Keynote talk I Tuesday 22.8.2023 09:00 - 10:00 Room: CLO B01
Multi-objective optimisation of restricted randomised designs
Speaker: K. Mylona   Chair: Maria Brigida Ferraro
Keynote talk II Tuesday 22.8.2023 18:00 - 18:55 Room: CLO B01
The historical role of energy in UK inflation and productivity
Speaker: D. Hendry   Chair: Francisco Javier Rubio
Keynote talk III Friday 25.8.2023 12:10 - 13:10 Room: BCB 307
Subject prevalence in documents based on topic modeling
Speaker: A. Colubi  Co-authors: L. Kontoghiorghes Chair: David Weston


Parallel session B: COMPSTAT2023 Tuesday 22.8.2023 10:30 - 12:30

Session CO015 Room: BCB 311
Categorical and high-dimensional data analysis Tuesday 22.8.2023   10:30 - 12:30
Chair: Mark De Rooij Organizer: Mark De Rooij, Rosaria Lombardo
  A0216:  J. Nienkemper-Swanepoel, N. Le Roux, S. Lubbe
  The impact of (un)congenial multiple imputation approaches on GPAbin biplots
  A0230:  M. Gallo
  A strategy for improving the speed in tensor decomposition analysis
  A0244:  T.-W. Wang, E. Beh, R. Lombardo
  Assessing dispersion in a two-way contingency table under profile transformations and reciprocal averaging
  A0253:  M. De Rooij
  Logistic multidimensional data analysis for ordinal response variables using a cumulative link function
  A0287:  A. Iodice D Enza, M. van de Velden, C. Cavicchia, A. Markos
  Association-based distances for categorical and mixed-type data
Session CO112 Room: Virtual room R01
Tutorial I Tuesday 22.8.2023   10:30 - 12:30
Chair: Alessandra Luati Organizer: COMPSTAT
  A0179:  A. Luati
  Dynamic models for multiple quantiles
Session CC073 Room: BCB 307
Spatial statistics Tuesday 22.8.2023   10:30 - 12:30
Chair: Klaus Nordhausen Organizer: COMPSTAT
  A0152:  H. Yamada
  Spatial smoothing using graph Laplacian penalized filter
  A0316:  T. Kubota
  Analyzing regional suicide patterns in Japan before and after the COVID-19 pandemic and usage of generative AI for EBPM
  A0382:  M. Stapper
  Commuting and the spread of infectious diseases: A spatio-temporal analysis of influenza in Germany
  A0383:  S. Lee, R. MacDonald
  Flexible basis representations for modeling high-dimensional hierarchical spatial data
  A0384:  J.M. Loh, G. Luan
  Inference for spatial autoregressive models using stochastic gradient descent
Session CC062 Room: BCB 308
Biostatistics Tuesday 22.8.2023   10:30 - 12:30
Chair: Stefan Van Aelst Organizer: COMPSTAT
  A0326:  M. Misumi, H. Sugiyama
  A multi-state modeling with Poisson regression utilizing grouped data in a radiation epidemiological study
  A0379:  K. Le Gall, L. Bellanger, A. Stamm, D. Laplaud
  Generation of synthetic mixed data for multiple sclerosis patients: Application to gait data and EDSS score
  A0340:  H. Kobayashi, M. Okabe, H. Yadohisa
  Dimensionality reduction for multi-omics data using the Freeman-Tukey transformation
  A0319:  P. Arsenteva, M.A. Benadjaoud, H. Cardot
  Estimating the linear relation between variables that are never jointly observed: An application to in vivo experiments
  A0325:  R. Coletti, M. Lopes, S. Martins
  Network inference and robust clustering on high-dimensional data to investigate molecular heterogeneity in glioma
Session CC030 Room: BCB 310
Time series Tuesday 22.8.2023   10:30 - 12:30
Chair: Matus Maciak Organizer: COMPSTAT
  A0185:  M.T. Kurbucz, A. Jakovac, P. Posfay
  Linear law-based feature space transformation
  A0186:  W.-Y. Wu
  Regularized nonlinear regression with dependent errors and its application to a biomechanical model
  A0364:  N. Zakiyeva
  High-dimensional high-frequency time series prediction model solved with a mixed integer optimisation method
  A0386:  V. Pastukhov
  Fused lasso nearly-isotonic signal approximation in general dimensions
  A0389:  M. Kilinc, M. Massmann
  The modified conditional sum-of-squares estimator for fractionally integrated models
Parallel session C: COMPSTAT2023 Tuesday 22.8.2023 14:15 - 15:45

Session CO016 Room: BCB 307
Bayesian methods Tuesday 22.8.2023   14:15 - 15:45
Chair: TBA Organizer: Cathy W-S Chen
  A0275:   , J. Nakajima
  Time-varying parameter heterogeneous autoregressive model with stochastic volatility
  A0290:  F.C. Liu, C.W.-S. Chen, H.-H. Hsu
  Bayesian model selection among dispersed integer-valued time series models
  A0291:  T.-H. Fan, Y.-S. Dong, C.-Y. Peng
  A complete Bayesian degradation analysis based on inverse Gaussian processes
  A0315:  C.-H. Weng
  Rating of players by Laplace approximation and dynamic modeling
Session CO028 Room: BCB 310
