Opening and keynote talk 1 Thursday 24.6.2021 08:00 - 09:00 Room: R01
Testing for time stochastic dominance
Speaker: Y.-J. Whang   Chair: Mike So
Keynote talk 2 Saturday 26.6.2021 12:55 - 13:45 Room: R01
Joint modeling of complex data with latent variables
Speaker: X. Song   Chair: Ana Colubi
Closing and keynote talk 3 Saturday 26.6.2021 17:35 - 18:30 Room: R01
Robust and consistent variable selection in high-dimensional generalized linear models
Speaker: E. Ronchetti  Co-authors: M. Avella-Medina Chair: Erricos Kontoghiorghes


Parallel session B: EcoSta2021 Thursday 24.6.2021 09:10 - 10:25

Session EO287 Room: R01
Advanced inferential tools for modern data Thursday 24.6.2021   09:10 - 10:25
Chair: Daoji Li Organizer: Shujie Ma
  E0238:  J. Li
  Statistical inference for the mean function of longitudinal imaging data over complicated domains
  E0382:  Z. Liu
  Testing cell-type-specific mediation effects in genome-wide epigenetic studies
  E0478:  P. Niu, S. Ma, Y. Zhu
  Statistical inference for noisy matrix completion incorporating auxiliary information
Session EO133 Room: R02
Novel developments in low-rank modeling Thursday 24.6.2021   09:10 - 10:25
Chair: Raymond Ka Wai Wong Organizer: Raymond Ka Wai Wong
  E0201:  E. Chi
  A scalable algorithm for estimating a low-rank plus sparse matrix
  E0330:  X. Mao
  Robust reduced rank regression in a distributed setting
  E0509:  J. Kang, B. Wu, Y. Guo
  Bayesian spatial blind source separation via the thresholded Gaussian process
Session EO017 Room: R03
Emerging development in the analysis of censored data Thursday 24.6.2021   09:10 - 10:25
Chair: Wenqing He Organizer: Wenqing He
  E0417:  Y.-H. Choi, S. Lee, L. Briollais
  Modeling time-dependent effects of covariates in the analysis of time-to-event data arising from family-based studies
  E0638:  G. Yi
  Semiparametric methods for left-truncated and right-censored survival data with covariate measurement error
  E0669:  Y. Peng, P.-S. Shen, H.-J. Chen, C.-M. Chen
  Length-biased and interval-censored data with a nonsusceptible fraction
Session EO181 Room: R04
Developments in Markov Chain theory and methodology Thursday 24.6.2021   09:10 - 10:25
Chair: James Flegal Organizer: James Flegal
  E0172:  J. Park, I.H. Jin
  Bayesian model selection for ultrahigh-dimensional doubly-intractable distributions
  E0230:  D. Vats, J. Flegal
  Lugsail lag windows and their application to MCMC
  E0574:  J. Flegal, D. Vats, G. Jones, N. Robertson
  Visualizing simultaneous uncertainty in Monte Carlo experiments
Session EO161 Room: R05
Recent advances in statistical learning Thursday 24.6.2021   09:10 - 10:25
Chair: Paromita Dubey Organizer: Gourab Mukherjee
  E0209:  I.-Y. Kwak
  Detecting voice spoofing attacks with residual network and max filter map with Grad-CAM activation
  E0503:  L. Zhang
  The cost of privacy in generalized linear models: Algorithms and minimax lower bounds
  E0558:  P. Dubey, H.-G. Mueller
  Functional models for time varying random objects
Session EO033 Room: R06
Novel statistical modeling and computing methods for complex data Thursday 24.6.2021   09:10 - 10:25
Chair: Tsung-I Lin Organizer: Tsung-I Lin
  E0476:  H. Abe
  A Bayesian nonparametric approach to inference for orthogonal nonnegative matrix factorization
  E0199:  W.-L. Wang
  Mixtures of multivariate t nonlinear mixed models for multiple longitudinal data with heterogeneity and missingness
  E0500:  F. Schumacher, V.H. Lachos Davila, L. Avila Matos
  Scale mixture of skew-normal linear mixed models with within-subject serial dependence
Session EO221 Room: R07
Recent advances in multivariate and high-dimensional time series Thursday 24.6.2021   09:10 - 10:25
Chair: Sayar Karmakar Organizer: Sayar Karmakar
  E0609:  S. Karmakar
  Simultaneous prediction intervals for high-dimensional vector autoregression
  E0716:  S. Deb, S. Karmakar
  A new clustering approach for spatio-temporal data
  E0305:  A. Roy
  Bayesian time-aligned factor analysis of paired multivariate time series
Session EO205 Room: R08
Nonparametric and semiparametric methods Thursday 24.6.2021   09:10 - 10:25
Chair: Yuedong Wang Organizer: Yuedong Wang
  E0226:  Y. Wang
  Low rank approximation for smoothing splinevia eigensystem truncation
  E0436:  J. Yu, Y. Wang, A. Liu, J. Shi
  Joint asymptotics for smoothing spline semiparametric nonlinear models
  E0488:  P. Ma
  Statistical computing meets quantum computing
Parallel session C: EcoSta2021 Thursday 24.6.2021 10:35 - 12:15

Session EO255 Room: R01
Statistical methods of causal inference Thursday 24.6.2021   10:35 - 12:15
Chair: Yen-Tsung Huang Organizer: Yen-Tsung Huang
  E0258:  J.-C. Yu, Y.-T. Huang
  A novel approach to semi-competing risks with left truncation via causal mediation modeling
  E0365:  Y.-T. Huang
  Causal mediation of disease natural history
  E0372:  Y. Zhao, L. Li, B. Caffo
  Multimodal neuroimaging data integration and pathway analysis
  E0195:  S.-H. Lin
  Generalized interventional approach for causal mediation analysis with causally ordered multiple mediators
Session EO219 Room: R02
Causal inference and large-scale data analysis Thursday 24.6.2021   10:35 - 12:15
Chair: Daoji Li Organizer: Daoji Li
  E0599:  L. Gao
  Nonparametric inference of heterogeneous treatment effects with two-scale distributional nearest neighbors
  E0597:  R. Dong
  Parallel integrative learning for large-scale multi-response regression with incomplete outcomes
  E0608:  Y. Bao, P. Clarke
  Estimating mode effects from a sequential mixed-modes experiment
  E0674:  D. Li
  A new group variable screening approach for ultrahigh-dimensional data
Session EO189 Room: R03
Recent advances in statistical methods for complex biomedical data Thursday 24.6.2021   10:35 - 12:15
Chair: Yingwei Peng Organizer: Yingwei Peng
  E0302:  Y. Niu, Y. Peng, H. Liang, X. Wang
  Improving marginal hazard ratio estimation using quadratic inference functions
  E0525:  Y. Zhu, X. Cai, Y. Huang
  Causal mediation analysis based on partial linear models
  E0639:  W. He
  Support vector machine with graphical network structures in features
  E0661:  P. Li
  A comparison between GBM and the Cox PH approaches with a focus on the R-packages GBM and survival
Session EO241 Room: R04
Bayesian modeling in biostatistics Thursday 24.6.2021   10:35 - 12:15
Chair: Michele Guindani Organizer: Michele Guindani
  E0237:  M.J. Ha, F. Stingo, V. Baladandayuthapani, J. Long
  Integrative graphical modeling and network mediation analysis
  E0736:  F. Denti
  Horseshoe pit: A unified framework for large-scale Bayesian inference
  E0155:  M. Guindani, F. Denti, F. Camerlenghi, A. Mira
  A common atom model for the Bayesian nonparametric analysis of nested data
Session EO123 Room: R05
Hybrid statistical approach for complex data Thursday 24.6.2021   10:35 - 12:15
Chair: Wenyu Gao Organizer: Inyoung Kim
  E0163:  T. Tong
  Fixed-effects model: The most convincing model for meta-analysis with few studies
  E0216:  M. Song
  Performing genetic association tests in arbitrarily structured populations
  E0741:  L. Shan
  Using an estimated sparse two level gene pathway network for QDA to predict breast cancer patients treatment responses
  E0749:  W. Gao, I. Kim, W. Nam, W. Zhou
  Nonparametric Bayesian functional clustering for breast cancer disparities
Session EO069 Room: R06
Design and analysis of complex experiments: Theory and applications Thursday 24.6.2021   10:35 - 12:15
Chair: MingHung Kao Organizer: MingHung Kao
  E0615:  J. Stufken, R. Singh
  Factor selection in screening experiments
  E0707:  S. Mandal
  A general approach for constrained optimal design
  E0650:  W. Zheng
  Fast approximation of the Shapley values
  E0653:  M. Kao
  Optimal designs for mixed continuous and binary responses with quantitative and qualitative factors
Session EC378 Room: R07
Contributions in methodological econometrics Thursday 24.6.2021   10:35 - 12:15
Chair: Christopher Parmeter Organizer: EcoSta
  E0695:  S. Banafti
  Inferential theory for granular instrumental variables in high dimensions
  E0469:  C. Parmeter, J. Racine, P. Du
  Shape constrained kernel PDF and PMF estimation
  E0493:  J. Choi, H. Kwon
  Inference using nuclear-norm penalized estimator and its applications
  E0331:  D. Seong
  Binary response model with many weak instrumental variables
Session EC343 Room: R08
Contributions in financial econometrics I Thursday 24.6.2021   10:35 - 12:15
Chair: Ke Zhu Organizer: EcoSta
  E0613:  A. Sarantsev
  A new valuation measure for the stock market
  E0591:  E. Hansen
  Predicting gold risk premium using machine learning methods
  E0202:  X. Yao, M. Izzeldin, Z. Li
  Return predictability from variance differences: A fractionally co-integrated analysis
  E0723:  A. Atak
  Reflexivity analysis of cryptocurrencies with a time-varying semi-parametric Hawkes process
Parallel session D: EcoSta2021 Thursday 24.6.2021 13:15 - 15:20

