KEYNOTE TALKS
| Keynote talk I | Saturday 13.12.2025 | 08:45 - 09:35 | Room: MAL B34 |
| Multiple-attribute Lorenz functions and Gini indices: A measure-transportation approach | |||
| Speaker: M. Hallin Co-authors: G. Mordant | Chair: Manfred Deistler | ||
| Keynote talk II | Saturday 13.12.2025 | 15:30 - 16:20 | Room: MAL B34 |
| Scenarios for macroeconomic risk | |||
| Speaker: E. Ruiz | Chair: Tommaso Proietti | ||
| Keynote talk IV | Monday 15.12.2025 | 09:10 - 10:00 | Room: MAL B34 |
| The output convergence debate revisited: Lessons from recent developments in the analysis of panel data models | |||
| Speaker: H. Pesaran Co-authors: R. Smith | Chair: Ron Smith | ||
| Keynote talk III | Monday 15.12.2025 | 13:40 - 14:30 | Room: MAL B34 |
| Normalized latent measure models | |||
| Speaker: J. Griffin | Chair: Mark Steel | ||
PARALLEL SESSIONS
| Parallel session B: CFE-CMStatistics 2025 | Saturday 13.12.2025 | 10:05 - 12:10 |
| Session CI015 (Special Invited Session) | Room: BCB 307 |
| Density data analysis | Saturday 13.12.2025 10:05 - 12:10 |
| Chair: Almond Stoecker | Organizer: Sonja Greven |
| A0401: K. Hron, A. Czolkova, S. Greven | |
| Functional principal component analysis for univariate and multivariate density data | |
| A0178: S. Greven | |
| Density data analysis for densities observed via samples | |
| A0977: K.G. van den Boogaart | |
| Nonparametric distributional inference using likelihoods as distributional data |
| Session CO036 | Room: BCB 206 |
| CFE session: A tribute to H. Pesaran I | Saturday 13.12.2025 10:05 - 12:10 |
| Chair: Natalia Bailey | Organizer: Natalia Bailey |
| A0424: A. Chudik, H. Pesaran, R. Smith | |
| Analysis of multiple long run relations in panel data models with applications to financial ratios | |
| A0498: C. Yang | |
| Forecasting with heterogeneous spatiotemporal models | |
| A0594: A. Pick | |
| Stochastic search selection for heterogeneous panel data models | |
| A0245: M. Sharifvaghefi, W. Newey, M.J. Moreira | |
| Continuously updating GMM estimator: Bridging theory and practice | |
| A0548: N. Bailey, B. Koo, M.H. Seo | |
| Robust tests for quantile-based directional predictability |
| Session CO219 | Room: BCB 207 |
| Statistical methods for insurance | Saturday 13.12.2025 10:05 - 12:10 |
| Chair: Gabriella Piscopo | Organizer: Gabriella Piscopo |
| A0536: S. Levantesi, G.P. Clemente, G. Piscopo | |
| Shapley risk sharing in peer-to-peer insurance | |
| A0546: G. Magni, E. di Lorenzo, A. Roviello, M. Sibillo | |
| A clustering approach to assess house price risk in reverse mortgages: Insights on the Italian market | |
| A0733: G. Piscopo, S. Levantesi, K. Stefanelli | |
| The ESG score and the sustainable development: A machine learning analysis | |
| A0737: F. Baione, E. Valente | |
| Data-driven policy design for parametric insurance on the energy production of a photovoltaic system | |
| A0909: F. Serra | |
| Modeling weekly temperature-mortality dynamics in Italy (2011/2024) with EVT-based analysis |
| Session CO266 | Room: BCB 208 |
| Modern statistical methods for the analysis of complex real data | Saturday 13.12.2025 10:05 - 12:10 |
| Chair: Joanna Janczura | Organizer: Joanna Janczura, Agnieszka Wylomanska |
| A0491: A. Wylomanska, K. Maraj-Zygmat, A. Grzesiek, D. Krapf | |
| Distinguishing anomalous diffusion: A statistical approach to parameter characterization | |
| A1048: M. Balcerek | |
| Multidimensional fractional Brownian motion: From construction to analysis | |
| A0507: J. Witulska, M. Hendler, M. Kasprowicz, M. Czosnyka, I. Jablonski, A. Wylomanska | |
| MIDAST as a novel approach to multivariate data segmentation - smart brain monitoring | |
| A1192: M. Arendarczyk, M. Arendarczyk, T. Kozubowski, A. Panorska, K. Skowronek, A. Wylomanska | |
| Statistical inference with the modified Greenwood statistic for univariate and multivariate heavy-tailed models | |
| A0918: J. Janczura, A. Wylomanska, A. Puc | |
| Inference from joint distributions: Product of random variables with an application to energy market |
| Session CO208 | Room: BCB 209 |
| Inference and change detection for dependent data | Saturday 13.12.2025 10:05 - 12:10 |
| Chair: Ansgar Steland | Organizer: Ansgar Steland |
| A0563: K. Egashira, K. Yata, M. Aoshima | |
| Asymptotic properties of change point detection in high-dimensional data with a strongly spiked eigenvalue structure | |
| A0698: J. Hirukawa, K. Fujimori | |
| Weak convergence of the partial sum of I(d) process to a fractional Brownian motion in finite interval representation | |
| A0714: D. Loboda | |
| A Gaussian approximation result for weakly dependent random fields using dependency graphs | |
| A0818: F. Scholze, F. Mies, A. Steland | |
| Sliced-Wasserstein distance based change detection with sequential empirical processes | |
| A0968: F. Mies, H. Dette | |
| Quantitative inference about the variation of a function |
| Session CO133 | Room: BCB 210 |
| Statistics for stochastic processes and their applications | Saturday 13.12.2025 10:05 - 12:10 |
| Chair: Markus Bibinger | Organizer: Markus Bibinger |
| A0774: T. Takabatake | |
| Parametric estimation for weak fractional time series | |
| A1059: M. Garcin, K. Sawaya, T. Valade | |
| Prediction of linear fractional stable motions using codifference | |
| A0338: A. Schnurr | |
| Estimating the Hurst parameter via ordinal pattern distributions | |
| A0402: J. Soehl, K. van Arem, M. Bruinsma, G. Jongbloed | |
| The trade-off between model flexibility and accuracy of the expected threat model in football | |
| A1112: R. Altmeyer, S. Gaudlitz | |
| Bayesian nonparametrics for semi-linear stochastic PDEs |
| Session CO121 | Room: BCB 211 |
| Bayesian econometrics | Saturday 13.12.2025 10:05 - 12:10 |
| Chair: Yasuhiro Omori | Organizer: Yasuhiro Omori |
| A0862: G. Kobayashi, Y. Yamauchi, S. Sugasawa, D. Han | |
| Dynamic Bayesian regression quantile synthesis for forecasting outlook-at-risk | |
| A0932: Y. Yamauchi, G. Kobayashi, Y. Omori | |
| Quantile forecasts with stochastic volatility models using realized quantile measures | |
| A0997: T. Yano, Y. Omori | |
| Flexible skewness modeling in stochastic volatility: Generalized Fernandez-Steel distribution approach | |
| A0998: D. Hiraki, Y. Omori | |
| Dynamic factor stochastic volatility in mean model | |
| A1100: N. Awaya, L. Ma, Y. Xu | |
| Two-sample comparison through additive tree models for density ratios |
| Session CO153 | Room: BCB 308 |
| Statistical modeling of text data | Saturday 13.12.2025 10:05 - 12:10 |
| Chair: Bettina Gruen | Organizer: Bettina Gruen, Paul Hofmarcher |
| A0268: F. Sanna Passino, A. Mantziou, D. Ghani, P. Thiede, R. Bevington, N. Heard | |
| Nested Dirichlet models for unsupervised attack pattern detection in honeypot data | |
| A0296: K.-R. Lange | |
| Narrative shift detection: A hybrid approach of dynamic topic models and large language models | |
| A0337: A. Staszewska-Bystrova, V. Bystrov, V. Naboka-Krell, P. Winker | |
| Sampling uncertainty of research topics | |
| A0336: B. Gruen, B. Prostmaier, P. Hofmarcher | |
| Seeded Poisson factorization topic models with covariates | |
| A0354: P. Hofmarcher | |
| Framing the evidence: A text mining approach to regulatory persuasion in pharmaceutical pricing |
| Session CO185 | Room: BCB 309 |
| High-dimensional data analysis | Saturday 13.12.2025 10:05 - 12:10 |
| Chair: Marcell Tamas Kurbucz | Organizer: Marcell Tamas Kurbucz |
| A0321: L. Kovacs, T. Keresztely, Z. Madari | |
| Bias-variance trade-off in feature selection for generalized additive models under concurvity | |
| A0328: M.T. Kurbucz, N. Tzivanakis, N.S. Aslam, A. Sykulski | |
| SplitWise regression: Stepwise modeling with adaptive dummy encoding | |
| A0967: D. Cardoso | |
| Supervised learning of binary features by decision trees for weightless neural networks | |
| A1313: A. Telcs | |
| Causality with or without the Reichenbach principle: The degrees of freedom method | |
