Manolopoulou, Y. Pokern, T.Y. Hoh | |
| Nonparametric Bayesian inference and goodness of fit testing for stochastic differential equations | |
| B0587: E. Matechou, R. Argiento | |
| Bayesian capture-recapture models with temporary emigration and heterogeneity using mixtures of changepoint processes |
| Session EO438 | Room: MAL G16 |
| EAS session: Emerging applications with copulas | Saturday 14.12.2019 14:35 - 16:15 |
| Chair: Richard Everitt | Organizer: Clara Grazian |
| B0330: E. Kurum | |
| Time-varying copula models for longitudinal data | |
| B0395: R. Barone, L. Dalla Valle | |
| Bayesian nonparametric approach for vine copula modelling: An application to preterm birth data in repeated pregnancies | |
| B0424: S. Koumoutsaris | |
| A catastrophe model for insurance losses due to freeze events using vine copulas | |
| B0502: D. Battagliese, C. Grazian, B. Liseo, C. Villa | |
| Objective interpretation of the penalised complexity prior in copula models |
| Session EO436 | Room: CLO 101 |
| Funtional data analysis and dependent sequences | Saturday 14.12.2019 14:35 - 16:15 |
| Chair: Anne Francoise Yao | Organizer: Anne Francoise Yao |
| B1036: J. Ah-Pine, A.F. Yao | |
| A study of the manifold hypothesis for functional data by using spectral clustering | |
| B1050: C. Samir, A. Fradi | |
| Bayesian inference for shape and high-dimensional inputs with a Gaussian process prior | |
| B1060: L. Reboul, D. Pommeret, A.F. Yao | |
| A data-driven smooth test of comparison for dependent sequences | |
| B1276: A.F. Yao, C. Samir, P. Mbaye | |
| Kernel regression estimation for functional predictor with values in a Riemannian submanifold |
| Session EO536 | Room: CLO 102 |
| Advances in complex data modeling | Saturday 14.12.2019 14:35 - 16:15 |
| Chair: Maria Francesca Marino | Organizer: Maria Francesca Marino |
| B0434: P. Frumento, M. Bottai | |
| Parametric modelling of quantile functions | |
| B1058: G. Vink, S. van Buuren | |
| Recent advances in iterative imputation models | |
| B1273: C. Mollica, L. Tardella | |
| Algorithms and diagnostics for the analysis of ranking data with the extended Plackett-Luce model | |
| B1297: C. Rampichini, B. Arpino, S. Bacci, L. Grilli, R. Guetto | |
| Adjusting for a pre-test in school value-added models: A comparison between gain score and conditional approaches |
| Session EO304 | Room: Jessel |
| Outliers and structural breaks | Saturday 14.12.2019 14:35 - 16:15 |
| Chair: Alexander Duerre | Organizer: Alexander Duerre, Roland Fried |
| B1436: H. Dehling, R. Fried, S.K. Schmidt, M. Wornowizki | |
| Nonparametric test for heteroscedasticity in time series | |
| B0924: K. Fokianos | |
| Change point detection by distance covariance function | |
| B1480: A. Duerre | |
| On the finite sample behaviour of the cusum test | |
| B1885: S. Goerz, A. Duerre | |
| Estimation of the long run variance in case of multiple level shifts |
| Session EO248 | Room: MAL 152 |
| Recent developments in statistical multiscale methods | Saturday 14.12.2019 14:35 - 16:15 |
| Chair: Michael Vogt | Organizer: Michael Vogt |
| B1051: G. Nason, M. Knight, M. Nunes, K. Leeming | |
| Quadratic forms of lifting transforms: Spectral analysis and stationarity tests for time series with missing values | |
| B0857: F. Dunker, K. Eckle, K. Proksch, J. Schmidt-Hieber | |
| Tests for qualitative features in the random coefficients model | |
| B0799: K. Proksch, F. Werner, J. Keller | |
| Statistical multiscale analysis for molecules | |
| B0882: M. Vogt, M. Khismatullina | |
| Multiscale inference for nonparametric time trends |
| Session EO058 | Room: MAL 153 |
| Recent advances in quantile regression | Saturday 14.12.2019 14:35 - 16:15 |
| Chair: Yudhie Andriyana | Organizer: Anneleen Verhasselt |
| Session EO550 | Room: MAL 254 |
| Spatial inference | Saturday 14.12.2019 14:35 - 16:15 |
| Chair: Marco Meyer | Organizer: Marco Meyer, Carsten Jentsch |
| B0898: C. Jentsch, M. Meyer | |
| Finite predictor coefficients and the inverse Yule-Walker matrix: On the extension of Akaike's identity to random fields | |
| B0329: S. Bandyopadhyay, S. Lahiri, D. Nordman | |
| A general frequency domain method for assessing spatial covariance structures | |
| B0566: C. Biscio | |
| A general central limit theorem and subsampling variance estimator for alpha-mixing multivariate point processes | |
| B0794: P. Otto, W. Schmid | |
| Spatial GARCH-type models: A unified approach |
| Session EO112 | Room: Senate |
| Bayesian inference for extreme values | Saturday 14.12.2019 14:35 - 16:15 |
| Chair: Miguel de Carvalho | Organizer: Miguel de Carvalho |
| B0248: D. Gamerman | |
| Modeling exceedances in extreme value theory: Foundations, regression, time series and multivariate settings | |
| B0307: Y. Tian, B. Reich | |
| Flexible modeling for spatial extremes with application to environmental studies | |
| B0404: I. Antoniano-Villalobos, S. Padoan | |
| Data imputation of large observations via Bayesian inference for multivariate extremes | |
| B0482: T. Hanson, M. de Carvalho | |
| Modeling time-changing joint extremes via Bernstein polynomials |
| Session EO588 | Room: CLO 203 |
| Two phase designs for correlated data | Saturday 14.12.2019 14:35 - 16:15 |
| Chair: Babette Brumback | Organizer: Jonathan Schildcrout |
| B1346: G. McGee, J. Schildcrout, S.-L. Normand, S. Haneuse | |
| Outcome-dependent sampling in cluster-correlated settings with application to hospital profiling | |
| B0654: C. Rivera-Rodriguez, S. Haneuse | |
| Optimal sample allocation for two-phase designs in cluster correlated data settings | |
| B0650: S. Haneuse, S. Sauer, B. Hedt-Gauthier, C. Rivera-Rodriguez | |
| Cluster-based outcome-dependent sampling in resource-limited settings: Inference in small-samples | |
| B0720: P. Rathouz | |
| Semiparametric generalized linear models: Application to biased samples |
| Session EO368 | Room: CLO 204 |
| Advance in statistical methods for large and complex data | Saturday 14.12.2019 14:35 - 16:15 |
| Chair: Dehan Kong | Organizer: Dehan Kong |
| B0908: F. Telschow, A. Schwartzman, D. Cheng, P. Pranav | |
| Estimation of expected Euler characteristic curves of nonstationary Gaussian random fields | |
| B1339: Y. Chen | |
| DeepTune: Visualization and interpretation of deep-network-based models in neuroscience | |
| B1970: T. Ogden, H. Park, E. Petkova, T. Tarpey | |
| Constrained functional additive models for estimating interactions between a treatment and functional covariates |
| Session EO132 | Room: MAL 253 |
| Advanced statistical modelling and applications | Saturday 14.12.2019 14:35 - 16:15 |
| Chair: Rosaria Simone | Organizer: Rosaria Simone |
| B0804: S.A. Osmetti, A. Bonanomi, M. Nai Ruscone | |
| Dissimilarity measure for ranking data via copula | |
| B0832: B. Francis, E. Davies | |
| Bilinear models for score building: When they should be used | |
| B0917: A. Barbiero | |
| Relationship between Kendall's tau and Goodman and Kruskal's gamma after ordinalizing a bivariate normal random variable | |
| B0978: S. Salini, G. Manzi | |
| Statistical solutions to improving bike-sharing systems |
| Session EG770 | Room: MAL 251 |
| Contributions in longitudinal data analysis | Saturday 14.12.2019 14:35 - 16:15 |
| Chair: Mahmoud Torabi | Organizer: CMStatistics |
| B1757: R. Drikvandi | |
| Joint modelling of longitudinal data involving time-varying covariates | |
| B1936: C. Marques, M.F. Salgueiro, P. Vicente | |
| Deviations from normality: Effects on growth curve models | |
| B1920: I. Sousa, A. Vieira | |
| Joint longitudinal models with informative time measurements | |
| B1705: N. Arai, T. Misumi, H. Matsui, Y. Maesono, S. Konishi | |
| Automatic multivariate functional clustering for spatial longitudinal data |
| Parallel session E: CFE | Saturday 14.12.2019 | 14:35 - 16:15 |
| Session CO628 | Room: MAL B02 |
| Predictability of asset returns | Saturday 14.12.2019 14:35 - 16:15 |
| Chair: Alexandros Kostakis | Organizer: Alexandros Kostakis |
| A0295: E. Hjalmarsson, T. Kiss | |
| Testing return predictability with the dividend-growth equation: An anatomy of the dog | |
| A1324: G. Skoulakis, J. Xue, H. Jiang | |
| Oil and equity return predictability: The importance of dissecting oil price changes | |
| A1453: M. Stamatogiannis, T. Magdalinos, A. Kostakis | |
| Taking stock of long-horizon predictability tests: Are factor returns predictable? | |
| A1484: A. Tamoni, D. Bianchi, M. Buechner | |
| What matters when: Time-varying sparsity in expected returns |
| Session CO452 | Room: MAL B04 |
| Advances in credit risk modelling II | Saturday 14.12.2019 14:35 - 16:15 |
| Chair: Raffaella Calabrese | Organizer: Raffaella Calabrese |
| A0827: A. Agosto, P. Giudici, D.F. Ahelegbey | |
| Network models to assess credit risk contagion | |
| A1151: J. Crook, V. Djeundje | |
| On stress testing of credit default | |
| A1242: L.T. Goldmann, R. Calabrese, J. Crook | |
| Use of social media big data for predicting credit rating changes of companies | |
| A1678: P. Chodnicka - Jaworska | |
| Alternative methods of default risk estimation |
| Session CO735 | Room: MAL B18 |
| Identification in SVARs | Saturday 14.12.2019 14:35 - 16:15 |
| Chair: Robin Braun | Organizer: Robin Braun |
| A0938: D. Kaenzig | |
| The macroeconomic effects of oil supply news: Evidence from OPEC announcements | |
| A0935: C. Martinez Hernandez | |
| The role of inflation expectations in the transmission of monetary policy | |
| A0280: M. Bruns | |
| Identifying smooth transition vector autoregressivemodels | |
| A0866: R. Braun | |
| The importance of supply and demand for oil prices: Evidence from identification by non-Gaussianity |
| Session CO713 | Room: MAL B35 |
| Panel data methods for integrated series | Saturday 14.12.2019 14:35 - 16:15 |
| Chair: Anindya Banerjee | Organizer: CFE, Anindya Banerjee |
| A1149: Y. Karavias, A. Juodis | |
| Partially heterogeneous tests for Granger non-causality in panel data | |
| A1292: J.L. Carrion-i-Silvestre, A. Banerjee | |
| Bounds testing for panel unit roots using common correlated effects estimators | |
| A0235: D. Kontana, S. Fountas | |
| Consumption, income, wealth and 10-year treasury rate in the 51 States of US: A panel cointegration approach | |
| A1637: I. Kheifets, P.C. Phillips | |
| Fully modified least square for multicointegrated systems |
| Session CO707 | Room: MAL B36 |
| Sentometrics | Saturday 14.12.2019 14:35 - 16:15 |
| Chair: Kris Boudt | Organizer: David Ardia, Kris Boudt |
| A0377: S. Borms, D. Ardia, K. Boudt, A. Algaba | |
| Conservative and timely ESG-compliant investment universe screening using textual sentiment analysis | |
| A0663: K. Bluteau | |
| The GWP R package: Generalized word power approach of calibrating lexicons | |
| A0842: A. Algaba, K. Boudt, S. Borms | |
| Consumer confidence media indexation | |
| A2001: J. Van Pelt, A. Algaba, S. Borms, K. Boudt | |
| Media bias detection using sentometrics |
| Session CO422 | Room: Montague |
| Modelling, forecasting and accuracy | Saturday 14.12.2019 14:35 - 16:15 |
| Chair: Mauro Costantini | Organizer: Mauro Costantini |
| A0552: M. Pedio, M. Guidolin | |
| Forecasting commodity futures returns with stepwise regressions: The contribution of commodity-specific factors | |
| A0716: E. Bersimi | |
| Volatility forecasting and performance evaluation | |
| A0834: C. Lupi, G. Bruno, M. Centoni | |
| A forecast-based consumer sentiment index | |
| A0667: M. Costantini, G. Angelini | |
| DGSE models with expectations correction: Misspecification, forecasting errors and directional accuracy |
| Session CO218 | Room: Woburn |
| Applied macroeconomic and macro-financial topics II | Saturday 14.12.2019 14:35 - 16:15 |
| Chair: Wojtek Paczos | Organizer: Konstantinos Theodoridis |
| A0294: W. Paczos, M. Froemel | |
| Imperfect financial markets and the cyclicality of social spending | |
| A0297: D. Massacci, M. Rubin, D. Ruzzi | |
| Comovement changes between stocks and bonds: Evidence from a class of large dimensional threshold group-factor models | |
| A0305: D. Meenagh | |
| State-dependent pricing and its implications for monetary policy | |
| A0446: A. Fuertes | |
| External adjustment with a common currency: The case of the euro area |
| Session CO416 | Room: Chancellor's Hall |
| Bayesian econometrics | Saturday 14.12.2019 14:35 - 16:15 |
| Chair: Silvia Montagna | Organizer: Yasuhiro Omori |
| A1491: Y. Yamauchi, Y. Omori | |
| Factor multivariate realized stochastic volatility model | |
| A1505: K. Irie | |
| Bayesian dynamic fused lasso | |
| A1580: K. McAlinn, K. Takanashi | |
| Predictive properties of forecast combination, ensemble methods, and Bayesian synthesis | |
| A1596: M. Lindon | |
| The state of industry statistics in online AB experiments |
| Session CO458 | Room: Court |
| Mixture models in econometrics | Saturday 14.12.2019 14:35 - 16:15 |
| Chair: Ralf Wilke | Organizer: Ralf Wilke |
| A0492: B. Christoffersen, R. Matin | |
| Modeling frailty correlated defaults with multivariate latent factors | |
| A0565: D. Borowczyk-Martins | |
| Addressing measurement error in the estimation of labor market transitions | |
| A1769: M. Cavicchioli | |
| Statistical inference for mixture GARCH models |
| Session CO424 | Room: SH349 |
| Econometric methods for sport data modelling and forecasting | Saturday 14.12.2019 14:35 - 16:15 |
| Chair: Luca De Angelis | Organizer: Luca De Angelis |
| A1172: L. De Angelis, G. Angelini | |
| Informational efficiency and price reactions in exchange betting markets | |
| A0214: C. Singleton, G. Elaad, J. Reade | |
| Information, prices and efficiency in an online betting market | |
| A0501: R. Gauriot, L. Page | |
| Market prices reaction to information: A quasi-experiment | |
| A1300: J. Reade, S. Wang, L. De Angelis, C. Singleton | |
| Forecasting football match outcomes with big data and bigger methods |
| Parallel session F: CMStatistics | Saturday 14.12.2019 | 16:45 - 18:50 |
| Session EO080 | Room: CLO B01 |
| Statistics for Hilbert spaces | Saturday 14.12.2019 16:45 - 18:50 |
| Chair: Gil Gonzalez-Rodriguez | Organizer: Gil Gonzalez-Rodriguez |
| B0901: J. Gertheiss, A. Moeller | |
| A classification tree for functional data | |
| B0950: H. Matsui | |
| Varying-coefficient functional additive models | |
| B1064: Y. Liu, X. Qiao | |
| Spectral analysis of high-dimensional functional time series | |
| B1294: S. Lopez Pintado | |
| Depth analysis for sparse functional data | |
| B1824: E. Bongiorno, J.-B. Aubin | |
| Local dimension reduction using small ball probability factorization |
| Session EO460 | Room: MAL B02 |
| Novel approaches for high-dimensional medical data | Saturday 14.12.2019 16:45 - 18:50 |
| Chair: Damian Brzyski | Organizer: Damian Brzyski, Jaroslaw Harezlak |
| B1577: J. Fukuyama | |
| Sensitivity biplots | |
| B1627: D. Brzyski | |
| The adaptive incorporation of multiple sources of information in brain imaging via penalized optimization | |
| B1628: M. Bogdan, W. Jiang, J. Josse, B. Miasojedow, V. Rockova | |
| Adaptive Bayesian SLOPE: High-dimensional model selection with missing values | |
| B1630: P. Tardivel, D. Brzyski, U. Schneider | |
| Uniqueness and model selection for SLOPE estimator | |
| B2015: C.M. Ting, H. Ombao | |
| Identifying aberrant EEG functional connectivity in schizophrenia using an ensemble of convolutional neural networks |
| Session EO104 | Room: MAL B04 |
| Recent developments in multivariate data analysis | Saturday 14.12.2019 16:45 - 18:50 |
| Chair: Anne Ruiz-Gazen | Organizer: Klaus Nordhausen, Anne Ruiz-Gazen |
| B0508: V. Gares | |
| Regularized optimal transport of covariates and outcomes in data recoding | |
| B0561: J. Virta, N. Lietzen, P. Ilmonen, K. Nordhausen | |
| Asymptotically and computationally efficient tensorial JADE | |
| B0933: V. Roizman, F. Pascal, M. Jonckheere | |
| A flexible EM-like clustering algorithm for noisy data | |
| B1189: F. Boulfani, A. Ruiz-Gazen, X. Gendre, M. Salvignol | |
| Comparing prediction procedures for functional data in aeronautic | |
| B1418: C. Croux, I. Wilms, L. Bottmer | |
| Cellwise robust and sparse regression with the shooting S |
| Session EO643 | Room: MAL B18 |
| The state-of-the-art developments for non-ignorable missing data | Saturday 14.12.2019 16:45 - 18:50 |
| Chair: Shaun Seaman | Organizer: Jiwei Zhao |
| B0776: J. Zhao, Y. Ma | |
| How not to estimate the nonignorable missingness mechanism | |
| B0934: L. Wen, S. Seaman | |
| Methods of handling cohort data with death and non-ignorable dropout | |
| B1224: W. Miao | |
| Identification, estimation, and semiparametric efficiency of nonignorable missing data | |
| B1054: C. Breunig, P. Haan | |
| Nonparametric regression with selectively missing covariates | |
| B0983: J. Shao | |
| Instrument, variable and model selection with nonignorable nonresponse |
| Session EO162 | Room: MAL B20 |
| Recent advances in network data analysis | Saturday 14.12.2019 16:45 - 18:50 |
| Chair: Yuan Zhang | Organizer: Yuguo Chen |
| B1500: J. Jin | |
| Coauthorship and citation networks for statisticians | |
| B0591: M. Pensky, M. Noroozi, R. Rimal | |
| Estimation and clustering in popularity adjusted stochastic block model | |
| B1378: T. Ke | |
| Optimal adaptivity of signed-polygon statistics for network testing | |
| B0500: Y. Zhao | |
| Network structure inference from grouped data | |
| B1355: R. Braun, P. Nguyen | |
| From graph structure to network function: Using spectral graph theory to predict and control dynamics |
| Session EO146 | Room: MAL B35 |
| Multivariate survival models | Saturday 14.12.2019 16:45 - 18:50 |
| Chair: Takeshi Emura | Organizer: Takeshi Emura |
| B0975: K. Suresh, J. Taylor, A. Tsodikov | |
| A Gaussian copula approach for dynamic prediction of survival with a longitudinal biomarker | |
| B1366: T. Bouezmarni, Y. Rabhi | |
| Nonparametric inference for copulas of dependence under length-biased sampling and informative censoring | |
| B1155: A. Doerre | |
| Estimating dementia incidence in an illness-death model using health-claims data | |
| B0636: R. Wilke, M.S.S. Lo | |
| The identifiability of the copula competing risks model under exclusion restrictions | |
| B0954: T. Emura, V. Rondeau, S. Casimir | |
| Kendalls tau for survival endpoints in meta-analysis: A general definition and a conditional copula approach |
| Session EO158 | Room: MAL B36 |
| Recent developments on complex data analysis | Saturday 14.12.2019 16:45 - 18:50 |
| Chair: Man Wang | Organizer: Xinyuan Song |
| B0734: M. Wang | |
| MOSUM-based test and estimation method for multiple changes in panel data | |
| B0746: R. Sun, J. Pan, J. Cai | |
| Sample size determination guidelines for latent mediation models: A Monte Carlo study | |
| B1029: Y. Lin | |
| Order selection in mixed hidden Markov model | |
| B1796: S. Lian | |
| Bayesian single-cell transcriptome analysis and related MCMC convergence diagnostics | |
| B1805: J. Han | |
| Second-order numerical Fourier methods for option pricing |
| Session EO070 | Room: MAL G13 |
| Empirical processes and nonparametric methods | Saturday 14.12.2019 16:45 - 18:50 |
| Chair: Eric Beutner | Organizer: Henryk Zaehle, Eric Beutner |
| B1174: J. Carcamo, A. Cuevas, L.-A. Rodriguez | |
| Differentiability of supremum-type functionals with applications | |
| B1620: D. Dobler | |
| Randomization empirical processes and deduced hypothesis tests | |
| B1424: C. Doss, J.A. Wellner | |
| Likelihood ratio tests and confidence intervals based on the shape constraint of concavity | |
| B1462: T. Saegusa | |
| Empirical process for merged data from multiple overlapping sources | |
| B1290: H. Zaehle, E. Beutner | |
| Donsker results for the smoothed empirical process |
| Session EO681 | Room: MAL G14 |
| Risk, variability and heavy tails | Saturday 14.12.2019 16:45 - 18:50 |
| Chair: Anna Panorska | Organizer: Anna Panorska |
| B0748: C. Constantinescu | |
| Weibull distribution in insurance risk models | |
| B0770: A. Wylomanska | |
| Heavy-tailed stochastic models with time-dependent coefficients: Applications to financial time series | |
| B1373: A. Baxevani, K. Podgorski | |
| Non-Gaussian harmonizable processes as sum of harmonics with random frequencies | |
| B1532: T. Kozubowski, C. Amponsah | |
| A computational approach for the estimation of discrete Pareto parameters | |
| B1572: M. Teuerle | |
| Spatio-temporal dependence measures for two-dimensional VAR(1) models with alpha-stable innovations | |
| B1503: G. Sikora | |
| Probabilistic properties of detrended fluctuation analysis for Gaussian processes |
| Session EO328 | Room: MAL G15 |
| Bayesian methods in medical statistics | Saturday 14.12.2019 16:45 - 18:50 |
| Chair: Paulo Canas Rodrigues | Organizer: Vanda Lourenco |
| B1100: V. Inacio, N. Klein | |
| Distributional ROC surface regression | |
| B0339: B. Barney, M. de Carvalho, G. Page | |
| Biomarker accuracy determination via an affinity-based measure | |
| B0767: A. Posekany, S. Fruhwirth-Schnatter | |
| Parallelising Bayesian biostatistical analyses using Yin-Yang sampling | |
| B0358: M. Castro | |
| Bayesian analysis of survival data with missing censoring indicators | |
| B1658: Y. Luo, D. Stephens, D. Buckeridge | |
| Bayesian nonparametric clustering of continuous-time hidden Markov models for health trajectories |
| Session EO126 | Room: MAL G16 |
| Copulas and dependence modelling | Saturday 14.12.2019 16:45 - 18:50 |
| Chair: Piotr Jaworski | Organizer: Piotr Jaworski |
| B0423: M. Manstavicius, G. Bagdonas | |
| Some transformations of bivariate independence copula | |
| B0682: P. Jaworski | |
| On Archimax copulas and dependence measures | |
| B0695: C. Strothmann | |
| A Markov product for tail dependence functions | |
| B2040: V. Kika, I. Gijbels, M. Omelka | |
| Multivariate association measures |
| Session EO769 | Room: CLO 101 |
| Longitudinal data analysis | Saturday 14.12.2019 16:45 - 18:50 |
| Chair: Sanjoy Sinha | Organizer: Sanjoy Sinha |
| B0207: O. Goloubeva | |
| Analysis of survival and acquired over time treatment toxicities in elderly HNSCC patients: The SEER-Medicare database | |
| B0219: M. Torabi, M.E. Hoque | |
| Modeling longitudinal data with measurement error in covariates | |
| B0372: A. Sattar, S. Sinha | |
| Inference with joint models under misspecified random effects distributions | |
| B0387: S. Sinha | |
| Semiparametric methods for incomplete binary longitudinal data with dropouts | |
| B0805: K. Davis | |
| Statistical challenges in integrating survey and administrative data in the Canadian census |
| Session EO853 | Room: CLO 102 |
| Data Science: Regularization and variable selection | Saturday 14.12.2019 16:45 - 18:50 |
| Chair: Jia Liu | Organizer: Jan Pablo Burgard, Bertrand Clarke |
| B0639: J.P. Burgard, D. Kreber, J. Krause | |
| Regularized area-level models for robust small area estimation under measurement errors | |
| B0642: J. Krause, J.P. Burgard, R. Muennich | |
| Regularized multi-level models for small area estimation using both unit- and area-level data | |
| B0796: U. Friedrich, J.P. Burgard | |
| Integer programming and machine learning for computational statistics | |
| B0817: D. Kreber | |
| Cross-validation subset selection for regression | |
| B0885: S. Schmaus, J.P. Burgard, J. Krause | |
| Small area estimation of transition probabilities for spatial dynamic microsimulation models in socio-economic research |
| Session EO170 | Room: Court |
| Clustering and classification | Saturday 14.12.2019 16:45 - 18:50 |
| Chair: Maria Brigida Ferraro | Organizer: Maria Brigida Ferraro |
| B0747: D. Vicari, L. Bocci | |
| Clustering objects in three-way proximity data | |
| B1166: M. Sato-Ilic | |
| Fuzzy clustering-based non-linear dimensionality reduction | |
| B1382: M. Fop, P.-A. Mattei, T.B. Murphy, C. Bouveyron | |
| Variable role screening for high-dimensional model-based discriminant analysis | |
| B1640: M. Ito, K. Adachi | |
| An extended k-means clustering procedure with unique factors | |
| B1803: C. Gatu, A.M. Puiu | |
| Enhanced algorithms for hierarchical clustering |
| Session EO260 | Room: Jessel |
| Recent advances in time series analysis | Saturday 14.12.2019 16:45 - 18:50 |
| Chair: Masayuki Hirukawa | Organizer: Masayuki Hirukawa |
| B0557: A. Banerjee | |
| Estimating average derivative with multiple integrated regressors | |
| B1447: M. Wagner, O. Stypka | |
| Testing linear cointegration against smooth transition cointegration | |
| B1501: F. Marotta | |
| Inference on time series with systematically missing data | |
| B1521: H. Solvang | |
| Investigation of statistical property in residual series after detrending | |
| B0266: R. James, A. Prokhorov, H. Leung | |
| Identifying market manipulation \& abusive trading using anomaly detection techniques |
| Session EO332 | Room: MAL 152 |
| Bandwidth selection for kernel estimation | Saturday 14.12.2019 16:45 - 18:50 |
| Chair: M. Dolores Martinez-Miranda | Organizer: M. Dolores Martinez-Miranda |
| B0285: Q. Wang, A. Zambom | |
| Subsampling-extrapolation bandwidth selection in bivariate kernel density estimation | |
| B1052: M.I. Borrajo, W. Gonzalez-Manteiga, M.D. Martinez-Miranda | |
| A new framework for kernel intensity estimation in point processes using covariates | |
| B0316: Y. Slaoui | |
| Data-driven bandwidth selection for recursive kernel density estimators under double truncation | |
| B0808: B. Schaefer | |
| Bandwidth selection under random fields with short memory | |
| B0956: M.D. Martinez-Miranda, V. Asimit, M.L. Gamiz, J.P. Nielsen | |
| Creating a safe space for bias correction in kernel hazard estimation |
| Session EO350 | Room: Senate |
| Statistical advances in extremes and risk management | Saturday 14.12.2019 16:45 - 18:50 |
| Chair: Gilles Stupfler | Organizer: Gilles Stupfler |
| B0685: A. Usseglio-Carleve, S. Girard, G. Stupfler | |
| Nonparametric extreme conditional expectile estimation | |
| B0992: H. Kaibuchi, G. Stupfler, Y. Kawasaki | |
| A novel GARCH-EVT approach dealing with bias and heteroscedasticity for extreme risk estimations | |
| B1205: S. Rizzelli, M. Falk, S. Padoan | |
| On the strong convergence of sample maxima, with applications to asymptotic statistical theory for extremes | |
| B1256: S. Padoan, G. Stupfler | |
| Extreme expectile estimation for heavy-tailed time series |
| Session EO793 | Room: CLO 203 |
| Human microbiome research: New designs and statistical methods | Saturday 14.12.2019 16:45 - 18:50 |
| Chair: Ekaterina Smirnova | Organizer: Ni Zhao, Ekaterina Smirnova |
| B1939: E. Smirnova | |
| Microbiome data: Current challenges and opportunities | |