Session EO370 Room: R01
Trends and developments in regularization and shrinkage Thursday 24.6.2021   13:15 - 15:20
Chair: Keisuke Yano Organizer: Keisuke Yano
  E0287:  K. Nakamura, K. Yano, F. Komaki
  Modeling the missing mechanism in partially ranked data with adjacency-based regularization
  E0418:  H. Oda, F. Komaki
  Shrinkage priors on complex-valued Gaussian processes
  E0466:  T. Matsuda, W. Strawderman
  Estimation under matrix quadratic loss and matrix superharmonicity
  E0675:  Y. Hirose, R. Hasegawa, H. Imai
  An information-geometric method for parameter estimation on moving-average models
  E0694:  Y. Choi, H. Cho, H. Son
  Capturing network effect via fused lasso penalty with application on shared-bike data
Session EO376 Room: R03
Statistical methods in phylogeny, population genetics and covid research Thursday 24.6.2021   13:15 - 15:20
Chair: Andreas Futschik Organizer: Andreas Futschik
  E0576:  C. Kosiol, R. Borges
  Polymorphism-aware phylogenetic models for species tree inference
  E0626:  M. Pelizzola
  Multiple haplotype reconstruction from allele frequency data
  E0651:  R. Dutta, L. Pacchiardi, S. Gomes, D. Kalise
  Using mobility data in the design of optimal lockdown strategies for the COVID-19 pandemic
  E0684:  A. Futschik
  Estimation of the largest mean Gaussian mixture component with population genetic applications
  E0708:  M. Stehlik
  REDACS: Regional emergency driven adaptive cluster sampling for effective COVID-19 prevalence
Session EO131 Room: R04
Advances in extremal M-quantile regression Thursday 24.6.2021   13:15 - 15:20
Chair: Abdelaati Daouia Organizer: Abdelaati Daouia
  E0480:  G. Stupfler, A. Daouia, I. Gijbels
  Extremiles: A new perspective on asymmetric least squares
  E0474:  A. Daouia, G. Stupfler, I. Gijbels
  Extremile regression
  E0750:  S. Padoan, G. Stupfler
  A unified approach for the estimation of some important risk measures
  E0471:  A. Usseglio-Carleve, G. Stupfler, S. Girard
  Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models
  E0475:  Y. Abbas, A. Daouia, G. Stupfler
  Extremal expectile regression
Session EO354 Room: R05
Trends and innovations in financial modelling Thursday 24.6.2021   13:15 - 15:20
Chair: Rogemar Mamon Organizer: Rogemar Mamon
  E0375:  H. Xiong, R. Mamon, Y. Zhao
  The valuation of a guaranteed minimum maturity benefit under a regime-switching framework
  E0407:  C. Erlwein-Sayer, S. Grimm
  Embedding regime-switching in modelling of credit spreads through neural networks
  E0623:  X. Yu, Y.-J. Huang
  Time inconsistent optimal stopping under model ambiguity and financial applications
  E0630:  S. Guo
  Adaptive online portfolio selection with transaction costs
  E0655:  M. Rodrigo
  Calibrating with a smile the Mellin transform way
Session EO281 Room: R06
Recent advances in applied probability and statistics Thursday 24.6.2021   13:15 - 15:20
Chair: Li-Hsien Sun Organizer: Li-Hsien Sun
  E0532:  C. Chang
  Detection of threshold points in mean and variance forthreshold regression models
  E0573:  B. Zhang, H. Sang, H. Huang
  Bayesian clustering of spatial functional data based on random spanning trees
  E0578:  Z. Zhang, O. Linton
  A unified framework for specification tests of continuous treatment effect models
  E0619:  S. He
  Randomized algorithms for functional data analysis
  E0612:  L.-H. Sun
  Mean-field games with heterogeneous groups: Application to banking systems
  E0757:  W. Huang, A. Delaigle, P. Hall, A. Kneip
  Estimating the covariance of fragmented and other related types of functional data
Session EO053 Room: R08
Advances in financial time series analysis Thursday 24.6.2021   13:15 - 15:20
Chair: Toshiaki Watanabe Organizer: Toshiaki Watanabe
  E0617:  M. So
  Bayesian inference of temporal trends in daily financial news
  E0310:  K. Hatakenaka, K. Oya
  Bayesian analysis of price discovery on time-varying partial adjustment model
  E0314:  M. Takahashi, T. Hayashi
  On the evaluation of intraday market quality in the limit-order book markets: A collaborative filtering approach
  E0326:  M. Ubukata
  A time-varying jump tail risk measure using high-frequency options data
  E0526:  J. Nakajima, T. Watanabe
  Stochastic volatility models with time-varying leverage effect
Session EC341 Room: R02
Contributions in time series Thursday 24.6.2021   13:15 - 15:20
Chair: Matthieu Marbac Organizer: EcoSta
  E0485:  M. du Roy de Chaumaray, V. Patilea, M. Marbac
  Wilks theorem for semiparametric regressions with weakly dependent data
  E0721:  F. Mies
  Functional estimation and change detection for nonstationary time series
  E0223:  A. Rohmawati
  Modified upper prediction limit of vector autoregressive model: the case for estimating value-at-risk
  E0711:  G. Romano, I. Eckley, P. Fearnhead, G. Rigaill
  FOCuS: Online changepoint detection with a constant per-iteration computational cost
  E0691:  D. Yamazaki
  A modified sequential procedure to estimate the number of breaks in trend
Session EC345 Room: R07
Contributions in high dimensional and complex data analysis Thursday 24.6.2021   13:15 - 15:20
Chair: Chi Tim Ng Organizer: EcoSta
  E0606:  M.A. Kaygusuz, V. Purutcuoglu
  A conditional randomization test for generalized additive models with bootstrap methods
  E0683:  T. Nishiyama, M. Hyodo, H. Hayashi
  On the multiple comparison procedures among mean vectors for high-dimensional data under covariance heterogeneity
  E0548:  M. Sauvenier
  Directional estimation in $l_0$ constrained regression
  E0588:  J. Rydlewski
  Outlyingness-oriented causality
  E0563:  S. Park, E. Ceulemans, K. Van Deun
  Sparse common and distinctive covariates logistic regression: Classification method for high-dimensional multiblock data
Session EP001 Room: Poster
Poster Session Thursday 24.6.2021   13:15 - 15:20
Chair: Gil Gonzalez-Rodriguez Organizer: EcoSta
  E0266:  S. Lee, Y. Cho, D. Yu
  Short-term forecasting for Korean coastal sea surface temperature and monitoring its levels
  E0460:  G. Hacheme
  Machine learning and big data in econometrics: A machine learning-based specification test
  E0678:  S. Cho, I. Hwang, K. Lee
  Exact inference for an exponential parameter under generalized progressive type II hybrid censored competing risk data
  E0679:  K. Lee, Y. Seong, H. Koo
  Estimation of the Weibull distribution based on generalized adaptive progressive hybrid censored competing risks data
  E0732:  J.F. Munoz-Elguezabal, J.D. Sanchez-Torres
  T-fold sequential-validation technique for out-of-distribution generalization with financial time series data
Parallel session E: EcoSta2021 Thursday 24.6.2021 15:30 - 16:45