| A1262: A. Jakovac | |
| Representation of reality |
| Session CO025 | Room: BCB 310 |
| Statistical methods and their applications | Saturday 13.12.2025 10:05 - 12:10 |
| Chair: Lorenzo Mercuri | Organizer: Hongmei Lin, Lorenzo Mercuri |
| A0322: G. Damico | |
| On some mobility measures for Markov processes with application to a wind-power production | |
| A0364: R. Baviera | |
| Is Spearman's a robust measure of correlation for financial time series? Some evidences in the insurance sector | |
| A0562: E. Rroji, L. Mercuri, A. Perchiazzo, I. Stefani | |
| A new model for the perceived time to transition to a low carbon economy | |
| A0239: H. Lin | |
| When Tukey meets Chauvenet: A new boxplot criterion for outlier detection | |
| A0294: S. Purkayastha | |
| Examining directional association between depression and anxiety |
| Session CO141 | Room: BCB 311 |
| Complex data uncovered: Methodological innovations and practical insights | Saturday 13.12.2025 10:05 - 12:10 |
| Chair: Elena Ballante | Organizer: Elena Ballante |
| A0666: C. Masci, A. Cappozzo | |
| A novel cluster-weighted multilevel model for two-levels clustering | |
| A1012: P. Rancoita, N. Pecorelli, C. Brombin | |
| Clustering longitudinal data in clinical studies: A practical comparative analysis of statistical methods | |
| A1039: F.M. Quetti, E. Ballante, P. Giudici, S. Figini | |
| Explainable ensemble clustering through mutual information, with applications on high dimensional data | |
| A1041: E. Sabbioni, C. Agostinelli, A. Farcomeni, E. Sabbioni | |
| High-dimensional MANOVA test for semicontinuous biomedical data: Methodology and applications | |
| A1076: G. Capitoli | |
| Uncovering latent molecular patterns in mass spectrometry imaging via spatially-constrained graphical mixture models |
| Session CO053 | Room: BCB 403 |
| Latent structure in complex data: Bayesian and frequentist perspectives | Saturday 13.12.2025 10:05 - 12:10 |
| Chair: Silvia Montagna | Organizer: Silvia Montagna |
| A0669: C. Boetti, M. Nunes, M. Knight | |
| Long memory network time series | |
| A0635: M. Pittavino, N. Ducci, L. Grilli | |
| Comparing flexible modelling approaches: The varying-thresholds model versus quantile regression | |
| A1114: P. Samartsidis, D. De Angelis, M. Hickman | |
| A Bayesian evidence synthesis model for estimating Hepatitis C prevalence among people who inject drugs in England | |
| A0341: R. Ascari | |
| Modeling count compositions through a structured mixture of Dirichlet-multinomial components | |
| A0593: A. Giampino, R. Ascari, S. Migliorati | |
| Modeling Eurovision 2025 songs with a flexible topic modeling approach |
| Session CO239 | Room: BCB 405 |
| Model-based clustering: Theory and applications | Saturday 13.12.2025 10:05 - 12:10 |
| Chair: Gertraud Malsiner-Walli | Organizer: Gertraud Malsiner-Walli |
| A0340: P. Papastamoulis, K. Perrakis | |
| Bayesian cluster weighted Gaussian models | |
| A0367: M. Nai Ruscone | |
| Mixture-based clustering for ordinal responses | |
| A0369: M. Berrettini, G. Galimberti, C. Viroli | |
| Mixture of matrix-variate normals with mean restrictions | |
| A0891: P. Kirk, J. Rao | |
| Federated variational inference for Bayesian mixture models | |
| A0984: A. Mozdzen, G. Kastner, A. Cremaschi, M. De Iorio, T. Wertz | |
| Repulsive mixtures via the sparsity-inducing partition prior |
| Session CO332 | Room: BCB 407 |
| Advances in modern causal inference | Saturday 13.12.2025 10:05 - 12:10 |
| Chair: Mireille Schnitzer | Organizer: Mireille Schnitzer |
| A1397: K. Rudolph, I. Diaz, S. Inose, H. Susmann, N. Williams, K. Hoffman, A. Perry | |
| Using a generalization of the average treatment effect on the treated to better understand opioid prescription risks | |
| A1458: T.T. Vo, A. Chambaz | |
| Causal optimal transport of treatment effect to a target population with limited individual-level data | |
| A1462: D. Benkeser | |
| Causal vaccine effects in the naturally infected | |
| A1468: V. McNealis, E. Moodie, N. Dean | |
| Mixed-effects and latent space approaches for causal inference under network interference | |
| A1503: A. Ertefaie, D. Mork, F. Dominici, R. Strawderman | |
| Structural nested recurrent event model for estimating the effects of time-varying exposure |
| A0946: S. Dutta, D. Mondal | |
| Matrix-free conditional simulations of Gaussian random fields | |
| A0947: A. Murua, R. Maitra | |
| Approximations in the anisotropic Ising and 3-color Potts models for use in scene analysis | |
| A1032: G. Menardi | |
| An adaptive modal EM with application to image segmentation | |
| A0878: A. Nodehi, M. Moghimbeygi, C. Ley | |
| Bridging geometry and statistics: PCA for directional data | |
| A1033: A. Gottard, A. Meilan-Vila, A. Panzera | |
| A semiparametric quasi-likelihood regression for circular responses |
| Session CO154 | Room: BCB G07 |
| HiTEc: Machine learning in econometrics | Saturday 13.12.2025 10:05 - 12:10 |
| Chair: Juan Manuel Rodriguez-Poo | Organizer: Juan Manuel Rodriguez-Poo |
| A1052: M. Tejeria-Martinez, V. Jorda, J.M. Sarabia | |
| Structural inequalities in health across sub-Saharan Africa: A machine learning exploration of underlying determinants | |
| A1053: L.A. Arteaga Molina, J.M. Rodriguez-Poo | |
| A Gaussian process approach for testing varying coefficient models | |
| A1001: T. Perez, J.C. Escanciano | |
| Automatic debiased estimation with machine learning-generated regressors | |
| A1219: A. Soberon, D. Henderson, J.M. Rodriguez-Poo, T. Wang | |
| Functional coefficient panel data models with endogenous selection: A flexible estimation approach | |
| A1525: A. Atak | |
| Financial attention and disclosure tone: Mixed frequency analysis |
| Session CO137 | Room: BCB G08 |
| Macroeconomic risk | Saturday 13.12.2025 10:05 - 12:10 |
| Chair: Domenico Giannone | Organizer: Domenico Giannone |
| A0215: M. Hengge | |
| Uncertainty as a predictor of economic activity | |
| A0355: F. Loria, C. Baumeister, J. Maih | |
| Flexible priors and restrictions for structural vector autoregressions | |
| A0365: M. Luciani, D. Giannone, M. West, T. Adrian | |
| Scenario synthesis and macroeconomic risk | |
| A0786: S. Lloyd, D. Aikman, D. Aikman, R. Bidder, G. Mantoan, S. Maso, A. Mori, M. Tong | |
| Forecasting macroeconomic risks in the UK |
| Session CO094 | Room: BCB G09 |
| Advances in macro- and financial econometrics | Saturday 13.12.2025 10:05 - 12:10 |
| Chair: Toshiaki Watanabe | Organizer: Toshiaki Watanabe |
| A0183: J. Nakajima | |
| Time-varying local projections with application to trade volume analysis | |
| A0211: M. So, S.H. Chan, A. Chu | |
| Multi-view dynamic network modeling | |
| A0259: S. Kojima, T. Sakiyama | |
| The determinants of liquidity in the Japanese government bond markets: An interpretable machine learning approach | |
| A0487: C.W.-S. Chen, Y.-L. Hsu, P.-H. Chen | |
| Bayesian forecasting of tail risk in cryptocurrency markets | |
| A0615: R. Gerlach, C. Wang, M.-N. Tran, R. Peiris | |
| Loss-based Bayesian sequential prediction of value-at-risk with a long-memory and non-linear realized volatility model |
| Session CO296 | Room: Virtual R01 |
| Advances in panel data and time series models for financial econometrics | Saturday 13.12.2025 10:05 - 12:10 |
| Chair: Fei Liu | Organizer: Fei Liu |
| A0309: T. Cheng | |
| Time-varying forecasting regressions augmented by a dynamic nonstationary factor structure | |
| A0260: S. Ge | |
| Augmented LASSO with textual analysis in the financial market | |
| A0555: Y. Yan, J. Gao, F. Liu, B. Peng | |
| Robust estimation and inference for high-dimensional panel data models | |
| A0191: F. Liu | |
| Panel data estimation and inference: Homogeneity versus heterogeneity |
| Session CO180 | Room: BCB 212 (Lift B) |
| Computational methods in statistics | Saturday 13.12.2025 10:05 - 12:10 |
| Chair: Martina Amongero | Organizer: Francesca Crucinio |
| A0439: F. Pozza, G. Zanella | |
| Zero-order parallel sampling | |