Rank-based inference, feature selection, and data consolidation Tuesday 22.8.2023   14:15 - 15:45
Chair: Valeria Vitelli Organizer: Michael Georg Schimek
  A0195:  P. Yu, Y. Zhuang
  Modeling of preference data with multiple network views
  A0256:  V. Vitelli
  Rank-based Bayesian joint variable selection and clustering of genome-wide transcriptomic data
  A0237:  M. La Rocca, B. Pfeifer, M.G. Schimek
  Bootstrap inference for signal reconstruction from multiple ranked lists
Session CO026 Room: BCB 311
CMStatistics session: Statistical analysis of complex data Tuesday 22.8.2023   14:15 - 15:45
Chair: Enea Bongiorno Organizer: Xuming He
  A0155:  L. Li
  Kernel ordinary differential equations
  A0161:  P. Nag
  Spatio-temporal deepkriging for interpolation and probabilistic forecasting
  A0227:  M. Karemera, S. Guerrier, S. Orso, M.-P. Victoria-Feser, Y. Zhang, Y. Ma
  A flexible bias correction method based on inconsistent estimators
  A0239:  E. Bura, A. Kofnov, E. Bartocci, M. Moosbrugger, M. Stankovic
  Exact and approximate moment derivation for probabilistic loops with non-polynomial assignments
Session CO017 Room: Virtual room R01
Statistical methods for spatial and spatio-temporal data Tuesday 22.8.2023   14:15 - 15:45
Chair: Hsin-Cheng Huang Organizer: Hsin-Cheng Huang
  A0165:  J. Zhu
  Scalable semiparametric spatio-temporal regression for large data analysis
  A0215:  J. Yang
  On minimum contrast method for multivariate spatial point processes
  A0359:  C.-S. Chen, C.-W. Shen
  ZIP-like models for spatial count processes
  A0269:  H.-C. Huang
  Nonstationary spatial modeling, estimation, and prediction using a divide-and-conquer approach
Session CC053 Room: BCB 308
Statistical modelling and inference Tuesday 22.8.2023   14:15 - 15:45
Chair: Mark De Rooij Organizer: COMPSTAT
  A0158:  A. Muhammad, S. Ahmad
  A new proposal to mitigate multicollinearity in linear regression models
  A0173:  S. Ferreira, D. Ferreira
  Unbiased estimators of the cumulants under bi-additive models
  A0301:  S. Guenay
  Analysis of parameter and partial parameter impacts
  A0328:  Y. Iguchi, A. Beskos, M. Graham
  Parameter estimation with increased precision for elliptic and hypo-elliptic diffusions
Parallel session D: COMPSTAT2023 Tuesday 22.8.2023 16:15 - 17:45

Session CI003 (Special Invited Session) Room: BCB 307
Bayesian nonparametric methods and computing Tuesday 22.8.2023   16:15 - 17:45
Chair: Michele Guindani Organizer: Michele Guindani
  A0400:  L. Dalla Valle, R. Barone
  Bayesian nonparametric inference for conditional vine copulas
  A0401:  F. Camerlenghi, A. Colombi, L. Paci, R. Argiento
  Mixture modeling via vectors of normalized independent finite point processes
  A0408:  Y. Raykov
  Adaptive latent feature sharing for piecewise lineardimensionality reduction
Session CO027 Room: BCB 309
Recent advances in statistical learning Tuesday 22.8.2023   16:15 - 17:45
Chair: Thierry Chekouo Organizer: Alejandro Murua
  A0193:  D. Larocque, C. Alakus, A. Labbe
  Covariance regression with random forests
  A0248:  S. Vicente
  Clustering with diversity: A promising approach with the determinantal point process
  A0266:  A. Ali, A. Bhullar, K. Nadeem
  Multi-crop land suitability prediction from remote sensing data using semi-supervised learning
  A0247:  T. Chekouo
  A Bayesian variable selection approach incorporating prior feature ordering and population structures
Session CO019 Room: BCB 310
Data depth: A focus on computation and anomaly detection Tuesday 22.8.2023   16:15 - 17:45
Chair: Pavlo Mozharovskyi Organizer: Pavlo Mozharovskyi
  A0258:  S. Hopkins
  Mean estimation, differential privacy, and the sum of squares method
  A0231:  R. Dyckerhoff, S. Nagy
  An efficient algorithm for computing the angular halfspace depth of a whole sample
  A0252:  S. Nagy
  Exact computation of the scatter halfspace depth
  A0251:  G. Staerman
  Affine-invariant integrated rank-weighted depth: Definition, properties and finite sample analysis
Session CC086 Room: BCB 308
Multivariate statistics Tuesday 22.8.2023   16:15 - 17:45
Chair: Ray-Bing Chen Organizer: COMPSTAT
  A0188:  P.O. Obanya, R. Coetzer, C. Olivier, T. Verster
  Variable contribution analysis in multivariate process monitoring using permutation entropy
  A0172:  D. Ferreira, S. Ferreira
  Optimizing allocation rules in discrete and continuous discriminant analysis
  A0320:  T.-L. Chen
  Variable selection via information gain
  A0365:  R. Motegi, Y. Seki
  Variable discretization-based screening for high dimensional data