| B1517: M. Sohn | |
| Compositional mediation model for binary outcome: Application to microbiome samples | |
| B1817: G. Gloor | |
| Accounting for asymmetry and batch effects in meta-transcriptomics | |
| B1921: L. Waldron | |
| Adapting methods of gene set enrichment analysis to study of the human microbiome | |
| B1945: H. Corrada Bravo | |
| Experimental and computational frameworks for microbiome data analysis assessment |
| Session EO354 | Room: CLO 204 |
| Recent development in scientific and clinical studies of the brain | Saturday 14.12.2019 16:45 - 18:50 |
| Chair: Guofen Yan | Organizer: Tingting Zhang |
| B0200: T. Zhang | |
| A Bayesian approach for mapping epileptic brain networks | |
| B0306: R. Krafty, J. Zhang, G. Siegle | |
| Interpretable principal components analysis for multilevel multivariate functional data | |
| B0994: J. Peng | |
| Learning structural connectivity of the brain from imaging data | |
| B1108: S. Iyengar | |
| Identification of spreading depolarization based on potassium and glucose levels | |
| B1901: G. Papadogeorgou, Z. Zhang, D. Dunson | |
| Soft tensor regression |
| Session EO835 | Room: MAL 252 |
| Restricted parameters inference and shrinkage estimators | Saturday 14.12.2019 16:45 - 18:50 |
| Chair: Genso Watanabe | Organizer: Genso-Y. T. Watanabe-Chang |
| B0429: H. Oda, F. Komaki | |
| Shrinkage priors on complex statistical manifolds | |
| B0436: G. Watanabe, N. Shinozaki, W. Strawderman | |
| Pitman closeness domination in predictive density estimation for two ordered normal means under alpha-divergence loss | |
| B0458: K. Yano | |
| On estimation and prediction for high-dimensional Poisson models with quasi zero inflation | |
| B0479: E. Marchand, W. Strawderman | |
| On prediction and shrinkage estimation for balanced loss functions | |
| B0583: R. Yuasa, T. Kubokawa | |
| Shrinkage estimation of the mean of high-dimensional normal distribution |
| Session EO428 | Room: MAL 253 |
| Oceans of data: High-dimensional statistics for marine data analysis | Saturday 14.12.2019 16:45 - 18:50 |
| Chair: Christian L. Mueller | Organizer: Christian L. Mueller |
| B1249: A. Mishra, C.L. Mueller, J. Bien, S. Hyun | |
| Marine data mining with CMAP using R | |
| B0997: J. Bien, C.L. Mueller, X. Yan | |
| Structured feature aggregation in regression with microbiome data | |
| B1317: S. Hyun, J. Bien, F. Ribalet, M. Cape | |
| Joint modeling of continuous flow cytometry data with environmental covariates | |
| B0928: C. Mutshinda, A. Irwin, Z. Finkel | |
| A trait-based taxonomy for phytoplankton biomass modeling and prediction | |
| B1167: J. Siddons, A. Irwin, Z. Finkel | |
| Inference of ecological networks from a sparse ocean dataset |
| Session EO464 | Room: SH349 |
| Statistics in sport | Saturday 14.12.2019 16:45 - 18:50 |
| Chair: Marialuisa Restaino | Organizer: Giuseppe Giordano, Marialuisa Restaino |
| B0489: F. Addesa | |
| Cultural diversity and team performance in the Italian Serie A | |
| B1139: L. Pappalardo, A. Rossi, P. Cintia | |
| Injury forecasting in sports using artificial intelligence | |
| B1199: F. Porro, M. Zenga | |
| Two decompositions of the Pietra index with applications to Italian professional football teams | |
| B1257: V. Candila, L. De Angelis, G. Angelini | |
| Weighted ELO rating predictions in tennis | |
| B1900: A. Gyimesi | |
| League ranking mobility affects attendance: A dynamic panel model of European football leagues |
| Session EC800 | Room: MAL 153 |
| Contributions in computational statistics | Saturday 14.12.2019 16:45 - 18:50 |
| Chair: Stefan Sperlich | Organizer: CMStatistics |
| B0273: H.-W. Teng | |
| On a projection estimator for Monte Carlo integration | |
| B1624: H. Park | |
| Sample-specific stability selection with effective error control | |
| B1645: N. Kahale | |
| Efficient simulation of high dimensional Gaussian vectors | |
| B1777: J. Smith, J. Ferreira, A. Bekker | |
| Lower quantile estimation for artificially censored Weibull samples | |
| B1610: R. Schefzik | |
| Identifying differential distributions using the 2-Wasserstein distance, with application to single-cell RNA-sequencing |
| Session EG179 | Room: MAL 254 |
| Contributions in statistical modelling I | Saturday 14.12.2019 16:45 - 18:50 |
| Chair: David Haziza | Organizer: CMStatistics |
| B1712: M. Wagener, A. Bekker, M. Arashi | |
| Mastering the body and tail shape of a distribution | |
| B1818: M. Meulders, L. Maaya, M. Vandebroek | |
| E-consumers' attribute non-attendance switching behavior: Effect of providing information on attributes | |
| B1923: K. Van Deun | |
| Finding the hidden link: Sparse common component analysis | |
| B1880: I. Barranco-Chamorro, G. Martinez-Florez, H. Bolfarine, H.W. Gomez | |
| A new flexible Birnbaum Saunders model | |
| B1411: S. Makgai, A. Bekker, M. Arashi, J. Visagie | |
| Constructing distributions via the beta-generating technique |
| Session EG083 | Room: MAL 251 |
| Contributions in big and high-dimensional data analysis | Saturday 14.12.2019 16:45 - 18:50 |
| Chair: Rosa Lillo | Organizer: CMStatistics |
| B0361: I. Batmaz, N. Adams | |
| StreamMARS: A streaming multivariate adaptive regression splines algorithm | |
| B1692: O. Oyebamiji | |
| Bayesian hierarchical models for uncertainty quantification in high-dimensional landscape problems | |
| B1800: R. Guerra-Urzola, K. Van Deun, J. Vera Lizcano, K. Sijtsma | |
| Implementation guidance of sparse principal component analysis on different methods and when to use them | |
| B0880: E. Jorge-Gonzalez | |
| Estimating the unemployment rate using big data | |
| B1807: A. Mendez Civieta, R. Lillo, M.C. Aguilera-Morillo | |
| A new approach to penalized quantile regression |
| Parallel session F: CFE | Saturday 14.12.2019 | 16:45 - 18:50 |
| Session CI022 | Room: Beveridge Hall |
| Advances in financial econometrics | Saturday 14.12.2019 16:45 - 18:50 |
| Chair: Roxana Halbleib | Organizer: Roxana Halbleib |
| A0158: E. Renault | |
| The leverage effect puzzle revisited: Identification in discrete time | |
| A0159: R. Liesenfeld, T. Selland Kleppe, G. Moura, A. Oglend | |
| Analyzing commodity futures using factor state-space models with Wishart stochastic volatility | |
| A0237: J. Grammig, C. Hanenberg, C. Schlag, J. Soenksen | |
| Looking forward, looking back: How machine learning predictions compare to expectations from option markets |
| Session CO204 | Room: Bloomsbury |
| Recent trends in commodity markets | Saturday 14.12.2019 16:45 - 18:50 |
| Chair: Christoph Sulewski | Organizer: Claudia Wellenreuther |
| A0927: C. Pirrong | |
| Sheep in wolves clothing: Using false signals of demand to execute a market power manipulation | |
| A1438: J. Miffre, J. Fan, A. Fernandez-Perez, A.-M. Fuertes | |
| Speculative pressure | |
| A1523: K. Kuck | |
| Gold volatility and the safe haven effect | |
| A1529: C. Gilbert | |
| Cocoa market control 2020 | |
| A1140: M. Stefan, C. Wellenreuther, M.T. Bohl | |
| An introduction to ESMA's commitments of traders reports: Do hedgers really hedge? |
| Session CO420 | Room: G11 |
| Empirical applications in economics and finance | Saturday 14.12.2019 16:45 - 18:50 |
| Chair: Jesus Otero | Organizer: Jesus Otero |
| A1385: A.M. Iregui Bohorquez, J. Otero, H. Nunez | |
| Forecast revisions in a changing economic environment | |
| A1019: A. Banerjee, V. Bystrov, P. Mizen | |
| Structural factor analysis of interest rate pass through in four large Euro area economies | |
| A0203: J. Otero, M. Giulietti, M. Waterson | |
| Rigidities and adjustments of daily prices to costs: Evidence from supermarket data |
| Session CO382 | Room: G21A |
| Asset pricing and risk exposures in cryptocurrency markets | Saturday 14.12.2019 16:45 - 18:50 |
| Chair: Massimo Guidolin | Organizer: Massimo Guidolin |
| A1392: M. Guidolin, D. Bianchi, M. Pedio | |
| Time-varying risk exposures of cryptocurrencies: Are they a new asset class? | |
| A1395: K. Shakhnov, N. Borri | |
| The cross-section of cryptocurrency returns | |
| A1400: A. Dickerson, D. Bianchi | |
| Trading volume in cryptocurrency markets | |
| A1401: E. Iyidogan, K. Yilmaz | |
| Return spillovers and connectedness in the cryptocurrency market | |
| A1657: J. Sila, M. Mark | |
| Price endogeneity and volatility in the cryptocurrency market |
| Session CO196 | Room: G5 |
| Econometrics methods and models for high dimensional data analysis | Saturday 14.12.2019 16:45 - 18:50 |
| Chair: Camilla Mastromarco | Organizer: Walter Distaso, Alessandra Amendola |
| A0826: A. Amendola, G. Gallo, V. Candila, M. Boccia | |
| Whether commodity price volatility spills over onto African stock markets | |
| A0822: A. Insana | |
| Daily, intraday and overnight betas | |
| A1353: C. Mastromarco | |
| Endogenous spatial technological clubs across Europe: A 3D panel data model with cross sectional dependence | |
| A1682: L. Leonida, A. Iona | |
| Sample separation and the sensitivity of investment to cash flow: On the monotonicity condition | |
| A1684: A. Iona, L. Leonida | |
| Economic freedom, corporate investment and financing constraints. |
| Session CO442 | Room: Gordon |
| Robustness to shocks and dependence in networks and financial data | Saturday 14.12.2019 16:45 - 18:50 |
| Chair: Artem Prokhorov | Organizer: Artem Prokhorov |
| A1118: A. Semenov | |
| Identifying important nodes in input-output networks | |
| A1291: M. Gladkova, E. Gilenko | |
| Machine learning algorithms for profiling of Russian digital entrepreneurs: Social network data analysis | |
| A1527: A. Prokhorov | |
| Lasso and Dantzig selector for Bernstein copula | |
| A1265: E. Gilenko, M. Gladkova, A. Prokhorov, R. Ibragimov, G. Kukhareva | |
| Robust estimation of stochastic frontier models | |
| A1318: R. Ibragimov, D. Brown | |
| Sign tests for dependent observations |
| Session CO198 | Room: Montague |
| Term structure of interest rates | Saturday 14.12.2019 16:45 - 18:50 |
| Chair: Andrea Berardi | Organizer: Andrea Berardi |
| A0790: M. Taboga, F. Corsello | |
| Yield curve forecasting in the euro area | |
| A1550: R. Barros De Rezende, A. Ristiniemi | |
| A shadow rate without a lower bound constraint | |
| A1576: G. Goy, C. Brand, W. Lemke | |
| Natural rate chimera and bond pricing reality | |
| A1689: J. Shi | |
| Macro-yields modelling in the presence of asymmetrically distributed interest rates | |
| A0874: A. Berardi, S. Schaefer | |
| Convexity dominates risk premia in long-term forward rates |
| Session CO394 | Room: Woburn |
| Macroeconomic policies and macroeconometrics | Saturday 14.12.2019 16:45 - 18:50 |
| Chair: Etsuro Shioji | Organizer: Etsuro Shioji |
| Session CO675 | Room: Chancellor's Hall |
| Dynamic factor models and large-scale applications | Saturday 14.12.2019 16:45 - 18:50 |
| Chair: Matthias Fengler | Organizer: Loriano Mancini |
| A0958: D. Bianchi, K. McAlinn | |
| Large-scale dynamic predictive regressions | |
| A0577: F. Carlini, P. Gagliardini | |
| Contagion and latent factors in large systems | |
| A0368: G. Bormetti, D. Di Gangi, F. Lillo | |
| Score-driven exponential random graphs: A new class of time-varying parameter models for dynamical networks | |
| A0346: H. Ma, P. Gagliardini | |
| Extracting statistical factors when betas are time-varying | |
| A0578: M. Fengler, W. Dare | |
| Global estimation of realized spot volatility inthe presence of price jumps |
| Session CC819 | Room: G3 |
| Contributions in forecasting | Saturday 14.12.2019 16:45 - 18:50 |
| Chair: Uwe Hassler | Organizer: CFE |
| A1454: S. Arvanitis, T. Post, V. Poti, S. Karabati | |
| Nonparametric tests for superior predictive ability | |
| A1732: D. Pedregal, J.R. Trapero | |
| Fast solution to the automatic identification of unobserved components models | |
| A1738: S.-Y. Yin, C.-C. Lin, W.-J. Tsay | |
| Reversed order monitoring CUSUM test with factor structure | |
| A1561: A. Allayioti | |
| Point and density exchange rate forecasts using yield curve factors in a time-varying framework | |
| A1727: D. Atance, E. Navarro, A. Balbas | |
| Constructing dynamic life tables with a single factor model |
| Parallel session G: CMStatistics | Sunday 15.12.2019 | 08:40 - 10:20 |
| Session EO546 | Room: CLO B01 |
| Analysis of functional and other object data | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Alexander Petersen | Organizer: Alexander Petersen |
| B0514: D. Gervini | |
| Spatial kriging for replicated anisotropic point processes | |
| B0852: H.-G. Mueller, A. Petersen | |
| Wasserstein covariance for vectors of random densities | |
| B1066: S. Huckemann | |
| Statistical challenges for analysis of data in some non-standard spaces | |
| B1251: S. Preston, K. Bharath, R. Carrington | |
| Non-identifiability of word embeddings, and connections to shape analysis |
| Session EO538 | Room: MAL B02 |
| Methodological developments in medical statistics and its applications | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Chao Huang | Organizer: Chao Huang |
| B0687: J. Huling, M. Yu, M. Smith | |
| Comparative intervention scoring for assessing heterogeneity of long-term health system intervention effects | |
| B0907: Q. Li | |
| Jointly model longitudinal and semicompeting risks data to accommodate informative dropout and death | |
| B0941: C. Ma, J. Pan | |
| Multi-state models for multi-type recurrent events and terminal events with feedback in longitudinal covariates | |
| B0301: I. Osuntoki, A. Harrison, H. Dai, Y. Bao, N.R. Zabet | |
| Bayesian analysis of chromosomal interactions in hi-c data using the hidden Markov random field model |
| Session EO448 | Room: MAL B04 |
| Recent advances in blind source separation | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Sara Taskinen | Organizer: Sara Taskinen |
| B0635: N. Lietzen, L. Viitasaari, P. Ilmonen | |
| Statistical properties of a blind source separation estimator for complex-valued weakly stationary stochastic processes | |
| B0545: J. Miettinen, S. Vorobyov, E. Ollila | |
| Blind source separation of graph signals | |
| B0220: F. Bachoc, M. Genton, K. Nordhausen, A. Ruiz-Gazen, J. Virta | |
| Spatial blind source separation | |
| B1088: G. Van Bever, R. Sabolova, F. Critchley, B. Li, H. Oja | |
| Functional independent component analysis |
| Session EO590 | Room: MAL B18 |
| Statistical methods for missing data in EHR-based research | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Sebastien Haneuse | Organizer: Sebastien Haneuse |
| B0655: M. Daniels | |
| Bayesian nonparametrics for comparative effectiveness research in EHRs | |
| B1220: T. Thaweethai, S. Haneuse | |
| Robust variance estimation when combining MI and IPW for missing data in EHR-based studies | |
| B1899: J. Chen, L. Zhang, X. Ding, Y. Ma, N. Muthu, I. Ajmal, J.H. Moore, D. Herman | |
| Electronic health record phenotyping using anchor-positive and unlabeled patients | |
| B1957: E. Williamson | |
| Handling missing data in propensity score analyses of electronic health record data |
| Session EO761 | Room: MAL B20 |
| Causal inference in factorial experiments | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Peng Ding | Organizer: Peng Ding |
| Session EO540 | Room: MAL B35 |
| Inference methods in survival analysis | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Dennis Dobler | Organizer: Dennis Dobler |
| B0302: S. Friedrich | |
| Studying the influence of time-varying treatment regimes on a time-to-event outcome using Danish registry data | |
| B0320: M. Ditzhaus, M. Pauly, A. Janssen | |
| Inference for factorial designs in survival models | |
| B0442: M. Overgaard | |
| State occupation probabilities in non-Markov models | |
| B1286: S.O. Samuelsen | |
| Collapsible Cox-regression and non-collapsible Aalen additive hazards regression |
| Session EO066 | Room: MAL B36 |
| Random forests and applications | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Efoevi Angelo Koudou | Organizer: Efoevi Angelo Koudou |
| Session EO564 | Room: MAL G13 |
| Local empirical measures and nonparametric statistics | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Davit Varron | Organizer: Davit Varron |
| Session EO188 | Room: MAL G14 |
| Present-day data analysis challenges meet Bayes | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Mario Peruggia | Organizer: Mario Peruggia |
| B0323: A. Frigessi | |
| Diversity and precision of Bayesian Mallows to learn preferences from clicking data | |
| B0345: P. Craigmile | |
| Locally stationary processes and their application to climate modeling | |
| B0428: D. Kunkel | |
| Hierarchical Hidden Markov models for response time data | |
| B0986: C. Forbes, W.O. Maneesoonthorn | |
| Assessing forecasts from data of different dimension |
| Session EO634 | Room: MAL G15 |
| Recent developments in Bayesian computation | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Matti Vihola | Organizer: Matti Vihola |
| B0283: R. Craiu, E. Levi | |
| Finding our way in the dark: Approximate MCMC for approximate Bayesian methods | |
| B0559: R. Everitt | |
| Ensemble MCMC: Accelerating pseudo-marginal MCMC for state space models using the ensemble Kalman filter | |
| B1077: K. Heine, N. Whiteley, A.T. Cemgil | |
| Parallelising particle filters with butterfly interactions | |
| B1141: A. Beskos, A. Stuart, M. Girolami, P. Farell, S. Lan | |
| Geometric MCMC for infinite-dimensional inverse problems |
| Session EO286 | Room: MAL G16 |
| Dependence measures | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Sebastian Fuchs | Organizer: Sebastian Fuchs |
| B0507: B. Stoeve | |
| The local Gaussian correlation with applications to finance | |
| B0223: T. Koike, M. Hofert | |
| Compatibility and attainability of matrices of correlation-based measures of concordance | |
| B0595: C.G. Borroni, L. De Capitani | |
| A unified approach for tail-dependence and concordance measures, with some new indices | |
| B0597: S. Fuchs | |
| On a class of measures of concordance for bivariate copulas |
| Session EO148 | Room: CLO 101 |
| Learning for high-dimensional data with complex dependence | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Tetyana Pavlenko | Organizer: Tetyana Pavlenko |
| B0582: A. Tillander, T. Pavlenko | |
| Feature selection for sparse mixtures with dependence structure | |
| B0810: T. Yamada, T. Sakurai, Y. Fujikoshi | |
| Asymptotic robustness for error rate of 2 group discriminant analysis for large dimensional case | |
| B1298: L. Arnroth, M.R. Ahmad | |
| A robustness evaluation of some Bayesian testing problems | |
| B1293: T. Pavlenko | |
| Optimal detection of sparse mixtures with applications to high-dimensional classification |
| Session EO340 | Room: CLO 102 |
| Novel time series models and applications | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Hernando Ombao | Organizer: Hernando Ombao |
| B1713: W. Barreto-Souza, R. Silva | |
| Flexible and robust mixed Poisson INGARCH models | |
| B1927: D. Degras | |
| Dynamic functional connectivity: A sparse group fused lasso approach | |
| B1941: A. Sykulski, A. Guillaumin, S. Olhede | |
| Fast and efficient parameter estimation in time series and random fields | |
| B1948: I. Cribben | |
| Change points methods for high dimensional time series networks |
| Session EO180 | Room: Court |
| Semiparametric and mixture models and their use for fractional imputation | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Changbao Wu | Organizer: Changbao Wu |
| Session EO358 | Room: Jessel |
| Instabilities in multivariate data | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Zuzana Praskova | Organizer: Zuzana Praskova |
| B0891: Z. Hlavka, M. Huskova, S. Meintanis | |
| Tests of independence of functional observations | |
| B0278: M. Maciak | |
| Automatic detection of successive variable groups in a multivariate regression model | |
| B0531: J. Ditzen | |
| Bootstrapping in large panels with cross sectional dependence | |
| B1028: Z. Praskova | |
| Testing structural breaks in large dynamic models based on extremal distribution |
| Session EO344 | Room: MAL 152 |
| Algebraic statistics | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Elisa Perrone | Organizer: Kaie Kubjas, Elisa Perrone |
| B1258: C. Amendola, D. Agostini, K. Ranestad | |
| Moment identifiability of homoscedastic Gaussian mixtures | |
| B1372: P. Zwiernik, C. Uhler, S. Lauritzen | |
| Total positivity in structured binary distributions | |
| B1080: A. Seigal, G. Montufar | |
| Supermodular inequalities in hidden variable models | |
| B1530: K. Kubjas, A. Grosdos, O. Kuznetsova, G. Scholten, M.-S. Sorea, B. Sturmfels | |
| Exact solutions in log-concave maximum likelihood estimation |
| Session EO078 | Room: MAL 254 |
| Topics in spatial and space-time statistics | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Federico Crudu | Organizer: Federico Crudu |
| B0477: R. Vallejos, W. Creixell, J. Acosta, J. Perez | |
| Modeling the reduction of sample size for spatial datasets | |
| B0504: V. Morales-Onate, F. Crudu, M. Bevilacqua | |
| Blockwise Euclidean likelihood for estimation of space-time covariance model using OpenCL in GPGPUs | |
| B0840: F. Osorio, R. Vallejos, W. Barraza, S. Ojeda, M. Landi | |
| Estimation of the structural similarity index for remote sensing data | |
| B1136: F. Santi, M.M. Dickson, D. Giuliani, G. Espa | |
| Spatial models in the space of covariates: Methodological and computational issues |
| Session EO130 | Room: Senate |
| Statistics of spatiotemporal extremes | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Raphael Huser | Organizer: Raphael Huser |
| B0812: B. Hrafnkelsson, R. Huser, A. Johannesson, H. Bakka, S. Siegert | |
| Approximate Bayesian inference for spatial flood frequency analysis | |
| B0881: C. Rohrbeck | |
| Spatio-temporal clustering of extremal behaviour for environmental variables | |
| B0610: J. Wadsworth, E. Simpson | |
| Spatio-temporal extremes based on single-location conditioning | |
| B1026: A. Hazra, R. Huser | |
| A semiparametric Bayesian model for large spatiotemporal Red sea surface temperature data and related hotspot estimation |
| Session EO098 | Room: CLO 203 |
| Modern methods in the analysis of directional data | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Jose Ameijeiras-Alonso | Organizer: Jose Ameijeiras-Alonso |
| B0607: F. Lagona | |
| Copula-based segmentation of cylindrical time series | |
| B0798: A. Meilan-Vila, M. Francisco-Fernandez, R. Crujeiras, A. Panzera | |
| Nonparametric circular regression estimation with spatially correlated errors | |
| B1223: A. Gottard, A. Panzera | |
| Wrapped normal graphical models |
| Session EO500 | Room: CLO 204 |
| Bayesian approaches to the analysis of neuroimaging | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: John Kornak | Organizer: John Kornak |
| B0333: R. Guhaniyogi | |
| Bayesian generalized sparse symmetric tensor-on-vector regression | |
| B0534: P. Siden, F. Lindgren, D. Bolin, A. Eklund, M. Villani | |
| Spatial 3D Matern priors for fast whole-brain fMRI analysis | |
| B1562: M. Guindani | |
| Bayesian approaches for dynamic brain connectivity | |
| B1977: A. Scheffler, A. Dickinson, C. DiStefano, S. Jeste, D. Senturk | |
| Covariate-adjusted hybrid principal components analysis for EEG data |
| Session EO534 | Room: MAL 251 |
| Statistics of random processes for analysing high frequency data | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Masayuki Uchida | Organizer: Masayuki Uchida |
| B0585: M. Bibinger, M. Trabs | |
| Statistics for stochastic PDEs based on high-frequency observations | |
| B0673: H. Masuda, Y. Uehara, L. Mercuri | |
| Noise estimation for ergodic Levy driven SDE in YUIMA package | |
| B1499: A. De Gregorio, F. Iafrate | |
| Reguralized estimation with multiple penalties and its application to stochastic differential equations | |
| B1431: N. Yoshida, A. Gloter | |
| Estimation for degenerate diffusion processes |
| Session EO494 | Room: MAL 252 |
| Advances in classification and high dimensional statistics | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Daoji Li | Organizer: Daoji Li |
| B0204: P. Liu, N. Zhang, B. Jiang, L. Kong, J. Huang | |
| Functional partial linear quantile regression based on reproducing kernel Hilbert space | |
| B0229: T. Cannings, Y. Fan, R. Samworth | |
| Classification with imperfect training labels | |
| B1314: J. Shen, J. Pan | |
| Bayesian variable selection for joint mean and covariance models |
| Session EO336 | Room: MAL 253 |
| New methods for modelling ordinal and mixed-type data | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Cristina Mollica | Organizer: Cristina Mollica |
| B0580: S. Johnson | |
| Bayesian rank aggregation for (mixtures of) Plackett-Luce models | |
| B0723: R. Simone | |
| Residuals diagnostics for the choice of model-based trees for ordinal responses | |
| B0788: S. Cagnone, S. Bianconcini | |
| Comparison between likelihood-based methods of factor models for ordinal data |
| Session EO568 | Room: SH349 |
| Modern approaches to the spectral analysis of time series | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Tobias Kley | Organizer: Tobias Kley |
| B0335: L.A. Jordanger, D. Tjoestheim | |
| Nonlinear spectral analysis: A local Gaussian approach | |
| B0379: M. Meyer, E. Paparoditis, J.-P. Kreiss | |
| Extending the validity of frequency domain bootstrap methods to general stationary processes | |
| B0737: S. Subbarao | |
| An exact expression for the Whittle approximation of the Gaussian likelihood and its application to parameter estimation | |
| B1238: D. Rademacher, J.-P. Kreiss, E. Paparoditis | |
| Asymptotic normality of integrated periodogram operators |
| Session EC809 | Room: MAL 354 |
| Contributions in robust statistics | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Agustin Mayo-Iscar | Organizer: CMStatistics |
| B1613: T. Nakagawa | |
| Robust Bayesian estimation by using the quasi-posterior with divergence | |
| B1890: F. Laurini | |
| Robustness and shrinkage for GLM with the forward search | |
| B1857: B. Poilane, J. Miron, E. Cantoni | |
| Robust non-ordinal polytomous regression | |
| B2006: A. Cappozzo, F. Greselin, T.B. Murphy | |
| Robust variable selection for model-based learning in presence of adulteration |
| Session EC813 | Room: MAL 355 |
| Contributions in survival analysis | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Taoufik Bouezmarni | Organizer: CMStatistics |
| B0357: K.M. Beyene, A. El Ghouch | |
| Smoothed time-dependent ROC curve for right censored survival data | |
| B1710: A. Andrasikova, E. Fiserova | |