| A0758: G. Vasdekis, A. Bertazzi | |
| Sampling using time-changed Markov processes | |
| A0636: J. Sant, P. Jenkins, D. Spano, J. Koskela | |
| Bayesian inference from time series of allele frequency data using exact simulation techniques | |
| A0632: K. Daudel | |
| Learning with importance weighted variational inference | |
| A0359: M. Xi, M. Riabiz, C. Oates, Z. Shen, N. Chopin | |
| Extrapolation of tempered posteriors |
| Session CO044 | Room: BCB 213 (Lift B) |
| Advances in quantitative risk management and copulas | Saturday 13.12.2025 10:05 - 12:10 |
| Chair: Hideatsu Tsukahara | Organizer: Hideatsu Tsukahara |
| A0442: M. Sprincenatu, S. Mittnik | |
| Modeling and forecasting the co-movement of international yield curve drivers | |
| A0524: A. Nikoloulopoulos | |
| Vine copula mixed models for network meta-analysis of multiple diagnostic tests | |
| A0288: I. Nishi, Y. Kawasaki | |
| Model selection tests for truncated vine copulas under nested hypotheses | |
| A0765: Y. Kawasaki, T. Morimoto, Y. Akama | |
| Forecasting stock returns using equi-correlation structures and component selection | |
| A0829: H. Tsukahara | |
| Dynamic spatial panel data models with copulas and model validation |
| Session CO293 | Room: BCB M201 (Lift B Mezzanine) |
| Asymptotics, statistics of extremes and quantile inference | Saturday 13.12.2025 10:05 - 12:10 |
| Chair: Stefano Rizzelli | Organizer: Stefano Rizzelli |
| A0185: A. Guillou, M. Bladt, Y. Goegebeur | |
| Asymptotically unbiased estimator of the extreme value index under random censoring | |
| A0253: A. Daouia, Y. Abbas, G. Stupfler | |
| A general theory for extremal regression in heavy-tailed models | |
| A0638: S. Lhaut, J. Segers, A. Kiriliouk | |
| Asymptotics of tail pairwise dependence matrices | |
| A0679: D. Carl, S. Padoan, S. Rizzelli | |
| Extremes extrapolation in time series: Accurate Bayesian inference based on the peaks over threshold method | |
| A1015: B. Beranger, S. Sisson, P. Zhong | |
| Fast and efficient inference for flexible spatial extremes models |
| Session CO415 | Room: BCB M202 (Lift B Mezzanine) |
| Climate finance | Saturday 13.12.2025 10:05 - 12:10 |
| Chair: Julien Chevallier | Organizer: Julien Chevallier, Ana-Maria Fuertes |
| A0380: J. Miffre, M. Bedendo, A. Fernandez-Perez, A.-M. Fuertes | |
| Green commodity futures investing with style | |
| A0708: Z. Zhang, A.-M. Fuertes, K. Phylaktis | |
| Biodiversity risk in commodity futures | |
| A0370: I. Moutzouris, Y. Shi, N. Papapostolou, P. Pouliasis | |
| Investor sentiment and green shipping: Combining proxy variables and a large language model | |
| A0346: K. Shakhnov, D. Bianchi | |
| Contagion vs competition: Evidence from crypto exchange flows | |
| A0688: A.-M. Fuertes, K. Phylaktis, Z. Zhang | |
| Uncovering climate transition risk in FX markets through equity risk premia | |
| A1367: A. Cipollini, I. Lo Cascio, F. Parla, F. Parla | |
| Spectral climate risk |
| Session CC367 | Room: BCB 402 |
| Biostatistics | Saturday 13.12.2025 10:05 - 12:10 |
| Chair: Shanshan Ren | Organizer: CFE-CMStatistics |
| A0874: A. Sottosanti, D. Risso, F. Denti | |
| Spatially regularized Gaussian mixtures for clustering spatial transcriptomic data | |
| A0893: C. Kral, S. Dang, R. Browne, E. Chance | |
| Bi-clustering RNA-sequencing data: A model-based approach using a MPLN distribution | |
| A1264: T. Anzai, K. Takahashi | |
| Signal detection in adverse drug reactions under fluctuating reporting rates | |
| A1488: G. Tong | |
| Bayesian inference for cluster-randomized trials with multivariate outcomes with missing data | |
| A1516: V. Hofer, G. Goessler, H. Manner, W. Goessler | |
| Confirming kappa-cover: A hypothesis test for the overlap of normal distributions based on generalized p-values |
| Session CC363 | Room: BCB 406 |
| Nonparametric methods | Saturday 13.12.2025 10:05 - 12:10 |
| Chair: Debarghya Ghoshdastidar | Organizer: CFE-CMStatistics |
| A1095: K. Nishida | |
| Nonparametric welfare analysis for discrete choice with multiple compensation timings | |
| A1232: F. Dunker, E. Mendoza, M. Reale | |
| Regularized maximum likelihood estimation for the random coefficients model | |
| A1250: C. Valvason, S. Sperlich, E. del Barrio | |
| An optimal transportation approach of confidence intervals | |
| A1439: G. Szymanski, R. Maillet | |
| Estimation of the invariant measure of a multidimensional diffusion from noisy observations | |
| A1491: D. Dai | |
| Nonparametric kernel mixed data sampling models |
| Session CC358 | Room: BCB 408 |
| Risk analysis | Saturday 13.12.2025 10:05 - 12:10 |
| Chair: Genaro Sucarrat | Organizer: CFE-CMStatistics |
| A1125: K. Bien-Barkowska | |
| Can uncertainty affect extreme events in the oil market? A MIDAS touch to dynamic POT models | |
| A1134: H. Amjadian, Y. Lu, Y. Wei | |
| The value-at-risk of a large insurance portfolio: Accounting for model risk | |
| A1248: S. Yamanaka | |
| Corporate default prediction under distribution shift | |
| A1355: C. Pastorino, A. Ince, P. Uberti, I. Peri | |
| Risk budgeting portfolios under different risk measures: A comparison of alternative computational approaches | |
| A1474: M.R. Yeganegi, N. Komendantova | |
| Disaster impact forecasting framework for multi hazard disaster risk assessment |
| Session CC350 | Room: BCB 312 (Lift B) |
| Time series inference and estimation | Saturday 13.12.2025 10:05 - 12:10 |
| Chair: Joachim Schnurbus | Organizer: CFE-CMStatistics |
| A0246: M. Monteiro, M. Costa | |
| Bias-reduction in state-space model estimation | |
| A1282: A. Silbernagel, C. Weiss | |
| The joint asymptotic distribution of permutation entropy and complexity | |
| A1261: J. Bruha | |
| From spectral decomposition to projection: Rethinking common components in dynamic factor models | |
| A1312: F. Heinrichs | |
| Self-normalization for CUSUM-based change detection in locally stationary time series | |
| A1154: E. Hill | |
| Nonstationarity extended Whittle estimation of cyclical time series |
| Session CC357 | Room: BCB 313 (Lift B) |
| Survival analysis | Saturday 13.12.2025 10:05 - 12:10 |
| Chair: Angeles Carnero | Organizer: CFE-CMStatistics |
| A1110: Y.-J. Kim | |
| Dynamic prediction for the joint model of a longitudinal biomarker and interval-censored failure time data | |
| A1298: J. Moore, S. Moghaddam, K. Burke | |
| Penalized piecewise exponential distributional regression model for survival analysis | |
| A1374: J.T. Kvaloy, J.H. Tran, H. Korner | |
| Monitoring time to event in medical registry data using CUSUMs based on excess hazard models | |
| A1432: T. Baghfalaki, M. Ganjali | |
| Joint modeling of zero-inflated longitudinal and survival data with a cure fraction: An application to AIDS data | |
| A1478: T. Besbeas, K. Pateras | |
| On the choice of censoring distribution in the simulation of survival data |
| Parallel session C: CFE-CMStatistics 2025 | Saturday 13.12.2025 | 13:40 - 15:20 |
| Session CI017 (Special Invited Session) | Room: BCB 307 |
| EcoSta Part B: Statistics invited session (virtual) | Saturday 13.12.2025 13:40 - 15:20 |
| Chair: Cristian Gatu | Organizer: Erricos Kontoghiorghes |
| A0169: L. Sangalli | |
| Physics informed statistical learning for spatial and functional data | |
| A0244: T. Krivobokova | |
| Machine learning and statistical methods for high-throughput experimental data | |
| A0899: D. Politis, Y. Wang | |
| Model-free bootstrap and conformal prediction in regression |
| Session CO019 | Room: BCB 206 |
| CFE session: A tribute to H. Pesaran | Saturday 13.12.2025 13:40 - 15:20 |
| Chair: Joachim Schnurbus | Organizer: Erricos Kontoghiorghes |
| A0389: A. Sancetta | |
| High-dimensional causal projection estimators under weak confounding | |
| A0701: K. Lee, K. Shields | |
| Monitoring the health of the macroeconomy with a VAR-E dashboard | |
| A0779: M. Al Sadoon | |
| Recent advances in the econometric analysis of linear rational expectations models | |