Session EI007 Room: R07
Recent advancements on the analysis of panel data Thursday 24.6.2021   15:30 - 16:45
Chair: Tomohiro Ando Organizer: Tomohiro Ando
  E0156:  R. Okui, W. Wang, R. Lumsdaine
  Estimation of panel group structure models with structural breaks in group memberships and coefficients
  E0191:  T. Yamagata, G. Cui, M. Norkute, V. Sarafidis
  Two-step instrumental variable estimation of linear panel data models with interactive effects
Session EO247 Room: R01
Recent development in high-dimensional statistics Thursday 24.6.2021   15:30 - 16:45
Chair: Lizhu Tao Organizer: Chenlei Leng
  E0327:  J. Austin, J.Q. Shi, R. Henderson
  Principal components analysis of correlated functional data
  E0399:  B. Jiang
  Linear discriminant analysis with high dimensional mixed variables
  E0461:  L. Tao, Y. She, C. Leng
  A sparse Ising model with latent variables
Session EO079 Room: R03
Nonparametric or default Bayesian methods with applications in medicine Thursday 24.6.2021   15:30 - 16:45
Chair: Yisheng Li Organizer: Yisheng Li
  E0575:  S. Morita, P. Mueller, H. Abe
  Bayesian population finding in a randomized clinical trial
  E0521:  S. Wade
  Bayesian scalar-on-image regression for automatically detected of regions of interest
  E0511:  Y. Li, K. Lekdee, C. Yang, L. Ingsrisawang
  A uniform shrinkage prior in spatiotemporal Poisson models for count data
Session EO013 Room: R04
Recent advances in Bayesian inference I Thursday 24.6.2021   15:30 - 16:45
Chair: Igor Pruenster Organizer: Igor Pruenster
  E0387:  J. Lee
  Post-processed posteriors for structured covariances
  E0492:  S. Agapiou, M. Dashti, T. Helin
  Gauss versus Laplace rates of contraction under Besov regularity
  E0483:  M. Catalano, A. Lijoi, I. Pruenster
  Measuring dependence in the Wasserstein distance for Bayesian nonparametric models
Session EO257 Room: R05
Modelling economic and financial time series: Estimation and forecasting Thursday 24.6.2021   15:30 - 16:45
Chair: Seok Young Hong Organizer: Degui Li
  E0303:  T. Cheng, B. Zhao
  Stock return prediction: Stacking a variety of models
  E0320:  W. Yao, L. Winkelmann
  Cojump anchoring
  E0350:  S.Y. Hong, X. Zhao, O. Linton
  Separate noise and jumps from tick data: An endogenous thresholding approach
Session EO307 Room: R06
Bayesian analysis of business analytics problems Thursday 24.6.2021   15:30 - 16:45
Chair: Mike So Organizer: Mike So
  E0592:  Y. Omori, A. Chu, M. So, H.-Y. So
  Multivariate randomized response for binary and ordinal data
  E0392:  T. Watanabe, J. Nakajima
  High-frequency realized stochastic volatility model
  E0600:  S.H. Chan
  Structural learning in Bayesian networks and business applications
Session EO185 Room: R08
Econometrics with applications to cryptocurrencies and the blockchain Thursday 24.6.2021   15:30 - 16:45
Chair: Jeffrey Chu Organizer: Stephen Chan, Jeffrey Chu
  E0537:  P. Katsiampa, K. Gkillas, F. Longin
  Cryptocurrency market activity during extremely volatile periods
  E0712:  S. Chan, J. Chu, Y. Zhang
  Bitcoin versus high-performance technology stocks in diversifying against global stock market indices
  E0722:  J. Chu
  The maturity of crypto markets: A market efficiency test based on trading strategies
Session EG330 Room: R02
Contributions to statistical modelling Thursday 24.6.2021   15:30 - 16:45
Chair: Gilles Stupfler Organizer: EcoSta
  E0659:  M. Matterne, I. Gijbels
  The average conditional and partial Kendall's tau
  E0662:  A. McInerney, K. Burke
  Information-criteria-based model selection for neural networks
  E0690:  M. ONeill, J. Gleeson, K. Burke
  Smooth BIC variable selection procedure for heteroscedastic data
Parallel session F: EcoSta2021 Thursday 24.6.2021 16:55 - 18:35

Session EI005 Room: R06
Advances in financial technology and risk analytics Thursday 24.6.2021   16:55 - 18:35
Chair: Mike So Organizer: Mike So
  E0467:  W.-S. Chan
  Financing long-term care risks in a super-ageing society: A discrete choice experiment in Hong Kong
  E0596:  P. Yu, R. Lu, X. Wang
  Sparse vector error correction models with application to cointegration-based trading
  E0602:  G. Zhang, Y. Chen, Z. Wang, C. Zhou
  Optimal liquidation with hidden orders under self-exciting market order dynamics
Session EO259 Room: R01
Time series extremes: Modeling and forecasting Thursday 24.6.2021   16:55 - 18:35
Chair: Raphael Huser Organizer: Raphael Huser
  E0321:  P. Krupskiy, M. Genton, R. Huser
  Copula models for time series extremes
  E0359:  Y. Gong, R. Huser
  Asymmetric tail dependence modeling, with application to cryptocurrency market data
  E0432:  J. Lee, M. de Carvalho, A. Rua
  Bayesian modeling of time-varying extremal dependence in international stock markets
  E0490:  H. Kaibuchi, G. Stupfler, Y. Kawasaki
  A bias-reduced approach for dynamic estimation of extreme risk measures in financial time series
Session EO021 Room: R02
Multivariate distributions: Asymmetry, quantiles and more Thursday 24.6.2021   16:55 - 18:35
Chair: Anneleen Verhasselt Organizer: Anneleen Verhasselt
  E0643:  J. Baillien, I. Gijbels, A. Verhasselt
  Inference for copulas with two-piece margins
  E0633:  C. Ley, M. Hallin, S. Babic, L. Gelbgras
  Optimal tests for elliptical symmetry: Specified and unspecified location
  E0644:  C. Adam, I. Gijbels
  Partially linear expectile regression using local polynomial fitting
  E0632:  A. Verhasselt
  Quantile regression for longitudinal data via the multivariate generalized hyperbolic distribution
Session EO279 Room: R03
Innovative survival modelling approaches for various time-to-event data Thursday 24.6.2021   16:55 - 18:35
Chair: Il Do Ha Organizer: Il Do Ha
  E0252:  K. Burke
  Semi-parametric multi-parameter regression survival modelling
  E0284:  L. Xiang
  Quantile regression analysis of survival data with covariates subject to detection limits
  E0396:  S. Kwon
  Semi-parametric copula survival models for clustered time-to-event data
  E0494:  B. Seo, I.D. Ha
  A semiparametric AFT random-effect model
Session EO015 Room: R04
Recent advances in Bayesian Inference II Thursday 24.6.2021   16:55 - 18:35
Chair: Jaeyong Lee Organizer: Igor Pruenster
  E0437:  R. Mena
  Beta-binomial stick-breaking non-parametric prior
  E0531:  G. Koers
  On the non-i.i.d. misspecified Bernstein-Von Mises theorem
  E0487:  G. Rebaudo, A. Fasano, A. Lijoi, I. Pruenster
  Compositions of discrete random probabilities for inference on multiple samples
  E0515:  B. Franzolini, F. Ascolani, A. Lijoi, I. Pruenster
  Nonparametric priors with full-range borrowing of information
Session EO245 Room: R07
Topics in spatial statistics Thursday 24.6.2021   16:55 - 18:35
Chair: Anastassia Baxevani Organizer: Anastassia Baxevani
  E0686:  D. Bolin
  Necessary and sufficient conditions for asymptotically optimal kriging of random fields on compact metric spaces
  E0714:  A. Baxevani, C. Andreou
  Compound Poisson gamma process as a model for precipitation
  E0739:  D. Hristopulos
  Random fields with truncated polynomial spectral density
  E0742:  F. Lindgren
  Non-linear and joint models with the inlabru package
Session EC335 Room: R05
Contributions in methods and computations Thursday 24.6.2021   16:55 - 18:35
Chair: Stefan Van Aelst Organizer: EcoSta
  E0704:  M. Hashiguchi, M. Okabe, H. Yadohisa
  Canonical correlation analysis for multimodal labeled data
  E0660:  J.K. Kurle, X. Jiao
  Outlier testing in robust 2SLS models: An asymptotic study of the false outlier detection rate
  E0647:  J. Kukacka
  Optimal moment-subset selection for the simulated method of moments using machine learning
  E0754:  A. Bucci, Z. Liu, L. He
  Combining dimensionality reduction with neural networks for realized volatility forecasting
Parallel session G: EcoSta2021 Friday 25.6.2021 08:00 - 09:40