| Higher order approximations in the Cox proportional hazards model | |
| B1966: A. Mahnashi, F. Coolen, T. Coolen-Maturi | |
| Nonparametric predictive inference for discrete time survival data related to the actuarial estimator | |
| B1597: F. Shokoohi | |
| New insight into the role of intangible heterogeneity of covariate effects in hidden subpopulation subject to censoring |
| Session EG171 | Room: MAL 153 |
| Contributions in clustering | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Pietro Coretto | Organizer: CMStatistics |
| B1874: P.-L. Bithorel, E. Morand, G. De Santis | |
| Multichannel qualitative harmonic analysis for two-step patient pathway | |
| B1877: V. Potashnikov, A. Zubarev, O. Lugovoy | |
| Exploratory data analysis of sustainable development goals | |
| B0336: E. Vignotto, S. Engelke | |
| Extreme value theory for open set classification: The GPD and GEV classifiers | |
| B1702: K. Shimamura, S. Kawano | |
| Bayesian sparse convex clustering via NEG distribution |
| Parallel session G: CFE | Sunday 15.12.2019 | 08:40 - 10:20 |
| Session CI024 | Room: Beveridge Hall |
| Econometrics of volatility | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Mathieu Rosenbaum | Organizer: Mathieu Rosenbaum |
| A0376: N. Meddahi, J. Kim | |
| Volatility regressions with fat tails | |
| A0163: M. Podolskij | |
| Estimation of the quadratic variation and its eigenvalues for multivariate jump processes | |
| A0261: M. Rosenbaum | |
| From quadratic Hawkes processes to super-Heston rough volatility models with Zumbach effect |
| Session CO741 | Room: Bloomsbury |
| Inflation expectations and inflation dynamics | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Francesco Grigoli | Organizer: Francesco Grigoli |
| A0225: C. Raggi | |
| The impact of guidance, short-term dynamics and individual characteristics on firms long-term inflation expectations | |
| A0226: M. Weber | |
| IQ, expectations, and choice | |
| A0243: D. Pfajfar, J. Roberts | |
| The role of expectations in changed inflation dynamics | |
| A0343: F. Grigoli | |
| Monetary policy surprises and inflation expectation dispersion |
| Session CO528 | Room: G11 |
| Recent advances in Bayesian multivariate modelling and estimation | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Michael Smith | Organizer: Michael Smith |
| A0201: M. Smith, N. Klein | |
| Bayesian inference for regression copulas | |
| A0205: N. Klein, M. Smith | |
| Bayesian variable selection for non-Gaussian responses: A marginally calibrated copula approach | |
| A0218: R. Loaiza-Maya, M. Smith, D. Nott | |
| High-dimensional copula variational approximation through transformation | |
| A0222: T. Shively | |
| Bayesian estimation and testing for constrained multivariate functions |
| Session CO414 | Room: G4 |
| Modeling regime change I | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Willi Semmler | Organizer: Willi Semmler |
| A1525: W. Semmler | |
| Credit risk and delayed monetary policy effectiveness: A finite horizon multi-phase model | |
| A1495: P. Hubert | |
| State-dependent effects of monetary policy: The central bank information channel | |
| A1459: M. Minenna | |
| The new Eurozone risk morphology | |
| A1549: R. Kovacevic, W. Semmler | |
| Economic dynamics in the presence of catastrophic risk: The danger of poverty traps |
| Session CO847 | Room: G5 |
| Business cycle analysis | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Michael Owyang | Organizer: Michael Owyang |
| A0410: C. Otrok, M. Owyang, L. Jackson Young | |
| Tax progressivity, economic booms, and trickle up economics | |
| A0628: J. Schaumburg, T. Dahlhaus, T. Sekhposyan | |
| Networking the yield curve | |
| A0382: A. De Polis, D. Delle Monache, I. Petrella | |
| A score-driven model for GDP-at-risk | |
| A1489: B. Kolb, E. Prieto, S. Eickmeier | |
| The macroeconomic effects of bank capital regulation |
| Session CO200 | Room: Gordon |
| Time series econometrics | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Antonio Montanes | Organizer: Antonio Montanes |
| A0438: A. Gomez-Loscos, L. Gadea, E. Bandres | |
| On what drives regional business cycles in Europe | |
| A0691: J. Sapena, M. Camarero, C. Tamarit | |
| Time-varying behavior of the equilibrium velocity of money in the Euro area | |
| A0951: L. Gadea, J. Gonzalo | |
| Long-term climate forecasts | |
| A1093: A. Montanes | |
| Testing for trends in the presence of seasonal component |
| Session CO220 | Room: Montague |
| Topics in financial econometrics I | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Leopold Soegner | Organizer: Joern Sass, Leopold Soegner |
| A0801: C. Erlwein-Sayer, S. Grimm, P. Ruckdeschel, J. Sass, T. Sayer | |
| Varying correlation parametrizations in an HMM setting for filter-based portfolio strategies | |
| A0883: A.-K. Thoes, J. Sass | |
| Performance of equal weight strategies using fewer assets | |
| A1402: J. Reynolds, L. Soegner, M. Wagner | |
| Analyzing and testing the forward bias puzzle | |
| A1083: C. Zwatz | |
| Size and power properties of autocorrelation and heteroskedasticity robust tests in spatial error models |
| Session CO224 | Room: Woburn |
| Topics in dynamic macroeconomics and macroeconometrics | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Marco Maria Sorge | Organizer: Marco Maria Sorge |
| A0299: A. Cantelmo, G. Melina, C. Papageorgiou | |
| Macroeconomic outcomes in disaster-prone countries | |
| A0311: M. Fragetta, S. Destefanis, E. Gasteiger | |
| One size to fit all in the Euro area: Some counterfactual evidence | |
| A0584: A. Tryphonides | |
| Synthesizing structural evidence on the monetary and fiscal stance in the US: A Bayesian approach | |
| A0759: M.M. Sorge | |
| Arbitrary initial conditions and the dimension of indeterminacy in linear rational expectations models |
| Session CO202 | Room: Chancellor's Hall |
| High-frequency econometrics | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Bezirgen Veliyev | Organizer: Bezirgen Veliyev |
| A1153: K. Christensen | |
| A nonparametric test for commonality in intraday high-frequency data | |
| A1020: D. Borup, K.P. Bertelsen, J. Jakobsen | |
| Information flows and volatility: Level or persistence shifts | |
| A0600: M.M. Kjaer, B. Veliyev, B.J. Christensen | |
| Forecasting the volatility of the yield curve | |
| A0638: P. Exterkate, O. Knapik | |
| A regime-switching stochastic volatility model for forecasting electricity prices |
| Session CC816 | Room: MAL 351 |
| Contributions in financial time series | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Robert Jung | Organizer: CFE |
| A0865: A.M. Sathe, N.S. Upadhye | |
| Estimation of the parameters of symmetric stable ARMA and ARMA-GARCH time series process | |
| A1716: S. Azmat, M. Gronwald, X. Jin | |
| Public attention and financial markets: An analysis using google trends | |
| A1618: T. Kiss, E. Hjalmarsson | |
| Long-run predictability tests are even worse than you thought | |
| A0192: B. Gribisch, T. Eckernkemper | |
| Intraday conditional value at risk: A periodic mixed-frequency GAS approach |
| Session CC820 | Room: MAL 352 |
| Contributions in value-at-risk | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Alexandra Dias | Organizer: CFE |
| A1648: A. Stephan, H. Loof, M. Sahamkhadam, A. Stephan | |
| The impact of ESG on stocks downside risk and risk adjusted return | |
| A1614: A. Titova | |
| Asymmetric-loss-based evaluation of daily value-at-risk models | |
| A1804: E. Lazar, N. Zhang, R. Tunaru | |
| Scoring function-based model risk of risk models |
| Session CC824 | Room: MAL 353 |
| Contributions in computational econometrics | Sunday 15.12.2019 08:40 - 10:20 |
| Chair: Peter Winker | Organizer: CFE |
| A1882: Q. Meertens, C. Diks, J. van den Herik, F. Takes | |
| Correcting the bias of economic aggregates that is caused by classification errors | |
| A1924: R. Seri, M. Martinoli, S. Centorrino, D. Secchi | |
| Model calibration and validation via confidence sets | |
| A1696: S. Liu, M. Caporin, S. Paterlini | |
| Estimating dynamic networks with a state-space model | |
| A0187: N. Moiseev, N. Tikhomirov | |
| Computation of interval forecast for ARIMA models accounting for the uncertainty of parameters' estimates |
| Parallel session H: CMStatistics | Sunday 15.12.2019 | 10:50 - 12:55 |
| Session EO300 | Room: CLO B01 |
| Applied functional data analysis | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Marzia Cremona | Organizer: Marzia Cremona |
| B0258: Y. Okhrin | |
| Revealing technical trading rules with the empirical similarity concept | |
| B0867: F. Scheipl, J. Minkwitz | |
| Functional additive regression for ordinal responses: Modeling EEG- based brain arousal state dynamics | |
| B0923: J. Park, E. Koukouli, F. Dondelinger | |
| A functional regression model for determining drug-response relationship in cancer genomics | |
| B1320: H.B. Kang, Q. Liu, L. Price, K. Lee | |
| Mixture of functional graphical models with an application to ADHD data | |
| B1001: A. Kenney, M. Reimherr, F. Chiaromonte, S. Craig, K. Makova | |
| Polygenic risk score based on weight gain trajectories is predictive of childhood obesity |
| Session EO316 | Room: Bloomsbury |
| Duration time regression beyond the Cox model | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Riccardo De Bin | Organizer: Rosalba Radice, Riccardo De Bin, Giampiero Marra |
| B0929: G. Marra, R. Radice, D. Lazzaro | |
| Link-based survival additive models with mixed types of censoring | |
| B0966: K. Burke | |
| A flexible parametric modelling framework for survival analysis | |
| B1053: R. Dettoni, G. Marra, R. Radice | |
| Copula link-based additive models for dependent right-censored event time data | |
| B1078: J.M. Gran | |
| Estimating treatment effects in non-Markov multi-state models | |
| B1087: R. De Bin, V. Stikbakke | |
| First-hitting-time models for high-dimensional data: A statistical boosting approach |
| Session EO492 | Room: G11 |
| Methodological and computational aspects of graphical and network models | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Jing Zhang | Organizer: Qi Zhang, Yunzhang Zhu |
| B0574: F. Liu | |
| Noise injection regularization in large models with applications to neural networks and graphical models | |
| B0942: J. Ma | |
| Efficient estimation of change points in regime switching dynamic Markov random fields | |
| B0967: B. Price, A. Molstad, B. Sherwood | |
| Using cluster fusion regularization to estimate multiple precision matrices | |
| B0999: H. Chun | |
| Sparse additive graphical models | |
| B0895: R. Mohammadi | |
| Bayesian inference of high-dimensional graphical models: Application to brain connectivity |
| Session EO084 | Room: G3 |
| Statistical methods for risk management in finance and insurance | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Hideatsu Tsukahara | Organizer: Hideatsu Tsukahara |
| B0528: A. Alexander John McNeil | |
| Spectral backtests of forecast distributions with application to risk management | |
| B0758: D. Kurisu | |
| Detecting factors of quadratic variation in the presence of microstructure noise | |
| B1328: S. Mittnik, D. Mao | |
| Tail-risk aggregation | |
| B1132: H. Tsukahara | |
| A copula approach to spatial econometrics with applications to finance | |
| B1450: P. Walker, M. Paolella | |
| Financial systemic risk prediction with non-Gaussian orthogonal-GARCH models |
| Session EO508 | Room: G5 |
| Retrospective synthetic clinical trials to find new lives for old drugs | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Roy Welsch | Organizer: Roy Welsch |
| B1973: M. Albers | |
| Harnessing machine learning, chemoproteomics, and in silico drug trials to repurpose drugs for Alzheimer's disease | |
| B1752: B. Zheng, B. Su | |
| Metformin and risk of dementia incidence among 0.2 million diabetes patients: an EHR-based cohort study | |
| B1950: S. Xu, S. Finkelstein, R. Welsch, B. Su, B. Zheng, M.-L. Charpignon, I. Tzoulaki | |
| Repurpose anti-diabetic drugs for cancer based on causal evidence | |
| B1868: B. Vakulenko-Lagun, R. Betensky, S. Das, M.-L. Charpignon, C. Magdamo, Y.-H. Sheu, D. Blacker, M. Albers | |
| Competing risks framework for repurposing of drugs | |
| B1917: A. AlShehhi | |
| Identifying dementia prognostic factors among diabetes individuals | |
| B1992: S. Finkelstein | |
| Discussion for Session EO508 |
| Session EO462 | Room: MAL G13 |
| The Stein method and statistics | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Robert Gaunt | Organizer: Robert Gaunt |
| B1469: A. Anastasiou, G. Reinert | |
| Bounds for the asymptotic distribution of the likelihood ratio | |
| B1475: F. Ghaderinezhad | |
| To choose or not to choose a prior? That's the question! | |
| B0964: B. Berckmoes, A. Ivanova, G. Molenberghs | |
| On asymptotic normality in estimation after a group sequential trial | |
| B0745: A. Kumar, N.S. Upadhye | |
| Pseudo-binomial Approximation to $(k1, k2)$-runs | |
| B0786: N.S. Upadhye, A. Kumar, P. Vellaisamy | |
| Approximations related to sum of $m$-dependent random variables |
| Session EO290 | Room: MAL G14 |
| Computational Statistics in distribution theory | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Andriette Bekker | Organizer: Andriette Bekker |
| B0397: P. Nagar, A. Bekker, M. Arashi | |
| Circular mean variance mixture models | |
| B0837: L. Minkova | |
| Geometric Polya-Aeppli process | |
| B1152: C. Geldenhuys, R. Ehlers | |
| Inference of the weighted type I and type II bivariate Polya-Aeppli distributions | |
| B1162: R. Ehlers, C. Geldenhuys | |
| Weighted type I and type II bivariate Polya-Aeppli distributions | |
| B1269: J. Ferreira, A. Bekker | |
| Bayesian estimation of a generalised entropy functional using alternative Dirichlet priors |
| Session EO655 | Room: MAL G15 |
| Recent developments in Bayesian causal inference | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Genevieve Lefebvre | Organizer: Genevieve Lefebvre |
| B0690: S. Geneletti, G. Baio, J. Pina-Sanchez, A. OKeeffe, S. Richardson, F. Ricciardi, J.P. Gosling | |
| Prior constraints in estimation of causal effects in natural experiments | |
| B0980: A. Beliveau, S. Pocol | |
| Modeling baseline treatment effects in Bayesian network meta-analysis of disconnected networks | |
| B1121: L. McCandless | |
| Bayesian analysis of correlated exposure biomarkers subject to a limit of detection | |
| B1204: A. Mattei, M. Bia, A. Mercatanti | |
| Assessing causal effects in a longitudinal observational study with truncated outcomes and nonignorable missing data |
| Session EO076 | Room: MAL G16 |
| Dependence models and copulas | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Fabrizio Durante | Organizer: Wolfgang Trutschnig, Fabrizio Durante |
| B1715: M. Crispino, S. Girard, J. Arbel | |
| Dependence properties and Bayesian inference for asymmetric multivariate copulas | |
| B0430: C. Garcia Gomez, A. Perez Espartero, M. Prieto-Alaiz | |
| Copula-based analysis of multivariate dependence patterns between dimensions of poverty in Europe | |
| B0821: F. Griessenberger, W. Trutschnig | |
| Quantifying and estimating asymmetric dependence | |
| B1030: E. Perrone | |
| Geometric structure in dependence models and applications |
| Session EO612 | Room: CLO 101 |
| Advances in high-dimensional statistics | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Rajen D Shah | Organizer: Rajen D Shah |
| B0281: J. Lederer | |
| Tuning parameter calibration for large and high-dimensional data | |
| B0848: C. Leng, M. Chen, K. Kato | |
| Analysis of networks via the sparse beta-model | |
| B0909: B.G. Stokell, R.J. Tibshirani, R.D. Shah | |
| Regression with high-dimensional categorical data using nonconvex penalties | |
| B1043: H. Battey | |
| Covariance structure induced by sparsity in non-standard domains | |
| B1106: D. Cevid, P. Buehlmann, N. Meinshausen | |
| Spectral deconfounding |
| Session EO090 | Room: CLO 102 |
| Shrinkage methods for large time series models | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Ines Wilms | Organizer: Ines Wilms |
| B0549: A. Dufays, J. Rombouts, Y. Song, Z. Li | |
| Sparse change-point VAR models | |
| B0570: E. Wijler, S. Smeekes | |
| Sparse single-equation error correction models in high dimensions | |
| B0632: S. Ryan, R. Killick | |
| Detecting changes in the covariance structure of high dimensional time series using random matrix theory | |
| B0830: R. Adamek, I. Wilms, S. Smeekes | |
| Desparsified lasso in time series | |
| B1182: C.L. Mueller, Z. Kurtz | |
| Penalized graphical models for cross-sectional and longitudinal microbiome data |
| Session EO298 | Room: Court |
| Issues in contemporary clustering | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Taps Maiti | Organizer: Bertrand Clarke |
| B0515: C. Tortora | |
| On model-based learning and directional outlier detection | |
| B0839: A. Murua, F. Quintana | |
| A semiparametric Bayesian model for biclustering | |
| B1092: N.-H. Kim, R. Browne | |
| Effect of penalisation on a mixture of factor analysers | |
| B1381: B. Seo, J. Li, L. Lin | |
| Optimal transport, mean partition, and uncertainty assessment in cluster analysis | |
| B1471: B. Franczak | |
| Model-based learning via mixtures of contaminated shifted asymmetric Laplace distributions |
| Session EO468 | Room: Jessel |
| Structural changes in multivariate and high-dimensional data | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Piotr Fryzlewicz | Organizer: Piotr Fryzlewicz |
| B0626: L. Chu, H. Chen | |
| Asymptotically distribution-free change-point detection for multivariate and non-Euclidean data | |
| B0824: A. Kostic, P. Fryzlewicz | |
| Identifying coordinates with change in high-dimensional panel data using tail-summed scores | |
| B0974: A. Safikhani, G. Michailidis | |
| A block segmentation scheme for structural break detection in large scale high-dimensional non-stationary VAR models | |
| B1114: L. Chen, W. Wang, W.B. Wu | |
| Inference of break-points in high-dimensional time series | |
| B1470: P.-S. Zhong, S. Santo | |
| Covariance change point detection and identification with high-dimensional functional data |
| Session EO372 | Room: MAL 152 |
| Estimation and hypothesis testing for dependent stochastic processes | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Salim Bouzebda | Organizer: Mohamed Chaouch, Salim Bouzebda |
| B0279: T. El Hadjali, S. Bouzebda, B. Nemouchi | |
| Uniform in bandwidth convergence rate of the kernel regression estimator adaptive to intrinsic dimension | |
| B0331: M.D. Fall | |
| A dependent stochastic process in Bayesian nonparametrics | |
| B0406: A. Amiri | |
| Nonparametric regression for locally stationary functional data | |
| B0443: G. Toulemonde, J.-N. Bacro, T. Opitz | |
| A space-time process for extremes: Application to precipitation data | |
| B0490: Y. Boubacar Mainassara | |
| Modified portmanteau tests for ARMA models with dependent errors |
| Session EO474 | Room: MAL 153 |
| Computation and likelihood in biostatistical and environmental models | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Anuradha Roy | Organizer: Anuradha Roy |
| B0272: C. Drago | |
| Log concave densities in symbolic data analysis | |
| B0647: T.-I. Lin | |
| Mixtures of factor analyzers with covariates for clustering multiply censored dependent variables | |
| B0730: R. Khattree | |
| A new all-purpose generic transformation with applications in multivariate modelling and missing value imputation | |
| B0903: I. Zezula, D. Klein | |
| Testing multiple means in two-level compound symmetry multivariate data | |
| B1354: J. Shults | |
| Overcoming challenges in the analysis of longitudinal discrete data |
| Session EO667 | Room: Senate |
| Communicating statistics and data science to the masses | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Jennifer Green | Organizer: Jennifer Green |
| B1128: J. Utts | |
| Communicating controversial statistical results to the public | |
| B1212: L. Vittert | |
| Clickbait, fake news, and accidental misleads | |
| B1272: R. Nuzzo | |
| Writing for newspapers, magazines, and comics | |
| B1319: T. Butterworth | |
| If data-driven journalism is the future, what do journalists need to know about statistics | |
| B1600: K. Schmid | |
| You have been asked to talk to the media, now what? |
| Session EO322 | Room: CLO 203 |
| Recent development in experimental designs and industrial statistics | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Chang-Yun Lin | Organizer: Chang-Yun Lin |
| B1350: R. Fontana, P. Semeraro | |
| Representation of multivariate Bernoulli distributions with a given set of specified moments | |
| B1388: P.-W. Tsai, S. Gilmour | |
| Two-level block designs under model uncertainty | |
| B1391: S. Gilmour, L. Trinca, H. Oliveira, C. Oliveira | |
| Prediction properties of optimum response surface designs | |
| B1404: R.-B. Chen | |
| Optimal non-collapsing space-filling designs for irregular experimental regions | |
| B1437: R. Lekivetz | |
| Construction, properties, and analysis of group-orthogonal supersaturated designs |
| Session EO114 | Room: CLO 204 |
| Novel statistical methods and applications for medical data | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Mihye Ahn | Organizer: Chae Ryon Kang, Mihye Ahn |
| B1861: M. Ahn | |
| A dimension reduction method for group analysis of functional neuroimaging data | |
| B1753: S. Lee | |
| Age related network efficiency and the role of multi-modal neural underpinning | |
| B1944: A. Schissler, A. Knudson | |
| On simulating ultra high-dimensional multivariate data | |
| B1601: C.R. Kang, H. Janes, P. Tajik, H. Groen, B. Mol | |
| Evaluation of biomarkers for treatment selection using individual participant data from multiple clinical trials | |
| B1959: M.J. Ha, V. Baladandayuthapani, F. Stingo | |
| Graphical models for data integration and mediation analysis |
| Session EO556 | Room: MAL 253 |
| Uncertainty in weather, climate, and hydrological forecasts | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Annette Moeller | Organizer: Annette Moeller |
| B0284: R. Buizza | |
| Ensemble methods for weather prediction | |
| B0671: S. Vannitsem, J. Demaeyer | |
| Statistical postprocessing under model and climate changes: A challenge | |
| B0234: S. Buschow, P. Friederichs | |
| Using wavelets to verify the correlation structure of meteorological forecast fields | |
| B0327: S. Baran, S. Hemri, M. El Ayari | |
| Statistical post-processing of water level forecasts | |
| B0393: S. Hemri, C. Spirig, J. Bhend, J. Rajczak, L. Moret, M. Liniger | |
| Spatially consistent postprocessing of probabilistic cloud cover forecasts |
| Session EC812 | Room: MAL 254 |
| Contributions in spatial statistics | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Anastassia Baxevani | Organizer: CMStatistics |
| B1639: K. Khan, C. Calder | |
| Restricted spatial regression methods: Implications for inference | |
| B1642: C. Muehlmann, K. Nordhausen, H. Oja | |
| Supervised dimension reduction for spatial data | |
| B1034: I. Fabris-Rotelli, R. Kirsten, G. Breetske | |
| Re-examining the similarity threshold of Andresen's spatial point pattern S-Index | |
| B1739: I. Marques, T. Kneib, N. Klein | |
| Non-stationary wrapped Gaussian processes with sparse precision matrices | |
| B0208: A. Garcia-Perez | |
| Robust cross-variogram estimators and their distributions |
| Session EC799 | Room: MAL 354 |
| Contributions in statistical modelling II | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Inmaculada Barranco-Chamorro | Organizer: CMStatistics |
| B1567: R. Ascari, S. Migliorati, E. Buono | |
| A new regression model for discrete data allowing for overdispersion | |
| B0185: M. Prieto-Alaiz, C. Garcia Perez, F.J. Callealta Barroso | |
| Modelling income distribution using the log Student t distribution: New evidence for EU countries | |
| B1762: J.-J. Jeon | |
| Regularized Babington-Smith ranking model | |
| B0315: K. Fujisawa, K. Tahata | |
| On generalized marginal inhomogeneity model for multidimensional contingency tables | |
| B1866: M. Takagishi | |
| New nonparametric approach to correct response bias on ordinal categorical data using Anchoring vignette |
| Session EC807 | Room: MAL 355 |
| Contributions in multivariate statistics | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Ioulia Papageorgiou | Organizer: CMStatistics |
| B0194: J. Nzabanita, D. von Rosen, M. Singull | |
| The MLE-3D algorithm for the 2-fold growth curve model | |
| B1852: I. Takasawa, K. Tanioka, H. Yadohisa | |
| Structural equation modeling considering cluster structure | |
| B1652: A. Nakashima, K. Adachi | |
| Three-mode PCA for finding a solution intermediate between Tucker3 and Parafac | |
| B1879: N. Shutoh | |
| Asymptotic distribution of the linear discriminant function with two-step monotone sample | |
| B1858: Y. Morioka, K. Tanioka, H. Yadohisa | |
| Mixture of factor analyzers for NMAR missing data |
| Session EG267 | Room: MAL 251 |
| Contributions on statistics for insurance and actuarial sciences | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Udi Makov | Organizer: CMStatistics |
| B0859: Y. Shimizu | |
| Why does the human die: Cohort-wise mortality prediction under the survival energy hypothesis | |
| B1574: N. Hong, R. Ho, G. Tzougas | |
| The Poisson-Lognormal regression model for mean and dispersion with an application to insurance ratemaking | |
| B1895: C. Kleiber | |
| Some moment-indeterminate distributions from actuarial science | |
| B1931: G. Tzougas, D. Karlis | |
| A general family of mixed exponential models applied to heavy-tailed losses | |
| B1569: C. Ramsay, V. Oguledo | |
| Optimal design of long term care insurance for Medicaid seniors using a multi-state Markov model of mortality/morbidity |
| Parallel session H: CFE | Sunday 15.12.2019 | 10:50 - 12:55 |
| Session CI845 | Room: Beveridge Hall |
| Advances in forecasting | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Michael Owyang | Organizer: Michael Owyang |
| A0169: M. Owyang | |
| Scenario forecasting with the conditional probit | |
| A0179: A. Galvao | |
| Measuring the effects of expectations shocks | |
| A0182: M. McCracken | |
| Tests of conditional predictive ability: Some simulation evidence |
| Session CO606 | Room: MAL B02 |
| Econometric studies of commodity prices and futures | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Martin Stefan | Organizer: Pierre Siklos |
| A1079: A. Puetz, C. Sulewski, M.T. Bohl | |
| Speculation and the informational efficiency of commodity futures markets | |