| A0502: D. Robertson, S. Wright | |
| Univariate properties and the limits to multivariate predictability |
| Session CO177 | Room: BCB 207 |
| Tracking business cycles and conditions in high dimensional and/or volatile settings | Saturday 13.12.2025 13:40 - 15:20 |
| Chair: Andrew Butters | Organizer: Andrew Butters |
| A1147: A. Raftapostolos, G. Koop, S. McIntyre, J. Mitchell | |
| Monthly GDP growth estimates for the U.S. states | |
| A1452: A. Butters, S. Brave | |
| Multi-sector business cycle accounting in a data-rich environment | |
| A0464: J. Andre | |
| Nowcasting French GDP with macroeconomic random forests | |
| A0890: G. Caterini, C. Frale, L. Monteforte | |
| Nowcasting GDP using time-varying machine learning methods and mixed-frequency data |
| Session CO416 | Room: BCB 208 |
| Non-linear impulses and propagation mechanisms | Saturday 13.12.2025 13:40 - 15:20 |
| Chair: Matteo Luciani | Organizer: Matteo Luciani |
| A0422: E. Pesavento, S. Goncalves, A.M. Herrera, L. Kilian | |
| Nonparametric local projections | |
| A0693: L. Gambetti, G. Ricco, M. Forni | |
| Big vs small monetary policy interventions: A novel approach to nonlinear local projections | |
| A0802: L. Rossi | |
| Belief distortions and disagreement about inflation | |
| A0849: F. Furno, D. Giannone | |
| Business cycles and financial conditions: A non-parametric vector autoregression (NP-VAR) approach |
| Session CO155 | Room: BCB 209 |
| Advances in machine learning for commodity forecasting | Saturday 13.12.2025 13:40 - 15:20 |
| Chair: Morten Risstad | Organizer: Malvina Marchese |
| A0287: J. Chevallier | |
| Diagnosing cryptocurrency security vulnerability through time series decomposition | |
| A1461: S. Ghahramanpour, I. Moutzouris, M. Marchese, I. Kyriakou, M. Fatouh | |
| Greening the fleet, raising the price? Shipping decarbonization and inflation dynamics | |
| A1471: Y. Shi, I. Moutzouris | |
| The economics of shipping decarbonization: Carbon, production, and allocative efficiencies | |
| A1213: J. Llorens-Terrazas | |
| Monitoring joint tail risks: An application to growth and inflation |
| Session CO035 | Room: BCB 210 |
| Recent developments in long-run modelling | Saturday 13.12.2025 13:40 - 15:20 |
| Chair: Martin Wagner | Organizer: Martin Wagner |
| A1089: M. Wagner | |
| IM estimation and (fixed-b) inference for systems of cointegrating multivariate polynomial regressions | |
| A1090: S. Veldhuis, M. Wagner | |
| Systems of multi-factor production functions: Modelling the joint behavior of GDP and emissions | |
| A1329: L. Empting, H. Herwartz | |
| Revisiting the productivity of public capital | |
| A0257: C.A. Favero, I. leoni, G. Confalonieri | |
| Mispricing proxies in factor models for asset returns |
| Session CO331 | Room: BCB 211 |
| Modelling time-varying relationships in econometrics | Saturday 13.12.2025 13:40 - 15:20 |
| Chair: Liudas Giraitis | Organizer: Liudas Giraitis |
| A0570: J. Lee, F. Rossi, O. Lieberman | |
| Strong spatial dependence | |
| A0628: Y. Li, L. Giraitis, G. Kapetanios | |
| Augmented dynamic model | |
| A0710: S. Ye | |
| Double-pooling for dynamic tail estimation | |
| A0162: A. Rahbek, G. Cavaliere, T. Mikosch, F. Vilandt | |
| Beyond the mean: Limit theory and testing in infinite-mean acd duration models |
| Session CO090 | Room: BCB 308 |
| Statistical learning with mixtures | Saturday 13.12.2025 13:40 - 15:20 |
| Chair: Alejandro Murua | Organizer: Alejandro Murua |
| A0950: R. Maitra, S. Majumder | |
| Model-based color quantization with Gaussian copula mixtures | |
| A0954: P. Liu, A. Khalili | |
| Learning sparse mixture-of-experts generalized linear models in ultrahigh dimensions | |
| A0939: C. Llosa, D.M. Dunlavy, R.B. Lehoucq, J. Myers, T. Ma | |
| Generalized multilinear models for tensor-on-tensor regression | |
| A1271: T. Chekouo | |
| A non-parametric integrative Bayesian approach for variable selection and prediction |
| Session CO245 | Room: BCB 309 |
| Starstruck statistics | Saturday 13.12.2025 13:40 - 15:20 |
| Chair: Radu Craiu | Organizer: Radu Craiu |
| A0783: R. Darvishi, D. Stenning, O. Ward | |
| Normalizing flows for posterior estimation under intractable likelihoods, with applications in astrostatistics | |
| A0931: D. Li | |
| Discovering extremely faint galaxies using MATHPOP | |
| A0978: J. Speagle | |
| Astro-statistical learning and uncertainty quantification | |
| A1026: A.M. Cook | |
| Quantifying the clustering probability in noisy nonhomogeneous spatial data to identify repeating fast radio bursts |
| Session CO083 | Room: BCB 310 |
| Advances in longitudinal and repeated measures data | Saturday 13.12.2025 13:40 - 15:20 |
| Chair: Sanjoy Sinha | Organizer: Sanjoy Sinha |
| A0326: S. Hossain | |
| Advancements in efficient estimation for mixed effects models with censored data | |
| A0515: X. Xu, S. Sinha | |
| Sequential designs for possibly misspecified mixed ANCOVA models with longitudinal data | |
| A0999: J. Liu, Y. Ma, J. Johnstone | |
| A goodness-of-fit test for zero-inflated repeated measures: Tree abundance applications | |
| A0869: S. Sinha | |
| Constrained inference for longitudinal data with nonignorable missing responses |
| Session CO291 | Room: BCB 402 |
| Statistical methods for large-scale biomedical data analysis | Saturday 13.12.2025 13:40 - 15:20 |
| Chair: Shuting Shen | Organizer: Jianqiao Wang |
| Session CO105 | Room: BCB 403 |
| Complex problems in causal inference | Saturday 13.12.2025 13:40 - 15:20 |
| Chair: Michael Daniels | Organizer: Michael Daniels |
| A0423: N. Mitra, D. Isenberg, F. Li, M. Harhay | |
| Weighting methods for survivor average causal effect estimation in cluster-randomized trials | |
| A0489: F. Li, Y. Ohnishi | |
| A Bayesian nonparametric approach to mediation and spillover effect with multiple mediators in cluster-randomized trials | |
| A0468: Y. Zhang | |
| A case study of causal mediation using Bayesian nonparametrics and semiparametric corrections | |
| A0521: L. Han, C. Gao | |
| Conformal inference for multivariate mixed outcomes via fairness-constrained optimal transport |
| Session CO248 | Room: BCB 405 |
| Recent developments in Bayesian clustering | Saturday 13.12.2025 13:40 - 15:20 |
| Chair: Alessandro Casa | Organizer: Alessandro Casa |
| A0226: M. Dewaskar, D. Buch, D. Dunson | |
| Bayesian level set clustering | |
| A0472: L. Schiavon, M. Stival | |
| Bayesian multi-resolution clustering via infinite latent factors | |
| A0476: S. Paganin, G. Page, F. Quintana | |
| Informed partition models for dependent random partitions | |
| A0676: B. Franzolini, A. Cremaschi, R. Piccarreta | |
| Learning pathways of life events: A sequential allocation Bayesian model with label tracking | |
| A1038: C. Balocchi, S. Wade | |
| Understanding uncertainty in Bayesian cluster analysis |
| Session CO104 | Room: BCB 406 |
| Recent advancements in statistical network analysis | Saturday 13.12.2025 13:40 - 15:20 |
| Chair: Jonathan Stewart | Organizer: Jonathan Stewart |
| A0353: C. Fritz, M. Schweinberger, D. Hunter | |
| Minorization-maximization-based estimation for network models with parameter vectors of increasing dimension | |
| A0793: A. Fuchs-Kreiss, K. Levin | |
| Assessing the explanatory power of high-dimensional node-level covariates on network structure | |
| A0863: G. Reinert, A. Fischer, W. Xu | |
| Steins method of moment estimators for local dependency exponential random graph models | |
| A0969: M. Pensky | |
| Clustering and inference for very sparse diverse multiplex networks |
| Session CO157 | Room: BCB 407 |
| Causal inference and personalized medicine | Saturday 13.12.2025 13:40 - 15:20 |
| Chair: Chan Park | Organizer: Chan Park, Ruoqing Zhu |
| A1123: C. Harshaw, V. Kandiros, C. Pipis, C. Daskalakis | |
| The conflict graph design: Estimating causal effects under network interference | |
| A1175: Y. Cui | |
| Learning robust treatment rules for censored data | |