Session EO209 Room: R01
Statistical methods for handling high-dimensional/longitudinal data Friday 25.6.2021   08:00 - 09:40
Chair: MinJae Lee Organizer: MinJae Lee
  E0553:  S. Kim
  Estimation of particulate levels using deep dehazing network and temporal prior
  E0504:  Y. Li
  Minimax powerful functional analysis of covariance tests for longitudinal genome-wide association studies
  E0362:  H. Cho, S. Kim
  Evaluating causal effects of timing of treatment in marginal structural models for longitudinal data
  E0649:  P. Song
  Analyzing high-dimensional mediators by mixed integer optimization
Session EO085 Room: R02
Novel statistical modeling of multivariate data Friday 25.6.2021   08:00 - 09:40
Chair: Anuradha Roy Organizer: Anuradha Roy
  E0298:  T.-I. Lin
  Mixtures of factor analyzers with covariates for clustering multiply censored dependent variables
  E0473:  A. Roy, T. Opheim
  Linear models for doubly multivariate data with block exchangeable covariance structure
  E0582:  N. Diawara
  Copula-based bivariate Poisson time series models
  E0667:  K. Hirose, K. Miura
  Hierarchical multiclass discriminant analysis via cross-validation
Session EO097 Room: R03
Advances in statistical methodologies and applications in medical sciences Friday 25.6.2021   08:00 - 09:40
Chair: Hua Shen Organizer: Jingjing Wu
  E0379:  Z. Feng
  Alarm time quality, an metric for assessing epidemic detection models within a school absenteeism surveillance system
  E0332:  T. Chekouo
  A Bayesian 2D functional linear model: Application to GLCM matrices in LGG cancer radiomics data
  E0311:  W. Zhuang
  Some advances on test for stochastic dominance under density ratio model
  E0308:  H. Shen
  Analysis of length-biased survival data with misclassified covariate and partially missing surrogates
Session EO215 Room: R04
Bayesian methods with applications to sports, medicine, and time series Friday 25.6.2021   08:00 - 09:40
Chair: Zhihua Ma Organizer: Yishu Xue, Jieying Jiao
  E0505:  H.-C. Yang, Y. Xue, G. Hu
  Zero-inflated Poisson model with clustered regression coefficients: an application to field goal attempts
  E0528:  Z. Ma, C. Liu, J. Shen
  Nonparametric Bayesian changepoint model with signed beta process
  E0552:  Q. Liu, G. Hu
  Non-negative matrix factorization on count data with concave pairwise group fusion
  E0535:  Y. Gwon
  Bayesian network meta-regression for ordinal outcomes with uncertain categories
Session EO317 Room: R05
Statistical methods for network data Friday 25.6.2021   08:00 - 09:40
Chair: Yuan Zhang Organizer: Yuan Zhang
  E0451:  E.J. Zhang
  Fast network community detection with profile-pseudo likelihood methods
  E0671:  J. Cape
  Spectral analysis of networks with latent space dynamics and signs
  E0720:  Q. Wu
  Learning organized patterns in voxel-wise genome-wide association from imaging-genetics data
  E0715:  Y. Zhang
  Accurate two-sample inference for network data
Session EO297 Room: R06
Topological data analysis for socio-economics Friday 25.6.2021   08:00 - 09:40
Chair: Dorcas Ofori-Boateng Organizer: Dorcas Ofori-Boateng
  E0598:  I. Segovia-Dominguez
  Forecasting COVID-19 spread with topological signatures of atmospheric conditions
  E0614:  S. Rudkin, P. Dlotko, W. Qiu
  Applications of topological data analysis ball mapper in economics
  E0625:  A.K. Dey, M. Yuvaraj, V. Lyubchich, Y. Gel, V. Poor
  Topological clustering of multilayer networks
  E0689:  D. Ofori-Boateng, Y. Gel, I. Segovia-Dominguez, M. Kantarcioglu, C. Akcora
  Topology-based anomaly detection in dynamic multilayer networks
Session EO225 Room: R07
Novel methods and applications in statistics Friday 25.6.2021   08:00 - 09:40
Chair: Yeonhee Park Organizer: Yeonhee Park, Mihye Ahn
  E0577:  S. Shin
  Sparse and efficient estimation with semiparametric models in meta-analysis
  E0541:  S.J. Shin, J. Kang
  A forward approach for sufficient dimension reduction in binary classification
  E0603:  J. Long, M.J. Ha
  Causal inference with hidden confounders: a comparison between two stage least squares and the causal Dantzig
  E0568:  Y. Chen, Y. Chen
  Bayesian inference of the number of classes in restricted latent class models
Session EO227 Room: R08
Recent developments in climate/environmental statistics Friday 25.6.2021   08:00 - 09:40
Chair: Whitney Huang Organizer: Whitney Huang
  E0286:  W. Chang, S. Bhatnagar, S. Kim, J. Wang
  A new computer model calibration framework based on deep neural network
  E0554:  M. Jester, Y.-M. Chung, X. Gao, S. Day, K. Keegan
  Topological estimation of 2D image data via subsampling and applications
  E0567:  S. Holan, R. Janicki, A. Raim, J. Maples
  Bayesian nonparametric multivariate spatial mixture mixed effects models
  E0725:  A. Diaz
  Modeling the impacts of climate factors across the distribution of wildfires
Parallel session H: EcoSta2021 Friday 25.6.2021 09:50 - 11:05

Session EI009 Room: R08
Machine learning and approximation theory Friday 25.6.2021   09:50 - 11:05
Chair: Andreas Christmann Organizer: Andreas Christmann
  E0153:  D.-X. Zhou
  Theory of deep convolutional neural networks and distributed learning
  E0154:  Y. Ying
  Stochastic gradient descent with non-smooth loss: Stability, generalization and differential privacy
Session EO374 Room: R01
Advances in high-dimensional and complex data analysis Friday 25.6.2021   09:50 - 11:05
Chair: Debashis Paul Organizer: Debashis Paul
  E0324:  A. Ishii, K. Yata, M. Aoshima
  High-dimensional classifiers under the strongly spiked eigenvalue model
  E0584:  J. Namdari, A. Aue, D. Paul
  Spectral estimation for high-dimensional linear processes
  E0696:  D. Paul, L. Wang
  Estimation of spectra of high-dimensional separable covariance matrices
Session EO071 Room: R02
Advances in causal inference Friday 25.6.2021   09:50 - 11:05
Chair: Luke Keele Organizer: Luke Keele
  E0206:  L. Keele
  Bracketing methods for difference-in-differences based on monotone trend assumption
  E0444:  A. Spieker
  Bounding local average treatment effects under exclusion-restriction violations in mobile health interventions
  E0517:  Y. Kim, P. Steiner
  Causal graphical views of fixed effects and random effects models
Session EO121 Room: R03
Recent development in biostatistics Friday 25.6.2021   09:50 - 11:05
Chair: Kyuhyun Kim Organizer: Sangwook Kang
  E0292:  J. Choi
  A two-phase approach to account for unmeasured confounding and censoring of a survival endpoint
  E0268:  G. Goh, J. Yu
  Bayesian causal inference with some invalid instrumental variables
  E0593:  K. Kim, S. Kang
  Smoothed quantile regression for censored residual lifetime
Session EO211 Room: R04
Advances in finite mixture models: Methodology and applications I Friday 25.6.2021   09:50 - 11:05
Chair: Abbas Khalili Organizer: Abbas Khalili
  E0445:  H. Kasahara
  Finite mixture regression models for treatment effect parameters when high-dimensional nuisance parameters are present
  E0611:  G. Xu, Y. Gu
  Identifiability of hierarchical latent attribute models
  E0699:  N. Ho
  Statistical efficiency of parameter estimation in contaminated models
Session EO125 Room: R05
Inference in statistical networks and graphical models Friday 25.6.2021   09:50 - 11:05
Chair: Kuang-Yao Lee Organizer: Kuang-Yao Lee
  E0235:  J. Sun, K. Liao, T. Cai
  Learning healthcare delivery network with longitudinal electronic health records data
  E0587:  K. Kim
  On sufficient graphical models
  E0672:  K. Lee, Q. Chen, W. DeSarbo, L. Xue
  Estimating finite mixtures of ordinal graphical models
Session EO177 Room: R06
Multiple facets of dimension reduction Friday 25.6.2021   09:50 - 11:05
Chair: Lo-Bin Chang Organizer: Lo-Bin Chang, Yoonkyung Lee
  E0343:  Y. Chung, T. Choi, D. Yang
  Nonparametric Bayesian latent factor model for multivariate functional clustering
  E0347:  S. Lee, R. Dey, K. Nho
  Two-stage approach to address the over-fitting problem in partial least squares regression
  E0447:  L.-B. Chang, E. Borenstein, W. Zhang, S. Geman
  Dimensionality reduction through conditional modeling
Session EO265 Room: R07
Recent advances in analysis of dependent data Friday 25.6.2021   09:50 - 11:05
Chair: Yi Shen Organizer: Shuyang Bai
  E0452:  Y. Shen, J. Kang, P. Marriott, W. Qi
  Random topology in soft-thresholded Gaussian models
  E0748:  R. Kulik
  Disjoint and sliding blocks estimators for heavy tailed time series
  E0652:  R. Xie, S. Bai, P. Ma
  Optimal sampling designs for online estimation of streaming multi-dimensional time series
Parallel session I: EcoSta2021 Friday 25.6.2021 11:15 - 12:30