Session CC110 Room: BCB 311
Time series in applications Tuesday 22.8.2023   16:15 - 17:45
Chair: Niklas Ahlgren Organizer: COMPSTAT
  A0330:  A. Hanebeck, C. Czado
  Multivariate analysis of mortality data using time-varying copula state space models
  A0347:  S. Tavares, L. Krippahl, M. Lopes
  Feature extraction from satellite data for multivariate time-series forecasting of biotoxin contamination in shellfish
  A0377:  C.S. Santos, I. Pereira
  A periodic integer-valued time series with an application to fire activity
  A0393:  V. Mendes, D. Mendes
  Nonlinear factor analysis for large sets of macroeconomic time series
Parallel session F: COMPSTAT2023 Wednesday 23.8.2023 09:00 - 10:30

Session CI006 (Special Invited Session) Room: Virtual room R01
Modern statistical analysis for dependent data Wednesday 23.8.2023   09:00 - 10:30
Chair: Mike So Organizer: Mike So
  A0201:  H. Tsai
  Model averaging for high-dimensional linear regression models with dependent observations
  A0206:  M. Asai, A. Chu, M. So
  Dynamic network Poisson autoregression with an application to Covid-19 count data
  A0292:  C. Sin
  Re-balancing hedge position with statistics of hedge ratios: Concepts and applications
Session CO024 Room: BCB 308
Multidimensional visualisation in action: Advances and applications Wednesday 23.8.2023   09:00 - 10:30
Chair: Raeesa Ganey Organizer: Niel Le Roux, Sugnet Lubbe, Johane Nienkemper-Swanepoel
  A0181:  R. Ganey
  High-dimensional LDA biplot through the GSVD
  A0234:  P. Menendez, M.J. Barcena, M.C. Gonzalez, F. Tusell
  Have house prices factored in the risks of climate change?
  A0242:  R. Lombardo, E. Beh, A. Ceriello, G. Lucisano, F. Prattichizzo, A. Nicolucci
  Visualizing departures from symmetry: A study on cardiovascular risk among patients with diabetes
  A0310:  M. Mayrhofer, P. Filzmoser
  Explainable outlier detection based on Shapley values
Session CC046 Room: BCB 309
Machine learning Wednesday 23.8.2023   09:00 - 10:30
Chair: Peter Winker Organizer: COMPSTAT
  A0204:  G.-H. Huang
  Multiclass machine learning classification of functional brain images for Parkinson's disease stage prediction
  A0217:  M. Waltz, O. Okhrin
  Two-sample testing in reinforcement learning
  A0361:  C.J. Perez Sanchez, L. Naranjo, V. Miranda, J. Hernandez
  Generalized additive models for multiclass detection of voice disorders by using acoustic features
  A0369:  C. Lehner
  On the ability of random forests to model interactions
Session CC033 Room: BCB 310
Algorithms and computational methods Wednesday 23.8.2023   09:00 - 10:30
Chair: Dominik Liebl Organizer: COMPSTAT
  A0296:  R. Valla, P. Mozharovskyi, F. d Alche-Buc
  Anomaly component analysis: Visualization and interpretability for anomaly detection
  A0298:  S. Dominique, V. Cariou, M. Hanafi, J.-M. Ferrandi, F. Llobell
  A simple and direct procedure for data generation in PLS-SEM framework
  A0302:  H.-M. Wu
  dataSDA and ggESDA: Two R packages for exploratory symbolic data analysis
Session CC057 Room: BCB 311
Semi- and nonparametric methods Wednesday 23.8.2023   09:00 - 10:30
Chair: Ivan Kojadinovic Organizer: COMPSTAT
  A0321:  M. Kitani, K. Yuasa, H. Murakami
  Prediction of order statistics based on ordered generalized ranked set sampling
  A0334:  G.-N. Brunotte
  A measure for the degree of distribution changes in locally stationary processes
  A0372:  S. Zhu, A. Celisse
  Bandwidth selection method for estimating difference between two densities with kernel density estimation
  A0207:  I. Kojadinovic, M. Holmes, A. Verhoijsen
  Open-end monitoring for multivariate observations sensitive to all types of changes in the distribution function
Parallel session G: COMPSTAT2023 Wednesday 23.8.2023 11:00 - 12:30

Session CI004 (Special Invited Session) Room: BCB 307
Change-point analysis Wednesday 23.8.2023   11:00 - 12:30
Chair: Ivan Kojadinovic Organizer: Ivan Kojadinovic
  A0156:  C. Kirch, H. Cho
  Data segmentation: Moving-sum-procedures and bootstrap confidence intervals
  A0199:  T. Wang
  Sparse change detection in high-dimensional linear regression
  A0240:  G. Rice, A. Aue, L. Horvath, Y. Zhao, J. Vander Does, O. Sonmez
  Change point analysis of functional time series
Session CO008 Room: BCB 309
Causal inference and functional data analysis Wednesday 23.8.2023   11:00 - 12:30
Chair: Nicolas Hernandez Organizer: Nicolas Hernandez
  A0191:  D. Liebl, T. Mensinger
  Causal inference with functional data
  A0224:  K. Ecker, X. de Luna, L. Schelin
  Causal inference with a functional outcome