| A1270: E. Dal Torrione, C. Park, L. Forastiere | |
| Resource-efficient policy targeting under heterogeneous partial interference | |
| A1448: P. Morzywolek, P. Gilbert, A. Luedtke | |
| Inference on local variable importance measures for heterogeneous treatment effects |
| Session CO303 | Room: BCB 408 |
| Advances in Bayesian methods and computations | Saturday 13.12.2025 13:40 - 15:20 |
| Chair: Maria De Iorio | Organizer: Maria De Iorio |
| A0656: R. Barone | |
| MCMC inference for latent semi-Markov point processes | |
| A1045: A. Guglielmi | |
| Bayesian mixture models with repulsive and attractive atoms | |
| A0811: G. Kon Kam King, P. Jenkins, M. Ruggiero | |
| Filtering Wright-Fisher diffusions via discrete dual processes | |
| A1210: H. Okahara, T. Nakagawa, S. Sugasawa | |
| Modeling pairwise comparison data with cyclic and acyclic structures under a Bayesian framework |
| Session CO202 | Room: BCB 409 |
| Developments in spatio-temporal disease mapping and surveillance | Saturday 13.12.2025 13:40 - 15:20 |
| Chair: Andrew Lawson | Organizer: Andrew Lawson |
| A0188: A. Lawson | |
| Ensemble Kalman filtering for Bayesian disease map surveillance | |
| A0247: C. Faes | |
| Spatial disaggregation using a Bayesian low-rank geoadditive model | |
| A0460: A. Corberan-Vallet, M.A. Beltran-Sanchez, M.A. Martinez-Beneito | |
| A Bayesian spatial model for survey-based ordinal data | |
| A0746: F. Zou | |
| Sequential Bayesian spatiotemporal outbreak detection |
| Session CO186 | Room: BCB G07 |
| HiTEc: Some new challenges in functional statistics | Saturday 13.12.2025 13:40 - 15:20 |
| Chair: Enea Bongiorno | Organizer: Enea Bongiorno |
| A0661: R. Cantwell, J. Aston | |
| Multi-object regression: A linear framework using partial least squares | |
| A1078: D. Hlubinka | |
| Goodness-of-fit and distribution tests for functional data | |
| A1087: D. Forcina, C. Capezza, A. Lepore, B. Palumbo | |
| Detecting covariance shifts in multichannel profiles | |
| A1098: A. Stoecker, B. Matteo, S. Tavakoli | |
| Kernel ridge regression for spherical responses |
| Session CO236 | Room: BCB G08 |
| Recent contributions to risk analysis | Saturday 13.12.2025 13:40 - 15:20 |
| Chair: Angeles Carnero | Organizer: Angeles Carnero |
| A0458: E. Costa Andreu, A. Carnero, P. Galeano | |
| Functional modeling of electricity returns with dynamic volatility | |
| A0569: J. Perote, I. Jimenez, A. Mora Valencia | |
| Asymmetric effects on asymmetry: The resilience of ESG indices | |
| A0699: J. Mora, R. Fuentes-Martinez | |
| Expected shortfall estimation with stationary vine copulas | |
| A0731: T. Niguez, L. Garcia-Jorcano, A. Leon | |
| New robust conditional quantile-based volatility, skewness and kurtosis |
| Session CO032 | Room: BCB G09 |
| Machine learning and high-dimensional macroeconomic forecasting models | Saturday 13.12.2025 13:40 - 15:20 |
| Chair: Anna Simoni | Organizer: Anna Simoni |
| A0405: E. Ghysels, G. Cohen, C. Morris, J. Wang | |
| Measuring and explaining economic uncertainty across US states and metropolitan areas | |
| A0573: J. Striaukas, J. Beyhum | |
| Factor-augmented sparse MIDAS regressions with an application to nowcasting | |
| A0800: J. Naef, J. Paredes | |
| The quantile regression forest reloaded: The distributional random forest | |
| A1161: M. Mogliani, A. Simoni | |
| Misspecification, factors, and group sparsity for macro-at-risk models |
| Session CO218 | Room: Virtual R01 |
| Advanced methods in single-cell genomics | Saturday 13.12.2025 13:40 - 15:20 |
| Chair: Chong Jin | Organizer: Chong Jin |
| Session CO054 | Room: Virtual R02 |
| Recent advances in analyzing network data (virtual) | Saturday 13.12.2025 13:40 - 15:20 |
| Chair: Tianxi Li | Organizer: Tianxi Li |
| A0981: Y. Yuan | |
| Inferring diffusion structures of heterogeneous network cascade | |
| A0991: J. Wang, J. Jin, T. Ke, J. Tang | |
| Network goodness-of-fit for the block-model family | |
| A1293: Z. Gu, S. Gao, T. Li, Y. Zhao | |
| Modeling longitudinal AD pathology with bi-directional network systems for protein deposition and brain activities | |
| A1480: W. Zhou, Y. Zhang, M. Kolar, Y. Liu | |
| Optimal inference on two-sample network effects for directed networks |
| Session CO024 | Room: BCB 212 (Lift B) |
| Non-Gaussian time series | Saturday 13.12.2025 13:40 - 15:20 |
| Chair: Joann Jasiak | Organizer: Joann Jasiak |
| A0538: C. Zhong | |
| Intraday functional PCA forecasting of cryptocurrency returns | |
| A0543: A. Manafi Neyazi | |
| Generalized covariance estimator under misspecification and constraints | |
| A0652: R. Halbleib, I. Archakov, J. Rennspies | |
| Modelling high dimensional realized correlations | |
| A0990: C. Gourieroux, Q. Lee | |
| Nonlinear impulse response functions and local projections |
| Session CO101 | Room: BCB 213 (Lift B) |
| Recent advances in quantile regression | Saturday 13.12.2025 13:40 - 15:20 |
| Chair: Carlos Lamarche | Organizer: Carlos Lamarche |
| A0668: A. Galvao, S. Firpo, U. Hounyo, L. Lu | |
| Model averaging in semiparametric estimation of quantile treatment effects | |
| A0709: B. Melly, M. Pons | |
| Parametric bootstrap inference for quantile regression and binary quantile regression | |
| A0325: T. Parker | |
| Quantile regression inference processes and choices in sparsity estimation | |
| A0566: C. Lamarche, A. Galvao, T. Parker | |
| Partitioned wild bootstrap for panel data quantile regression |
| Session CO163 | Room: BCB 312 (Lift B) |
| Recent advances in the design of experiments | Saturday 13.12.2025 13:40 - 15:20 |
| Chair: Vasiliki Koutra | Organizer: Vasiliki Koutra |
| A0437: L. Ayres, V. Koutra | |
| Design of experiments on sampled networks | |
| A0485: S. Ahipasaoglu, S. Cipolla, J. Gondzio | |
| A column generation approach to exact experimental design | |
| A0817: M. Borrotti | |
| Experimental design and data-driven optimization in complex systems | |
| A0866: T. Waite, E. Rowlinson | |
| Sequential Bayesian design via Laplace policies |
| Session CO136 | Room: BCB 313 (Lift B) |
| Modern dimension reduction techniques and theories | Saturday 13.12.2025 13:40 - 15:20 |
| Chair: Kyongwon Kim | Organizer: Kuang-Yao Lee |
| A1188: K. Kim, E. Solea, B. Li | |
| Learning causal graphs via nonlinear sufficient dimension reduction | |
| A1199: Y. Tang, B. Li | |
| Belted and ensembled neural network for linear and nonlinear sufficient dimension reduction | |
| A1215: A. Artemiou, A. Alqarni | |
| Order determination in sufficient dimension reduction for multivariate time series | |
| A1278: W. Luo, Z. Ye | |
| On non-redundant and linear operator-based nonlinear dimension reduction |
| Session CO038 | Room: BCB M201 (Lift B Mezzanine) |
| Statistical inference and prediction of extreme values and beyond | Saturday 13.12.2025 13:40 - 15:20 |
| Chair: Simone Padoan | Organizer: Simone Padoan |
| A0366: S. Rizzelli, S. Padoan | |
| Statistical prediction of peaks over a threshold | |
| A0586: M. de Carvalho, C. Ferrer, R. Vallejos | |
| Neural statistical modelling of cascading extremes | |
| A0677: C. Pacifici, S. Padoan, S. Rizzelli | |
| Nonparametric heavy-tailed distribution estimation via random probability measures | |
| A0942: J. Koh | |
| Extreme-value modelling of migratory bird arrival dates: Insights from citizen science data |
| A0298: L. Garcia-Jorcano, L. Sanchis-Marco | |
| Evaluating clean energy's impact on forecasting probability distribution in the energy market | |
| A0302: L. Sanchis-Marco, L. Garcia-Jorcano | |
| Extreme climate and natural disaster risk in financial markets: A CoES approach | |
| A0828: A.M. Garcia Sanz, M.D. Robles, J.-A. Jimenez-Martin | |
| Do the elements of biodiversity affect financial risk? An analysis for US firms. | |
| A1403: Y. Liu | |
| Semantic weighting of climate solutions and their impact on sustainable profitability of firms |
| Session CC444 | Room: BCB 311 |
| Short talks: CMStatistics I | Saturday 13.12.2025 13:40 - 15:20 |