Session EO285 Room: R01
High-dimensional methods in observational studies Friday 25.6.2021   11:15 - 12:30
Chair: Daoji Li Organizer: Tongtong Wu
  E0185:  A. Ertefaie, R. Strawderman
  Selective inference with robust Q-learning
  E0738:  S. Yadlowsky
  Causal inference in high dimensions without sparsity
Session EO041 Room: R03
New flexible and robust statistical tools for biomedical research Friday 25.6.2021   11:15 - 12:30
Chair: Yanlin Tang Organizer: Limin Peng
  E0158:  T. Sit
  Locally homogeneous censored quantile regression model with time-dependent covariates
  E0160:  H. Ma
  Globally adaptive longitudinal quantile regression with high dimensional compositional covariates
  E0174:  J.H. Jang
  Principal component analysis of hybrid functional and vector data
Session EO213 Room: R04
Advances in finite mixture models: Methodology and applications II Friday 25.6.2021   11:15 - 12:30
Chair: Abbas Khalili Organizer: Abbas Khalili
  E0634:  T. Manole, N. Ho
  Uniform convergence rates for maximum likelihood estimation under two-component gaussian mixture models
  E0719:  A. Khalili, D. Stephens
  Sparseness, consistency and model selection for Markov regime-switching autoregressives
  E0666:  Y. Im, Y. Huang, J. Huang, S. Ma
  Bayesian hierarchical finite mixture of regression for histopathological imaging-based cancer data analysis
Session EO057 Room: R05
Complex data analysis using mixture models and empirical likelihood Friday 25.6.2021   11:15 - 12:30
Chair: Suyeon Kang Organizer: Weixin Yao
  E0590:  Y. Fu
  Testing homogeneity in contaminated mixture models
  E0594:  M. Huang
  Statistical inference for normal mixtures with unknown number of components
  E0727:  S. Kang, K. Chen, W. Yao
  Dimensionality reduction in mixtures of multivariate linear regression
Session EO237 Room: R06
New challenges in complex data analysis Friday 25.6.2021   11:15 - 12:30
Chair: Yichuan Zhao Organizer: Yichuan Zhao
  E0518:  J. Wang, F. Zhou, X. Feng
  Non-crossing quantile regression for deep reinforcement learning
  E0543:  T. Wang
  A variable selection method for the joint model of longitudinal and survival data with its application
  E0544:  Y. Zhao
  Bayesian jackknife empirical likelihood
Session EO093 Room: R07
New Frontiers in functional data analysis Friday 25.6.2021   11:15 - 12:30
Chair: Alexander Petersen Organizer: Jane-Ling Wang
  E0242:  K.-Y. Lee, L. Li
  Functional dimension reduction via average Fr'echet derivatives
  E0335:  A. Petersen, H.L. Shang, P. Kokoszka, H. Miao
  Forecasting of density functions with applications to cross-sectional and intraday returns
  E0580:  A. Kneip, C. Carroll, H.-G. Mueller
  Cross-component registration for multivariate functional data: Application to growth curves
Session EO137 Room: R08
Recent advances in computational and methodological statistics Friday 25.6.2021   11:15 - 12:30
Chair: Wanjie Wang Organizer: Naisyin Wang, Jin-Ting Zhang
  E0735:  W. Wang, Y. Yu, Y. Hu
  Graph matching beyond perfectly overlapping graphs
  E0420:  Y. Kwon, W. Kim, J.-H. Won, M.C. Paik
  Wasserstein distributionally robust optimization with local perturbations
  E0423:  S.-Y. Oh, A. Petersen, P. Cisneros-Velarde
  Distributionally robust formulation of the graphical lasso
Parallel session J: EcoSta2021 Friday 25.6.2021 13:30 - 14:45

Session EO301 Room: R01
Social issues in machine learning Friday 25.6.2021   13:30 - 14:45
Chair: Yongdai Kim Organizer: Yongdai Kim
  E0751:  Y. Kim
  Within group fairness: A new concept for better between group fairness
  E0752:  D. Kim, Y. Kim, Y. Choi
  Meta ANOVA: A model-agnostic tool for interpretable machine learning
  E0753:  Y. Lee
  Challenges in making privacy protected data for public use
Session EO065 Room: R02
Some recent development on treatment effect study Friday 25.6.2021   13:30 - 14:45
Chair: Wei Luo Organizer: Lixing Zhu
  E0713:  C. Ye, K. Guo, L. Zhu
  Doubly robust estimation for conditional treatment effect
  E0745:  W. Luo
  On efficient dimension reduction with respect to the interaction between two response variables
  E0635:  N. Zhou
  A Neyman-type orthogonality-based significance test for structure functions
Session EO129 Room: R04
Fintech and big data analytics Friday 25.6.2021   13:30 - 14:45
Chair: Mike So Organizer: Mike So
  E0529:  M. Asai, B. Poignard
  Estimation of high dimensional vector autoregression via sparse precision matrix
  E0624:  W. Dai
  Hybrid resampling confidence intervals for change-point or stationary high-dimensional stochastic regression models
  E0641:  T. Chan, M. So
  Efficient Bayesian updating in network models and its applications to financial risk management
Session EO159 Room: R05
Instabilities and irregularities in various data structures Friday 25.6.2021   13:30 - 14:45
Chair: Matus Maciak Organizer: Michal Pesta, Matus Maciak
  E0232:  M. Pesta
  Changepoint and measurement errors
  E0295:  J.E. Choi, D.W. Shin
  Testing constancy of correlation matrix based on self-normalization method
  E0297:  M. Maciak, M. Pesta, S. Vitali
  Implied volatility surface estimation via quantile regularization
Session EO025 Room: R06
Statistical methods for functional data Friday 25.6.2021   13:30 - 14:45
Chair: Masaaki Imaizumi Organizer: Ci-Ren Jiang
  E0428:  M. Imaizumi, T. Wakayama
  Fast convergence on perfect classification for functional data
  E0706:  H.L. Shang, F. Ferraty
  Nonparametric density-on-density regression
  E0663:  G. Van Bever, P. Ilmonen, L. Viitasaari, N. Shafik, T. Sottinen
  On optimal prediction of missing functional data with memory
Session EO193 Room: R07
Recent advances in causal inference Friday 25.6.2021   13:30 - 14:45
Chair: Linbo Wang Organizer: Linbo Wang
  E0731:  D. Kong
  The promises of parallel outcomes
  E0701:  Z. Lin, D. Kong, L. Wang
  Causal inference on non-linear spaces: Distribution functions and beyond
  E0687:  M. Zhelonkin
  Robust estimation of treatment effects in a latent variable framework
Parallel session K: EcoSta2021 Friday 25.6.2021 14:55 - 16:35