  A0226:  E. Solea
  High-dimensional nonparametric functional graphical models via the functional additive partial correlation operator
  A0263:  S. Greven, L. Steyer, A. Stoecker
  Elastic linear regression for curves in $R^d$
Session CO025 Room: BCB 310
HiTEc session: Advances in statistics for finance Wednesday 23.8.2023   11:00 - 12:30
Chair: Massimiliano Caporin Organizer: Alessandra Amendola, Massimiliano Caporin
  A0286:  G. Bonaccolto, R. Riccobello, P.J. Kremer, S. Paterlini, M. Bogdan
  Sparse graphical modelling for minimum variance portfolios
  A0223:  B. Sanhaji
  Nonlinear scalar BEKK
  A0225:  M. Puke, T. Dimitriadis
  Forecast calibration, backtests, and score decompositions for Value-at-Risk
  A0174:  M. Caporin, G. Storti
  Penalized CAW, forecast error variance decompositions and systemic risk measurement
Session CO100 Room: Virtual room R01
Clustering and regression analysis of complex real-life data Wednesday 23.8.2023   11:00 - 12:30
Chair: Gabriele Soffritti Organizer: Gabriele Soffritti
  A0218:  S.D. Tomarchio, A. Punzo, L. Bagnato
  Mixture models for heavy-tailed tensor-variate data
  A0261:  V. Vandewalle, M. du Roy de Chaumaray
  Non-parametric multi-partitions clustering
  A0272:  G. Babu
  Model based labelling of hyperspectral food images
  A0259:  G. Soffritti, G. Perrone
  Mixtures of linear regression models: An application to housing tension in Emilia-Romagna, Italy
Session CC082 Room: BCB 311
High-dimensional statistics Wednesday 23.8.2023   11:00 - 12:30
Chair: Maria Brigida Ferraro Organizer: COMPSTAT
  A0341:  N. Makigusa
  Two-sample test based on the variance of a positive definite kernel
  A0208:  N. Chakraborty, C.F. Lui, M. Ahmed
  A distribution-free change-point monitoring scheme in high-dimensional settings
  A0370:  H. Choi, Q. Mai
  Skew-normal classification in high-dimensional data
  A0333:  H. Kwon, Y. Liao, J. Choi
  Inference for low-rank models without rank estimation
Parallel session H: COMPSTAT2023 Wednesday 23.8.2023 14:15 - 15:45

Session CV072 Room: Virtual room R01
Spatial statistics Wednesday 23.8.2023   14:15 - 15:45
Chair: Ivan Kojadinovic Organizer: COMPSTAT
  A0329:  M. Hediger, R. Furrer
  Asymptotic analysis of ML-covariance parameter estimators based on covariance approximations
  A0346:  Z. Quiroz, M. Prates, D. Dey, H. Rue
  Fast Bayesian inference of block nearest neighbor Gaussian models for large data
  A0171:  S. Kim, M. Kaiser, X. Dai
  A generalized functional linear model with spatial dependence
Session CO104 Room: BCB 308
Statistics for data science Wednesday 23.8.2023   14:15 - 15:45
Chair: Luis Alberto Firinguetti Limone Organizer: Luis Alberto Firinguetti Limone
  A0166:  D.F. Munoz
  Estimation of expectations in two-level nested simulation experiments
  A0178:  P. Canas Rodrigues
  Bayesian spatio-temporal modeling of the Brazilian wildfires: The influence of human and meteorological variables
  A0197:  M. Bohorquez
  Building and classifying brain images
  A0200:  L.A. Firinguetti Limone, L. Gomez
  Shrinkage estimators for beta regression models
Session CO107 Room: BCB 309
Advances in multi-view learning and mixture models Wednesday 23.8.2023   14:15 - 15:45
Chair: Angela Montanari Organizer: Angela Montanari
  A0241:  S. Dallari, L. Anderlucci, A. Montanari
  Finding groups in microbiome data according to multiple data-views
  A0288:  K. Van Deun
  Finding the hidden link: Statistical methods for multi-view high-dimensional data
  A0167:  O. Laverny, P. Lambert
  Local moment matching with Gamma mixtures under automatic smoothness penalization
  A0327:  P. Duttilo, S.A. Gattone, A. Kume
  Mixtures of generalised normal distribution with constraints
Session CO103 Room: BCB 310
Dynamic networks Wednesday 23.8.2023   14:15 - 15:45
Chair: Philip Yu Organizer: Philip Yu
  A0159:  J. Gu, G. Yin
  Triangular concordance learning of networks
  A0189:  B. Jiang
  A two-way heterogeneity model for dynamic networks
  A0284:  G. Li
  High-dimensional low-rank linear time series modeling
  A0358:  V. Batagelj
  Analysis of weighted temporal networks represented by time slices
Session CO101 Room: BCB 311
Novel perspectives in Bayesian statistics Wednesday 23.8.2023   14:15 - 15:45
Chair: Gavino Puggioni Organizer: Pier Giovanni Bissiri
  A0198:  P. White, P.G. Bissiri, E. Porcu, G. Cleanthous, A. Alegria
  Multivariate isotropic random fields on spheres: Nonparametric Bayesian modeling and $L_p$ fast approximations
  A0202:  D. Frazier
  Reliable Bayesian inference in misspecified models