| A1588: T. Vollmer, S. von Cramon-Taubadel | |
| The influence of Brazilian exports on price transmission processes in the coffee sector: A Markov-switching approach | |
| A1733: N. Kellard, S. Astill, I. Korkos | |
| Testing for bubbles in commodity spot and futures using a co-explosive autoregression | |
| A1767: P. Prange, D. Baur, K. Schweikert | |
| Flight to quality: Gold mining shares versus gold bullion | |
| A1884: C. Sulewski, P. Siklos, A. Puetz | |
| Who pays the piper calls the tune: Networks and transaction costs in commodity markets |
| Session CO412 | Room: MAL B04 |
| Models of dependence, heavy tails and financial networks | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Rustam Ibragimov | Organizer: Rustam Ibragimov |
| A0342: R. Bu | |
| Oil prices and U.S. stock market dependence: A mixed-frequency data sampling copula approach | |
| A0370: A. Skrobotov, R.S. Pedersen, R. Ibragimov | |
| New measures of volatility clustering, nonlinear dependence and market (non-)efficiency | |
| A0586: M. Jaser, A. Min | |
| A simple non-parametric goodness-of-fit test for elliptical copulas | |
| A0784: K. Abduraimova | |
| Contagion in complex financial networks | |
| A1263: R.S. Pedersen | |
| Characterization of the tail behavior of a class of BEKK processes |
| Session CO478 | Room: MAL B18 |
| Commodities finance | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Julien Chevallier | Organizer: Julien Chevallier |
| A0319: C. Urom, J. Chevallier | |
| A dynamic conditional regime-switching GARCH CAPM for energy and financial markets | |
| A0460: N. Rubino | |
| A panel study of the effect of commodity price levels and volatility on the real exchange rates | |
| A0470: M. Bonato | |
| Realized correlations, betas and volatility spillover in the agricultural commodity market: What has changed | |
| A0548: C. Wegener, R. Kruse-Becher, T. Nguyen-Huu | |
| Investigating bubbles in commodity prices by market expectations and determinants of dynamic persistence | |
| A1935: Y. Le Pen, B. Sevi | |
| Behavioral, fundamentals and market determinants of the correlation between asset classes |
| Session CO206 | Room: MAL B20 |
| Large panel models: Estimation and inference | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Kunpeng Li | Organizer: Ying Fang, Degui Li |
| A0326: I. Casas, J. Gao, S. Xie, B. Peng | |
| Time-varying income elasticities of healthcare expenditure for the OECD and the Eurozone | |
| A0855: K. Li, K. Miao, L. Su | |
| Panel threshold models with interactive fixed effects | |
| A0893: Q. Xu, C. Zongwu, Y. Fang | |
| Functional-coefficient panel data models with cross-sectional dependence with an application to asset pricing | |
| A1751: M.R. Yeganegi | |
| Large panel time series forecasting using functional model | |
| A1997: C. Huang, W. Wang, V. Chernozhukov, W.K. Haerdle | |
| LASSO-Driven Inference in Time and Space |
| Session CO378 | Room: MAL B35 |
| Non-standard analysis of non-linear time series | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Anurag Banerjee | Organizer: Anurag Banerjee |
| A0209: J.-Y. Pitarakis | |
| A novel approach to predictive accuracy testing in nested environments | |
| A0233: F. Bec, H.B. Nielsen, S. Saidi | |
| Mixed causal-noncausal autoregressions: Bimodality issues in estimation and unit root testing | |
| A0568: X. Wang, A. Banerjee | |
| Bandwidth choice in functional cointegration | |
| A0780: M. Hirukawa | |
| Time-series GMM estimation with missing observations: A comparison of two alternative models | |
| A1668: J. Gonzalo, J.Y. Peng | |
| Multiple long-run equilibria through cointegration eyes |
| Session CO685 | Room: MAL B36 |
| Statistical learning in macroeconomics and finance | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Henri Nyberg | Organizer: Henri Nyberg |
| A0484: T. Virtanen, H. Kauppi | |
| Boosting non-linear predictability of macroeconomic time series | |
| A0511: J. Becker, C. Leschinski | |
| Directional predictability of daily stock returns | |
| A0558: A. Chudziak | |
| How stock returns predictability using a simple neural network changes over time | |
| A0618: L. Nevasalmi | |
| Forecasting multinomial stock returns using machine learning methods | |
| A0897: H. Nyberg, H. Kauppi | |
| Semiparametric selection and optimal weighting of leading economic indicators |
| Session CO236 | Room: G4 |
| New empirical approaches to long run growth | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Peter Pedroni | Organizer: Peter Pedroni |
| A0775: M. Klemp, O. Galor | |
| Local population diversity | |
| A0872: C. Muller, C. Hannafi | |
| Poverty, GDP per capita and health in developing countries: Panel cointegration results with selection | |
| A1063: P. Pedroni, E.M. Cervellati, G. Meyerheim, U. Sunde | |
| The long-run dynamics of income and inequality | |
| A1010: U. Sunde, G. Meyerheim, P. Pedroni | |
| The long-run dynamics of capital-skill complementarity | |
| A1110: G. Meyerheim, P. Pedroni, U. Sunde | |
| Is economic growth really over? A contribution to the secular stagnation debate |
| Session CO472 | Room: Gordon |
| EcoSta journal Part A: Econometrics | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Alessandra Amendola | Organizer: Erricos Kontoghiorghes |
| A1942: G. Gallo, A. Amendola, V. Candila, F. Cipollini | |
| Combining different frequencies in modeling non--negative processes: The MEM-MIDAS | |
| A0683: J. Jacobs, B. Abeln | |
| Seasonal adjustment of high-frequency data | |
| A1655: R. Laviste, D. Maringer | |
| The portfolio regression approach to mean-variance analysis via the elastic net | |
| A1725: S. Paterlini, P.J. Kremer, D. Brzyski, M. Bogdan | |
| Sparse index tracking via the sorted $\ell_{1}$ - norm | |
| A1556: R. Gerlach, W. Chen, G. Peters, S. Sisson | |
| Dynamic quantile function models |
| Session CO785 | Room: Montague |
| Understanding the cross section of stock returns | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Julien Penasse | Organizer: Julien Penasse |
| A0260: A. Neuhierl, A. Chinco, M. Weber | |
| Estimating the anomaly baserate | |
| A0255: J. Penasse | |
| Understanding alpha decay | |
| A0264: T. de Oliveira Souza | |
| A critique of momentum anomalies | |
| A0649: S. Bryzgalova, M. Pelger, J. Zhu | |
| Forest through the trees: Building cross-sections of stock returns | |
| A1049: C. Sarisoy, P. de Goeij, B. Werker | |
| Linear factor models and the estimation of expected returns |
| Session CO470 | Room: Woburn |
| Applied international macroeconomics | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Mariarosaria Comunale | Organizer: Mariarosaria Comunale, CFE |
| A0312: M. Comunale | |
| Shock dependence of exchange rate pass-through: A comparative analysis of BVARs and DSGEs | |
| A0344: D. Kaufmann | |
| Shocking interest rate floors | |
| A0488: P. Lastauskas, A. Proskute, A. Zaldokas | |
| On how firms adjust when trade stops: Labor market, industrial linkages, and macroeconomic effects | |
| A1609: G. Voucharas, T. Panagiotidis | |
| Revisiting the manufacturing-led growth hypothesis: A quantile regression approach | |
| A1590: B. Sy, S.J. Villejo, R. Lacaza | |
| Impact of regional trade agreements on trade creation and trade diversion using the structural gravity model |
| Session CO244 | Room: Chancellor's Hall |
| Environmental econometrics | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Simone Maxand | Organizer: Simone Maxand |
| A0616: D. Hendry, J.L. Castle | |
| Econometrics for climate modelling | |
| A1288: J.K. Kurle | |
| Modelling emissions by saturation estimation | |
| A1406: S. Campos Martins, D. Hendry | |
| Modelling long-run co-volatilities | |
| A1159: F. Dorn, S. Maxand, T. Kneib | |
| A panel approach for causalities and the distribution between income inequality and carbon emissions | |
| A1022: S. Maxand | |
| Economic growth, energy consumption and carbon emissions: Evidence from statistically identified panel SVARs |
| Session CC815 | Room: MAL 352 |
| Contributions in time series econometrics | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Alessandra Luati | Organizer: CFE |
| A1193: H. Kawakatsu | |
| Jointly modeling autoregressive conditional mean and variance of positive valued time series | |
| A1709: T. Gorshkova | |
| Forecasting regional inflation using spatial correlation models | |
| A1695: K. Hayakawa, G. Cui, S. Nagata, T. Yamagata | |
| A robust approach to heteroskedasticity, serial correlation and slope heterogeneity for large linear panel data models | |
| A1916: A. Giovannelli, T. Proietti | |
| Nowcasting monthly GDP with big data: A model averaging approach |
| Session CG389 | Room: MAL 351 |
| Contributions in monetary policy | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Par Osterholm | Organizer: CFE |
| A1754: N. Michail, D. Koursaros | |
| On the effect of monetary policy on bank behaviour: Evidence from bank credit standards | |
| A1829: A. Vaello Sebastia, I. Alonso, P. Serrano | |
| The impact of heterogeneous unconventional monetary policy on tail risks | |
| A1864: P. Wohlfarth | |
| Preferred habitat, policy, and the CIP puzzle | |
| A1867: X. Chen | |
| Macroeconomic interactions with money in China | |
| A1819: H. Rohloff, H. Herwartz | |
| Less bang for the buck? Assessing the role of inflation uncertainty for U.S. monetary policy transmission |
| Session CG865 | Room: MAL 353 |
| Contributions in credit risk | Sunday 15.12.2019 10:50 - 12:55 |
| Chair: Jonathan Crook | Organizer: CFE |
| A0293: C. Macchiarelli, P. De Grauwe | |
| Financial frictions and housing collateral constraints in a macro model with heuristics | |
| A0751: R. Latocha | |
| Multi-factor model for contingent convertible bonds | |
| A1649: P. Brakatsoulas | |
| Credit rating downgrade risk on equity returns | |
| A1870: D. Cellai, T. Fitzpatrick | |
| The network effect in credit concentration risk |
| Parallel session I: CMStatistics | Sunday 15.12.2019 | 14:25 - 16:05 |
| Session EI014 | Room: Beveridge Hall |
| Depth, ensembles and inference | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Peter Rousseeuw | Organizer: Peter Rousseeuw |
| B0155: Y. She | |
| On a generalization and computation of Tukey's depth | |
| B0156: M.-P. Victoria-Feser, S. Guerrier, M. Karemera, S. Orso | |
| Accurate parametric inference in high dimensional settings: A step beyond the bootstrap | |
| B0157: S. Van Aelst, R. Zamar | |
| Ensemble of regularized linear models |
| Session EO176 | Room: CLO B01 |
| Advanced tools for functional and object data | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Hans-Georg Mueller | Organizer: Hans-Georg Mueller |
| B1101: J.-L. Wang | |
| Functional snippets | |
| B1520: B. Park, I. Van Keilegom, J.M. Jeon | |
| Additive regression for predictors of various natures and Hilbertian responses with application to censored/missing data | |
| B1261: A. Petersen, S.-Y. Oh, J. Zapata | |
| Partial separability and graphical models for multivariate functional data | |
| B0196: M. Lopes, Z. Lin, H.-G. Mueller | |
| Bootstrapping max statistics in high dimensions: Near parametric rates under weak variance decay and applications |
| Session EO584 | Room: Bloomsbury |
| Instrumental variables methods | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Babette Brumback | Organizer: Babette Brumback |
| B1234: F. Windmeijer, X. Liang, F. Hartwig, J. Bowden | |
| The confidence interval method for selecting valid instrumental variables | |
| B1295: J. Bowden | |
| Bayesian model averaging for two-sample summary data Mendelian randomization in the presence of pleiotropy | |
| B1365: E. Goetghebeur, S. le Cessie | |
| Three causal lessons from a simulation learner: On SUTVA, instrumental variables and causal estimands | |
| B1415: B. Brumback | |
| Structural nested models for cluster-randomized trials with cluster-level non-adherence |
| Session EO192 | Room: G11 |
| Advances in statistical network analysis | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Jonathan Stewart | Organizer: Michael Schweinberger |
| B0615: A. Mele, J. Cape, C. Priebe, L. Hao | |
| Spectral inference for large stochastic blockmodels with nodal covariates | |
| B1180: N. Niezink | |
| Modeling the dynamics of social network perceptions | |
| B0922: J. Stewart, M. Schweinberger | |
| Generalized beta-models with dependent edges and parameter vectors of increasing dimension | |
| B1838: S. Chandna, P.-A. Maugis | |
| Nonparametric estimation for multiple heterogeneous networks |
| Session EO266 | Room: G3 |
| Statistical methods applied to insurance and actuarial sciences | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Olivier Lopez | Organizer: Olivier Lopez |
| B0183: M. Thomas, J. El Methni | |
| A micro-level study of IBNR claims reporting delays using extreme value theory | |
| B0252: M. Pesta, M. Maciak, O. Okhrin | |
| Micro forecasting | |
| B0576: L. Yang | |
| Nonparametric copula estimation for mixed insurance claim data | |
| B0680: S. Farkas, O. Lopez, M. Thomas | |
| Cyber claim analysis through generalized Pareto regression trees with applications to insurance pricing and reserving |
| Session EO164 | Room: G5 |
| Recent advances in functional and multivariate data analysis | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Yuko Araki | Organizer: Yuko Araki |
| B1025: A. Kawaguchi | |
| Time course modeling for brain imaging data | |
| B1074: T. Misumi, H. Matsui | |
| Joint modeling and estimation for multivariate longitudinal data and binary outcome | |
| B1107: D. Kong | |
| Causal inference in imaging genetics | |
| B1270: M. Imaizumi | |
| Statistical inference on M-estimators by high-dimensional Gaussian approximation |
| Session EO310 | Room: MAL G13 |
| Bayesian applications and methods | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Christopher Hans | Organizer: Christopher Hans |
| B0407: S. Jensen | |
| Modeling crime dynamics and associations with the built environment in Philadelphia | |
| B0450: L. House, L. Kodali | |
| Evaluating change in learning from different forms of interactive visualizations with a large case study | |
| B1306: M. Haran | |
| Fast computing for latent Gaussian random field models | |
| B1313: C. Calder | |
| Community detection in co-location networks |
| Session EO128 | Room: MAL G14 |
| Advances in Bayesian computation | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Radu Craiu | Organizer: Radu Craiu |
| B0448: D. Vats | |
| Efficient Bernoulli factory MCMC for intractable likelihoods | |
| B0544: M. Vihola, A. Lee, S. Singh | |
| On the scalability of conditional particle filters | |
| B1003: R. Kohn, M.-N. Tran, D. Gunawan, N. Nguyen | |
| A long short-term memory stochastic volatility model | |
| B1638: F. Maire | |
| Convergence time of some non-reversible MCMC methods |
| Session EO338 | Room: MAL G15 |
| Track: Bayesian semi- and non-parametric methods II | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Bernardo Nipoti | Organizer: Antonio Canale, Bernardo Nipoti, Raffaele Argiento |
| B0625: D. Kowal, A. Canale | |
| A simultaneous transformation and rounding approach for modeling integer-valued data | |
| B1047: A. Guglielmi, M. De Iorio, S. Favaro, L. Ye | |
| Bayesian nonparametric dynamic clustering: An application to gender stereotypes in words | |
| B1361: C. Carmona, S. Martinez-Jaramillo | |
| Weighted dynamic multi-layer networks via latent Gaussian processes | |
| B0596: C. Li, R. Guhaniyogi, T. Savitsky, S. Srivastava | |
| Distributed Bayesian inference for varying coefficient spatiotemporal models |
| Session EO392 | Room: MAL G16 |
| Recent developments in vine copulas | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Thomas Nagler | Organizer: Thomas Nagler, Claudia Czado |
| B0742: T. Vatter, N. Tagasovska, D. Ackerer | |
| Vine copula autoencoders | |
| B0744: T. Nagler, A. Min | |
| Vine models for stationary time series | |
| B0755: A. Kreuzer | |
| Dynamic regular vine copulas with an application to exchange rates dependence | |
| B1714: E.A. Kovacs, T. Szantai | |
| A new algorithm for finding a good fitting truncated R-vine copula in high dimensions |
| Session EO062 | Room: CLO 101 |
| Subsampling methods for massive data | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: HaiYing Wang | Organizer: HaiYing Wang |
| B0454: H. Peng | |
| Statistical inference in big data high dimensional generalized estimating equations via optimal subsampling | |
| B0823: H. Wang | |
| Optimal subsampling: Sampling with replacement vs Poisson sampling | |
| B0991: W. Zheng, X. Kong | |
| Design based incomplete U-statistics | |
| B2000: L. Pronzato, H. Wang | |
| Sequential online subsampling for thinning experimental designs |
| Session EO096 | Room: CLO 102 |
| Complex data in theory and practice | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Johannes Lederer | Organizer: Johannes Lederer |
| B0455: L.-X. Qin | |
| Statistical assessment of depth normalization methods for microRNA sequencing | |
| B0698: K. Hellton | |
| Penalized angular regression for personalized predictions | |
| B0286: S. Sperlich, E. Mammen | |
| Backfitting tests in generalised structured models | |
| B1975: L. Zhang, P. Germain, C. Biernacki, Y. Kessaci | |
| Domain adaptation from a pre-trained source model |
| Session EO659 | Room: Court |
| Preparing for the future: PhD programs in statistics education | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Erin Blankenship | Organizer: Erin Blankenship |
| Session EO054 | Room: Jessel |
| Modern advances in change-point detection | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Andreas Anastasiou | Organizer: Andreas Anastasiou |
| B0546: P. Fryzlewicz, R. Baranowski | |
| Multiscale autoregression on adaptively detected timescales | |
| B0886: A. Betken, M. Wendler | |
| Efficiency of rank-based change-point tests for long-range dependent time series | |
| B1225: M. Huskova, Z. Hlavka, S. Meintanis | |
| Monitoring in one and two sample multivariate situations and some modifications |
| Session EO520 | Room: MAL 152 |
| Statistical methods for new-age inference problems | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Gourab Mukherjee | Organizer: Peter Radchenko, Gourab Mukherjee |
| Session EO578 | Room: MAL 254 |
| Computational methods applied to the environment | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Peter Craigmile | Organizer: Peter Craigmile |
| B0739: E. Jack, D. Lee, N. Dean | |
| Spatio-temporal modelling of respiratory disease risk with changing spatial boundaries | |
| B0763: C. Berrett, W. Christensen, S. Sain, N. Sandholtz, D. Coats, C. Tebaldi, H. Lopes | |
| Modeling sea level processes on the US Atlantic coast | |
| B1302: J. Illian | |
| Spatial point processes | |
| B1312: S. Guillas | |
| Statistical emulation to quantify uncertainties in tsunami modelling using high performance computing |
| Session EO510 | Room: Senate |
| Modelling extremes | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Holger Rootzen | Organizer: Holger Rootzen |
| B1604: C. Mercadier, O. Roustant | |
| The tail dependograph | |
| B1686: D. Castro-Camilo | |
| Practical left-tail correction for the GEV model | |
| B1963: R. Kulik | |
| Statistical inference for clusters of extremes: Disjoint vs. sliding blocks estimators | |
| B1721: L. Trapin, D. Dupuis, S. Engelke | |
| Modelling panels of extremes |
| Session EO342 | Room: CLO 203 |
| Nonparametric and semiparametric inference for directional data | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Davy Paindaveine | Organizer: Davy Paindaveine |
| B0711: T.M. Pham Ngoc | |
| Adaptive optimal kernel density estimation for directional data | |
| B0413: E. Garcia-Portugues, P. Navarro, J.A. Cuesta-Albertos | |
| Projection-based uniformity tests for directional data | |
| B1161: J.E. Chacon, C. Tenreiro | |
| Bandwidth-free pilot pre-smoothing for circular data | |
| B1531: M. Di Marzio, S. Fensore, A. Panzera, C.C. Taylor | |
| Circular data with error-in-variables |
| Session EO092 | Room: CLO 204 |
| Statistics in neuroscience I | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Jeff Goldsmith | Organizer: Jeff Goldsmith |
| B0198: R. Shinohara | |
| Statistical approaches for disentangling the nature of brain lesions | |
| B0657: M. Fiecas | |
| A grouped Beta process model for multivariate resting-state EEG microstate analysis on twins | |
| B0718: J. Wrobel, J. Goldsmith, R. Shinohara, M. Martin | |
| Intensity warping for multisite MRI harmonization | |
| B1222: E. Sweeney | |
| Aging multiple sclerosis lesions on structural magnetic resonance images |
| Session EO282 | Room: MAL 251 |
| High dimensional and latent variable regression modeling | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Valentin Todorov | Organizer: Valentin Todorov |
| B1305: T. Verdonck, S. Hoppner, B. Baesens | |
| Instance-dependent cost-sensitive logistic model for detecting transfer fraud | |
| B1364: M. Gallo, V. Simonacci | |
| A PLS method for seeking canonical correlations in case of perfect multicollinearity | |
| B1449: K. Hron, N. Stefelova, J. Palarea-Albaladejo | |
| Weighting of logratios in compositional regression | |
| B1915: J. Ashwin, M. Ahrens | |
| Bayesian topic regression: An econometric model for inference with heterogeneous high dimensional data |
| Session EO604 | Room: MAL 252 |
| Advances in precision and covariance matrix estimation | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Eugen Pircalabelu | Organizer: Eugen Pircalabelu |
| B0807: I. Wilms, S. Aerts | |
| Cellwise robust regularized precision matrices for discriminant analysis | |
| B0851: Y. Zhao, C. Genest | |
| The normal scores estimator for the high-dimensional Gaussian copula model | |
| B0937: E. Pircalabelu, G. Claeskens | |
| Community detection on precision matrices with group-based penalties | |
| B1040: R.D. Shah, B. Frot, G.-A. Thanei, N. Meinshausen | |
| RSVP-graphs: Fast high-dimensional covariance matrix estimation under latent confounding |
| Session EO348 | Room: MAL 253 |
| Societal implications of work in statistics and data science | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Jennifer Hill | Organizer: Ravi Shroff, Jennifer Hill |
| B1200: S. Flaxman | |
| Bayesian survey design: A new paradigm for social science research | |
| B1514: S. Chakraborty | |
| A framework to analyze and dissect dissemination of motivated information through social media | |
| B1559: A. Chouldechova | |
| Evaluating predictive bias in the presence of differential label noise | |
| B1560: E. McCoy | |
| The effect of London cycle superhighways on traffic congestion |
| Session EO056 | Room: SH349 |
| Sport analytics | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Andreas Groll | Organizer: Andreas Groll |
| B0250: C. Ekstrom | |
| Evaluating sports tournament predictions | |
| B0289: U. Brefeld | |
| Analyzing positional data from soccer games with deep reinforcement learning | |
| B0386: H. Van Eetvelde, A. Groll, C. Ley, G. Schauberger | |
| A hybrid random forest to predict soccer matches in international tournaments | |
| B0833: M. Oetting, A. Groll | |
| A regularized hidden Markov model for analysing the ``hot shoe'' in football |
| Session EC814 | Room: G21A |
| Contributions in biostatistics | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Mireille Schnitzer | Organizer: CMStatistics |
| B1250: L. Valeri, C. Proust-Lima, H. Jacqmin-Gadda | |
| Mediation analysis when outcome and mediator are semi-competing events with application in health disparities research | |
| B1621: J. Klaschka, M. Maly, A. Sipek | |
| Interval estimates of event probability from pairwise correlated data: Application in epidemiology of birth defects | |
| B1723: T. Nakatsu, T. Kamakura | |
| Variable selection method for the logistic regression model using a model-X knockoffs algorithm | |
| B1909: A.P. Rocha, C. Amado, A. Martins, M.E. Silva | |
| Multivariate and multiscale complexity of long-range correlated cardiovascular variability signals |
| Session EC810 | Room: MAL 355 |
| Contributions in statistical learning methods and applications | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Charles C Taylor | Organizer: CMStatistics |
| B1926: P. Coretto, L. Coraggio | |
| Resampling methods for comparing clustering solutions | |
| B1830: S. Tonini | |
| The evaluation of statistical learning models in macroeconomic time series | |
| B1793: S. Moon, J.-J. Jeon, J.S.H. Lee, Y. Kim | |
| Learning multiple quantiles with neural networks | |
| B1928: M. Godard, C. Mante, C. Guinet, D. Nerini | |
| Predicting shape of dives of Southern elephant seals using functional regression tree models |
| Session EG571 | Room: MAL 354 |
| Contributions in clustering and classification | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Christian Hennig | Organizer: CMStatistics |
| B1595: A. Alharbi, F. Coolen, T. Coolen-Maturi | |
| A new split criterion for classification trees with binary data | |
| B1598: M. Alrasheedi, T. Coolen-Maturi, F. Coolen | |
| Classification trees with NPI-based thresholds | |
| B1766: M. Nai Ruscone, A. Dambrosio | |
| Non-metric unfolding on augmented data matrix: A copula-based approach | |
| B1893: A. Svetlosak, R. Calabrese, M. de Carvalho | |
| A customer segmentation method for UK open banking-type data |
| Session EP002 | Room: Macmillan Hall and Crush Hall |
| Poster session CMStatistics I | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Elena Fernandez Iglesias | Organizer: CMStatistics |
| Parallel session I: CFE | Sunday 15.12.2019 | 14:25 - 16:05 |
| Session CI020 | Room: Chancellor's Hall |
| Invited Session 2 | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Marcelo Fernandes | Organizer: Walter Distaso |
| A0166: V. Corradi | |
| Quantile forecast evaluation: An application to growth-at-risk | |
| A0167: M. Fernandes, C. Scherrer, G. Dias | |
| Price discovery and market microstructure noise | |
| A0168: M. Caporin, D. Erdemlioglu, S. Nasini | |
| High dimensional influences and financial contagion |
| Session CO214 | Room: MAL B04 |
| Risk modelling in equity and option markets | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Jose Olmo | Organizer: Jose Olmo |
| A0641: J. Arteche, J. Garcia | |
| Singular spectrum analysis for value at risk evaluation in stochastic volatilty models | |
| A0985: R. McGee, R. McGee, J. Olmo | |
| Optimal quantitative risk factors | |
| A1096: M. Kratz | |
| On market price extremes of underlying shares in the options market | |