Session EO027 Room: R01
Recent issues in econometrics Friday 25.6.2021   14:55 - 16:35
Chair: Jaeyoung Kim Organizer: Jaeyoung Kim
  E0673:  H. Han
  Jackknife GMM with many weak moment conditions
  E0700:  J.H. Lee, T. Andersen, V. Todorov
  Exploring systematic risk through high-frequency panel regressions
  E0705:  S.Y. Chang
  Estimation of a level shift in panel data with fractionally integrated errors
  E0709:  S. Han
  Optimal dynamic treatment regimes and partial welfare ordering
Session EO295 Room: R02
Perspectives of statistics for stochastic processes Friday 25.6.2021   14:55 - 16:35
Chair: Yuta Koike Organizer: Yuta Koike
  E0561:  S. Eguchi, H. Masuda
  Stepwise model comparison for ergodic SDEs
  E0281:  M. Goda
  Marked Hawkes process and sparse estimation
  E0401:  K. Fujimori, Y. Shimizu, S. Sakamoto
  Moment convergence of the generalized maximum composite likelihood estimators for determinantal point processes
  E0564:  Y. Koike, A. Oga
  Drift estimation for a multi-dimensional diffusion process using deep neural networks
Session EO081 Room: R03
New modeling and robust modeling for versatile data Friday 25.6.2021   14:55 - 16:35
Chair: Catherine Liu Organizer: Catherine Liu
  E0681:  Y. Zhang, X. Zhang, H. Zhang, C. Liu
  FaMGLM: Factor analysis for a matrix-variated generalized linear model
  E0654:  C. Zhong, C. Liu, J. Shen
  Semi-parametric Bayesian inference to linear transformation model with censored data
  E0734:  L. Zhang
  Robust Bayesian analysis based on trimmed mean regression
  E0677:  X. Fang, X. Zhang, S. Xu, X. Zhu, C. Liu
  Feature screening for generalized linear model with network structure
Session EO029 Room: R04
Recent advances in Bayesian Inference III Friday 25.6.2021   14:55 - 16:35
Chair: Antonio Lijoi Organizer: Igor Pruenster
  E0415:  I. Antoniano-Villalobos, S. Padoan
  Towards data imputation of large observations via Bayesian inference for multivariate extremes
  E0566:  P. Knaus, D. Winkler
  A Bayesian survival model for time-varying coefficients and unobserved heterogeneity
  E0470:  M.A. Hadji, B. Szabo
  Distributed methods for Bayesian regression: Contraction rate \& uncertainty quantification
  E0550:  D. Nieman, H. Zanten, B. Szabo
  Variational Bayes for regression with Gaussian process priors: A frequentist Bayesian analysis
Session EO271 Room: R05
Theory of machine learning and deep learning Friday 25.6.2021   14:55 - 16:35
Chair: Masaaki Imaizumi Organizer: Masaaki Imaizumi
  E0358:  A. Okuno, K. Yano, H. Shimodaira
  Nonparametric link regression and its theoretical properties
  E0394:  T. Maehara
  Theoretical analysis of graph classification problem
  E0456:  R. Karakida
  Improving the trainability of deep neural networks: A perspective from the infinite width limit
  E0642:  R. Nakada, M. Imaizumi
  Asymptotic risk of overparameterized likelihood models: Double descent theory for deep neural networks
Session EO273 Room: R07
Modeling spatial data with complex dependence structures Friday 25.6.2021   14:55 - 16:35
Chair: Pavel Krupskiy Organizer: Pavel Krupskiy
  E0233:  J. Jeong
  Global wind modeling with transformed Gaussian processes
  E0357:  R. Huser, A. Hazra
  Estimating high-resolution Red sea surface temperature hotspots, using a low-rank semiparametric spatial model
  E0497:  G. Qian, X. Cao
  Spatio-temporal forecast by spatial VAR with co-integration and functional PCA on empirical dynamic quantile series
  E0520:  W. Dai
  A model-free subsampling method based on minimum energy criterion
Session EO207 Room: R08
Complex data analysis: Statistical learning and discovery Friday 25.6.2021   14:55 - 16:35
Chair: Subir Ghosh Organizer: Subir Ghosh
  E0628:  A. Takemura
  Practical data science projects of faculty of data science of Shiga University
  E0579:  N. Helwig
  Statistical learning via spectrally sparse smoothers
  E0618:  S. Van Aelst, A.C. Christidis, R. Zamar
  Split modeling for high-dimensional logistic classifier ensembles
  E0585:  H. Fujisawa, M. Takada
  Transfer learning on regression problem
  E0656:  S. Ghosh
  Unsaturated log-linear model selection for categorical data analysis
Session EC338 Room: R06
Contributions in financial econometrics II Friday 25.6.2021   14:55 - 16:35
Chair: Wenying Yao Organizer: EcoSta
  E0183:  D. Xia
  Explaining monetary spillovers: The matrix reloaded
  E0682:  H. Ma
  Extracting time-varying betas of latent factors: Bridging econometrics and deep learning
  E0536:  R. Moura, B. Candelon
  A multi-country model of the term structures of interest rates with a GVAR
  E0560:  A. Renault, M. Garcin, N. Mangan, A. Al Wakil
  Sparse and stable index tracking with lasso and time-varying liquidity control
Parallel session L: EcoSta2021 Friday 25.6.2021 16:45 - 18:25

Session EO289 Room: R01
Modelling of time series and spatiotemporal data Friday 25.6.2021   16:45 - 18:25
Chair: Hiroshi Shiraishi Organizer: Zudi Lu
  E0165:  Q. Liu, Y. Feng, R. Okui
  On the sparsity of Mallows model averaging estimator
  E0693:  L. Wang, Z. Lu
  On threshold panel time series regression of cross-sectional dependence with application to climate financial analysis
  E0419:  H. Shiraishi, Y. Shimizu
  Semiparametric estimation of optimal dividend barrier for Levy processes
Session EO150 Room: R02
New proposals for clustering complex data structures Friday 25.6.2021   16:45 - 18:25
Chair: Cristina Mollica Organizer: Cristina Mollica
  E0479:  Z. Bakk
  Multilevel latent class analysis: Stepwise estimation
  E0514:  R. Di Mari, R. Rocci, S.A. Gattone
  LASSO-penalized clusterwise linear regression modeling with local least angle regressions
  E0545:  Y. Wei, L. Nguyen
  Finite mixture models with repeated measures
  E0571:  C. Gormley
  Advances in model-based clustering of high-dimensional data
Session EO083 Room: R03
Modeling and inference for comprehensive data Friday 25.6.2021   16:45 - 18:25
Chair: Catherine Liu Organizer: Catherine Liu
  E0636:  K.Y. Wong
  Score tests with incomplete covariates and high-dimensional auxiliary variables
  E0646:  X. Zhang
  High-dimensional nonlinear matrix-variate normal factor model
  E0534:  X. Zhang, H. Lian, D. Wang, G. Li
  A nonparametric subgroup analysis for quantile regression
  E0755:  C. Liu
  Forecasting confirmed cases of the COVID-19 pandemic with a {migration-based} epidemiological model
Session EO039 Room: R04
Recent advances in Bayesian Inference IV Friday 25.6.2021   16:45 - 18:25
Chair: Sergios Agapiou Organizer: Igor Pruenster
  E0403:  A. Lijoi, T. Rigon, I. Pruenster
  Finite-dimensional discrete random structures in Bayesian nonparametrics
  E0542:  J. Greve, B. Gruen, S. Fruehwirth-Schnatter, G. Malsiner-Walli
  Leveraging Bayesian finite mixture modeling for better clustering solutions
  E0555:  L. Vuursteen, B. Szabo, H. van Zanten
  Distributed testing in nonparametric models
  E0524:  F. Gaffi, A. Lijoi, I. Pruenster
  Discrete nonparametric priors with fixed mean distributions
Session EO195 Room: R05
Theories of modern machine learning methodologies Friday 25.6.2021   16:45 - 18:25
Chair: Taiji Suzuki Organizer: Taiji Suzuki
  E0377:  T. Suzuki, A. Nitanda, K. Tsuji
  Optimality and superiority of deep learning for estimating functions in variants of Besov spaces
  E0322:  A. Nitanda, T. Suzuki
  Fast learning rates of averaged stochastic gradient descent for over-parameterized neural networks
  E0334:  T. Matsubara, C. Oates, F.-X. Briol
  Approximation of Gaussian processes by bayesian neural networks
  E0333:  M. Kanagawa, K. Muandet, S. Saengkyongam, S. Marukatat
  Counterfactual mean embeddings
Session EO059 Room: R06
Machine learning and robustness Friday 25.6.2021   16:45 - 18:25
Chair: Yiming Ying Organizer: Yiming Ying, Andreas Christmann
  E0512:  B. Sriperumbudur
  Robust persistence diagrams using reproducing kernels
  E0491:  Z.-C. Guo
  Analysis of online learning algorithms
  E0197:  J. Lin
  Convergences of regularized algorithms with random projections
  E0179:  A. Christmann
  On qualitative robustness of divide-and-conquer methods
Session EO299 Room: R08
Advances in time series modelling Friday 25.6.2021   16:45 - 18:25
Chair: Wai-keung Li Organizer: Wai-keung Li
  E0374:  F. Guo
  Automated estimation of heavy-tailed vector error correction models
  E0484:  W.-K. Li
  Some recent results on buffered (hysteretic) autoregressive model
  E0508:  D. Luo, K. Zhu, H. Gong, D. Li
  Testing error distribution by kernelized Stein discrepancy in multivariate time series models
  E0586:  M. Li
  Hybrid random weighting spectral test for multivariate white noise checking
Session EG296 Room: R07
Contributions in forecasting I Friday 25.6.2021   16:45 - 18:25
Chair: Manabu Asai Organizer: EcoSta
  E0318:  M. Magris
  A vine-copula HAR forecasting model: Application to Dow Jones stocks
  E0645:  J. Kim, N. Meddahi, M. Yamashita
  Forecast comparison tests under fat-tails
  E0481:  G. Bakalli, S. Guerrier, O. Scaillet
  A penalized two-pass regression to predict stock returns with time-varying risk premia
  E0710:  K. Khalid Mahmood
  A hybrid combined forecasting model of water discharge based on multiple linear regression and autoregressive models
Parallel session M: EcoSta2021 Saturday 26.6.2021 08:00 - 10:05