  A0265:  G. Puggioni, M. Cannas
  On the Voigt distribution: Characterization and parameter estimation
  A0350:  D. Christensen, P.A. Moen
  Fast implementation of a general importance sampling algorithm for Bayesian nonparametric models with binary responses
Parallel session I: COMPSTAT2023 Thursday 24.8.2023 09:00 - 10:00

Session CC114 Room: BCB 307
Generalized linear models Thursday 24.8.2023   09:00 - 10:00
Chair: Sara Taskinen Organizer: COMPSTAT
  A0345:  V. Asimit, A. Badescu, F. Zhou
  Efficient and proper GLM modelling with power link functions
  A0362:  C. Kleiber, S. Acemoglu, J. Urban
  Variable importance in generalized linear models: A unifying view using Shapley values
  A0378:  L. Maestrini, F. Hui, A. Welsh
  Restricted maximum likelihood estimation in generalized linear mixed models
Session CC061 Room: BCB 308
Design of experiments Thursday 24.8.2023   09:00 - 10:00
Chair: Peter Winker Organizer: COMPSTAT
  A0311:  S. Gilmour, P.-W. Tsai
  Optimal two-level designs under model uncertainty
  A0351:  S. Alzahrani
  Nonlinear models for mixture experiments including process variables
  A0390:  E. Fackle-Fornius, F. Miller
  Efficient calibration of items in mixed format achievement tests using optimal design methodology
Session CC109 Room: BCB 309
Time series econometrics Thursday 24.8.2023   09:00 - 10:00
Chair: Davide La Vecchia Organizer: COMPSTAT
  A0162:  D. Buncic
  On a standard method for measuring the natural rate of interest
  A0169:  C.-A. Liu, T.-C. Lin
  Model averaging prediction for possibly nonstationary autoregressions
  A0308:  J. Han, A. Alexander John McNeil, A. Dias, M. Bladt
  Semiparametric forecasting using non-Gaussian ARMA models based on s-vines
Session CC037 Room: BCB 310
Bayesian statistics Thursday 24.8.2023   09:00 - 10:00
Chair: Eva Cantoni Organizer: COMPSTAT
  A0366:  V. Giagos
  Bayesian inference of sampling weights in COVID-19 testing
  A0335:  H. Hachem, I. Albert
  PCBs intake assessment using a general Bayesian network depending on the meat safety monitoring system
  A0349:  H. Pazira, M. Jonker, T. Coolen
  Federated Bayesian inference for time-to-event data
Session CC034 Room: BCB 311
Computational and financial econometrics Thursday 24.8.2023   09:00 - 10:00
Chair: Massimiliano Caporin Organizer: COMPSTAT
  A0151:  L.A. Arteaga Molina, J.M. Rodriguez-Poo
  Testing beta constancy in capital asset pricing models
  A0360:  N. Ahlgren, A. Back, T. Terasvirta
  Sup-tests against time-varying GARCH models
  A0153:  E. Iglesias
  Asymptotic inference for new double autoregressive models
Parallel session J: COMPSTAT2023 Thursday 24.8.2023 10:30 - 12:30

Session CO113 Room: BCB 307
Tutorial II Thursday 24.8.2023   10:30 - 12:30
Chair: Francisco Javier Rubio Organizer: COMPSTAT
  A0406:  F.J. Rubio
  Bayesian variable selection for survival data: Theory, methods, software and applications
Session CO012 Room: BCB 308
New trends for statistical computing: Bayesian and symbolic data analysis Thursday 24.8.2023   10:30 - 12:30
Chair: Yuichi Mori Organizer: Yuichi Mori
  A0254:  J. Nakano, N. Shimizu, Y. Yamamoto
  Chestnut plot to visualize aggregated symbolic data
  A0187:  L.-C. Lin, M. Guo, S. Lee
  Monitoring photochemical pollutants based on symbolic interval-valued data analysis
  A0211:  S.-H. Wang, H.-H. Huang, R. Bai
  Mixed-type multivariate Bayesian sparse variable selection with shrinkage priors
  A0212:  C. Kim
  Bayesian nonparametric methods for causal effects with intermediate variables
  A0175:  M.H. Ling
  On reliability analysis of one-shot device testing data with defects
Session CO105 Room: BCB 310
HiTEc session: Computational aspects of structured multivariate and functional data Thursday 24.8.2023   10:30 - 12:30
Chair: Matus Maciak Organizer: Matus Maciak, Michal Pesta
  A0183:  M. Maciak, S. Vitali
  Detection and estimation of changepoints within time-dependent functional profiles
  A0233:  M. Wendler, L. Wegner
  Dependent wild bootstrap for change-point detection in functional time series and random fields
  A0170:  J. Kalina
  The minimum weighted covariance determinant estimator for high-dimensional data
  A0221:  O. Okhrin, M. Fengler
  Adaptive factor modeling
  A0182:  M. Pesta, S. Hudecova
  Semi-continuous time series for sparse data with volatility clustering
Session CC065 Room: BCB 309
Robust methods Thursday 24.8.2023   10:30 - 12:30
Chair: Sara Taskinen Organizer: COMPSTAT
  A0273:  S.A. Abbasi, M. Amouna
  Robust monitoring of process dispersion
  A0309:  P. Mozharovskyi, J. Ivanovs