| A1846: J. Olmo, H. Calvo-Pardo, T. Mancini | |
| Granger-causality detection in high-dimensional systems using feedforward neural networks |
| Session CO396 | Room: MAL B20 |
| Economics of cryptocurrencies | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Marco Lorusso | Organizer: Marco Lorusso, Francesco Ravazzolo |
| A0741: L. Kristoufek | |
| Will Bitcoin mining lead to global environmental catastrophe? | |
| A1341: M. Gronwald | |
| Another look at cryptocurrency bubbles | |
| A0503: P. De Pace, J. Rao | |
| Comovement and bubbles in cryptocurrency markets | |
| A0697: M. Lorusso, F. Ravazzolo, S. Asimakopoulos | |
| A new economic framework: A DSGE model with cryptocurrency |
| Session CO649 | Room: MAL B35 |
| Inflation dynamics | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Edward Knotek | Organizer: Edward Knotek |
| A0572: E. Knotek, S. Zaman | |
| Real-time density nowcasts of U.S. inflation: A model-combination approach | |
| A0693: P. Osterholm, R. Edvinsson, S. Karlsson | |
| Does money growth predict inflation: Evidence from vector autoregressions using four centuries of data | |
| A0777: C. Fulton, K. Hubrich | |
| Forecasting US inflation in real-time | |
| A1326: J. Mitchell, M. Weale | |
| Forecasting with unknown unknowns: Censoring and fat tails on the Bank of England's monetary policy committee |
| Session CO246 | Room: MAL B36 |
| Uncertainty and text analysis | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Svetlana Makarova | Organizer: Wojciech Charemza, Svetlana Makarova |
| A0811: E. Gabor-Toth | |
| Economic policy uncertainty and stock market participation | |
| A1558: M. Holda | |
| Newspaper-based economic uncertainty indices for Poland | |
| A0912: V. Larsen | |
| Components of uncertainty | |
| A0915: S. Makarova, W. Charemza, K. Rybinski | |
| Country-specific uncertainty indices and machine learning: The case of Russia |
| A1632: A. Soberon, D. Henderson, J.M. Rodriguez-Poo | |
| Nonparametric multi-dimensional fixed effects panel data models | |
| A1625: D. Henderson, A. Soberon | |
| Inference for multidimensional nonparametric panel data models | |
| A1476: J. Schnurbus, H. Haupt | |
| Semi- and nonparametric modeling of environmental time series distributions | |
| A1485: M. Fritsch, J. Schnurbus, A.A.Y. Pua | |
| Practical aspects of using nonlinear moment conditions in linear dynamic panel data models |
| Session CO864 | Room: Montague |
| Topics in financial econometrics II | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Leopold Soegner | Organizer: Joern Sass, Leopold Soegner |
| A0783: D. Hosszejni, G. Kastner | |
| Efficient Bayesian estimation of the stochastic volatility model with leverage | |
| A1002: M. Scholz, J.P. Nielsen, I. Kyriakou, P. Mousavi | |
| Forecasting benchmarks of long-term stock returns via machine learning | |
| A1439: P. Gersing, M. Deistler | |
| A subspace estimator for mixed frequency VAR systems | |
| A0282: R. Hizmeri, A.-M. Dumitru, M. Izzeldin | |
| Forecasting the realized variance in the presence of intraday periodicity |
| Session CO232 | Room: Woburn |
| Macroeconomic policy | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Michael Owyang | Organizer: Michael Owyang |
| A0609: N. Traum | |
| The Macroeconomic Effects of Carbon Taxes: The Role of Investment and Emission Rate Heterogeneity | |
| A1055: A. Guisinger, M. Owyang, M. McCracken | |
| Revisiting the Fed's forecasting advantage | |
| A1483: K. Dilts Stedman | |
| Unconventional monetary policy, (a)synchronicity and the yield curve | |
| A1998: E. Wolcott | |
| Impact of foreign official purchases of U.S. treasuries on the yield curve |
| Session CO254 | Room: MAL 153 |
| Multivariate quantile models | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Gabriel Montes-Rojas | Organizer: Gabriel Montes-Rojas |
| A0427: G. Montes-Rojas | |
| On the distribution of impulse-response functions in macroeconomic shocks | |
| A0686: Y. Zu, D. Harvey, S. Leybourne | |
| Nonparametric estimation of the variance function in an explosive autoregressive model | |
| A0849: A. Galvao | |
| On the unbiased asymptotic normality of quantile regression with fixed effect | |
| A0189: A. Atak, G. Montes-Rojas, Y. Zhang, J. Olmo | |
| Partially linear quantile regression model with time-varying loadings |
| Session CC822 | Room: MAL B02 |
| Contributions in asset pricing | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Thomas Conlon | Organizer: CFE |
| A0394: C. Chorro | |
| Discriminating between GARCH models for option pricing by their ability to compute accurate VIX measures | |
| A1693: J. Kurka, J. Barunik | |
| Horizon-specific risks, higher moments, and asset prices | |
| A1808: F. Cech, J. Barunik | |
| Dynamic quantile model for bond pricing | |
| A0334: T. Kobayashi | |
| Global bond market interaction: An arbitrage-free dynamic Nelson Siegel modeling approach |
| Session CC821 | Room: MAL 351 |
| Contributions in portfolio optimization I | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Abraham Lioui | Organizer: CFE |
| A1605: M. Sahamkhadam, A. Stephan, R. Ostermark | |
| Dynamic Black Litterman copula based optimal portfolios with tail constraints | |
| A1486: S. Anyfantaki, N. Topaloglou, E. Maasoumi, J. Ren | |
| Stochastic dominance inefficiency tests | |
| A1606: J. Soehl, D. Paulsen | |
| A new information criterion for the Sharpe ratio | |
| A1660: E. Thorsen, T. Bodnar, N. Parolya, H. Dette | |
| Sampling distributions of optimal portfolio weights and characteristics in low and large dimensions |
| Session CC828 | Room: MAL 352 |
| Contributions in empirical macroeconomics | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Damjan Pfajfar | Organizer: CFE |
| A1896: M. Scharnagl, M. Mandler | |
| Estimating the effects of the Eurosystem's asset purchase programme at the country level | |
| A1347: E. Atta Arsanious Ghaprial, A. Mabrouk | |
| Investigating the determinants of exchange rate stability | |
| A0445: L.J. Alvarez, A. Gomez-Loscos, L. Gadea | |
| Low inflation in advanced economies | |
| A1671: P. Tzika, S. Fountas | |
| Economic policy uncertainty spillovers in Europe and Greece |
| Session CG203 | Room: MAL 353 |
| Contributions in high-frequency econometrics | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Markus Bibinger | Organizer: CFE |
| A0553: A. Santos | |
| Likelihood evaluation through particle filter methods for high-frequency stochastic volatility models | |
| A1897: M. Stapper, A. Masuhr | |
| Sources of global trading activity: A dynamic factor model for multivariate stock-market data | |
| A1983: Y. Luo, Z. Wei | |
| The impact of periodicity on volatility-volume relations | |
| A1443: X. Xue, E. Lazar | |
| Forecasting risk measures using intraday data in a generalized autoregressive score framework |
| Session CP001 | Room: Macmillan Hall and Crush Hall |
| Poster session CFE | Sunday 15.12.2019 14:25 - 16:05 |
| Chair: Elena Fernandez Iglesias | Organizer: CFE |
| A1633: Y. Onishi, K. Irie, S. Sugasawa | |
| Efficient Bayesian computation for modeling dynamic counts | |
| A1726: R. Hendrych | |
| State space models for stochastic claims reserving | |
| A1821: T. Toyabe, K. Asaba, T. Nakatsuma | |
| Modeling financial durations with limit order book information | |
| A1826: M. Nakakita, T. Nakatsuma | |
| Bayesian modeling of high frequency stochastic volatility with intraday seasonality and skew heavy-tailed error | |
| A1913: L. Vacha, J. Barunik | |
| Machine learning solution of dynamic models with rational inattention | |
| A1494: P. Andreou, N. Lambertides, C. Andreou | |
| Financial distress risk and stock price crashes | |
| A2038: P. Grau, L.M. Doncel | |
| Analysis of the cryptocurrencies market evolution using networks | |
| A2042: L. Bielak, A. Wylomanska | |
| Long-term prediction of the metals prices using non-Gaussian time-inhomogeneous stochastic process |
| Parallel session J: CMStatistics | Sunday 15.12.2019 | 16:35 - 18:15 |
| Session EI016 | Room: Beveridge Hall |
| Measurement error models and beyond | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: Wenqing He | Organizer: Grace Yi |
| Session EO711 | Room: CLO B01 |
| Functional and shape data analysis | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: Anuj Srivastava | Organizer: Anuj Srivastava |
| B0447: I. Dryden, K.-R. Kim, H. Le | |
| Smoothing splines on Riemannian manifolds, with applications to 3D shape space | |
| B0452: P. Harms | |
| Curvature correction for distance-based learning on shape space | |
| B1014: J. Strait | |
| The use of landmarks within elastic planar shape analysis | |
| B0480: B. Ben Amor, N. Hosni, H. Drira, F. Chaieb | |
| Functional PCA on shape space for gait analysis and assessment |
| Session EO697 | Room: MAL B02 |
| Statistical methods for risk management | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: Marie Kratz | Organizer: Marie Kratz |
| B0571: J. Hambuckers, L. Mhalla, M. Lambert | |
| Tail risk and style dependence in the fund industry: A multivariate extreme value approach | |
| B0627: J. Neslehova, K. Herrmann, M. Hofert | |
| Extremes of extendible random vectors | |
| B0787: A. Dias | |
| Risk aggregation and the effect of reinsurance | |
| B1097: M. Brautigam, M. Kratz | |
| (F)CLT for functionals of quantile and dispersion estimators: Applications in risk management |
| Session EO542 | Room: MAL B04 |
| Topics on dimension reduction and kernel methods | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: Andreas Artemiou | Organizer: Andreas Artemiou |
| B0388: S.J. Shin | |
| A weighted learning approach for sufficient dimension reduction in binary classification | |
| B0396: E. Christou | |
| Central quantile subspace | |
| B0640: J. Song, B. Li | |
| On sufficient dimension reduction for functional data | |
| B1995: B. Jones, A. Artemiou, B. Li | |
| The predictive power of kernel principal components regression |
| Session EO600 | Room: MAL B18 |
| Methods for missing data | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: Anders Lundquist | Organizer: Anders Lundquist |
| B0766: J. Kuha | |
| Latent class response propensity models for non-ignorable item nonresponse in surveys | |
| B0952: M. Josefsson | |
| Estimating the population partly conditional mean using longitudinal cohort data with non-ignorable drop-out | |
| B1254: M. Doretti, S. Geneletti, E. Stanghellini | |
| Missing data: A unified taxonomy guided by conditional independence | |
| B1279: A. Linero, M. Daniels | |
| Bayesian nonparametric methods for longitudinal outcomes missing not at random |
| Session EO677 | Room: MAL B20 |
| Causal inference using observational longitudinal data | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: Shaun Seaman | Organizer: Shaun Seaman |
| B1455: A. Ertefaie, R. Strawderman | |
| Robust Q-learning | |
| B1427: P. Samartsidis, S. Seaman, S. Montagna, A. Charlett, M. Hickman, D. De Angelis | |
| A Bayesian factor analysis model for evaluating an intervention using observational panel data on multiple outcomes | |
| B0990: R. Keogh, S. Seaman, J.M. Gran, S. Vansteelandt | |
| Using sequential trials to estimate treatment effects in longitudinal observational data | |
| B0809: S. Seaman, S. Seaman, O. Dukes, R. Keogh, S. Vansteelandt | |
| Handling time-dependent confounding using a structural nested cumulative survival time model |
| Session EO755 | Room: MAL B35 |
| Traditional and modern time series models | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: Pauliina Ilmonen | Organizer: Pauliina Ilmonen |
| B0522: M. Voutilainen | |
| On modelling and estimation of stationary processes | |
| B0547: S. Taskinen, K. Nordhausen, M. Matilainen, J. Miettinen, J. Virta | |
| Dimension reduction for time series in a blind source separation context | |
| B0602: S. Helander, S. Nagy, G. Van Bever, L. Viitasaari, P. Ilmonen | |
| On adaptive functional data depths | |
| B0637: T. Sottinen | |
| Pretty predictable models |
| Session EO703 | Room: MAL B36 |
| New directions in statistical learning | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: Sunyoung Shin | Organizer: Sunyoung Shin |
| B0988: Y. Lee, S. Tu, Y. Zhu | |
| Assessment of case influence in support vector machine | |
| B1282: J. Wilson | |
| Analyzing group fMRI with multilayer network embedding methods | |
| B1421: M. Miranda, J. Morris | |
| Composite hybrid basis approach incorporating residual connectivity in task fMRI data | |
| B1422: H. Yang, V. Baladandayuthapani, A. Rao, J. Morris | |
| Functional regression analysis of distributional data using quantile functions |
| Session EO795 | Room: MAL G13 |
| Latent variable models for complex data | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: Silvia Cagnone | Organizer: Silvia Cagnone |
| B0760: G. Spaccapanico Proietti, S. Mignani, M. Matteucci | |
| Dealing with uncertainty in automated test assembly problems | |
| B0841: G. McLachlan | |
| On the role of latent variables in characterizing some skew distributions | |
| B0873: S. Bianconcini, S. Cagnone | |
| Dimension-wise likelihood estimation of latent vector autoregressive models | |
| B2003: G. Soffritti, G. Galimberti | |
| Mixtures of seemingly unrelated linear regression models |
| Session EO636 | Room: MAL G14 |
| Bayesian inference and computational advances for large data | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: Andee Kaplan | Organizer: Brenda Betancourt |
| B0288: F. Ferrari, D. Dunson | |
| Bayesian factor analysis for inference on interactions | |
| B0914: A. Kaplan, B. Betancourt, R. Steorts | |
| Posterior prototyping for Bayesian entity resolution | |
| B0944: S. Syed, A. Bouchard, G. Deligiannidis, A. Doucet | |
| Non-reversible parallel tempering: An embarrassingly parallel MCMC scheme | |
| B1387: A. Cadonna, S. Fruehwirth-Schnatter, P. Knaus | |
| Triple the gamma A unifying shrinkage prior forvariance and variable selection in sparse state space andTVP models |
| Session EO308 | Room: MAL G15 |
| Novel applications in Bayesian nonparametrics | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: Michele Guindani | Organizer: Michele Guindani |
| B0757: R. Argiento | |
| Exploiting conjugacy to build time dependent feature allocation models | |
| B1327: A. Jara | |
| Marginal Bayesian semiparametric modelling of mismeasured multivariate interval-censored data | |
| B1340: R. Mena | |
| Beta-binomial stick breaking nonparametric prior | |
| B1409: F. Leisen | |
| Modelling heterogeneous data in Bayesian nonparametrics |
| Session EO582 | Room: MAL G16 |
| Recent advances in sequential Monte Carlo | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: Jere Koskela | Organizer: Adam Johansen |
| B0401: L. South, R. Salomone, A. Johansen, C. Drovandi, D. Kroese | |
| Unbiased and consistent nested sampling via sequential Monte Carlo | |
| B0926: J. Koskela, P. Jenkins, A. Johansen, D. Spano | |
| Asymptotic genealogies of SMC methods | |
| B1111: A. Finke, A. Johansen, A. Doucet | |
| Limit theorems for sequential MCMC methods | |
| B1138: S. Brown, A. Johansen, J. Koskela, P. Jenkins | |
| Recent progress in genealogies of sequential Monte Carlo algorithms |
| Session EO082 | Room: CLO 101 |
| Bayesian and frequentist approaches with big data | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: HaiYing Wang | Organizer: HaiYing Wang |
| B0733: D. Li, Y. Fan, Y. Kong, J. Lv | |
| High-dimensional interaction detection with false sign rate control | |
| B0940: Y. Xue, H. Wang, J. Yan, E. Schifano | |
| An online updating approach for testing the proportional hazards assumption with streams of survival data | |
| B1947: Q. Song | |
| Bayesian sharp minimax contraction |
| Session EO364 | Room: CLO 102 |
| Recent advances in high-dimensional statistics and random matrix theory | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: Miles Lopes | Organizer: Alexander Aue |
| B1971: D. Liebl, M. Reimherr | |
| Fast and fair simultaneous confidence bands for functional parameters | |
| B0254: R.R. Nadakuditi, A. Prasadan | |
| Time series source separation using dynamic mode decomposition | |
| B1976: J. Lv | |
| Asymptotic theory of eigenvectors for large random matrices | |
| B1978: H. Li, A. Aue, D. Paul | |
| High dimensional hypothesis testing via spectral shrinkage |
| Session EO228 | Room: Court |
| Semi and non-parametric mixture modelling | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: Frans Kanfer | Organizer: Frans Kanfer |
| B1033: Z. Li | |
| Joint modeling of survival and longitudinal quality of life data in palliative care studies | |
| B1243: S. Millard, F. Kanfer, M. Arashi | |
| Mixture of generalised linear models with unknown link | |
| B1246: F. Kanfer, S. Millard, M. Arashi | |
| Generalised partially linear models with unknown link | |
| B1617: D. Chen | |
| A statistical distribution for simultaneously modeling skewness, kurtosis and bimodality for mixture modelling |
| Session EO839 | Room: Jessel |
| Change-points/anomaly detection | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: Alain Celisse | Organizer: Alain Celisse |
| B1412: L. Sansonnet | |
| Nonparametric multiple change-point estimation for analyzing large Hi-C data matrices | |
| B1703: G. Rigaill, S. Thepaut, N. Verzelen | |
| A statistical method to detect abrupt changes in trees | |
| B1806: G. Romano, G. Rigaill, P. Fearnhead, V. Runge | |
| Detecting abrupt changes in correlated time-series | |
| B1853: V. Runge, N. Deschamps de Boishebert, M. Pascucci, G. Rigaill | |
| Efficient change-in-slope optimal partitioning algorithm in a finite-size parameter space |
| Session EO614 | Room: MAL 152 |
| Methods for understanding network data structures | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: Nynke Niezink | Organizer: Kehui Chen |
| B0453: J. Cape | |
| On spectral embedding performance and elucidating network structure in stochastic blockmodel graphs | |
| B0972: D. Choi | |
| Change point detection for networks with dynamic community structure | |
| B1017: Y. Zhang | |
| Consistent polynomial-time unseeded graph matching for Lipschitz graphons | |
| B0269: J.W.Y. Leung, D. Matsypura | |
| Change point detection in partial correlation networks |
| Session EO502 | Room: MAL 153 |
| New methods for complex data analysis | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: Sayar Karmakar | Organizer: Zhihua Su |
| B0713: L. Duan | |
| Latent simplex position model: Multiview clustering of high dimensional data | |
| B1332: T. Zhang | |
| Element-wise estimation error of a total variation regularized estimator for change point detection | |
| B0847: G. Zhu, L. Wang, Z. Su, S. Ding | |
| Envelope quantile regression | |
| B1394: Z. Su | |
| A Bayesian approach to envelope quantile regression |
| Session EO506 | Room: MAL 254 |
| Methods and computation for modeling data in space and time | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: Francois Bachoc | Organizer: Stefano Castruccio |
| B0536: D. Pigoli, A. Menafoglio, P. Secchi | |
| Random domain decomposition for spatial prediction of manifold-valued data | |
| B0792: C. Miller | |
| Spatio-temporal modelling in environmental and ecological systems | |
| B1147: M. Edwards | |
| Multivariate Stochastic Climate Generator | |
| B1496: F. Lindgren | |
| Challenges and solutions for multiscale global temperature reconstruction |
| Session EO256 | Room: Senate |
| Modern topics in statistics of extremes | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: Yuri Goegebeur | Organizer: Yuri Goegebeur |
| B0365: A. Guillou, Y. Goegebeur, N.K.L. Ho, J. Qin | |
| Robust nonparametric estimation of the conditionaltail dependence coefficient | |
| B0485: M. de Carvalho, J. Lee, A. Rua | |
| What hides behind an extreme currency demand: Bayesian conditionally heteroscedastic extremes | |
| B0487: G. Stupfler | |
| On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails | |
| B1582: N.K.L. Ho, Y. Goegebeur, A. Guillou, J. Qin | |
| Conditional marginal expected shortfall |
| Session EO504 | Room: CLO 203 |
| Recent developments in optimal experimental designs | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: Subir Ghosh | Organizer: Saumen Mandal |
| B0719: B. Torsney | |
| Optimal design, lagrangian and linear models theories: A fusion | |
| B1210: Y. Yi | |
| Response adaptive designs with asymptotic optimality | |
| B1289: H. Wynn | |
| Causation, bias and optimal experimental design | |
| B0563: S. Ghosh | |
| Search for optimality in the estimation of variance components |
| Session EO134 | Room: CLO 204 |
| Statistics in neuroscience II | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: Russell Shinohara | Organizer: Russell Shinohara |
| B0217: K. Linn, R. Shinohara | |
| Inter-modal coupling analysis | |
| B0247: A. Mejia | |
| Leveraging spatial dependencies on the cortical surface to improve estimation of subject-level brain organization | |
| B0656: J. Goldsmith | |
| What the proportional recovery rule is (and is not): Methodological and statistical considerations | |
| B1571: H. Ombao | |
| Modeling brain connectivity in real time |
| Session EO753 | Room: MAL 251 |
| Polynomials in statistics | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: Denys Pommeret | Organizer: Denys Pommeret |
| B0623: C. Lefevre | |
| Polynomials and risk models | |
| B0614: Y.I. Ngounou Bakam, D. Pommeret | |
| Projection estimation of multivariate copula densities | |
| B1067: D. Pommeret, L. Reboul, A.F. Yao | |
| Testing equality of two processes | |
| B1195: P.-O. Goffard | |
| Orthogonal polynomial expansion with applications to insurance |
| Session EO512 | Room: MAL 252 |
| Recent advances in regression and classification for high dimensional data | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: Ziqi Chen | Organizer: Binyan Jiang |
| B0957: X. He, J. Wang | |
| A general framework for sparse learning in reproducing kernel Hilbert space | |
| B0998: Z. Chen | |
| Surface functional models | |
| B1120: Z. Yang, B. Jiang, C. Wang, C. Leng | |
| Linear discriminant analysis with high dimensional mixed variables | |
| B1674: T. Fukuda, T. Misumi, Y. Maesono, S. Konishi | |
| Multivariate functional subspace classification for high-dimensional longitudinal data and its application |
| Session EO292 | Room: MAL 253 |
| Spatial models for inference on epidemiological and social indicators | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: Veronica Berrocal | Organizer: Veronica Berrocal |
| Session EO618 | Room: SH349 |
| Topics in time series analysis | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: Konstantinos Fokianos | Organizer: Konstantinos Fokianos |
| B0523: J. Gillam, R. Killick, S. Taylor, J.-L. Chapman | |
| Categorical changepoint detection for activity sequences | |
| B0646: M. Knight | |
| Wavelet spectral analysis of non-stationary circadian rhythms | |
| B0963: A. Luati, L. Catania | |
| Semiparametric modeling of multiple quantiles | |
| B1259: G. Berentsen, J. Bulla, A. Maruotti, B. Stove | |
| Modelling corporate defaults: A Markov-switching Poisson autoregressive model |
| Session EG009 | Room: MAL 354 |
| Contributions in survival and reliability | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: Mariangela Zenga | Organizer: CMStatistics |
| B1718: A. Gaponik, M. Kateri | |
| Kullback-Leibler goodness-of-fit tests for exponential simple step-stress accelerated life testing models | |
| B1863: J.T. Kvaloy, B.H. Lindqvist | |
| A class of tests for trend for time censored recurrent event data not following a Possion process | |
| B1679: J. Rice, B. Johnson, R. Strawderman | |
| Regular HIV testing: Why it matters and how to measure it | |
| B1801: S. Bischofberger | |
| In-sample hazard forecasting based on survival models with operational time applied to non-life reserving |
| Session EP863 | Room: Macmillan Hall and Crush Hall |
| Poster session CMStatistics II | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: Panagiotis Paoullis | Organizer: CMStatistics |
| Parallel session J: CFE | Sunday 15.12.2019 | 16:35 - 18:15 |
| Session CI018 | Room: Chancellor's Hall |
| Stationarity and causality of time series | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: Josu Arteche | Organizer: Josu Arteche |
| A0176: M. Nielsen, S. Johansen | |
| A cointegrated model allowing for different fractional orders | |
| A0177: U. Hassler, M. Hosseinkouchack | |
| Powerful self-normalizing tests for stationarity | |
| A0178: C. Velasco | |
| Identification of possibly nonfundamental Structural VARMA models using higher order moments |
| Session CO693 | Room: Bloomsbury |
| Financial Econometrics: High-frequency option data research | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: Ingmar Nolte | Organizer: Ingmar Nolte |
| A0228: V. Todorov | |
| Aggregate asymmetry in idiosyncratic jump risk | |
| A0244: T.G. Andersen, V. Todorov, N. Fusari, R. Varneskov | |
| Spatial dependence in option observation errors | |
| A0381: M.C. Pham, I. Archakov, L. Grund, N. Hautsch, S. Nasekin, I. Nolte, S. Taylor | |
| A descriptive study of the high-frequency trade and quote option data from OPRA | |
| A0819: I. Archakov, P. Hansen, A. Lunde | |
| A multivariate realized GARCH model |
| Session CO238 | Room: G11 |
| Advances in exact and approximate Bayesian computation | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: Robert Kohn | Organizer: Robert Kohn |
| A0862: D. Zhu, L. Jacobi | |
| Automated sensitivity computations for Bayesian Markov chain Monte Carlo inference: A new approach | |
| A1169: M. Villani, M. Quiroz, R. Kohn, M.-N. Tran, D.K.D. Dang | |
| Recent developments in data subsampling for large-scale Bayesian inference | |
| A1196: M.-N. Tran, D. Nguyen, D. Nguyen | |
| Variational Bayes on manifolds | |
| A1981: D. Gunawan, D. Nott, R. Kohn, M. Quiroz | |
| Fast variational approximation for multivariate factor stochastic volatility models |
| Session CO797 | Room: G3 |
| The theory, applications and computing of indicator saturation | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: James Reade | Organizer: James Reade |
| A0518: X. Jiao | |
| A simple robust procedure in instrumental variables regression | |
| A0529: S. Wang, J. Reade | |
| Modelling Australian electricity price using indicator saturation | |
| A0575: J.L. Castle, J. Doornik, D. Hendry | |
| Modelling non-stationary `big data' | |
| A1103: M. Qian, B. Nielsen | |
| Asymptotic properties of the gauge of step-indicator saturation |
| Session CO386 | Room: G4 |