Session EO197 Room: R01
Recent advances in algorithms for statistical learning Saturday 26.6.2021   08:00 - 10:05
Chair: Eric Chi Organizer: Eric Chi
  E0181:  J. Xu
  Biconvex clustering with adaptive feature selection
  E0245:  X. Zhang, I. McKeague
  Significance testing for canonical correlation analysis in high dimensions
  E0273:  J. Zeng, L. Li, X. Zhang
  Generalized liquid association analysis for multimodal neuroimaging
  E0533:  J.-H. Won
  Proximity operator of the matrix perspective function and its applications
  E0551:  M. Weylandt
  Dimension reduction and changepoint detection in network series
Session EO055 Room: R02
Recent applications of latent variable models Saturday 26.6.2021   08:00 - 10:05
Chair: Gongjun Xu Organizer: Gongjun Xu
  E0251:  Z. Zhu, T. Wang, R. Samworth
  High-dimensional principal component analysis with heterogeneous missingness
  E0339:  C. Wang
  Hypothesis testing methods for multivariate multi-occasion intra-individual change
  E0464:  Z. Wu, M. Li
  Integrating sample similarities into latent class analysis: A tree-structured shrinkage approach
  E0465:  S. Wang, Y. Chen, H. Xiao
  A latent variable model to measure fluency using response time and response accuracy
  E0724:  K.M. Tan
  Time-varying overlapping clustering method via latent factor model
Session EO075 Room: R04
EcoSta journal Part B: Statistics Saturday 26.6.2021   08:00 - 10:05
Chair: Cristian Gatu Organizer: Erricos Kontoghiorghes
  E0177:  H. Wang
  A fast adaptive lasso for the Cox regression via safe screening rules
  E0433:  H.Y. Choi, S. Marron, N. Hayes
  A method for identifying uncorrelated outlier signals from high dimensional data
  E0648:  A. Chaurasia
  Combining rules for F- and Beta-statistics from multiply-imputed data
  E0411:  D. Li, D. Dunson
  Classification via local manifold approximation
Session EO233 Room: R05
Statistical inference with incomplete information Saturday 26.6.2021   08:00 - 10:05
Chair: Yen-Chi Chen Organizer: Yen-Chi Chen
  E0180:  A. Franks, A. DAmour, J. Zheng
  Copula models for sensitivity analysis in observational causal inference
  E0203:  D. Malinsky, R. Bhattacharya, I. Shpitser
  Causal inference under interference and network uncertainty
  E0345:  Y.-C. Chen
  Pattern graph: A graphical approach to nonmonotone missing data
  E0404:  S.W. Mogensen
  Estimation in Hawkes processes as a missing data problem
  E0438:  A. Luedtke
  Adversarial Monte Carlo meta-learning in partially identified problems
Session EO109 Room: R07
EAC-ISBA session: Frontiers of spatial and temporal data modeling Saturday 26.6.2021   08:00 - 10:05
Chair: Won Chang Organizer: Won Chang
  E0502:  W. Huang
  A combined physical-statistical approach for estimating storm surge risk
  E0676:  Y. Jeon, S. Choi, W. Chang, J. Park
  Bayesian convolutional networks-based generalized linear model
  E0726:  Y. Guan
  Multivariate spectral downscaling for PM2.5 species
  E0740:  S. Lee, J. Park
  A scalable partitioned approach to model massive nonstationary non-Gaussian spatial datasets
  E0637:  J. Stroud
  Dynamic spatio-temporal modeling
Session EC337 Room: R03
Contributions to statistical modelling and applications I Saturday 26.6.2021   08:00 - 10:05
Chair: Ramses Mena Organizer: EcoSta
  E0468:  T. Mahmood, A. Iqbal, S. Kinat
  On the comparison of GLM-based charts for industrial processes
  E0364:  S. Hyun, J. Bien, F. Ribalet, M. Cape
  Sparse Gaussian mixture regression with application to flow cytometry data analysis
  E0457:  C.T. Ng, V.C. Nguyen
  Variable selection under multi-collinearity using modified log penalty
  E0702:  V.H. Dao, D. Gunawan, M.-N. Tran, R. Kohn, G. Hawkins, S. Brown
  Efficient selection between hierarchical cognitive models: Cross-validation with variational Bayes
  E0756:  L. Petrasek
  US stock market reaction to surprises in macroeconomic data announcements
Parallel session N: EcoSta2021 Saturday 26.6.2021 10:15 - 11:55

Session EO321 Room: R01
Recent advances in causal mediation analysis Saturday 26.6.2021   10:15 - 11:55
Chair: Yi Zhao Organizer: Yi Zhao
  E0595:  C. Kim, M. Daniels, J. Hogan, C. Choirat, C. Zigler
  Bayesian methods for multiple mediators: Relating principal stratification and causal mediation
  E0631:  A. Chakrabortty
  Inference for individual mediation effects and interventional effects in sparse high-dimensional causal graphical models
  E0728:  S. Chu
  Mediation in the analysis of metabolomic data
  E0207:  J. Hogan
Session EO231 Room: R02
Advances in analysis methodologies medical and biomedical applications Saturday 26.6.2021   10:15 - 11:55
Chair: Daniel Jeske Organizer: Daniel Jeske
  E0498:  Y. Liu, X. Chen, S. Ma, Z. Zhang
  Efficient estimation of general treatment effects using neural networks with a diverging number of confounders
  E0510:  W. Ma
  Learning fine-resolution chromosome conformation interaction maps
  E0581:  D. Madigan
  Real real-world evidence
  E0589:  S. VanSchalkwyk, D. Jeske
  A Bayesian longitudinal trend analysis of count data with Gaussian processes
Session EO243 Room: R04
Recent advances in the modeling of functional and high-dimensional data Saturday 26.6.2021   10:15 - 11:55
Chair: Xiaowei Wu Organizer: Hongxiao Zhu
  E0168:  Y. Ni
  Bayesian causal discovery for reverse-engineering single-cell gene regulatory networks
  E0565:  J. Yang, J. Chen
  A scalable Bayesian method to leverage multiple quantitative functional annotations in GWAS of complex traits
  E0668:  X. Wu, H. Zhu
  Association testing for binary trees: A Markov branching process approach
  E0697:  I. Kim
  Multilevel-multiclass graphical model
Session EO045 Room: R05
Recent advances in time series analysis Saturday 26.6.2021   10:15 - 11:55
Chair: Runmin Wang Organizer: Xiaofeng Shao
  E0162:  Y. Rho, Y. Liu, H.J. Ahn
  Revealing cluster structures based on mixed sampling frequencies: Application to the state-level labor markets
  E0231:  K. Zhu
  Testing for the martingale difference hypothesis in multivariate time series models
  E0259:  C.E. Lee, X. Shao
  Volatility martingale difference divergence matrix for dimension reduction of multivariate volatility
  E0267:  R. Wang, X. Shao
  Hypothesis testing for high-dimensional time series via self-normalization
Session EO275 Room: R06
Nonlinearity in applied econometrics Saturday 26.6.2021   10:15 - 11:55
Chair: Feng Yao Organizer: Feng Yao
  E0161:  K. Sun, X. Geng
  Estimation of a partially linear seemingly unrelated regressions model: Application to a translog cost system
  E0208:  Z. Wu, S. Yuan
  Financial openness and investment allocations in Chinese real sectors
  E0388:  T. Wang, F. Yao, S. Kumbhakar
  A fixed effect additive stochastic frontier model with interactions and distribution free inefficiency
  E0506:  F. Yao
  Efficient nonparametric estimation of regression discontinuity
Session EO261 Room: R07
Recent advances in functional data analysis Saturday 26.6.2021   10:15 - 11:55
Chair: Yuhang Xu Organizer: Raymond Ka Wai Wong, Yuhang Xu
  E0620:  G. Wang, L. Wang, Y. Wang
  Statistical modeling and inference for next-generation functional data
  E0621:  Y. Xu, Y. Li, Y. Qiu
  Growth dynamics for plant high-throughput phenotyping studies using hierarchical functional data analysis
  E0629:  R.K.W. Wong, J. Wang, X. Zhang
  Low-rank covariance function estimation via functional unfolding
  E0640:  K. He, S. Shen, L. Zhou
  Temporal-dependent principal component analysis of two-dimensional functional data
Session EO061 Room: R08
Mathematics of data science Saturday 26.6.2021   10:15 - 11:55
Chair: Ding-Xuan Zhou Organizer: Ding-Xuan Zhou
  E0204:  H. Feng
  Chebyshev-type cubature formulas on weighted spheres
  E0389:  M. Ha Quang
  Riemannian distances between infinite-dimensional covariance operators and Gaussian processes
  E0516:  X. Guo, Q. Fu, T.-Y. Zhou, Y. Wang, K. Land
  Generalized linear regression with grouped and right-censored count data
  E0559:  J. Fan
  Learning theory of weighted distance weighted discrimination
Session EG298 Room: R03
Contributions in forecasting II Saturday 26.6.2021   10:15 - 11:55
Chair: Donggyu Kim Organizer: EcoSta
  E0572:  D. Li, A. Clements, C. Drovandi
  A Bayesian approach for more reliable tail risk forecasts
  E0657:  R. Fan, J.H. Lee, Y. Shin
  Predictive quantile regression with mixed roots and increasing dimensions
  E0703:  Y. Xu, T.-H. Lee
  Forecast encompassing in modal regression for equity premium prediction
  E0729:  T. Ferreira, D. Cascaldi-Garcia, D. Giannone, M. Modugno
  Back to the present: Learning about the euro area through a now-casting model
Parallel session P: EcoSta2021 Saturday 26.6.2021 13:55 - 15:35