  Distributionally robust halfspace depth
  A0289:  M. Marozzi
  A robust combined nonparametric method for comparing two locations
  A0184:  C. Baum, A. Van Messem, H. Cevallos-Valdiviezo
  Robustness under missing data: A comparison with special attention to inference
  A0339:  R. Hieda, S. Yuki, K. Tanioka, H. Yadohisa
  Estimation of treatment effects based on robust sparse reduced-rank regression
Session CC111 Room: BCB 311
Applied econometrics Thursday 24.8.2023   10:30 - 12:30
Chair: Massimiliano Caporin Organizer: COMPSTAT
  A0367:  E. Gosinska, K. Leszkiewicz-Kedzior, A. Welfe
  The asymmetry in the process of price formation: Threshold cointegration analysis
  A0402:  J.-H. KO
  Revisiting the sources of U.S. imbalances: Wavelet approach
  A0387:  L. Petrasek
  US equity announcement risk premia
  A0318:  J. Kukacka
  Good and bad volatility in cryptocurrencies: Connectedness, asymmetry, and their drivers
  A0356:  P. Caraiani
  High frequency financial network connectedness and monetary policy shocks
Session CP001 Room: Poster session
Poster Session Thursday 24.8.2023   10:30 - 12:30
Chair: Cristian Gatu Organizer: COMPSTAT
  A0214:  M.-S. Oh
  BayMDS: An R package for Bayesian multidimensional scaling and choice of dimension
  A0267:  S. Shvydka, V. Sarabeev, M. Ovcharenko, M. Zdimalova
  Modelling symbiotic species richness from invertebrate aquatic hosts using generalized linear and additive models
  A0332:  L. Sablica, K. Hornik, J. Leydold
  watson: An R package for fitting mixtures of Watson distributions
  A0385:  K. Takahashi
  Comparing F1-scores of more than two binary medical tests
  A0323:  S. Park, A. Bensoussan
  Optimal consumption and investment with independent stochastic labor income
Parallel session K: COMPSTAT2023 Thursday 24.8.2023 14:15 - 15:45

Session CV032 Room: BCB 311
Machine learning and computational methods Thursday 24.8.2023   14:15 - 15:45
Chair: Rosaria Lombardo Organizer: COMPSTAT
  A0373:  G. Saraceno, M. Markatou
  Goodness-of-fit and clustering of spherical and directional data: A comprehensive R package
  A0285:  A. Bhatti
  Fairness in machine learning in the presence of missing values
  A0306:  M. Savino, C. Levy-Leduc
  A novel approach for estimating functions in the multivariate setting based on an adaptive knot selection for B-splines
  A0363:  S. Hoejsgaard, M.M. Andersen
  Computer algebra systems in R
Session CI002 (Special Invited Session) Room: BCB 307
Robust statistics for modern inference problems Thursday 24.8.2023   14:15 - 15:45
Chair: Eva Cantoni Organizer: Eva Cantoni
  A0168:  I. Wilms, G. Louvet, J. Raymaekers, G. Van Bever
  The influence function of graphical lasso estimators
  A0190:  D. La Vecchia
  Some aspects of robust optimal transportation, with applications to statistics and machine learning
  A0280:  S. Muller, P. Su, T. Garth, S. Wang
  Robust cellwise regularized sparse regression
Session CO013 Room: BCB 308
New developments in Bayesian analysis Thursday 24.8.2023   14:15 - 15:45
Chair: Ray-Bing Chen Organizer: Ray-Bing Chen
  A0154:  S.L.L. Tan
  Efficient data augmentation techniques for some classes of state space models
  A0194:  W.-T. Lai
  A modified VAR-GARCH model for asynchronous multivariate financial time series via variational Bayesian inference
  A0203:  M. So
  Graphical copula GARCH modeling with dynamic conditional dependence
  A0228:  K.-J. Lee
  Bayesian analysis of multivariate longitudinal binary data
Session CO106 Room: BCB 310
HiTEc session: Advances in functional data Thursday 24.8.2023   14:15 - 15:45
Chair: Enea Bongiorno Organizer: Enea Bongiorno, Kwo Lik Lax Chan
  A0312:  K.L.L. Chan
  On specifying a link function of a single functional index model
  A0209:  K. Hron, C. Genest, J. Neslehova
  Orthogonal decomposition of multivariate densities in Bayes spaces in context of functional data analysis
  A0222:  S. Otto, A. Kneip, D. Liebl
  Combining concurrent and functional linear regression
  A0245:  G. Van Bever, J.M. Jeon
  Additive regression with general imperfect variables
Session CC050 Room: BCB 309
Forecasting Thursday 24.8.2023   14:15 - 15:45
Chair: Nicolas Hernandez Organizer: COMPSTAT
  A0374:  T. Zahn, M.-O. Pohle
  Skill scores, predictive power and limits of predictability
  A0392:  M. Carannante, V. D Amato, S. Haberman, M. Menzietti
  A strong link between mortality projections and frailty in Lee Carter model
  A0396:  M. Arro-Cannarsa, R. Scheufele
  Nowcasting GDP in Switzerland: What are the gains from machine learning algorithms?