| Robust models in the time and frequency domains for high dimensional data | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: Pascal Bondon | Organizer: Pascal Bondon, Valderio Anselmo Reisen |
| A0736: A. Mian, G. Ginolhac, J.-P. Ovarlez, A. Atto | |
| Iterative robust hypothesis testing for change-points detection and application to SAR change detection | |
| A0738: S. Chretien | |
| Median of means estimation for high dimensional time series | |
| A1473: P. Canas Rodrigues | |
| Robust singular spectrum analysis: Methodology and application | |
| A1215: I. Souza, V.A. Reisen, P. Bondon, G. Franco | |
| A robust estimation and testing of the cointegration order based on the frequency domain |
| Session CO400 | Room: G5 |
| Advances in financial modelling | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: Genaro Sucarrat | Organizer: Genaro Sucarrat |
| A1056: D. Dupuis, L. Trapin | |
| Liquidity tail risk in the wake of the financial crisis: Evidence from the U.S. stock market | |
| A1322: F. Violante, S. Grassi | |
| Testing asset pricing models on the cryptocurrency market | |
| A0838: R. Sandberg | |
| M-estimator based unit root tests in nonlinear dynamic models | |
| A1231: G. Sucarrat | |
| The fractionally integrated log-GARCH model when the conditional density is unknown |
| A1512: C. Rust | |
| Directed local testing in functional linear regression | |
| A0789: K. Wenger, P. Sibbertsen, S. Wingert | |
| Testing for multiple structural breaks in multivariate long memory time series | |
| A1509: I. Bauer, H. Haupt, M. Fritsch | |
| Prediction intervals in quantile regression | |
| A1451: H. Haupt | |
| Nonlinear quantile regression |
| Session CO222 | Room: Montague |
| Regime switching, filtering, and portfolio optimization | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: Joern Sass | Organizer: Joern Sass, Leopold Soegner |
| A0444: L. Veraart | |
| When does portfolio compression reduce systemic risk? | |
| A0740: D. Westphal, J. Sass | |
| Robust utility maximization in continuous-time financial markets | |
| A0772: B. Koval, L. Soegner, S. Fruehwirth-Schnatter | |
| Estimating a time-varying parameter model with shrinkage for the Standard\&Poor's 500 index | |
| A0806: E. Leoff, R. Korn | |
| A multi-asset worst-case approach for optimal portfolios facing crash scenarios |
| Session CO242 | Room: Woburn |
| Macro-finance applications | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: Scott Brave | Organizer: Scott Brave |
| A0877: C. Robotti, N. Gospodinov | |
| Intermediary asset pricing: Empirical evidence revisited | |
| A1419: A. Ajello | |
| Getting in all the cracks: Monetary policy and indicators of financial stability | |
| A0466: A. Butters, S. Brave, D. Kelley | |
| The network origins of approximate factor models | |
| A0405: L. Benzoni, L. Garlappi, R. Goldstein, C. Ying | |
| Optimal debt dynamics, issuance costs, and commitment |
| Session CC823 | Room: MAL 352 |
| Contributions in financial markets | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: Giacomo Bormetti | Organizer: CFE |
| A0732: S. Nowak | |
| The accuracy of trade classification algorithms: Evidence from the Budapest, Prague and Warsaw stock exchanges | |
| A1664: T. Dimpfl, D. Baur | |
| Information dissemination across high-latency cryptocurrency markets | |
| A0802: L. Aguiar-Conraria, M.J. Soares, M. Ojo | |
| A time-frequency analysis of financial market contagion in Europe | |
| A0947: T. Mizuno, Y. Yuan | |
| Financial market switching-points and economic anomalies: Evidence from S\&P100 |
| Session CG479 | Room: MAL 351 |
| Contributions in commodities finance | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: Neil Kellard | Organizer: CFE |
| A1408: X. Jin | |
| Commodity financialization and the role of speculators | |
| A1911: I.C. Figuerola-Ferretti Garrigues, I. Paraskevopoulos, M.T. Corzo, K. Martin-Bujack | |
| Commodity futures: Does the traded volume influence research interest? | |
| A1635: K. Rybak, A. Zubarev, A. Polbin | |
| Capital mobility in commodity-exporting economies |
| Session CG692 | Room: MAL 353 |
| Contributions in sentiment analysis | Sunday 15.12.2019 16:35 - 18:15 |
| Chair: David Ardia | Organizer: CFE |
| A1729: S. Consoli, S. Manzan, L. Barbaglia | |
| Fine-grained, aspect-based semantic sentiment analysis on news for economic forecasting and nowcasting | |
| A1735: M. Bessec, J. Fouquau | |
| Environmental sentiment in financial market: A global warning | |
| A0970: S. Behrendt, D. Ballinari | |
| How to gauge investor behavior: A comparison of online investor sentiment measures | |
| A1847: L. Tiozzo Pezzoli, S. Consoli, E. Tosetti | |
| Emotions in macroeconomic news and their impact on the European bond market |
| Parallel session M: CMStatistics | Monday 16.12.2019 | 08:40 - 10:20 |
| Session EO136 | Room: CLO B01 |
| Recent developments in functional data analysis | Monday 16.12.2019 08:40 - 10:20 |
| Chair: Sara Lopez Pintado | Organizer: Sara Lopez Pintado |
| B1145: G. Gonzalez-Rodriguez, A. Colubi | |
| Consistent bootstrap procedures for testing on the coefficients of a Hilbert-valued regression model | |
| B1275: M. Karas, C. Crainiceanu, J. Urbanek, A. Bastian, R. Roemmich | |
| Functional registration of walking strides in high-density accelerometry data for estimation of gait asymmetry | |
| B1456: X. Dai, Z. Lin, H.-G. Mueller | |
| Statistical analysis of longitudinal data on Riemannian manifolds | |
| B1255: A. Caponera | |
| Asymptotics and regularization in spherical functional autoregressive models |
| Session EO142 | Room: Bloomsbury |
| Recent advances in survival analysis | Monday 16.12.2019 08:40 - 10:20 |
| Chair: Chiung-Yu Huang | Organizer: Sangwook Kang, Sy Han Chiou |
| B0322: C.H. Lee, J. Ning, Y. Shen | |
| Analysis of restricted mean survival time for length-biased data | |
| B1000: B. Seo, S. Kang | |
| Accelerated failure time model based on nonparametric Gaussian scale mixtures | |
| B1763: S. Choi | |
| Nonparametric maximum likelihood estimation of acceleratedfailure time models for competing risks | |
| B1943: S. Kang, K. Kim | |
| Induced smoothed methods in analysis of semiparametric quantile residual lifetimes models |
| Session EO138 | Room: G11 |
| Recent developments of statistical methods for causal inference | Monday 16.12.2019 08:40 - 10:20 |
| Chair: Zheng Zhang | Organizer: Shujie Ma |
| B0527: Z. Tan | |
| Regularized calibrated estimation and model-assisted inference for treatment effects with high-dimensional data | |
| B0562: E. Kennedy | |
| Optimal causal inference in a high-dimensional discrete model | |
| B1460: S. Yang, L. Wang, P. Ding | |
| Causal inference with confounders missing not at random | |
| B1544: Z. Zhang | |
| A simple and efficient estimation of average treatment effects in the presence of unmeasured confounders |
| Session EO632 | Room: G21A |
| Modelling dependence through graphical models | Monday 16.12.2019 08:40 - 10:20 |
| Chair: Ghislaine Gayraud | Organizer: Sophie Dabo, Ghislaine Gayraud |
| B0411: E. Auclair | |
| Labelled dynamic Bayesian network: Framework and structure learning for application to ecological network | |
| B0412: W. Wiecek, F. Bois, G. Gayraud | |
| Learning structures of Bayesian networks with cyclic structures | |
| B0417: W. Gao, G. Gayraud, F. Bois | |
| Application of dynamic Bayesian network approaches for quantitative adverse outcome pathway modelling | |
| B0439: S. Lebre, F. Dondelinger, D. Husmeier | |
| Non-homogeneous dynamic Bayesian networks with Bayesian regularization for gene regulatory network inference |
| Session EO616 | Room: G3 |
| Multivariate extremes and causality | Monday 16.12.2019 08:40 - 10:20 |
| Chair: Johanna Neslehova | Organizer: Johanna Neslehova |
| B0621: M. Aigner | |
| Granger causal analysis of Hawkes processes for extreme events | |
| B0645: L. Mhalla, V. Chavez-Demoulin, D. Dupuis | |
| Causal mechanism of extreme river discharges in the upper Danube basin network | |
| B0743: A. Sabourin, H. Jalalzai, S. Clemencon | |
| Nonasymptotic analysis of the angular measure for extremes, application to classification |
| Session EO174 | Room: G4 |
| Robust statistics | Monday 16.12.2019 08:40 - 10:20 |
| Chair: Tim Verdonck | Organizer: Tim Verdonck |
| B0752: K. Boudt, E. Heyndels | |
| Clustering dynamic panels of income data with robust interactive fixed effects | |
| B1356: V. Todorov, P. Filzmoser | |
| Robust discriminant analysis for high dimensions | |
| B1410: J. Raymaekers, P. Rousseeuw | |
| Fast robust correlation for high dimensional data | |
| B1615: I. Kalogridis, S. Van Aelst | |
| M-type penalized splines with auxiliary scale estimation |
| Session EO705 | Room: G5 |
| Recent advances in dimension reduction | Monday 16.12.2019 08:40 - 10:20 |
| Chair: Eliana Christou | Organizer: Eliana Christou |
| B1009: K. Nordhausen, L. Flumian, M. Matilainen | |
| Stationary subspace analysis: A statistical perspective | |
| B0356: X. Yin, W. Ren, D. Cook | |
| Moment kernel for estimating central mean subspace and central subspace | |
| B0385: A. Artemiou | |
| Adaptively weighted large margin classifiers for sufficient dimension reduction | |
| B0389: E. Solea, H. Dette | |
| Nonparametric graphical models for high-dimensional functional data |
| Session EO717 | Room: Gordon |
| Efficient and optimal design of experiments | Monday 16.12.2019 08:40 - 10:20 |
| Chair: Heiko Grossmann | Organizer: Heiko Grossmann, Rainer Schwabe |
| B0722: S. Biedermann, S. Gilmour, R. Khashab | |
| New approaches for experiments with mixtures | |
| B1072: R. Harman, S. Rosa | |
| On greedy heuristics for computing D-efficient saturated subsets | |
| B1207: T. Waite, D. Woods, Y. Englezou | |
| Bayesian design of physical experiments for nonlinear and computational models | |
| B1551: J. Stufken | |
| Subdata selection methods |
| Session EO086 | Room: MAL G13 |
| Learning and inference methodologies for stochastic processes | Monday 16.12.2019 08:40 - 10:20 |
| Chair: Hiroki Masuda | Organizer: Hiroki Masuda |
| B0670: Y. Koike | |
| De-biased graphical Lasso for high-frequency data | |
| B0854: M. Uchida, Y. Kaino | |
| Parametric inference for a parabolic SPDE from discrete observations | |
| B1006: L. Mercuri | |
| Finite mixture approximation of CARMA model |
| Session EO737 | Room: MAL G14 |
| Bayesian inference | Monday 16.12.2019 08:40 - 10:20 |
| Chair: Jeff Hart | Organizer: Jeff Hart |
| B0325: D. Rossell, F.J. Rubio | |
| The role of sparsity and misspecification in Bayesian model selection | |
| B0920: J. Hart, N. Merchant, T. Choi | |
| Cross-validation Bayes factors for the nonparametric two-sample test | |
| B0953: G. Hu | |
| Bayesian spatial homogeneity pursuit methods | |
| B1452: C. Vallejos | |
| Robust differential variability testing for single-cell expression data: Bayes when single cells become big data |
| Session EO294 | Room: MAL G16 |
| Bayesian inference via discrete nonparametric priors | Monday 16.12.2019 08:40 - 10:20 |
| Chair: Federico Camerlenghi | Organizer: Federico Camerlenghi |
| B0538: S. Favaro | |
| A Berry-Esseen theorem for Pitman's alpha-diversity | |
| B0554: T. Rigon, A. Lijoi, I. Pruenster | |
| Bayesian inference for finite-dimensional discrete priors | |
| B0721: T. Campbell | |
| Universal boosting variational inference | |
| B1068: V. Rao | |
| Repulsive mixture modeling through Matern processes |
| Session EO430 | Room: CLO 101 |
| Reduction techniques for large or high-dimensional data | Monday 16.12.2019 08:40 - 10:20 |
| Chair: Katja Ickstadt | Organizer: Alexander Munteanu |
| B1197: A. Munteanu | |
| Sketches and coresets for large-scale statistical data analysis | |
| B1221: T. Broderick | |
| The kernel interaction trick: Fast Bayesian discovery of pairwise interactions in high dimensions | |
| B0464: M. Derezinski | |
| Unbiased estimators for linear regression and experimental design | |
| B0360: B. Erichson | |
| Randomized methods for dimension reduction |
| Session EO729 | Room: Court |
| Set-valued classification | Monday 16.12.2019 08:40 - 10:20 |
| Chair: Mohamed Hebiri | Organizer: Mohamed Hebiri |
| B2033: L. Carlsson | |
| Conformal prediction, a method that produces valid prediction sets under the assumption of exchangeability | |
| B1982: T. Lorieul, A. Joly, D. Shasha | |
| Study of error rate reduction in mono-label classification using adaptive set-valued prediction | |
| B0588: T. Mortier, M. Wydmuch, K. Dembczynski, E. Hullermeier, W. Waegeman | |
| Efficient algorithms for set-valued prediction in multi-class classification | |
| B1761: E. Chzhen | |
| Minimax semi-supervised confidence sets for multi-class classification | |
| B1869: M. Pontil | |
| A framework for online meta-learning |
| Session EO110 | Room: Jessel |
| Miscellaneous results on detection of changes | Monday 16.12.2019 08:40 - 10:20 |
| Chair: Marie Huskova | Organizer: Marie Huskova |
| B0380: W. Pouliot, S. Wang | |
| Multiple change-point detection in regression models via U-statistic type processes | |
| B0696: T. Grundy, R. Killick, G. Mihaylov, J. Bradley | |
| High-dimensional changepoint detection via a geometrically inspired mapping | |
| B0884: A. Rackauskas | |
| Testing changed segment by maximal ratio statistics | |
| B0911: A. Steland | |
| Testing and estimation of change-points in covariance matrices based on weighted CUSUMs in high-dimensions |
| Session EO709 | Room: MAL 152 |
| Resampling and simulations for inference in complex settings | Monday 16.12.2019 08:40 - 10:20 |
| Chair: Maria-Pia Victoria-Feser | Organizer: Maria-Pia Victoria-Feser |
| B0321: S. Orso, M.-P. Victoria-Feser, S. Guerrier, M. Karemera | |
| Simulated switched Z-estimation for accurate finite sample inference | |
| B0402: D.-L. Couturier, S. Guerrier, M.-P. Victoria-Feser | |
| Right-censoring bias correction for growth curve linear mixed models | |
| B0868: M. Karemera, S. Guerrier, S. Orso, M.-P. Victoria-Feser | |
| Finite sample unbiased estimation in high dimensional settings | |
| B1227: S. Heritier, M.-P. Victoria-Feser, S. Guerrier | |
| Exact finite sample inference for studies with a small number of clusters |
| Session EO324 | Room: MAL 153 |
| Non-regular statistical modeling and computational methods | Monday 16.12.2019 08:40 - 10:20 |
| Chair: Tsung-I Lin | Organizer: Tsung-I Lin |
| B0567: M. Bee, L. Trapin, J. Hambuckers | |
| An improved approach for estimating large losses using the g-and-h distribution | |
| B0853: A. Roy | |
| Analysis of interval data using patterned covariance structures | |
| B1465: V.H. Lachos Davila, L. Avila Matos, T. do Bem Mattos | |
| Likelihood-based inference for mixed-effects models with censored response using the skew-normal distribution | |
| B0676: M. Naderi, A. Bekker | |
| Family of matrix-variate distributions: A flexible approach based on the mean-mixture of normal model |
| Session EO284 | Room: MAL 254 |
| Highly structured stochastic systems | Monday 16.12.2019 08:40 - 10:20 |
| Chair: Marie-Colette Van Lieshout | Organizer: Marie-Colette Van Lieshout |
| B0245: M.-C. Van Lieshout | |
| Markov object processes: From area-interaction to linear networks | |
| B0513: R. Waagepetersen | |
| Semi-parametric multinomial logistic regression for multivariate point processes | |
| B1042: J. Heikkinen, A.-K. Ylitalo, I. Kojola | |
| Modelling central place foraging of wolves | |
| B1374: H. Rue | |
| Conditional independence and the Gaussian distribution |
| Session EO108 | Room: Senate |
| Weather and climate extremes | Monday 16.12.2019 08:40 - 10:20 |
| Chair: Marco Oesting | Organizer: Marco Oesting |
| B1165: K. Strokorb, M. Ekstrom, O. Jones, A. Gibbons, H. Fowler | |
| Sub-daily rainfall extremes in Australia: An analysis of space-time variability and drivers across the continent | |
| B0943: R. Huser, B. Shaby, G. Bopp | |
| A hierarchical max-infinitely divisible process for extreme areal precipitation over watersheds | |
| B1526: J. Koh, E. Koch, A. Davison | |
| Trends in the extremes of environments associated with severe US thunderstorms | |
| B1248: K. Hees | |
| Robust estimation of the extremal index in the context of climate time series |
| Session EO524 | Room: MAL 253 |
| Recent developments in the analysis of neuroimaging and genetic data | Monday 16.12.2019 08:40 - 10:20 |
| Chair: Farouk Nathoo | Organizer: Farouk Nathoo, CMStatistics |
| B1553: L. Wang, Y. Song, S. Ge, J. Cao, F. Nathoo | |
| A Bayesian spatial model for imaging genetics | |
| B1566: K. Batmanghelich | |
| Empowering association tests using unpaired data | |
| B1631: T. Gorbach, A. Lundquist, X. de Luna, L. Nyberg, A. Salami | |
| Hierarchical Bayesian mixture modeling of resting-state functional brain connectivity: An alternative to thresholding | |
| B1908: F. Nicol, S. Rebbah, S. Puechmorel | |
| Clustering of generalized gamma distributions by using information geometry: An application to medical imaging |
| Session EO366 | Room: SH349 |
| Statistical methods for sports | Monday 16.12.2019 08:40 - 10:20 |
| Chair: Ivor Cribben | Organizer: Ivor Cribben |
| B0191: L. Bornn | |
| From pixels to points: Using tracking data to measure performance in professional sports | |
| B0274: K. Pazdernik, J. Kvam | |
| A deeper understanding of quarterback pressure in football | |
| B1504: A. Ingolfsson, I. Cribben, L. Ding | |
| The hot hand theory in hockey: A multilevel logistic regression analysis | |
| B1816: O. Schulte | |
| Markov decision processes in sports analytics |
| Session EG836 | Room: MAL 251 |
| Contributions in restricted parameters inference and shrinkage | Monday 16.12.2019 08:40 - 10:20 |
| Chair: Eric Marchand | Organizer: CMStatistics |
| B1711: M. Qasim, K. Mansson, B.G. Kibria | |
| On some beta ridge regression estimators: Methods, simulation and application | |
| B1786: T. Omer, P. Sjolander, K. Mansson, B.G. Kibria | |
| Improved estimators for zero-inflated count data models in the presence of multicollinearity | |
| B1741: P. Wiemann, T. Kneib | |
| Adapting the horseshoe prior for functional effects in distributional regression models | |
| B1784: A. Mahmoudi, R. Arabi Belaghi, S. Mandal | |
| A comparison of preliminary test, stein-type and penalty estimators in gamma regression models |
| Parallel session M: CFE | Monday 16.12.2019 | 08:40 - 10:20 |
| Session CO230 | Room: MAL B04 |
| Spatial inequalities: Measurements and methods | Monday 16.12.2019 08:40 - 10:20 |
| Chair: Marzia Freo | Organizer: Marzia Freo |
| A0449: R. Patuelli, S. Halleck-Vega | |
| Dynamics of spatial autocorrelation: A new space-time state of mind | |
| A1629: S. Sugasawa, G. Kobayashi, Y. Kawakubo | |
| Estimation of area-wise spatial income distributions from grouped data | |
| A0251: K. Kopczewska | |
| Entropy as measure of spatial agglomeration: Interactions of business locations and housing transactions | |
| A1771: M. Freo, E. Calegari, A. Reggiani | |
| Estimating the heterogeneous impact of the EU cohesion policy across regions |
| Session CO168 | Room: MAL B20 |
| Fractional motions and artificial neural networks for time series | Monday 16.12.2019 08:40 - 10:20 |
| Chair: Matthieu Garcin | Organizer: Matthieu Garcin |
| A1730: S. Bianchi, A. Pianese, M. Frezza | |
| A distribution-based method to gauge market liquidity through scale invariance between investment horizons | |
| A1743: G. Brandi, T. Di Matteo | |
| Multiscaling in finance | |
| A1434: M. Garcin | |
| Selection and estimation of fractional and multifractional models | |
| A1534: S. Stephan, M. Garcin | |
| Credit scoring: Moving beyond the traditional approach with random forests and artificial neural networks |
| Session CO721 | Room: MAL B35 |
| Advances in financial modelling and forecasting | Monday 16.12.2019 08:40 - 10:20 |
| Chair: Ekaterini Panopoulou | Organizer: Ekaterini Panopoulou |
| A0277: N. Voukelatos, C. Argyropoulos, E. Panopoulou, T. Zheng | |
| Hedge fund return predictability in the presence of model risk | |
| A0701: J. Oberoi, J. Griffin, S. Oduro | |
| Dynamic estimation of information asymmetry risk in trading | |
| A1163: C.-Y. Huang, E. Panopoulou, S. Hadjiantoni | |
| Forecasting spot price in the UK natural gas market | |
| A1198: C. Argyropoulos, C. Argyropoulos, B. Candelon, J.-B. Hasse, E. Panopoulou | |
| The effects of macroeconomic variables on the cross-section of mutual funds returns: A threshold approach |
| Session CO216 | Room: MAL B36 |
| Machine learning in finance | Monday 16.12.2019 08:40 - 10:20 |
| Chair: Jozef Barunik | Organizer: Michael Ellington, Jozef Barunik |
| A0633: L. Rossi | |
| Structural models for firm bankruptcy prediction | |
| A0876: L. Hanus, J. Barunik | |
| Dynamic density forecasting using machine learning | |
| A1280: M. Hronec, J. Barunik | |
| Asset pricing with quantile machine learning | |
| A1511: E. Carnemolla, G. Vinci | |
| Climate Risks and Stock Returns |
| Session CO739 | Room: Montague |
| Factor models | Monday 16.12.2019 08:40 - 10:20 |
| Chair: Eric Renault | Organizer: Eric Renault |
| A1458: P. Zaffaroni | |
| Factor models for conditional asset pricing | |
| A1463: S. Tavakoli, G. Nisol, M. Hallin | |
| High-dimensional functional factor models |
| Session CO388 | Room: Woburn |
| Empirical macro and finance | Monday 16.12.2019 08:40 - 10:20 |
| Chair: Alessia Paccagnini | Organizer: Alessia Paccagnini |
| A0916: G. Magkonis | |
| Does trilemma speak Chinese? | |
| A1179: A. Paccagnini, V. Colombo | |
| Has the credit supply shock asymmetric effects on macroeconomic variables? | |
| A1218: F. Ferroni, F. Canova | |
| Mind the gap: Stylized dynamic facts and structural models | |
| A1260: F. Parla, M. Obrien, S. Velasco, M. Woods, M. Wosser | |
| Bank capital and credit supply shock in Ireland: A narrative approach |
| Session CO759 | Room: Chancellor's Hall |
| Nonparametric/semiparametric estimation and testing | Monday 16.12.2019 08:40 - 10:20 |
| Chair: Luke Nicholas Taylor | Organizer: Luke Nicholas Taylor |
| A0290: B. Veliyev, A. Kock, D. Preinerstorfer | |
| Functional sequential treatment allocation | |
| A0467: C. Qiu | |
| Minimax learning for average regression functionals with an application to electoral accountability and corruption | |
| A0894: L.N. Taylor, S. Kanaya | |
| Identification of type I and type II error probabilities: Judging the justice system | |
| A1059: M. Xu | |
| Semiparametric estimation with isotonic estimator plugged-in |
| Session CC818 | Room: MAL 352 |
| Contributions in risk analysis | Monday 16.12.2019 08:40 - 10:20 |
| Chair: Raimund Kovacevic | Organizer: CFE |
| A0348: J.-Y. Lin, H.-W. Teng, Y.-H. Yu, K.-S. Fan, Y.-C. Lin | |
| Deep time-series feature extraction in credit scoring models | |
| A0215: T. Kaji, H. Kang | |
| Controlling tail risk measures with estimation error | |
| A1773: M. Nevrla, J. Barunik | |
| Tail risks, asset prices, and investment horizons |
| Session CC826 | Room: MAL 353 |
| Contributions in financial econometrics | Monday 16.12.2019 08:40 - 10:20 |
| Chair: Yiannis Karavias | Organizer: CFE |
| A1603: Y. Liu | |
| A stochastic volatility model with two macro-financial components | |
| A1634: D. Ballinari, F. Audrino, F. Sigrist | |
| When does attention matter: The effect of investors' attention on stock market volatility during news releases | |
| A0694: J. Schnaitmann, T. Dimitriadis | |
| Encompassing tests for higher-order elicitable functionals | |
| A0197: C. Savva, N. Michail, D. Koursaros | |
| Periodic dynamic conditional correlations in bond markets |
| Session CC817 | Room: MAL 354 |
| Contributions in Bayesian econometrics | Monday 16.12.2019 08:40 - 10:20 |
| Chair: Tore Kleppe | Organizer: CFE |
| A1513: G. Carallo, R. Casarin, C. Robert | |
| Generalized Poisson difference autoregressive processes | |
| A1972: J. Mokrzycka | |
| Investigating the contagion effect with using Bayesian Copula-GARCH models |
| Session CG445 | Room: MAL 351 |
| Contributions in portfolio optimization II | Monday 16.12.2019 08:40 - 10:20 |
| Chair: Rosella Giacometti | Organizer: CFE |
| A1953: R. Giacometti, G. Torri, S. Paterlini | |
| Tail risks in vast portfolio selection: A comparison of penalized quantile versus expectile models | |
| A1954: G. Torri, R. Giacometti | |
| Penalized expectiles optimal portfolios | |
| A0564: L. Reh, F. Krueger, R. Liesenfeld | |
| Dynamic modeling of the global minimum variance portfolio weights | |
| A0190: I. Medovikov, J.-F. Lamarche | |
| Multi-asset investing: Correlation structure between Canadian real estate and equity markets |
| Session CG443 | Room: MAL 355 |
| Contributions in time series I | Monday 16.12.2019 08:40 - 10:20 |
| Chair: Richard Luger | Organizer: CMStatistics |
| B1823: P. Galeano, A.M. Alonso, D. Pena | |
| A robust procedure to build dynamic factor models with cluster structure | |
| B0359: Y. Sun, Z. Cai, S. Wang | |
| A model-averaging approach for functional-coefficient regression | |
| B1919: M. Khismatullina, M. Vogt | |
| Estimation of the long-run error variance in nonparametric regression with time series errors | |
| B1834: E. Aarts | |
| The mHMMbayes R package for fitting mixed hidden Markov models using Bayesian estimation |
| Parallel session N: CMStatistics | Monday 16.12.2019 | 10:50 - 12:55 |
| Session EI010 | Room: Beveridge Hall |
| Sensitivity analysis for uncheckable assumptions | Monday 16.12.2019 10:50 - 12:55 |
| Chair: Michael Daniels | Organizer: Michael Daniels |
| B0160: G. Baio, M. Daniels, A. Gabrio | |
| Bayesian parametric approach to handle missing longitudinal outcome data in trial-based health economic evaluations | |
| B0161: X. de Luna | |
| Inference taking into account sampling variation and uncertainty due to (un)testable model assumptions | |
| B0162: F. Mealli, A. Mattei, L. Forastiere | |
| Simulation-based sensitivity analysis for interference in observational studies with unmeasured links |
| Session EO356 | Room: CLO B01 |
| Recent developments in functional data analysis | Monday 16.12.2019 10:50 - 12:55 |
| Chair: Ping-Shou Zhong | Organizer: Ping-Shou Zhong |
| B0451: P. Sang, J. Cao | |
| Functional single index quantile regression models | |
| B0457: X. Li, L. Wang, H.J. Wang | |
| Structure identification and sparse learning for image-on-scalar regression with application to imaging genetics studies | |
| B0476: C. Li, D. Pak, D. Todem | |
| Adaptive lasso for the Cox regression with interval censored and possibly left truncated data | |
| B1191: B. Wang, R. Wu | |
| Coherent mortality forecasting by weighted multilevel functional principal component approach | |
| B1575: H. Wang | |
| Order-restricted inference for means with missing values | |