| Chair: Silvia Montagna | Organizer: CFE-CMStatistics |
| A1507: R. Liu | |
| Robust semiparametric inference for Bayesian additive regression trees | |
| A1509: T. Fernandez, N. Rivera, M. Munko | |
| A kernel-based test for the proportional hazards assumption | |
| A1524: A. Panarotto, M. Cattelan, R. Bellio | |
| Mixture of state space models for compositional data with an application to urban mobility analysis | |
| A1523: A. Adekpedjou, E. Djegou | |
| Efficient estimation with accelerated gap-time model for recurrent events | |
| A1526: B. Bruni, L. Ma | |
| A partial-likelihood approach to tree-based density modeling and its applications to Bayesian inference |
| Parallel session E: CFE-CMStatistics 2025 | Saturday 13.12.2025 | 16:50 - 18:55 |
| Session CI246 (Special Invited Session) | Room: BCB 307 |
| CSDA statistical data science | Saturday 13.12.2025 16:50 - 18:55 |
| Chair: Cristian Gatu | Organizer: Erricos Kontoghiorghes |
| A0277: G. McLachlan | |
| Training a classifier via semi-supervised learning | |
| A0455: C. Croux | |
| Robust forecasting with machine learning | |
| A1350: C. Liu | |
| On MCMC mixing for predictive inference under unidentified transformation models | |
| A1477: I. Kojadinovic, T. Martini | |
| An algorithmic procedure for solving the generalized minimum information checkerboard copula problem |
| Session CO278 | Room: BCB 206 |
| CFE session: A tribute to H. Pesaran | Saturday 13.12.2025 16:50 - 18:55 |
| Chair: Ilias Chronopoulos | Organizer: Ilias Chronopoulos |
| A0659: M. Weidner, A. Juodis | |
| Panel regressions with latent factors and two-way heterogeneous treatments: A unified perspective | |
| A0691: D. Massacci | |
| Estimation and inference in large dimensional threshold factor models with weaker loadings | |
| A1127: J. Mitchell, G. Koop, S. McIntyre, P. Wu | |
| Incorporating micro data into macro models using pseudo VARs | |
| A1308: V. Sarafidis, G. Kapetanios, A. Ventouri | |
| Model selection in large dimensional linear regression using sequential multiple testing |
| Session CO232 | Room: BCB 207 |
| Machine learning methods for nowcasting | Saturday 13.12.2025 16:50 - 18:55 |
| Chair: Eric Ghysels | Organizer: Andrii Babii, Eric Ghysels |
| A0379: H. Mikosch, M. Daniele, S. Neuwirth | |
| An observation-driven mixed-frequency VAR model | |
| A0642: L. Barbaglia, A. Babii, E. Ghysels, J. Striaukas | |
| Nowcasting and aggregation: Why small Euro area countries matter | |
| A0790: A. Simoni, C. Doz, L. Ferrara | |
| Nowcasting with functional approaches and mixed-frequency data | |
| A0221: M. Bessec, J. Andre, Z. Goulby | |
| LLMs vs econometric models for nowcasting GDP growth: A practitioner's view |
| Session CO241 | Room: BCB 209 |
| Noncausal time series | Saturday 13.12.2025 16:50 - 18:55 |
| Chair: Sean Telg | Organizer: Sean Telg |
| A0434: J. Peignon, A. Thomas, E. Dumitrescu | |
| Tail-aware density forecasting of locally explosive time series: A neural network approach | |
| A0473: L. Vaudree, G. De Truchis, A. Thomas | |
| Deconvolution and filtering of non-causal alpha-stable processes | |
| A0889: G. Mingoli, F. Blasques, S.J. Koopman | |
| Weighted maximum likelihood for misspecified mixed causal non-causal autoregressive models | |
| A0900: K. Cecere Palazzo, S. Telg, S.J. Koopman, F. Blasques | |
| A generalized methods of moments approach for a noncausal dynamic panel model | |
| A0936: S. Telg, S. Fries, J. van der Oord, J.-M. Zakoian | |
| Introducing fractional integration in mixed causal-noncausal models |
| Session CO171 | Room: BCB 210 |
| Advances in time series for economics and finance | Saturday 13.12.2025 16:50 - 18:55 |
| Chair: Luca Scaffidi Domianello | Organizer: Luca Scaffidi Domianello |
| A0276: M. Cavicchioli | |
| Trend in Markov-switching VAR models | |
| A0418: V. Candila, O. Cepni, G. Gallo, R. Gupta | |
| Combining GARCH-MIDAS forecasts of US state-level volatility: The role of local and global EPU indices | |
| A0421: A. Bucci, G. Palomba, E. Rossi | |
| A structural matrix autoregressive model for volatility, volume, jumps and returns | |
| A0471: S.D. Tomarchio | |
| Matrix-variate hidden Markov models for robust clustering and anomaly detection | |
| A1217: L. Scaffidi Domianello, E. Otranto | |
| Common features in volatilities: A new multiplicative error model |
| Session CO018 | Room: BCB 211 |
| EcoSta journal session | Saturday 13.12.2025 16:50 - 18:55 |
| Chair: Simona Sanfelici | Organizer: Erricos Kontoghiorghes, Ana Colubi |
| A1455: M. Smith, L. Deng, W.O. Maneesoonthorn | |
| Tractable unified skew-t distribution and copula for heterogeneous asymmetries | |
| A1305: E. Beutner | |
| A two-sample smooth test for dependent data | |
| A1145: E. Marceau, H. Cossette, A. Gelinas | |
| Junction tree structured Markov random fields with Bernoulli marginals | |
| A1260: M. Quiroz, Z. Wang, A. Bhaskaran, T. Goodwin | |
| Accelerating estimation for GARCH-type models by weighted data subsampling | |
| A0230: S. Sanfelici | |
| Fourier-Malliavin volatility estimation: Recent advances and applications |
| Session CO100 | Room: BCB 308 |
| Researcher degrees of freedom, flexible modeling and interpretability | Saturday 13.12.2025 16:50 - 18:55 |
| Chair: Roman Hornung | Organizer: Roman Hornung |
| A0821: T. Ullmann | |
| Comparing methods for flexible estimation of non-linear associations: The importance of suitable performance measures | |
| A0938: F.J.D. Lange | |
| Researcher degrees of freedom and associated challenges in designing statistical parametric simulation studies | |
| A0920: S. Lemster | |
| Exploring meaningful analytical choices using the vibration of effects framework | |
| A0690: T. Mueller, R. Hornung, S. Szymczak, H. Buchner | |
| Permutation-based multiple testing-controlled variable selection using random forests | |
| A0833: R. Hornung | |
| Unity forests: Improving interaction modelling and interpretability in random forests |
| Session CO095 | Room: BCB 309 |
| Topics in statistical genetics and bioinformatics | Saturday 13.12.2025 16:50 - 18:55 |
| Chair: Somak Dutta | Organizer: Somak Dutta |
| A0264: F. Dai, K. Kareem | |
| A hybrid mixture approach for clustering and characterizing cancer data | |
| A0535: G. Dancik | |
| R/Shiny web applications for making gene expression data accessible to non-bioinformaticians | |
| A0955: K. Dorman | |
| A branching process model for digital read quantification | |
| A1005: M. Manu, Y.L. Loh, T. Long, N. Samarawickrama | |
| The causality and dynamics of gene regulation during macrophage-neutrophil differentiation | |
| A1464: C. McKennan, Y. Wang | |
| Deconvolution of cell free DNA via Bayesian tree-based marker selection and signature estimation |
| Session CO065 | Room: BCB 310 |
| New devolpments in functional data analysis | Saturday 13.12.2025 16:50 - 18:55 |
| Chair: Eleonora Arnone | Organizer: Jacopo Di Iorio, Eleonora Arnone |
| A0665: A. Pini | |
| Inference on functional data through e-values | |
| A0884: J. Di Iorio, F. Chiaromonte, M. Cremona | |
| On identifying functional motifs and using them to aid forecasting and missing value imputation | |
| A0941: C. Soto, A. Kulkarni | |
| Differentially private geodesic regression | |
| A1120: L. Testa, F. Chiaromonte, E. Kennedy, T. Boschi, F. Salmaso | |
| Causal inference meets functional data: On the estimation of functional average and conditional treatment effects | |
| A1346: K.L.L. Chan, L. Delsol, A. Goia | |
| Finite-sample improvements in nonparametric functional regression through weighted pseudo-metrics |
| Session CO264 | Room: BCB 311 |
| Advances in statistical methods for ecological and environmental complexity | Saturday 13.12.2025 16:50 - 18:55 |
| Chair: Crescenza Calculli | Organizer: Crescenza Calculli |
| A0567: L. Altieri | |
| Quantifying the unexpected: Developing statistical tests for spatial entropy in ecology and landscape analysis | |