  A0394:  D. Mendes, V. Mendes, N. Ferreira
  Multivariate forecast for financial stock prices: A hybrid VAR-LSTM deep learning model
Parallel session L: COMPSTAT2023 Thursday 24.8.2023 16:15 - 17:45

Session CV044 Room: Virtual room R01
Applied statistics and econometrics Thursday 24.8.2023   16:15 - 17:45
Chair: Rosaria Lombardo Organizer: COMPSTAT
  A0357:  L. Donayre, L. Loomer
  The transitory component of health care employment
  A0381:  M. Nguyen
  Financial distress prediction using machine learning: When Altman meets Merton in a transition economy
  A0283:  J. Zou, O. Okhrin, M. Odening
  Data-driven optimal phase division for improved weather index insurance design
  A0313:  M. Fayaz
  Studying the COVID-19 lockdown effects on Iranian traffic behavior in three calendars with functional data analysis
Session CI005 (Special Invited Session) Room: BCB 307
Bayesian models: Inference and applications Thursday 24.8.2023   16:15 - 17:45
Chair: Ioanna Manolopoulou Organizer: Ioanna Manolopoulou
  A0348:  M. Daniels, W. Bae
  A Bayesian non-parametric approach for causal mediation with a post-treatment confounder
  A0397:  R. Hahn
  Bayesian regression tree ensembles for survival analysis
  A0404:  A. Franks, A. Alex
  Sensitivity to unobserved confounding in studies with factor-structured outcomes
Session CO021 Room: BCB 309
Statistics and data analytics Thursday 24.8.2023   16:15 - 17:45
Chair: Stefan Van Aelst Organizer: Stefan Van Aelst
  A0317:  E. Bongiorno, K.L.L. Chan, A. Goia
  Non-parametric dimensionality detection for functional data
  A0354:  L. Insolia, S. Guerrier, M.-P. Victoria-Feser, Y. Ma, Y. Boulaguiem, D.-L. Couturier
  Multivariate finite-sample adjustments for equivalence testing
  A0294:  R. Yao, J. Raymaekers, P. Rousseeuw, T. Verdonck
  Fast linear model trees by PILOT
  A0376:  S. Van Aelst, A.-A. Christidis, R. Zamar
  Subset selection ensembles
Session CO023 Room: BCB 310
HiTEc session: Compositional, distributional and relative abundance data Thursday 24.8.2023   16:15 - 17:45
Chair: Karel Hron Organizer: Karel Hron
  A0210:  P. Jaskova, K. Hron, J. Palarea-Albaladejo, M. Templ
  Selection of relevant pairwise logratios for high-dimensional compositional data
  A0213:  V. Nesrstova, I. Wilms, K. Hron, P. Filzmoser
  Identification of important pairwise logratios in compositional data employing sparse principal component analysis
  A0180:  B. Pestova, M. Pesta, M. Maciak
  Unsupervised changepoint detection for panel data
  A0293:  S. Skorna, K. Hron, J. Machalova, J. Burkotova
  Approximation of bivariate densities with compositional splines
Session CC085 Room: BCB 308
Computational statistics Thursday 24.8.2023   16:15 - 17:45
Chair: Mark De Rooij Organizer: COMPSTAT
  A0307:  J. Guerin, P. Mozharovskyi
  A polynomial-time algorithm for optimization-based depths
  A0322:  T. Ota, K. Okusa
  Statistical estimation of heart movements by microwave Doppler radar sensor
  A0324:  D. Bodenham, Y. Kawahara
  Efficient nonparametric two-sample testing with the maximum mean discrepancy
  A0303:  Q. Clairon, A. Leclercq-Samson
  Optimal control for parameter estimation in partially observed hypoelliptic stochastic differential equations
Parallel session M: COMPSTAT2023 Friday 25.8.2023 09:00 - 10:00

Session CV035 Room: Virtual room R01
Computational and financial econometrics Friday 25.8.2023   09:00 - 10:00
Chair: Alessandra Luati Organizer: COMPSTAT
  A0337:  B. Kozyrev, O. Holtemoeller
  Forecasting economic activity with a neural network in uncertain times: Application to German GDP
  A0160:  M.M. Pizarro, E.L. Sanjuan, M.I. Parra Arevalo
  Informative priors to estimate the value-at-risk
Session CO014 Room: BCB 309
Recent clustering methods for complex data I Friday 25.8.2023   09:00 - 10:00
Chair: Mika Sato-Ilic Organizer: Mika Sato-Ilic
  A0219:  S.-K.A. Ng, R. Tawiah, H. Nguyen, F. Forbes
  Mixture of linear mixed models for clustering weighted random graphs
  A0235:  K. Tanioka, H. Yadohisa
  Asymmetric cluster difference scaling based on hill-climbing model
  A0236:  M. Sato-Ilic
  A fuzzy cluster-scaled principal component analysis for mixed high-dimension and low-sample size data
Session CC045 Room: BCB 307
Applied statistics and data analysis Friday 25.8.2023   09:00 - 10:00
Chair: Luca Insolia Organizer: COMPSTAT
  A0150:  Y.-C.I. Chang
  Federated learning via distributed sequential method
  A0299:  N. Hamed, S. Chan
  Composite lognormal distributions of cosmic voids in simulation and mock data
  A0411:  J. Striaukas
  Factor-augmented sparse MIDAS regression for nowcasting
Session CC118 Room: BCB 308
Quality control Friday 25.8.2023   09:00 - 10:00
Chair: Steven Gilmour Organizer: COMPSTAT
  A0177:  H. Wang