| B2012: Z. Lin, M. Lopes, H.-G. Mueller | |
| A multiplier bootstrap approach to one-way ANOVA for functional data |
| Session EO486 | Room: MAL B02 |
| Advanced statistical modelling for biomedical data | Monday 16.12.2019 10:50 - 12:55 |
| Chair: Andreas Mayr | Organizer: Andreas Mayr |
| B0328: J. Einbeck, A. Errington, D. Endesfelder, J. Cumming | |
| The effect of data aggregation on dispersion estimates in count data models | |
| B0493: A. Groll, M. Hohberg | |
| An adaptive lasso Cox frailty model for time-varying covariates based on the full likelihood | |
| B1012: M.X. Rodriguez-Alvarez, V. Inacio, N. Klein | |
| Flexible nonparametric Bayesian density regression via dependent Dirichlet process mixture models and penalised splines | |
| B0510: C. Staerk, A. Mayr | |
| Boosting with random selection of weak learners for variable selection in high-dimensional biomedical data | |
| B1348: M. Berger, L. Weinhold, M. Schmid, R. Mitchell, K. Maloney, M. Wright | |
| A random forest approach for modeling bounded outcomes |
| Session EO695 | Room: MAL B04 |
| Robust multivariate methods | Monday 16.12.2019 10:50 - 12:55 |
| Chair: Thomas Verdebout | Organizer: Thomas Verdebout |
| B0475: J.-M. Poggi, A. Bar-Hen, S. Gey | |
| Spatial CART classification trees | |
| B1429: G. Geenens | |
| An essay on copula modelling for discrete random vectors; or how to pour new wine into old bottles | |
| B1524: A. Panzera, M. Di Marzio, S. Fensore, C.C. Taylor | |
| Estimating local rotations | |
| B1872: J. Remy, D. Paindaveine, J. Remy, T. Verdebout | |
| Sign tests for weak principal directions | |
| B1958: Y. Swan, G. Reinert, G. Mijoule | |
| Characterizing multivariate distributions |
| Session EO184 | Room: MAL B20 |
| Advances in causal inference methods | Monday 16.12.2019 10:50 - 12:55 |
| Chair: Yuya Sasaki | Organizer: Yuya Sasaki |
| B0257: S. Calonico, M. Cattaneo, M. Farrell | |
| Optimal bandwidth choice for robust bias corrected inference in regression discontinuity designs | |
| B0259: O. Bartalotti, D. Kedagni | |
| Identifying marginal treatment effects in the presence of sample selection | |
| B0268: M. Bertanha, A. McCallum, N. Seegert | |
| Better bunching, nicer notching | |
| B0287: P. SantAnna, X. Song, Q. Xu | |
| Covariate distribution balance via propensity scores | |
| B0341: Y. Sasaki | |
| Quantile treatment effects in regression kink designs |
| Session EO488 | Room: MAL B35 |
| Recent advances on joint models for longitudinal and survival data | Monday 16.12.2019 10:50 - 12:55 |
| Chair: Lang Wu | Organizer: Lang Wu |
| Session EO268 | Room: MAL B36 |
| Statistical learning in practice | Monday 16.12.2019 10:50 - 12:55 |
| Chair: Alejandro Murua | Organizer: Alejandro Murua |
| B0403: N. Cardin | |
| Advances in measuring user learning | |
| B0463: V. Partovi Nia | |
| Neural model compression for edge computing | |
| B0976: A. Labbe | |
| Spatiotemporal Regularized Factorization for Traffic Data Imputation | |
| B1482: S. Tsalidis | |
| Car racing strategy | |
| B1758: N. Wicker, A. El Dakdouki, Y. Guermeur | |
| Hyperbolic support vector machines |
| Session EO186 | Room: MAL G13 |
| Topics in mathematical statistics | Monday 16.12.2019 10:50 - 12:55 |
| Chair: Natalia A Stepanova | Organizer: Natalia A Stepanova |
| B0392: U. Mueller | |
| Estimating the response density in semiparametric regression | |
| B0540: B. Nasri, B. Remillard | |
| Copula-based dynamic models for multivariate time series | |
| B0705: N.A. Stepanova, Y. Wang | |
| On estimation of the amount of sparsity in normal mixture models | |
| B0779: L. Dumitrescu, L. Dumitrescu | |
| Optimal tests for unordered paired observations | |
| B0899: M. Denker | |
| Estimations based on resampling by stable motion |
| Session EO052 | Room: MAL G15 |
| Bayesian models for complex dependence structures | Monday 16.12.2019 10:50 - 12:55 |
| Chair: Alessandra Guglielmi | Organizer: Alessandra Guglielmi |
| B0828: D. Dahl, R. Warr, T. Jensen | |
| Random partition distribution concentrated around a focal partition | |
| B0930: F. Bassetti, R. Casarin, I. Epifani | |
| CAR neutral to the right processes | |
| B1190: M. De Iorio | |
| Modelling ethnic differences in metabolic associations via dynamic Bayesian nodewise regression | |
| B1229: G. Page, F. Quintana, D. Dahl | |
| Spatio-temporal random partition models | |
| B1728: J.-P. Fox | |
| Bayesian covariance structure modeling of high-dimensional dependence structures |
| Session EO522 | Room: MAL G16 |
| Statistical inference of copula models | Monday 16.12.2019 10:50 - 12:55 |
| Chair: Jean-David Fermanian | Organizer: Jean-David Fermanian |
| B0700: O. Lopez | |
| Multiple change-point for semiparametric copula models | |
| B0541: B.N. Remillard, B. Nasri, C. Genest, J. Neslehova | |
| Semiparametric inference for copulas of mixed data | |
| B0605: A. Min, J.-D. Fermanian | |
| Testing constant conditional dependence structure over partition sets | |
| B0664: A. Derumigny, J.-D. Fermanian | |
| On the estimation of elliptical copula generators | |
| B0193: J.-D. Fermanian, A. Derumigny | |
| A classification point-of-view about conditional Kendall tau |
| Session EO250 | Room: Chancellor's Hall |
| Recent developments in time series forecasting | Monday 16.12.2019 10:50 - 12:55 |
| Chair: James Taylor | Organizer: James Taylor |
| B0844: J. Taylor, J. Jeon, X. Meng | |
| Probabilistic forecasting of an air quality index | |
| B0825: S. Ben Taieb, B. Koo | |
| Regularized regression for hierarchical forecasting without unbiasedness conditions | |
| B0905: S. Arora, J. Taylor | |
| Probabilistic forecasting of patient waiting times in the emergency department | |
| B1623: Z. Li, M.-N. Tran, R. Gerlach, J. Gao | |
| A Bayesian long short-term memory model for value at risk and expected shortfall joint forecasting | |
| B0858: X. Meng, J. Taylor, S. Ben Taieb, S. Li | |
| Scoring functions for forecasts of multivariate distributions and level sets |
| Session EO624 | Room: CLO 101 |
| Statistical methods for behavorial data | Monday 16.12.2019 10:50 - 12:55 |
| Chair: Philip Reiss | Organizer: Philip Reiss |
| B0408: T. Loeys | |
| The actor-partner interdependence model for longitudinal dyadic data in the SEM-framework | |
| B0712: P. Reiss, M. Xu, I. Cribben | |
| Generalized reliability based on distances | |
| B0977: L. Bringmann, C. Albers | |
| Inspecting gradual and abrupt changes in emotion dynamics with the time-varying change point autoregressive model | |
| B1091: M. Fokkema | |
| Recursive partitioning of clustered and longitudinal data with GLMM trees |
| Session EO074 | Room: Court |
| Clustering of multivariate dependent data | Monday 16.12.2019 10:50 - 12:55 |
| Chair: Marta Nai Ruscone | Organizer: F Marta L Di Lascio |
| B0814: F. Dondelinger | |
| Predicting disease progression in neurodegenerative diseases with high phenotypic variability | |
| B0653: G. Mazo | |
| Semiparametric copula-based mixture models | |
| B0180: A. Venkatasubramaniam, K. Ampountolas, L. Evers | |
| Nonparametric clustering for spatio-temporal data | |
| B1304: A. White, G. Celeux, J. Wyse | |
| Comparing EM to a greedy search algorithm to optimize ICL for mixture models | |
| B1833: M. Scott, K. Mohan, J.-A. Gauthier | |
| Model-based clustering of longitudinal data with nominal, multidimensional outcomes |
| Session EO314 | Room: MAL 152 |
| Model specification tests | Monday 16.12.2019 10:50 - 12:55 |
| Chair: Maria Dolores Jimenez-Gamero | Organizer: Maria Dolores Jimenez-Gamero |
| B0598: M. Cousido Rocha, M.D. Jimenez-Gamero, V. Alba-Fernandez | |
| Testing the equality of a large number of populations | |
| B0630: V. Alba-Fernandez, M.D. Jimenez-Gamero | |
| Goodness-of-fit tests for the geometric distribution based on conditional moments | |
| B1041: D. Gaigall, M. Ditzhaus | |
| Test for detecting risk equivalent or risk neutral portfolios | |
| B1244: B. Ebner, N. Henze | |
| New tests of multivariate normality by a characterizing property of the Hermite operator | |
| B1414: J.-C. Pardo-Fernandez, G. Boente | |
| Testing for superiority between two variance functions |
| Session EO580 | Room: MAL 153 |
| Statistical methods for precision medicine | Monday 16.12.2019 10:50 - 12:55 |
| Chair: Paul Kirk | Organizer: Steven Hill, Paul Kirk |
| B0764: Y. Zhu, S. Kiddle | |
| Relating clusters of patients to distal outcomes: A misclassification-correction approach | |
| B1352: B. Taschler, S. Mukherjee | |
| On high-dimensional prediction for diagnostics | |
| B0878: B. Hejblum, P. Kirk | |
| Scaling up nonparametric Bayesian clustering with MCMC for big data applications | |
| B1307: A. Rouanet, S. Richardson, P. Kirk, B. Tom | |
| A Bayesian clustering approach for the analysis of repeated cognitive tests, imaging, genetic data and time-to-dementia | |
| B1235: S. Hill, J. Howlett, S. Kiddle, S. Mukherjee, A. Rouanet, B. Taschler, B. Tom, S. White | |
| Individual-level prediction of Alzheimer's disease progression: Tackling the TADPOLE challenge |
| Session EO669 | Room: Senate |
| Extremes, dependencies and applications | Monday 16.12.2019 10:50 - 12:55 |
| Chair: Katharina Hees | Organizer: Katharina Hees |
| B1170: M. Oesting, A. Schnurr | |
| Patterns in spatio-temporal extremes | |
| B1405: D. Walshaw, L. Fawcett | |
| Estimating return levels from serially dependent observations | |
| B0350: A. Mueller, M. Reuber | |
| A time series model for global horizontal irradiation based on extreme value theory and copulas | |
| B1563: H. Planinic, B. Basrak | |
| Regularly varying random fields and local sequence alignment | |
| B1925: J. Lee, M. de Carvalho | |
| Bayesian semiparametric regression for heavy-tailed responses |
| Session EO496 | Room: MAL 251 |
| Statistical methods for non-euclidean data | Monday 16.12.2019 10:50 - 12:55 |
| Chair: Karthik Bharath | Organizer: Sebastian Kurtek, Karthik Bharath |
| B0276: K. Severn, I. Dryden, S. Preston | |
| Manifold valued data analysis of samples of networks, with applications in corpus linguistics | |
| B1266: M. Owen | |
| Detecting and correcting bias in phylogenetic tree inference | |
| B1358: A. Feragen, A. Calissano, S. Vantini | |
| The geometry of graph space: Towards graph-valued statistics | |
| B1932: A. Kume, A. Wood, T. Sei | |
| On the linear combination of chi-squares with applications to inference in shape and directional statistics |
| Session EO745 | Room: MAL 252 |
| Optimization and new statistical learning tools in data science | Monday 16.12.2019 10:50 - 12:55 |
| Chair: Murat A Erdogdu | Organizer: Murat A Erdogdu, Annie Qu |
| B1964: Y. Li, A. Qu, R. Zhu | |
| Semi-orthogonal non-negative matrix factorization with an application in text mining | |
| B1698: L. Xue | |
| Time-varying feature selection for longitudinal analysis | |
| B0418: K. Balasubramanian | |
| Bandit algorithms for nonstationary online nonconvex optimization | |
| B1357: M.A. Erdogdu | |
| Global nonconvex optimization with discretized diffusions | |
| B1441: N. Vanli, M.A. Erdogdu, P. Parrilo, A. Ozdaglar | |
| Convergence rate of block-coordinate maximization Burer-Monteiro method for solving large SDPs |
| Session EO699 | Room: MAL 253 |
| Recent advances on ROC curves estimation | Monday 16.12.2019 10:50 - 12:55 |
| Chair: Graciela Boente | Organizer: Graciela Boente |
| B0216: P. Martinez-Camblor | |
| Improving the biomarker diagnostic capacity via functional transformations | |
| B0800: M.D.C. Pardo, C.T. Nakas, A. Franco-Pereira | |
| An approach to evaluate and compare biomarkers to diagnose a disease | |
| B0303: A.M. Bianco, G. Boente, W. Gonzalez-Manteiga | |
| Robust estimation of ROC curves with covariates | |
| B0590: V. Lourenco, M. de Carvalho, V. Inacio | |
| Robust inference for the covariate-specific ROC curve and its associated summary indices | |
| B1176: A. Fanjul Hevia, W. Gonzalez-Manteiga, J.-C. Pardo-Fernandez, I. Van Keilegom | |
| Comparing ROC curves conditioned to a multidimensional covariate |
| Session EO855 | Room: SH349 |
| Recent advances in genomic prediction | Monday 16.12.2019 10:50 - 12:55 |
| Chair: Reka Howard | Organizer: Reka Howard, Bertrand Clarke |
| B0353: A. Lipka | |
| The performance of genotype-to-phenotype models accounting for large-effect loci, epistasis, and pleiotropy | |
| B0459: H. Iwata | |
| Predicting environmental response of crop plants via the integration of models from different disciplines | |
| B0461: R. Howard | |
| Response surface analysis of genomic prediction accuracy values using quality control covariates in soybean | |
| B0414: J. Crossa, O. Montesinos-Lopez, P. Perez-Rodriguez, R. Howard, J. Cuevas, D. Jarquin, A. Montesins-Lopez | |
| Genome and phenome statistical models and methods for prediction | |
| B1122: P. Munoz Del Valle | |
| Models for autotetraploid genomics in the context of GWAS and GS |
| Session EC811 | Room: MAL G14 |
| Contributions in stochastic processes | Monday 16.12.2019 10:50 - 12:55 |
| Chair: Serguei Dachian | Organizer: CMStatistics |
| B1602: Y. Uehara | |
| Bootstrap method for misspecified ergodic stochastic differential equation models | |
| B1611: S. Eguchi | |
| Data driven time scale for diffusion processes in YUIMA | |
| B1878: A. Barrera, P. Roman-Roman, F. Torres-Ruiz | |
| A stochastic extension of the T growth model | |
| B1599: A. Krutto | |
| Convergence of the logarithm of empirical characteristic function in stable laws |
| Session EC808 | Room: MAL 254 |
| Contributions in functional data analysis | Monday 16.12.2019 10:50 - 12:55 |
| Chair: Simone Vantini | Organizer: CMStatistics |
| B1782: P. Jasko, D. Kosiorowski, J. Rydlewski | |
| Exponential smoothing with locality parameter for functional data in robust forecasting of economic phenomena | |
| B1848: S. Novo, G. Aneiros, P. Vieu | |
| Impact point selection in semiparametric multi-functional regression | |
| B0313: E. Bernieri, M. de Carvalho | |
| Dependent random measures indexed by a functional covariate | |
| B1854: A. Ciarleglio | |
| Approaches for extending multiple imputation to handle scalar and functional data | |
| B2013: R. Kanai, S. Guillas | |
| Functional data analysis application in TEC disturbance caused by Tsunami |
| Session EC801 | Room: MAL 355 |
| Contributions in applied statistics | Monday 16.12.2019 10:50 - 12:55 |
| Chair: Claudia Neves | Organizer: CMStatistics |
| B1856: P. Wacker, P. Knabner | |
| Statistical inference in hydraulic tomography with wavelet-based priors | |
| B1889: P. Drouin, A. Stamm, L. Bellanger, L. Chevreuil, V. Graillot | |
| Clustering time-varying quaternion data: Application to the detection of gait abnormalities | |
| B1904: E. Rocco, C. Bocci, A. Petrucci | |
| Assessing the representativeness of non-probability surveys: The case of public library users' survey in Florence | |
| B1691: A. Halka, A. Leszczynska-Paczesna | |
| Substitution bias of the consumer price index in Poland | |
| B0620: S.J. Villejo | |
| Linking climate and dengue using the integrated nested Laplace approximation and the SPDE approach |
| Parallel session N: CFE | Monday 16.12.2019 | 10:50 - 12:55 |
| Session CO743 | Room: Bloomsbury |
| Commodity markets | Monday 16.12.2019 10:50 - 12:55 |
| Chair: Ana-Maria Fuertes | Organizer: Ana-Maria Fuertes |
| A0768: A.-M. Fuertes, A. Fernandez-Perez, J. Miffre, M. Gonzalez-Fernandez | |
| Hazard fear in commodity markets | |
| A0879: T. Conlon | |
| Crudeo oil return predictability revisited | |
| A1367: A. Zaremba, A. Zaremba, R. Bianchi, M. Mikutowski | |
| Long-run reversal in commodity returns: Insights from seven centuries of evidence | |
| A1498: N. Zhao, A.-M. Fuertes | |
| Media tone in commodity markets | |
| A1547: Z. He, J. Thijssen, F. OConnor | |
| On the existence of a risk free asset: The first empirical test of zero-beta CAPM using T-bills and gold |
| Session CO683 | Room: G11 |
| Bayesian financial econometrics | Monday 16.12.2019 10:50 - 12:55 |
| Chair: Jia Liu | Organizer: Jia Liu |
| A1310: M. Kalli | |
| Bayesian nonparametric methods for analysing macroeconomic time series | |
| A1277: J. Maheu, Y. Song | |
| A dynamic Bayesian nonparametric model | |
| A0375: Q. Yang, J. Maheu | |
| A Bayesian nonparametric approach on model combination for short-term interest rates | |
| A1037: C. Li | |
| Do better return density forecasts lead to economic gains in portfolio allocation? | |
| A0593: J. Liu | |
| Bayesian nonparametric covariance estimation with noisy and nonsynchronous asset prices |
| Session CO210 | Room: G3 |
| Financial modeling and statistics | Monday 16.12.2019 10:50 - 12:55 |
| Chair: Jan Vecer | Organizer: Jan Vecer |
| A1809: J. Vecer, R. Navratil | |
| Utility-based model selection and model averaging | |
| A1835: R. Navratil, J. Vecer | |
| Long term portfolio protection | |
| A1938: S. Taylor | |
| Social security benefit valuation, risk, and optimal retirement | |
| A1672: E.N.B. Quaye, R. Tunaru | |
| Optimisation of trading strategies based on implied volatility and implied dividend volatility | |
| A1442: R. Ouysse | |
| Asset pricing with endogenous state-dependent aggregate risk aversion |
| Session CO450 | Room: G4 |
| Financial econometrics | Monday 16.12.2019 10:50 - 12:55 |
| Chair: Wenying Yao | Organizer: Wenying Yao, CFE |
| A0441: M. Kangogo, V. Volkov | |
| Detecting signed spillovers in Asia | |
| A1778: M. Bevilacqua, J. Barunik, R. Tunaru | |
| Asymmetric network connectedness of fears | |
| A0308: S. Clinet, Y. Potiron | |
| Cointegration in high frequency data: Estimation and test | |
| A1369: Y. Potiron, S. Clinet | |
| Disentangling sources of high frequency market microstructure noise | |
| A0230: W. Yao, L. Winkelmann | |
| Estimating the rank of cojumps in high-dimensional financial data with market microstructure noise |
| Session CO749 | Room: G5 |
| Forecasting and estimation methods in time series econometrics | Monday 16.12.2019 10:50 - 12:55 |
| Chair: Sondre Holleland | Organizer: Yushu Li |
| A0369: H. Otneim, D. Tjoestheim | |
| Measuring conditional dependence using the local Gaussian partial correlation | |
| A0506: F.N. Andersson, Y. Li | |
| Inflation: An MCMC estimator of the long-memory parameter in a state space model | |
| A0512: M. Chronopoulos, L. Sendstad | |
| The value of turning-point detection for optimal investment | |
| A1011: S. Holleland, H.A. Karlsen | |
| Spatio-temporal ARMA-GARCH models | |
| A1129: J. Lyhagen | |
| Model specification testing in seasonal ARMA models |
| Session CO312 | Room: Montague |
| Pricing kernels and factor models | Monday 16.12.2019 10:50 - 12:55 |
| Chair: Benjamin Holcblat | Organizer: Benjamin Holcblat |
| A0262: I. Zviadadze, R. Uppal, P. Zaffaroni | |
| Correcting misspecification in stochastic discount factor models | |
| A0263: C. Julliard | |
| An information-theoretic asset pricing model | |
| A0425: E. Sentana, F. Penaranda, E. Manresa | |
| Empirical evaluation of overspecified asset pricing models | |
| A0355: A. Lioui, M. Weber, B. Holcblat | |
| Anomaly or risk factor? Some simple tests | |
| A0347: M. Pelger, J. Zhu, L. Chen | |
| Deep learning in asset pricing |
| Session CO234 | Room: Woburn |
| Assessing macroeconomic policies | Monday 16.12.2019 10:50 - 12:55 |
| Chair: Nora Traum | Organizer: Nora Traum |
| A0199: M. Karamysheva, N. German | |
| Government spending multiplier and the size of the shock: Evidence from U.S. | |
| A0206: V. Lewis, M. Dossche, A.G. Gazzani | |
| Labor adjustment and productivity in the OECD | |
| A0543: B. Kwak, Y. Chang, B. Li, F. Tan | |
| Origins of macro policy shifts: A new approach to regime switching in DSGE models | |
| A1886: E. Vourvachaki, D. Papageorgiou, D. Malliaropulos, H. Dellas | |
| Fiscal multipliers with an informal sector | |
| A1887: D. Papageorgiou, H. Balfoussia, H. Dellas | |
| Fiscal distress and banking performance: The role of macroprudential regulation |
| Session CO404 | Room: Jessel |
| Time series econometrics: Nonstationarities and instabilities | Monday 16.12.2019 10:50 - 12:55 |
| Chair: Martin Wagner | Organizer: Martin Wagner |
| A1446: L. Soegner, M. Wagner | |
| Monitoring structural breaks of the cointegration rank in error correction models | |
| A1542: L. Matuschek, D. Bauer, P. de Matos Ribeiro, M. Wagner | |
| Pseudo maximum likelihood analysis of I(2) processes in the state space framework | |
| A1543: P. de Matos Ribeiro, D. Bauer, L. Matuschek, M. Wagner | |
| Stochastic trends and economic fluctuations reconsidered | |
| A1810: J. Koistinen, B. Funovits | |
| Right matrix fraction description for stochastically singular models: Structure theory and estimation | |
| A1843: H. Reuvers, Y. Lin | |
| Flexible nonlinear trend specifications and cointegration |
| Session CC827 | Room: MAL 351 |
| Contributions in applied econometrics | Monday 16.12.2019 10:50 - 12:55 |
| Chair: Marc Gronwald | Organizer: CFE |
| A1749: M. Boccia, A. Amendola, A. Amendola | |
| Value added in Italian primary school: An econometric approach | |
| A1670: R. Lacaza, B. Sy | |
| Relationship between money supply and other macroeconomic variables in the Philippines: A vector autoregression analysis | |
| A1844: H. Jedidi, G. Dionne | |
| Non-parametric testing of information asymmetry in the U.S. mortgage servicing market | |
| A0729: J. Pavlicek, L. Kristoufek | |
| Modeling the UK mortgage demand using online searches |
| Session CG225 | Room: G21A |
| Contributions in macroeconomics and macroeconometrics | Monday 16.12.2019 10:50 - 12:55 |
| Chair: Luis Aguiar-Conraria | Organizer: CFE |
| A0481: D. Leiva-Leon | |
| Endogenous time-variation in vector autoregressions | |
| A1589: J. Kukacka, T.-S. Jang, S. Sacht | |
| On the estimation of behavioral macroeconomic models via simulated maximum likelihood | |
| A1855: N. Fokin, A. Polbin | |
| A Bayesian ECM for forecasting real ruble exchange rate under structural change in the monetary policy | |
| A0275: Z. Ftiti, A. melki, M. Ben Arab | |
| Study of sovereign credit rating determinants: A Bayesian averaging model | |
| A1974: A. Ghalayini, M. Izzeldin | |
| The role of economic and financial indicators in forecasting stock volatility |
| Session CG025 | Room: MAL 352 |
| Contributions in econometrics of volatility | Monday 16.12.2019 10:50 - 12:55 |
| Chair: Roman Liesenfeld | Organizer: CFE |
| A1717: G. Alfelt, T. Bodnar, F. Javed, J. Tyrcha | |
| Singular conditional autoregressive Wishart model | |
| A1832: E. Allaj | |
| Realized volatility estimator under liquidity constraints | |
| A1875: Y. Ota | |
| Parameters identification for inverse option problems using Markov Chain Monte Carlo methods | |
| A1898: A. Kostyrka, D. Malakhov | |
| An asymmetrical opposite-signed-shocks GARCH model | |
| A1428: C. Wang, R. Gerlach | |
| A semi-parametric realized joint value-at-risk and expected shortfall regression framework |
| Session CG848 | Room: MAL 353 |
| Contributions in business cycle analysis | Monday 16.12.2019 10:50 - 12:55 |
| Chair: Christopher Otrok | Organizer: CFE |
| A0753: D. Koursaros, C. Savva, N. Michail, N. Papadopoulou | |
| Sales and promotions and the great recession deflation | |
| A1650: B. van Os, D. van Dijk | |
| Score-driven time-varying transition probabilities in a dynamic factor Markov-switching model | |
| A1814: T. Christou, V. Vassilatos, A. Apostolis Philippopoulos | |
| Modeling rent seeking activities: Quality of institutions, macroeconomic performance and the economic crisis | |
| A0939: M.J. Soares, L. Aguiar-Conraria, M. Martins | |
| The Phillips Curve at 60: Time for time and frequency | |
| A1669: J. Kotlowski, M. Brzoza-Brzezina, G. Wesolowski | |
| International information flows, sentiments and cross-country business cycle fluctuations |
| Session CG217 | Room: MAL 354 |
| Contributions in machine learning in finance | Monday 16.12.2019 10:50 - 12:55 |
| Chair: Michael Ellington | Organizer: CFE |
| A1432: S. Sun, S. Wang, Y. Wei | |
| Evolutionary relaxed support vector regression for exchange rates trading | |
| A1507: Y. Zheng, M. Ellington, M. Stamatogiannis | |
| Industry return predictability: Evidence from China | |
| A1764: L. Barbaglia, S. Manzan, E. Tosetti | |
| Loan default analysis in Europe: Tracking regional variations using big data | |
| A1820: G. Anderson, A. Audzeyeva | |
| A coherent framework for predicting emerging market credit spreads with support vector regression | |
| A1765: A. Pereverzin | |
| Combining econometrics and machine learning to forecast realized volatility of exchange rates |
| Parallel session O: CMStatistics | Monday 16.12.2019 | 14:25 - 16:05 |
| Session EO280 | Room: CLO B01 |
| Modelling functional data | Monday 16.12.2019 14:25 - 16:05 |
| Chair: Fabian Scheipl | Organizer: Fabian Scheipl |
| B0433: V. Vitelli | |
| A unified framework for joint sparse clustering and alignment of functional data | |
| B1188: A. Volkmann, A. Stoecker, F. Scheipl, S. Greven | |
| A functional additive mixed model for multivariate functional data | |
| B1685: J. Morris, Y. Liu, M. Li | |
| Function-on-scalar quantile regression with application to mass spectrometry proteomics data | |
| B0846: M. Cremona, F. Chiaromonte, K. Makova | |
| Functional data analysis applications to omics sciences |
| Session EO480 | Room: MAL B36 |
| The new development in the analysis of complex structured data | Monday 16.12.2019 14:25 - 16:05 |
| Chair: Wenqing He | Organizer: Wenqing He |
| Session EO226 | Room: Bloomsbury |
| Recent developments in statistical models for survival data | Monday 16.12.2019 14:25 - 16:05 |
| Chair: Marialuisa Restaino | Organizer: Hongsheng Dai, Marialuisa Restaino |
| B0661: C. Moreira, J. de Una-Alvarez | |
| Nonparametric estimation of hazard rate function from doubly truncated data under dependence | |
| B0797: M. Zenga, J.E. Ruiz-Castro | |
| A piecewise Weibull survival model for the analysis of breast cancer subject to endogenous and exogenous factors | |
| B1219: F. Gasperoni, F. Ieva, A.M. Paganoni, C. Jackson, L. Sharples | |
| Evaluating the effect of healthcare providers through semi-Markov multi-state model and nonparametric discrete frailty | |
| B1903: M. Jonker, M. Rodriguez-Girondo | |
| Disease risk estimation under clustered and outcome-dependent sampling |
| Session EO765 | Room: G21A |
| Branching processes: Theory, computation and applications I | Monday 16.12.2019 14:25 - 16:05 |
| Chair: Ines M del Puerto | Organizer: Ines M del Puerto, Miguel Gonzalez Velasco |
| B1539: A. Vidyashankar | |
| Asymptotic inference for branching random walks with immigration and applications | |
| B1528: E. Yarovaya | |