| A0382: D. Poggio, G.M. Sangiovanni, G. Mastrantonio, G. Jona Lasinio, D. Ventura, E. Casoli, S. Moro | |
| A cross-validation framework for log-Gaussian Cox processes with presence-only data in marine ecology | |
| A0440: G.M. Sangiovanni, D. Poggio, G. Mastrantonio, G. Jona Lasinio, D. Ventura, S. Moro | |
| From object detection to modeling spatial intensity of marine biodiversity | |
| A0886: E. Ceccarelli, G. Jona Lasinio, G. Minelli, M. Blangiardo, J. Castillo-Mateo, S. Gudziunaite | |
| Comparing spatiotemporal temperature models for heat-related mortality risk assessment in Lazio, Italy | |
| A0662: A.M. DUggento, M. Antonicelli | |
| Machine learning models for predicting the socio-economic impacts of climate change |
| Session CO110 | Room: BCB 402 |
| Selected work from members of the Caucus for Women in Statistics (CWS) | Saturday 13.12.2025 16:50 - 18:55 |
| Chair: Vanda Lourenco | Organizer: Cynthia Bland |
| A0378: S. Calderazzo | |
| Contrasting and interpreting test decisions induced by information borrowing in hybrid-control clinical trial designs | |
| A0381: A. Veraart, S. Mehta | |
| Statistical inference for Levy-driven graph supOU processes: From short- to long-memory in high-dimensional time series | |
| A0435: S. Zetterstrom, D. Robertson, S. Villar | |
| New allocation probability tests for improved power in response-adaptive clinical trials | |
| A0459: R. Das, S. Villar | |
| Delayed reveal randomization in platform trials: A simulation study | |
| A0516: J. Kohlschmidt | |
| Why join professional organizations |
| Session CO112 | Room: BCB 403 |
| Causal inference methods for policy evaluation and treatment decision making | Saturday 13.12.2025 16:50 - 18:55 |
| Chair: Nandita Mitra | Organizer: Nandita Mitra |
| A0861: N. Seewald | |
| How to ask the right question: Choosing estimands for policy research | |
| A0724: G. Hettinger, Y. Lee, N. Mitra | |
| Causal transportability with local interference: A framework for policy effect prediction across regions | |
| A0645: S. Adhikari | |
| Bayesian evaluation of local policy effects on overdose outcomes | |
| A0590: A. Oganisian | |
| Novel Bayesian methods for sequential decision-making with incomplete information | |
| A0663: L. Hu | |
| A flexible Bayesian g-formula for causal survival analyses with time-dependent confounding |
| Session CO056 | Room: BCB 405 |
| Bayesian nonparametric mixture modeling and clustering (virtual) | Saturday 13.12.2025 16:50 - 18:55 |
| Chair: Catia Scricciolo | Organizer: Catia Scricciolo, Raffaele Argiento |
| A1153: L. Alamichel, D. Durante, T. Rigon, F. Gaffi | |
| Enriched stochastic block models | |
| A0283: Y. Gu | |
| Minimax-optimal dimension-reduced clustering for high-dimensional nonspherical mixtures | |
| A0901: N.P.M. Ho | |
| On excess mass behavior in Gaussian mixture models with Orlicz-Wasserstein distances | |
| A0571: J. van der Molen Moris, P. Kirk, A. Davison, Y. Chaumeny | |
| Bayesian nonparametric mixture inconsistency for the number of components: How worried should we be in practice? | |
| A1042: Y. Wei, L. Nguyen, Y. Zhang, A. Guha | |
| A Bayesian method for learning mixture models of non-parametric components |
| Session CO020 | Room: BCB 406 |
| Advances in modelling and inference on networks and hypergraphs | Saturday 13.12.2025 16:50 - 18:55 |
| Chair: Nilanjan Chakraborty | Organizer: Nilanjan Chakraborty |
| A0773: A. Bhattacharya, N. Chakraborty, S. Lahiri | |
| Statistical inference for subgraph densities under induced random sampling from network data | |
| A0959: N. Chakraborty, A. Bhattacharya, R. Lunde | |
| Statistical inference for subgraph frequencies under exchangeable hyperedge models | |
| A0971: S. Chakrabarty, L. Levina | |
| Network bootstrap using overlapping partitions | |
| A1079: S. Nandy, B. Bhattacharya | |
| Degree heterogeneity in higher-order networks: Inference in the hypergraph beta-model | |
| A1184: A. Acharyya, F. Sanna Passino, M. Trosset, C. Priebe | |
| A technique for consistent response prediction on a collection of time series of graphs |
| Session CO067 | Room: BCB 407 |
| Advances in causal inference and mediation with complex data | Saturday 13.12.2025 16:50 - 18:55 |
| Chair: Xizhen Cai | Organizer: Xizhen Cai |
| A0729: D. Coffman | |
| Causal mediation analysis for optimizing interventions using factorial designs | |
| A0467: Y. Zhu | |
| Functional causal mediation analysis with zero-inflated count data | |
| A0915: X. Cai, Y. Huang, Y. Zhu | |
| Comparisons of variable selection and inference methods in high-dimensional mediation analysis | |
| A0396: R. Bhattacharya, J. Chen, D. Malinsky | |
| Causal inference with outcome-dependent missingness and self-censoring | |
| A0975: D. Clark, C. Kresin, M. Hazelton | |
| Accounting for outcome spillover for causal inference with continuous spatiotemporal processes |
| Session CO148 | Room: BCB 409 |
| Statistical methods for biomedical applications | Saturday 13.12.2025 16:50 - 18:55 |
| Chair: Satabdi Saha | Organizer: Satabdi Saha |
| A0222: S. Saha, C. Peterson | |
| Structured Bayesian variable selection for microbiome compositional data using graph-guided shrinkage | |
| A0228: A. Roy, G. Satten, N. Zhao | |
| DTH: A nonparametric test for homogeneity of multivariate dispersions | |
| A0766: P. Guha Niyogi, K. Fitzgerald, E. Mowry, V. Zipunnikov | |
| Generalized odds: Distributional object to model physical activity | |
| A0976: S. Pareek, L. Voirol, R. Molinari | |
| Towards scalable Gaussian process regression with a moment-based estimation procedure | |
| A0995: P. Das | |
| SMART-MC: Characterizing the dynamics of multiple sclerosis therapy transitions using a covariate-based Markov model |
| Session CO168 | Room: BCB G07 |
| Advances in statistical machine learning for modern data challenges | Saturday 13.12.2025 16:50 - 18:55 |
| Chair: Xiwei Tang | Organizer: Xiaoqian Liu, Xiwei Tang |
| A0372: Y. Zhang | |
| Online estimation and inference for robust policy evaluation in reinforcement learning | |
| A1014: X. Shen | |
| Distributional instrumental variable method | |
| A1398: S. Paul, J.H. Chang, M. Russo | |
| Heterogeneous transfer learning for high dimensional regression with feature mismatch | |
| A1447: J. Wang, Z. Qi, C. Shi | |
| Blessing from human-AI interaction: Super reinforcement learning in confounded environments | |
| A1454: H. Zhou, X. Tang, J. Lee | |
| Pairwise personalized learning in recommendation system |
| Session CO193 | Room: BCB G08 |
| Bayesian time-series modelling | Saturday 13.12.2025 16:50 - 18:55 |
| Chair: Roberto Casarin | Organizer: Roberto Casarin |
| A0684: O.A. Baltodano Lopez, R. Casarin | |
| A dynamic stochastic block model for multidimensional networks | |
| A0685: A. Peruzzi, R. Casarin, M. Billio, F. Corradin | |
| Bayesian outlier detection for matrix-variate models | |
| A0686: Q. Wang, R. Casarin, R. Craiu | |
| Bayesian compressed tensor regression | |
| A0757: D. Palumbo, R. Casarin, G. Carallo | |
| An observation-driven generalized Poisson model | |
| A0854: R. Behluli, R. Casarin, M. Steel | |
| Heterogeneous g-priors for networks with dyadic covariance structures |
| Session CO075 | Room: BCB G09 |
| Topics in financial econometrics | Saturday 13.12.2025 16:50 - 18:55 |
| Chair: Leopold Soegner | Organizer: Leopold Soegner |
| A0274: M. Wolf, E. Beck | |
| Forecasting inflation with the hedged random forest | |
| A0413: A. Csapai | |
| Machine learning forecasting of industrial production in Slovakia | |
| A1067: L. Soegner, M. Wagner | |
| Online breakpoint-detection in cointegrating relationships | |
| A1092: C. Haefke, L. Soegner | |
| Fully modified estimation of a quantile cointegration model with a spatial lag | |
| A1099: S. Lu | |
| A stock-flow consistent analysis of credit cycles and the productivity puzzle |
| Session CO139 | Room: Virtual R01 |
| Statistical advances in machine learning for complex biomedical data | Saturday 13.12.2025 16:50 - 18:55 |