  Tolerance interval and control chart for mixture distribution
  A0176:  L. Huwang
  A new phase II change point detection control chart for monitoring and diagnostics of linear profiles
  A0352:  J. Klufa
  Rectifying LTPD sampling plans for combined inspection by variables and attributes
Session CC070 Room: BCB 310
HiTEc session: Text mining Friday 25.8.2023   09:00 - 10:00
Chair: Maria Brigida Ferraro Organizer: COMPSTAT
  A0281:  P. Winker
  Visualizing topic uncertainty in topic modelling
  A0297:  A. Staszewska-Bystrova, V. Bystrov, V. Naboka-Krell, P. Winker
  Choosing the number of topics in LDA models: A Monte Carlo comparison of selection criteria
  A0331:  P. Baranowski, S. Wojcik
  Textual content and academic journals selectiveness: A case of economic journals
Session CC094 Room: BCB 311
Longitudinal and functional data analysis Friday 25.8.2023   09:00 - 10:00
Chair: Sonja Greven Organizer: COMPSTAT
  A0220:  K. Hayakawa, B. Yin
  The mean group estimators for multi-level autoregressive models with intensive longitudinal data
  A0355:  A. Eletti, G. Marra, R. Radice
  General estimation framework for multi-state Markov processes with flexible specification of the transition intensities
  A0405:  M. Ofner, S. Hoermann
  Reconstructing partially observed functional data via factor models of increasing rank
Parallel session N: COMPSTAT2023 Friday 25.8.2023 10:30 - 12:00

Session CV031 Room: BCB 308
Time series and dependence models Friday 25.8.2023   10:30 - 12:00
Chair: Alessandra Luati Organizer: COMPSTAT
  A0344:  K.W. Chan, H.K. To
  Mean stationarity test in time series: A signal variance-based approach
  A0342:  M.D.C. Robustillo Carmona, L. Naranjo Albarran, M.I. Parra Arevalo, C.J. Perez Sanchez
  A vector error correction model to address sensor-based time series
  A0371:  M. Dolfin, J. De Leon Miranda
  Exploring the impact of non-linear dependencies in stock market returns regime transitions
  A0375:  M. Borsch, A. Mayer, D. Wied
  Consistent estimation of multiple breakpoints in dependence measures
Session CI007 (Special Invited Session) Room: BCB 310
HiTEc session: Recent advances in dimension reduction methods Friday 25.8.2023   10:30 - 12:00
Chair: Sara Taskinen Organizer: Sara Taskinen
  A0192:  A. Artemiou, C. Antonis
  An adaptive approach for sparse quantile regression
  A0196:  K. Nordhausen, A. Alfons, A. Archimbaud, A. Ruiz-Gazen
  Tandem clustering with ICS
  A0229:  S. De Iaco
  Spatio-temporal coregionalization modeling by using simultaneous diagonalization
Session CO022 Room: BCB 307
Statistics applied to industry Friday 25.8.2023   10:30 - 12:00
Chair: Francisco Louzada Organizer: Francisco Louzada
  A0338:  F. Louzada
  Reliability in Brazil: Roads for approaching industry
  A0343:  P. Ferreira, E. Brito, V. Tomazella, F. Louzada, O. Gonzatto-Junior
  Statistical modeling and reliability analysis of repairable systems with dependent failure times under imperfect repair
  A0276:  D. Nascimento
  Stats in Industry 5.0: Some cases of contemporaneous experimental designs adopting dynamic and hierarchical structures
  A0407:  P. Ramos
  Statistical inference for generalized power-law process in repairable systems
Session CO020 Room: BCB 309
Recent clustering methods for complex data II Friday 25.8.2023   10:30 - 12:00
Chair: Mika Sato-Ilic Organizer: Mika Sato-Ilic
  A0249:  M. Ohishi, H. Yanagihara
  Clustering for category variables in linear regression via generalized fused Lasso
  A0250:  K. Kirishima, M. Ohishi, H. Yanagihara
  Comparison of prediction methods for spatial data using real estate data
  A0268:  C. Marsala
  Subclass discovery from fuzzy decision trees
Session CO018 Room: BCB 311
ML and FinTech Friday 25.8.2023   10:30 - 12:00
Chair: Maria Grith Organizer: Ying Chen, Maria Grith
  A0205:  G. Finocchio, J. Schmidt-Hieber
  Posterior contraction for deep Gaussian process priors
  A0238:  R. Miftachov, M. Grith, Z. Wang
  On pricing kernels for digital assets
  A0260:  H.L.H. Lai, M. Grith, Y. Chen
  Modeling nonlinear dynamics of functional time series for large-scale data
  A0264:  M. Grith
  Spectral factors for functional data
Session CO010 Room: Virtual room R01
Recent advances in Bayesian econometrics Friday 25.8.2023   10:30 - 12:00
Chair: TBA Organizer:
  A0274:  M. Takahashi
  Analyzing intraday variation in price impact: A Bayesian SVAR approach with stochastic volatility estimation
  A0277:  J. Nakajima
  Time-varying parameter local projections with stochastic volatility
  A0279:  T. Kano
  Posterior inferences on incomplete structural models: The minimal econometric interpretation
  A0278:  J. Stroud, M. Johannes, N.J. Seeger
  Time-varying macroeconomic announcement risk