Session EO329 Room: R01
Recent advances in model selection and related topics Saturday 26.6.2021   13:55 - 15:35
Chair: Shinpei Imori Organizer: Shinpei Imori
  E0264:  S. Hashimoto
  Robust bayesian regression with synthetic posterior
  E0299:  K. Morikawa, K. Beppu
  On the verifiable identification condition in NMAR missing data analysis
  E0527:  R. Oda, H. Yanagihara
  A consistent variable selection method with GIC in multivariate linear regression even when dimensions are large
  E0627:  S. Imori
  Variable selection in high-dimensional multivariate linear regression models with group structure
Session EO051 Room: R02
Recent advances in statistics Saturday 26.6.2021   13:55 - 15:35
Chair: Yunjin Choi Organizer: Yunjin Choi
  E0306:  G. Park
  Identifiability of structrual equation models
  E0348:  C. Li
  Bayesian fixed-domain asymptotics for covariance parameters in gaussian random field models
  E0530:  A.K.H. Kim, A. Guntuboyina
  Global rates of convergence in mixture density estimation
  E0549:  B. Sun
  Semiparametric causal mediation analysis under unmeasured mediator-outcome confounding
Session EO089 Room: R03
Innovative theory and applications of hidden Markov models Saturday 26.6.2021   13:55 - 15:35
Chair: Xinyuan Song Organizer: Xinyuan Song
  E0604:  Y. Lin
  Order selection for regression-based hidden Markov model
  E0605:  Y. Tang
  Bayesian quantile non-homogeneous Hidden Markov models
  E0601:  X. Zhou
  A new Bayesian joint model for longitudinal and survival data with latent variables
  E0616:  H. Liu
  Bayesian analysis of hidden Markov varying coefficient models with zero-effect regions
Session EO047 Room: R04
Recent advances in Bayesian Inference V Saturday 26.6.2021   13:55 - 15:35
Chair: Marta Catalano Organizer: Igor Pruenster
  E0499:  M. Chae
  Adaptive Bayesian inference for current status data on a grid
  E0570:  S. Franssen, B. Szabo
  Frequentist coverage of empirical Bayesian uncertainty quantification using deep neural network regression
  E0489:  N. Awaya, L. Ma
  Tree boosting for learning probability measures
  E0495:  F. Ascolani, A. Lijoi, I. Pruenster
  Trees of random probability measures and Bayesian nonparametric modelling
Session EO035 Room: R05
Recent development of VAR and SVAR model Saturday 26.6.2021   13:55 - 15:35
Chair: Koichi Maekawa Organizer: Koichi Maekawa
  E0328:  H. Morita
  Forecasting public investment using daily stock returns
  E0353:  T. Kurita, J.L. Castle
  A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts
  E0680:  T. Nakanishi, K. Maekawa, T. Senda
  Application of non-Gaussian SVAR model to the analysis of Japans quantitative easing monetary policy
  E0371:  K. Maekawa, T. Nakanishi
  Estimation of non-Gaussian structural VAR model under a flexible quasi-log-likelihood function
Session EO073 Room: R07
EcoSta journal Part A: Econometrics Saturday 26.6.2021   13:55 - 15:35
Chair: Erricos Kontoghiorghes Organizer: Erricos Kontoghiorghes
  E0409:  S. Hediger, G. De Nard, M. Leippold
  Size does matter: Big data machine learning portfolios
  E0182:  S. Park, S. Kou
  A generalization of Friedman's permanent income hypothesis with a large, negative income shock
  E0386:  V. Tendenan, R. Gerlach, C. Wang
  Bayesian estimation of realized EGARCH model to forecast tail risks
  E0402:  D. Kim
  Adaptive robust large volatility matrix estimation based on high-frequency financial data
Session EC331 Room: R06
Contributions to statistical modelling and applications II Saturday 26.6.2021   13:55 - 15:35
Chair: Liming Xiang Organizer: EcoSta
  E0472:  S. Pal, C. Heumann
  Unsupervised learning through generalized mixture model
  E0477:  M.A. Ruiz Reina
  Statistical learning: Bernoulli time series modelling for discrete decision choice
  E0523:  E. Zarova
  Development of data mining trajectories based on the statistical matching resources
  E0463:  M. Marbac, M. du Roy de Chaumaray
  Clustering data with nonignorable missingness usingsemi-parametric mixture models
Parallel session Q: EcoSta2021 Saturday 26.6.2021 15:45 - 17:25

Session EO105 Room: R01
Theories and methodologies for high-dimensional data analysis Saturday 26.6.2021   15:45 - 17:25
Chair: Aki Ishii Organizer: Kazuyoshi Yata
  E0217:  S.-H. Wang, S.-Y. Huang, T.-L. Chen
  On asymptotic normality of CDM-PCA in HDLSS
  E0355:  Y. Nakayama, K. Yata, M. Aoshima
  Clustering by kernel PCA with Gaussian kernel and tuning for high-dimensional data
  E0316:  K. Yata, A. Ishii, M. Aoshima
  Tests for covariance structures in high-dimensional data
  E0688:  A. Steland
  Change-testing for high-dimensional econometric factor models
Session EO346 Room: R04
Recent advances in Bayesian inference VI Saturday 26.6.2021   15:45 - 17:25
Chair: Minwoo Chae Organizer: Igor Pruenster
  E0427:  R. Argiento, S. Montagna, A. Lanteri
  A Bayesian nonparametric approach for functional regression with application to sport data
  E0482:  G. Zens, H. Wagner, S. Fruehwirth-Schnatter
  Ultimate Polya gamma samplers: Efficient MCMC for possibly imbalanced binary and categorical data
  E0546:  W. Kim, P. Jenkins, C. Yau
  Learning multimorbidity and its temporal dynamics with the Wright-Fisher Indian buffet process
  E0547:  D. Hosszejni, G. Kastner
  Modeling univariate and multivariate stochastic volatility in R with stochvol and factorstochvol
Session EO315 Room: R05
Advanced computational statistics for machine learning Saturday 26.6.2021   15:45 - 17:25
Chair: Jong-june Jeon Organizer: Jong-june Jeon
  E0265:  D. Yu, Y.-G. Choi, S. Lee
  An efficient parallel block coordinate descent algorithm for large-scale precision matrix estimation using GPUs
  E0288:  D. Kim
  Accelerated gradient method for convex-concave saddle-point problems
  E0405:  K. Yano, F. Komaki, Y. Takasu
  On proper local scoring rules for spherical data
  E0665:  J.-J. Jeon, S.J. Moon
  Regularized Babington Smith ranking models
Session EO111 Room: R07
Recent advances in complex time series analysis Saturday 26.6.2021   15:45 - 17:25
Chair: Haeran Cho Organizer: Haeran Cho
  E0434:  H. Maeng, P. Fearnhead, I. Eckley
  Collective anomaly detection in high-dimensional VAR models
  E0455:  A. Safikhani, A. Safikhani, Y. Bai, G. Michailidis
  Threshold block fused lasso method for break point detection in high-dimensional time series models
  E0496:  E. McGonigle, H. Cho
  Changepoint detection for complex time series data
  E0698:  C. Zheng
  Temporal aggregation on locally stationary time series
Session EC332 Room: R06
Contributions in econometric modelling Saturday 26.6.2021   15:45 - 17:25
Chair: Alexandra Soberon Organizer: EcoSta
  E0718:  A. Soberon, J.M. Rodriguez-Poo, A. Musolesi
  A semiparametric panel data model with common factors and spatial dependence: The knowledge production function
  E0569:  C. Kountzakis, K. Gkillas
  Negatively valued functions in economic modeling
  E0583:  J. Sila, L. Kristoufek
  Cryptoassets markets as dynamic networks: Investigating connectedness, investment horizons, and systemic risk
  E0307:  P. Brakatsoulas
  Credit rating downgrade risk on equity returns
Session EG240 Room: R02
Contributions in nonparametric statistics and applications Saturday 26.6.2021   15:45 - 17:25
Chair: Germain Van Bever Organizer: EcoSta
  E0462:  K. Salehzadeh Nobari
  Pair copula constructions of point-optimal sign-based tests for predictive linear and non-linear regressions
  E0692:  A. Jokiel-Rokita
  Quantile versions of inequality curves and inequality measures
  E0730:  A. Srakar
  Wavelet regression for symplectic data from a Bayesian and nonparametric Bayes perspective
  E0562:  M. Garcin, M. Nicolas
  From the non-parametric estimation of tail dependence coefficients to portfolio diversification
Session EG377 Room: R03
Contributions in survival analysis Saturday 26.6.2021   15:45 - 17:25
Chair: Binyan Jiang Organizer: EcoSta
  E0205:  Y. Cho, C. Hu, D. Ghosh
  Analysis of regression discontinuity designs using censored data
  E0658:  F.-Z. Jaouimaa, I.D. Ha, K. Burke
  Hierarchical multi-parameter regression survival models
  E0664:  W.B. Ewnetu, I. Gijbels, A. Verhasselt
  Flexible two-piece distributions for right censored survival data
  E0685:  L. McQuaid, K. Burke
  Penalized multi-parameter regression modelling