| Branching random walks: Theoretical and simulation results | |
| B1707: C. Gutierrez Perez, M. Gonzalez Velasco, R. Martinez Quintana | |
| Modeling Y-linked pedigrees through branching processes |
| Session EO094 | Room: G3 |
| Statistical challenges in policy-relevant problems | Monday 16.12.2019 14:25 - 16:05 |
| Chair: Jennifer Hill | Organizer: Jennifer Hill |
| B0516: E. Ogburn, Y. Lee | |
| Social network dependence, the replication crisis, and (in)valid inference | |
| B1046: A. Volfovsky | |
| Nearly exact matching in the presence of networks | |
| B1065: J. Murray | |
| Scaling Bayesian probabilistic record linkage with post-hoc blocking | |
| B1076: C. Carvalho, J. Murray | |
| Model interpretation through lower dimensional posterior summarization |
| Session EO548 | Room: G5 |
| Fronts and frontiers: Recent studies in modeling and estimation | Monday 16.12.2019 14:25 - 16:05 |
| Chair: Carlos Martins-Filho | Organizer: Vanja Dukic |
| B0604: S. Dance | |
| On the estimation and treatment of observation uncertainty in data assimilation for numerical weather prediction | |
| B0989: D. Bortz | |
| Model selection for migrating cell fronts | |
| B0611: V. Dukic | |
| Bayesian inference in structured epidemics | |
| B1262: C. Martins-Filho, L. Xue, L. Yang, Y. Fang | |
| Robust estimation of additive boundaries with quantile regression and shape constraints |
| Session EO843 | Room: Gordon |
| Bayesian design of experiments | Monday 16.12.2019 14:25 - 16:05 |
| Chair: Markus Hainy | Organizer: Markus Hainy |
| B0378: A. Overstall | |
| Bayesian optimal design for ordinary differential equation models | |
| B0530: X. Huan, W. Shen | |
| Simulation-based optimal sequential Bayesian design using policy gradient reinforcement learning | |
| B1069: D. Price | |
| Optimal design for infectious diseases | |
| B1192: M. Hainy, D. Price, O. Restif, C. Drovandi | |
| Optimal Bayesian design for models with intractable likelihoods via supervised learning methods |
| Session EO851 | Room: MAL G13 |
| Empirical Bayes in the 21st century | Monday 16.12.2019 14:25 - 16:05 |
| Chair: Roger Koenker | Organizer: Ivan Mizera |
| B1552: J.J. Cai, L. Zhao | |
| Nonparametric empirical Bayes methods for sparse, noisy signals | |
| B1127: S. Zhao, W. Biscarri | |
| A regression modeling perspective on compound decision problems | |
| B1123: I. Mizera, S. Tao | |
| Nonparametric maximum likelihood estimation of mixture models: Recent developments |
| Session EO122 | Room: MAL G14 |
| Projection pursuit: Applications | Monday 16.12.2019 14:25 - 16:05 |
| Chair: Nicola Loperfido | Organizer: Nicola Loperfido |
| B0241: S. Mazur, F. Javed, E. Ngailo | |
| Higher order moments of the estimated tangency portfolio weights | |
| B0265: F. Javed, N. Loperfido, S. Mazur | |
| Fourth cumulant for the random sum of random vectors | |
| B0363: C. Franceschini, N. Loperfido | |
| Multivariate kurtosis with the R package MultiKurt | |
| B1788: M. Giacalone, R. Mattera | |
| An improved method of combining forecasts based on fourth cumulant |
| Session EO352 | Room: MAL G15 |
| Track: Bayesian semi- and non-parametric methods III | Monday 16.12.2019 14:25 - 16:05 |
| Chair: Raffaele Argiento | Organizer: Antonio Canale, Bernardo Nipoti, Raffaele Argiento |
| B1070: A. Lanteri, R. Argiento, S. Montagna, J. Hopker | |
| A Bayesian nonparametric approach for functional regression with application to sport data | |
| B1296: P. Kirk, C. Foley | |
| Bayesian divisive clustering | |
| B1416: X. Miscouridou, F. Caron, Y.W. Teh | |
| Modelling sparsity, heterogeneity, reciprocity and community structure in temporal interaction data | |
| B1146: R. Piatek | |
| A Bayesian nonparametric approach to factor analysis |
| Session EO262 | Room: MAL G16 |
| Markov chain Monte Carlo for complex data | Monday 16.12.2019 14:25 - 16:05 |
| Chair: Galin Jones | Organizer: Galin Jones |
| B0354: J. Flegal, N. Robertson, G. Jones, D. Vats | |
| New visualizations for Monte Carlo simulations | |
| B0519: K.O. Ekvall, G. Jones | |
| Convergence analysis of a collapsed Gibbs sampler for Bayesian vector autoregressions | |
| B0556: J. Vogrinc, W. Kendall | |
| Counterexamples for optimal scaling of Metropolis-Hastings chains with rough target densities | |
| B0781: Q. Qin, J. Hobert | |
| Convergence complexity analysis of Albert and Chib's algorithm for Bayesian probit regression |
| Session EO787 | Room: Montague |
| BFF: Foundations of statistics and their impacts on applications | Monday 16.12.2019 14:25 - 16:05 |
| Chair: Jan Hannig | Organizer: Jan Hannig |
| B0181: S. Neupert, J. Hannig | |
| BFF: Bayesian, fiducial, frequentist analysis of age effects in daily diary data | |
| B0210: P. Edlefsen, R. Rossenkhan | |
| Dempster-Shafer adaptive clinical trials and A/B tests | |
| B1584: P. Grunwald | |
| Safe testing \& Probabilities: A unified treatment of optional stopping, untrustworthy priors and misspecification | |
| B1993: J. Williams | |
| The EAS approach for graphical selection consistency in vector autoregression models |
| Session EO140 | Room: CLO 101 |
| Statistical modelling, comparisons, learning and discoveries | Monday 16.12.2019 14:25 - 16:05 |
| Chair: Subir Ghosh | Organizer: Subir Ghosh |
| B0662: J. Barrett, A. Wood, M. Sweeting, E. Paige, D. Stevens | |
| Statistical methods for dynamic cardiovascular risk prediction | |
| B0818: F. Steele | |
| Random effects dynamic panel models for unequally-spaced repeated measures | |
| B0913: D. Woods | |
| Bayesian optimal design of experiments motivated by challenges from science and technology | |
| B1158: D. Wilson | |
| The harmonic mean p-value for combining dependent tests |
| Session EO544 | Room: Court |
| Special problems in classification of distressed companies | Monday 16.12.2019 14:25 - 16:05 |
| Chair: Raffaella Calabrese | Organizer: Alessandro Beretta, Cedric Heuchenne |
| B0843: J. Ansell, A. Gieschen, R. Calabrese, B. Martin-Barragan, G. Andreeva | |
| Spatial modelling using clustering | |
| B0955: A. Beretta, C. Heuchenne, M. Restaino | |
| Competing risks PH cure model and GEV regression: Analysis of bank failures and acquisitions in the U.S. | |
| B1175: R. Calabrese | |
| Contagion effects for UK small business failures: A spatial hierarchical autoregressive model for binary data | |
| B1363: T. Aeschbacher, A. Kostrov | |
| Investing in high-yield debt: The case of U.S. bond market |
| Session EO482 | Room: MAL 152 |
| Semiparametric methods for risk evaluation | Monday 16.12.2019 14:25 - 16:05 |
| Chair: Yu Cheng | Organizer: Yu Cheng |
| B0332: L. Peng, B. Kianian, J. Kim, J. Fine | |
| Causal proportional hazards regression with a binary instrumental variable | |
| B1245: J.-H. Jeong | |
| Quantile regression on life lost | |
| B1112: S. Shin | |
| Ensemble estimation and variable selection with semiparametric transformation models | |
| B0612: Y. Cheng, Z. Wang, E. Seaberg, J. Becker | |
| Novel metrics for assessing importance of new biomarkers for competing outcomes |
| Session EO484 | Room: MAL 153 |
| Community detection, quantile regression and survival analysis | Monday 16.12.2019 14:25 - 16:05 |
| Chair: Oscar Hernan Padilla | Organizer: Yi Yu |
| B0678: W. Wang | |
| Community detection on social network with complex attributes | |
| B1467: O.H. Padilla | |
| High dimensional latent quantile regression | |
| B1479: T. Sit | |
| A quantile localized approach to the accelerated failure time model on survival data with time-dependent covariates | |
| B1986: Y. Choi | |
| Adaptive community detection via fused l1 penalty |
| Session EO120 | Room: MAL 254 |
| Asymptotic and computational methods for stochastic processes | Monday 16.12.2019 14:25 - 16:05 |
| Chair: Nakahiro Yoshida | Organizer: Nakahiro Yoshida |
| B0462: A. Gloter, N. Yoshida, S. Delattre | |
| Rate of estimation for the stationary distribution of stochastic damping Hamiltonian systems with continuous observation | |
| B0643: I. Muni Toke | |
| Intensity ratios of marked point processes for limit order book modeling | |
| B0960: E. Guidotti, N. Yoshida | |
| Towards coding of the asymptotic expansion formula in YUIMA | |
| B1591: K. Kamatani, N. Okamoto | |
| Metropolis-within-piecewise deterministic Markov processes |
| Session EO641 | Room: Senate |
| Advances in temporal extremes | Monday 16.12.2019 14:25 - 16:05 |
| Chair: Kirstin Strokorb | Organizer: Kirstin Strokorb |
| B0674: J.J. Cai, A. Krajina | |
| A nonparametric estimator of the extremal index | |
| B1142: B. Basrak | |
| Asymptotic analysis of subcritical branching processes with regularly varying immigration | |
| B1228: C. Neves | |
| On trend estimation and testing with application to extreme rainfall | |
| B1336: I. Papastathopoulos | |
| Hidden tail chains |
| Session EO374 | Room: MAL 251 |
| y-SIS: From methodology to applications | Monday 16.12.2019 14:25 - 16:05 |
| Chair: Alessia Caponera | Organizer: Alessia Caponera |
| B1143: M. Stefanucci, A. Canale | |
| Bayesian multiscale mixture of Gaussian kernels for density estimation | |
| B0835: C. Capezza, A. Lepore, A. Menafoglio, B. Palumbo, S. Vantini | |
| Functional control charts based on scalar-on-function linear model | |
| B0900: C. Fronterre, E. Giorgi | |
| Model based geostatistics and decision making: A parasite tale | |
| B0875: F. Schirripa Spagnolo, R. Borgoni, A. Carcagni, A. Michelangeli, N. Salvati | |
| Spatial M-quantile regression with covariate measurement error to model housing price in Milan |
| Session EO679 | Room: MAL 252 |
| Nonparametric statistics: Bayesian and frequentists | Monday 16.12.2019 14:25 - 16:05 |
| Chair: Mayer Alvo | Organizer: Mayer Alvo |
| B0399: P. Yu, K. Law, W.-K. Li | |
| A new nonparametric tail risk measure | |
| B0731: I. Schiopu-Kratina, H.Y. Liu, M. Alvo, P.-J. Bergeron | |
| Modeling recurrent gap times and conditional estimating equations | |
| B1071: M. Zarepour | |
| Some new developments in nonparametric Bayesian inference | |
| B0213: M. Alvo, F. Abbas-Aghababazadeh, D.R. Bickel | |
| Estimating the local false discovery rate via a bootstrap solution to the reference class problem |
| Session EO526 | Room: MAL 253 |
| Graphical models and applications | Monday 16.12.2019 14:25 - 16:05 |
| Chair: Reza Mohammadi | Organizer: Reza Mohammadi, CMStatistics |
| B0961: L.C. Hinoveanu, F. Leisen, C. Villa | |
| A loss-based prior for Gaussian graphical models | |
| B0973: J. Mulder, D. Williams, L. Pericchi, P. Rast | |
| Exploratory and confirmatory Bayesian tests for Gaussian graphical models | |
| B1557: F. Rios | |
| Bayesian learning of weakly structural Markov graph laws using sequential Monte Carlo methods | |
| B1181: E. Perkovic, L. Henckel, M. Maathuis | |
| Graphical criteria for efficient total effect estimation in causal linear models |
| Session EO727 | Room: SH349 |
| Dynamic time series modelling | Monday 16.12.2019 14:25 - 16:05 |
| Chair: Pramita Bagchi | Organizer: Pramita Bagchi |
| Session EC802 | Room: MAL 354 |
| Contributions in time series II | Monday 16.12.2019 14:25 - 16:05 |
| Chair: Liudas Giraitis | Organizer: CMStatistics |
| B0499: A. Buteikis, R. Leipus | |
| An integer-valued autoregressive process for seasonality | |
| B2004: C. Nava, M.G. Zoia | |
| From detection to forecast of the trend-cycle component in the frequency domain | |
| B1701: C.T. Ng | |
| Real time prediction of irregular periodic time series data | |
| B1746: H. Nagao, S.-I. Ito | |
| Uncertainty quantification for parameters and time series forecasting based on data assimilation |
| Parallel session O: CFE | Monday 16.12.2019 | 14:25 - 16:05 |
| Session CO789 | Room: MAL B02 |
| Quantitative asset management | Monday 16.12.2019 14:25 - 16:05 |
| Chair: Gaelle Le Fol | Organizer: Serge Darolles, Gaelle Le Fol |
| A0773: T. Renault, D. Guegan | |
| Investor sentiment and intraday bitcoin returns | |
| A1183: B. Sagna | |
| Evidence from a horse-race on the top of intra-daily forecasting models for algorithmic trading | |
| A1464: N. Moreno, M. Lambert | |
| The earnings-announcement-day news puzzle |
| Session CO771 | Room: MAL B04 |
| Bayesian econometrics | Monday 16.12.2019 14:25 - 16:05 |
| Chair: Catherine Forbes | Organizer: Catherine Forbes |
| A0494: N. Tomasetti, C. Forbes, A. Panagiotelis | |
| Updating variational Bayes: Fast sequential posterior inference | |
| A0634: M. Ellington, J. Barunik | |
| Asset pricing using time-frequency dependent network centrality | |
| A1013: C. Ausin, A. Virbickaite, P. Galeano | |
| Copula stochastic volatility in oil returns: Approximate Bayesian computation with volatility prediction | |
| A0871: G. Mitrodima | |
| A Bayesian transformation model for forecasting asset returns |
| Session CO651 | Room: MAL B20 |
| Advances in time series and panel data econometrics | Monday 16.12.2019 14:25 - 16:05 |
| Chair: Indeewara Perera | Organizer: Indeewara Perera |
| A0551: N. Bailey, M.H. Pesaran, M. Aquaro | |
| Estimation and inference for spatial models with heterogeneous coefficients: An application to U.S. house prices | |
| A1125: A. Kaul, V. Jandhyala, S. Fotopoulos | |
| Inference on the change point in high dimensional time series models | |
| A1271: I. Perera, M. Silvapulle | |
| Bootstrap methods for multiplicative error models | |
| A1308: A. Cornea-Madeira, A. Halunga | |
| Bootstrap tests for integer-valued GARCH models with covariates |
| Session CO777 | Room: MAL B35 |
| Forecasting with many predictors | Monday 16.12.2019 14:25 - 16:05 |
| Chair: Daniel Borup | Organizer: Daniel Borup |
| A0756: J.W. Hansen, C. Thimsen | |
| Forecasting corporate earnings with machine learning | |
| A1641: M. Siggaard | |
| A machine learning approach to volatility forecasting | |
| A0968: J. Jakobsen, D. Borup, B. Veliyev | |
| The non-linear relationship between macro-financial state variables and market volatility | |
| A0771: E.C.M. Schutte | |
| Forecasting house prices using online search activity |
| Session CO252 | Room: G4 |
| Modeling regime change II | Monday 16.12.2019 14:25 - 16:05 |
| Chair: Willi Semmler | Organizer: Willi Semmler |
| A1426: S. Issa, W. Semmler | |
| Oil prices and banking instability: A jump-diffusion model for bank capital structure | |
| A1094: F. Jawadi | |
| Multivariate nonlinear analysis of quarterly China's GDP and world oil price | |
| A1783: V. Ajevskis | |
| Non-stationary DSGE models with time-varying steady state | |
| A2022: G. Di Bartolomeo, E. Beqiraj | |
| The US post-war economic dynamics and price/wage setting processes: A regime-switching DSGE approach |
| Session CO859 | Room: Chancellor's Hall |
| State-space representations: Computation and applications | Monday 16.12.2019 14:25 - 16:05 |
| Chair: Frederic Karame | Organizer: Frederic Karame |
| A1750: M. Juillard | |
| Kalman filter: A Julia implementation | |
| A1790: M. Del Negro | |
| Online estimation of DSGE models | |
| A1785: F. Karame, A. Brouste | |
| One-step online maximum likelihood for linear state-space representations |
| Session CO380 | Room: Jessel |
| Change point problems in stochastic processes: Theory and applications | Monday 16.12.2019 14:25 - 16:05 |
| Chair: Ilia Negri | Organizer: Ilia Negri |
| A1130: F. Akashi | |
| Self-weighted GEL method for heavy-tailed ARMA models and its applications to various problems | |
| A1425: K. Tsukuda | |
| A change detection procedure for an ergodic diffusion process | |
| A1285: S. Dachian, A. Amiri | |
| On smooth change-point estimation for Poisson processes | |
| A1211: I. Negri | |
| Change point detection based on method of moment estimators |
| Session CC830 | Room: MAL 351 |
| Contributions in empirical finance | Monday 16.12.2019 14:25 - 16:05 |
| Chair: Cesare Robotti | Organizer: CFE |
| A0710: S. Ganem | |
| Financial markets' reactions to the Greek crisis' policy response: A behavioural finance approach | |
| A1791: M.M. Vich Llompart | |
| When the (expected) loss quantiles go marching in | |
| A1840: N. Zambon, M. Caporin | |
| Allocation choice between pension fund and long term care: The investor's perspective in the Italian market | |
| A1906: H. Li, C. Diks, V. Panchenko | |
| Predicting intraday return patterns based on overnight returns for the US stock market |
| Session CC829 | Room: MAL 352 |
| Contributions in econometrics modelling | Monday 16.12.2019 14:25 - 16:05 |
| Chair: Tso-Jung Yen | Organizer: CFE |
| A1812: H. Nguyen, C. Ausin, P. Galeano | |
| Sovereign default of European countries: Evidence from truncated factor vine copula model of CDS Spreads | |
| A1837: H. Shimizu | |
| A Bayesian analysis of the extended Poisson regression | |
| A1980: M. Marchese, R. Payne | |
| The disposition effect: Behavioural evidences from a quantile regression with fixed effects and attrition | |
| A1724: K. Kakamu | |
| Bayesian analysis of lognormal mixtures with an unknown number of components from grouped data |
| Parallel session P: CMStatistics | Monday 16.12.2019 | 16:35 - 17:50 |
| Session EO560 | Room: CLO B01 |
| Functional analysis for multiple type data | Monday 16.12.2019 16:35 - 17:50 |
| Chair: Xiongtao Dai | Organizer: Catherine Liu |
| Session EO306 | Room: MAL B02 |
| Imaging genetics | Monday 16.12.2019 16:35 - 17:50 |
| Chair: Mark Fiecas | Organizer: Wesley Thompson, Mark Fiecas |
| B0232: A. Kaplan, M. Fiecas, E. Lock | |
| Bayesian GWAS with structured and non-local priors | |
| B1216: A. Schwartzman, A. Schork, R. Zablocki, W. Thompson | |
| A simple, consistent estimator of SNP heritability from genome-wide association studies | |
| B1555: W. Thompson | |
| Covariate-modulated shrinkage estimator for imaging and genetics |
| Session EO530 | Room: MAL B04 |
| Recent advances in methods for dynamic treatment regimes | Monday 16.12.2019 16:35 - 17:50 |
| Chair: Kristin Linn | Organizer: Kristin Linn |
| B0227: T. Murray | |
| A Bayesian imputation approach to optimizing dynamic treatment regimes | |
| B0725: E. Moodie | |
| User-friendly estimation of optimal adaptive treatment strategies | |
| B1722: N. Seewald, D. Almirall | |
| Sample size considerations for comparing dynamic treatment regimes in a SMART with a longitudinal outcome |
| Session EO270 | Room: MAL B20 |
| Statistical genomics and machine learning | Monday 16.12.2019 16:35 - 17:50 |
| Chair: Wei Pan | Organizer: Wei Pan |
| B1699: W. Pan | |
| Deep learning in neuro-imaging genetics | |
| B1740: H. Jiang | |
| Efficient algorithms for resampling-based hypothesis testing in genomic data analysis | |
| B1960: H. Yang, W. Pan | |
| Incorporating a large number of functional annotations in penalized linear regression |
| Session EO701 | Room: MAL B35 |
| Estimation and prediction using time-to-event data | Monday 16.12.2019 16:35 - 17:50 |
| Chair: Feng-Chang Lin | Organizer: Feng-Chang Lin |
| B0337: C.-L. Su, R. Platt, J.-F. Plante | |
| Causal inference for recurrent event data using pseudo-observations | |
| B1774: F.-C. Lin, C.-L. Su | |
| Analysis of cyclic recurrent event data with multiple event types | |
| B1990: S.H. Chiou, J. Qian, R. Betensky, M. Austin | |
| Transformation model estimation of survival under dependent truncation and independent censoring |
| Session EO602 | Room: MAL B36 |
| Optimal transport and statistics | Monday 16.12.2019 16:35 - 17:50 |
| Chair: Quentin Berthet | Organizer: Quentin Berthet |
| B1230: V. Perchet | |
| Private learning and regularized optimal transport | |
| B1343: A. Korba | |
| Maximum mean discrepancy gradient flow | |
| B1389: A. Genevay | |
| Sinkhorn divergences: Bridging the gap between optimal transport and MMD |
| Session EO466 | Room: Bloomsbury |
| Statistical models for financial distress | Monday 16.12.2019 16:35 - 17:50 |
| Chair: Marialuisa Restaino | Organizer: Marcella Niglio, Marialuisa Restaino |
| B0409: F. Sigrist | |
| Grabit: Gradient tree-boosted Tobit models for default prediction | |
| B0962: M.S. Andreano, R. Benedetti, F. Piersimoni, A. Mazzitelli | |
| Spatial dependence and localization in bankruptcy prediction: A comparative analysis on Italian manufacturing firms | |
| B1497: A.M. Fiori, A. Avellone, I. Foroni | |
| Nonlinear loss aversion and portfolio optimization |
| Session EO687 | Room: G11 |
| Innovative statistical methods for meta-analysis | Monday 16.12.2019 16:35 - 17:50 |
| Chair: Lifeng Lin | Organizer: Lifeng Lin |
| B0471: L. Lin | |
| Hybrid test for publication bias in meta-analysis | |
| B0472: J. Zhang | |
| Data-dynamic synthesis of historical information through network meta-analysis | |
| B0474: H. Chu, J. Zhou, J. Hodges | |
| A Bayesian hierarchical CACE model accounting for incomplete noncompliance data in meta-analysis |
| B1541: M. Slavtchova-Bojkova, K. Vitanov | |
| Numerical schemes and algorithms for branching processes models in cancer | |
| B1951: I.M. del Puerto, M. Gonzalez Velasco, C. Minuesa Abril | |
| Likelihood-free simulation methodologies for controlled branching processes | |
| B1952: M. Gonzalez Velasco, C. Gutierrez Perez, A. Leon Naranjo, R. Martinez Quintana | |
| Bayesian inference for a multitype two-sex branching process for X-linked recessive disorders |
| Session EO124 | Room: MAL G13 |
| Doubly stochastic counting processes | Monday 16.12.2019 16:35 - 17:50 |
| Chair: Paula Bouzas | Organizer: Paula Bouzas |
| B0599: N. Ramesh | |
| Doubly stochastic Poisson processes in hydrological modelling | |
| B0608: A.C. Cebrian, J. Asin | |
| Multivariate Poisson processes with random effects to model spatial dependence | |
| B1214: L.G. Jensen, U. Hahn | |
| Doubly stochastic point processes in time and space as a model for photoactivated localization microscopy data |
| Session EO068 | Room: MAL G14 |
| Projection pursuit: Theory | Monday 16.12.2019 16:35 - 17:50 |
| Chair: Nicola Loperfido | Organizer: Nicola Loperfido |
| B0422: N. Loperfido | |
| Multivariate kurtosis, projection pursuit and tensor eigenvectors: A triangulation | |
| B0870: J. Kent | |
| Affine vs orthogonal equivariance in multivariate analysis | |
| B1109: J.A. Branco, A.M. Pires | |
| Limitations of projection pursuit methods for high dimensional data |
| Session EO326 | Room: MAL G15 |
| Bayesian spatial modelling | Monday 16.12.2019 16:35 - 17:50 |
| Chair: Silvia Liverani | Organizer: Silvia Liverani |
| B0820: A. Boulieri, M. Blangiardo | |
| Detecting life expectancy anomalies in England using a Bayesian hierarchical model | |
| B1095: C. Utazi | |
| Bayesian statistical machine learning methods for mapping health and development metrics using big data | |
| B1171: M. Gramatica, P. Congdon, S. Liverani | |
| Bivariate borrowing strength for diabetes risk mapping in London with misaligned data: A multiple membership approach |
| Session EO362 | Room: MAL G16 |
| Advances in Bayesian modelling | Monday 16.12.2019 16:35 - 17:50 |
| Chair: Maria De Iorio | Organizer: Maria De Iorio |
| B1914: S. Montagna, T. Nichols, T. Johnson | |
| A Bayesian approach to the joint analysis of multi-type image-based and coordinate-based neuroimaging meta-analysis data | |
| B2007: G. Rosner, Z. Wang, C. Wang | |
| A Bayesian decision-theoretic design for a treatment-selection biomarker | |
| B1851: M. Molinari | |
| Modelling ethnic differences in metabolic associations via Bayesian nonparametric processes |
| Session EO831 | Room: CLO 101 |
| Recent developments on data depth and its applications | Monday 16.12.2019 16:35 - 17:50 |
| Chair: Pavlo Mozharovskyi | Organizer: Pavlo Mozharovskyi |
| B0619: S. Nagy | |
| The halfspace depth characterization problem | |
| B0709: G. Staerman, P. Mozharovskyi, S. Clemencon | |
| The area of the convex hull of sampled curves: A robust functional statistical depth measure | |
| B0815: K. Tor, R. Douc, P. Mozharovskyi, F. Roueff | |
| Imputation of missing values by pseudo-marginal simulated annealing algorithm using depth statistics |
| Session EO490 | Room: MAL 152 |
| New advances in nonparametric Bayesian methods | Monday 16.12.2019 16:35 - 17:50 |
| Chair: Guanyu Hu | Organizer: Yishu Xue, Guanyu Hu |
| B0398: J. Jiao, G. Hu, J. Yan | |
| A Bayesian semiparametric approach for spatial nonhomogeneous Poisson process with applications | |
| B0324: W. Gao, W. Nam, I. Kim, W. Zhou | |
| Nonparametric Bayesian functional clustering for breast cancer disparities | |
| B0456: L. Geng, G. Hu | |
| Bayesian spatial homogeneity pursuit for survival data |
| Session EO154 | Room: MAL 252 |
| Multivariate high-dimensional statistical learning | Monday 16.12.2019 16:35 - 17:50 |
| Chair: Teng Zhang | Organizer: Xin Zhang |
| Session EO518 | Room: MAL 253 |
| Data confidentiality for frequency tables | Monday 16.12.2019 16:35 - 17:50 |
| Chair: Stefano Favaro | Organizer: Stefano Favaro |
| B0236: A. Schein, Z.S. Wu, A. Schofield, M. Zhou, H. Wallach | |
| Locally private Bayesian inference for Poisson factorization models | |
| B0352: Y. Rinott | |
| Privacy in data dissemination, differential privacy, and analysis of perturbed data | |
| B1085: F. Panero, S. Favaro, F. Camerlenghi, Z. Naulet | |
| Optimal nonparametric disclosure risk assessment |
| Session EO116 | Room: SH349 |
| Statistics for complex inference problems in data science | Monday 16.12.2019 16:35 - 17:50 |
| Chair: Shevaun Neupert | Organizer: Min-ge Xie |
| B0384: J. Hannig, H. Iyer | |
| On the calibration of Bayes factors | |
| B1090: T. Dasgupta, B. Libgober | |
| An email-experiment to identify the effect of racial discrimination on legal assistance: A statistical approach | |
| B1811: D. Sun | |
| Recent developments in Bayesian multivariate one-way ANOVA models |
| Session EG732 | Room: MAL 153 |
| Contributions in mixed models | Monday 16.12.2019 16:35 - 17:50 |
| Chair: Christopher McMahan | Organizer: CMStatistics |
| B1548: K. Reluga, M.J. Lombardia, S. Sperlich | |
| Simultaneous inference for empirical the best predictor under generalized linear mixed models | |
| B1653: A. Wolny-Dominiak, T. Zadlo | |
| qape: R package to estimate prediction accuracy in mixed models based on bootstrap methods | |
| B1922: S. Elkantassi, A. Davison | |
| Accurate likelihood inference on boundaries |
| Session EG856 | Room: MAL 251 |
| Contributions in computational and methodological statistics | Monday 16.12.2019 16:35 - 17:50 |
| Chair: Cristian Gatu | Organizer: CMStatistics |
| B1646: A. Muhammad, A. Majid | |
| The Almon M-estimator for the distributed lag models in the presence of outliers | |
| B2020: D. Palumbo | |
| Testing and modelling time series with time varying tails | |
| B2027: T. Jendoubi, K. Strimmer | |
| Entropy-based criteria for multivariate association and omics network models |