| Chair: Li-Xuan Qin | Organizer: Li-Xuan Qin |
| A0767: L.-X. Qin | |
| Contextual evaluation of data harmonization for microRNA sequencing | |
| A0877: J. Ma, K. Pantoja, D. Jones | |
| Variable selection in compositional data analysis | |
| A0781: K. Sankaran | |
| Interactively resolving distortion in nonlinear dimensionality reduction of biomedical data | |
| A1028: Y. Lu | |
| Error-controlled non-additive interaction discovery in machine learning models | |
| A0961: F. Duan | |
| Integrated analysis of imaging and RNA-seq to characterize smoking-related lung disease phenotypes |
| Session CO050 | Room: BCB 212 (Lift B) |
| Advances in risk measurement and in forecasting | Saturday 13.12.2025 16:50 - 18:55 |
| Chair: Roxana Halbleib | Organizer: Roxana Halbleib |
| A0303: J. Koh, B. Perron, S. Goncalves | |
| Factor inference under common components in volatility | |
| A0368: L. Bauer | |
| Combining forecasts based on the evidence against equal weights | |
| A0503: A. Montanino, G. De Luca | |
| Extreme events detection for volatility prediction | |
| A0519: J. Jasiak, P. Tuvaandorj | |
| Digital adoption and cyber security | |
| A1118: J. Cremers, K. Boudt, S. Vanduffel, K. Dragun | |
| Well-conditioned covariance estimation via Bayesian eigenvalue regularization |
| Session CO255 | Room: BCB 213 (Lift B) |
| High-Dimensional and Structural Approaches to Systemic Risk Assessment | Saturday 13.12.2025 16:50 - 18:55 |
| Chair: Leonardo Iania | Organizer: Leonardo Iania |
| A0484: J. Yu, A. Bouveret | |
| Flow interdependence and systemic vulnerability in the U.S. mutual fund sector | |
| A0718: I. Moreira Lara, C. Hanck, J. Prueser | |
| Large Bayesian structural matrix autoregression | |
| A0865: T. Nguyen, L. Iania, K. Smedts, L. Nersisyan | |
| Are oil price shocks priced in the cross-section of stock returns? | |
| A0871: L. Nersisyan, L. Iania, M. Lyrio | |
| The impact of oil price shocks in the corporate bond market | |
| A0914: V. Micune | |
| Forecasting lending rates in the euro area: Application of the advanced econometric methods | |
| A1025: E. Wolf, R. Blotevogel | |
| Beyond financial markets: High-dimensional country risk assessment using latent factor models |
| Session CO327 | Room: BCB 312 (Lift B) |
| Statistical AI ideas for modern biostatistics | Saturday 13.12.2025 16:50 - 18:55 |
| Chair: Marcos Matabuena | Organizer: Marcos Matabuena |
| A0477: R. Wang, M. Yi, M. Matabuena | |
| Denoising data with measurement error using a reproducing kernel-based diffusion model | |
| A0531: Y. Jin | |
| Conformal alignment: Knowing when to trust foundation models with guarantees | |
| A0749: Y. Zou, M. Kosorok, L. Wilson, J. Zitovsky | |
| Preference-integrated dynamic treatment regimes: Methodology and application to SMARTs | |
| A0851: R. Mukherjee | |
| Nuisance parameter tuning for inference in observational studies | |
| A0924: J. Pauphilet, R. Cory-Wright | |
| Sparse PCA with multiple components |
| Session CO212 | Room: BCB 313 (Lift B) |
| Recent developments in receiver operating characteristic curve analysis | Saturday 13.12.2025 16:50 - 18:55 |
| Chair: Andrew Spieker | Organizer: Andrew Spieker |
| Session CO194 | Room: BCB M202 (Lift B Mezzanine) |
| New tools for causal inference and forecasting | Saturday 13.12.2025 16:50 - 18:55 |
| Chair: Rustam Ibragimov | Organizer: Rustam Ibragimov, Artem Prokhorov |
| A0466: V.H. de la Pena | |
| Efron-Stein type inequalities for randomly stopped processes | |
| A0726: S. He | |
| Score augmented Frobenius distance with applications in causal inference | |
| A1051: J. Walden, R. Stanton, E. Lazarus | |
| Implied event risk from option prices | |
| A1224: A. Prokhorov | |
| Market timing with bi-objective cost-sensitive machine learning | |
| A1269: R. Ibragimov, J. Kim, A. Skrobotov | |
| Robust Cauchy-based methods for predictive regressions |
| Session CC425 | Room: BCB 208 |
| Statistical computing and simulation | Saturday 13.12.2025 16:50 - 18:55 |
| Chair: Bettina Gruen | Organizer: CFE-CMStatistics |
| A1081: E.-J. van Kesteren | |
| Tidy simulation: Designing robust, reproducible, and scalable statistical simulations | |
| A1202: G. Chen, M. Zhu | |
| Automatic selection of hyper-parameters via the use of softened profile likelihood | |
| A1326: J.H. Tran, T. Selland Kleppe | |
| Numerical generalized randomized Hamiltonian Monte Carlo for piecewise smooth target densities | |
| A1388: F. Sigrist, P. Kuendig | |
| Scalable computations for generalized mixed effects models with crossed random effects using Krylov subspace methods | |
| A1254: L. Bocquet-Nouaille, J. Morio, B. Bobbia | |
| Control variates for variance-reduced ratio of means estimators |
| Session CC404 | Room: BCB 408 |
| Applied statistics | Saturday 13.12.2025 16:50 - 18:55 |
| Chair: Silvia Montagna | Organizer: CFE-CMStatistics |
| A1487: J.-M. Poggi, B. Portier, E. Thulliez | |
| Geographically weighted regression for air quality low-cost sensor calibration | |
| A1201: A. Cooper, Z. Feng, A. Ali | |
| Tree-guided variable selection methods for the regularized Dirichlet-tree multinomial regression | |
| A0206: A. Wolny-Dominiak, T. Zadlo | |
| Beyond the sample: Bootstrap ex ante accuracy estimation under any regression model | |
| A1499: C. Cappelli, R. Simone | |
| Tree-based learning of structural changes in mixture models with uncertainty for rating data |
| Session CC439 | Room: BCB M201 (Lift B Mezzanine) |
| Asset pricing and testing | Saturday 13.12.2025 16:50 - 18:55 |
| Chair: Robinson Kruse-Becher | Organizer: CFE-CMStatistics |
| A1249: J. Zhang, Y. Matsuda, S.I.-M. Ko, R. Dai, C.C. Lo | |
| Investor attention interaction and asset pricing: Evidence from co-search behavior | |
| A1291: R. Luger, H. Fu | |
| Exact single- and multi-currency tests of forward rate unbiasedness using Fama regressions | |
| A0219: C. Sarisoy | |
| Testing model-based contributions in misspecified asset pricing models | |
| A0330: D. Miao | |
| Pricing spread options with bivariate Gil-Pelaez inversion |
| Parallel session F: CFE-CMStatistics 2025 | Sunday 14.12.2025 | 08:45 - 10:25 |
| Session CI011 (Special Invited Session) | Room: BCB 307 |
| Advances in Bayesian computation for complex models | Sunday 14.12.2025 08:45 - 10:25 |
| Chair: Matias Quiroz | Organizer: Matias Quiroz |
| A0170: R. Meyer, Y. Tang, C. Kirch, K. Lee | |
| Bayesian nonparametric spectral analysis of locally stationary time series | |
| A0171: M. Pitt | |
| A modified algorithm for MCMC in large dimensional models | |
| A0172: M. Villani | |
| Bayesian inference for nonlinear and non-Gaussian state-space models with global-local shrinkage process priors |
| Session CO077 | Room: BCB 206 |
| ARDL models and cointegration: A tribute to H. Pesaran | Sunday 14.12.2025 08:45 - 10:25 |
| Chair: Kleanthis Natsiopoulos | Organizer: Kleanthis Natsiopoulos |
| A0667: M. Greenwood-Nimmo, T. Ando, M. Greenwood-Nimmo, Y. Shin, C. Zheng | |
| A spatiotemporal autoregressive factor model of the global business cycle | |
| A1139: Y. Shin | |
| Hawks, doves and asymmetry in US monetary policy: Evidence from a dynamic quantile regression model | |
| A0855: K. Natsiopoulos | |
| Advancing ARDL capabilities in R: Methods, extensions, and usability enhancements | |
| A0794: D. Finnan | |
| ARDL models with high frequency intervals and dynamic sampling: A case study from crypto liquidity |
| Session CO172 | Room: BCB 209 |
| Statistical models for shadow economy and fraud detection | Sunday 14.12.2025 08:45 - 10:25 |
| Chair: Maria Felice Arezzo | Organizer: Domenico Vitale |
| A0272: R. Coppier | |
| Fragility and resilience: Industrial structure under the threat of dimensional traps | |
| A0319: L. Scaccia, R. Coppier, E. Michetti | |
| The potential of Benford's law for detecting tax fraud at the firm level in Italy | |
| A0329: M. Maggi, R. Cerqueti, A.E. Kossovsky, C. Lupi | |
| A generalization of Benford's law that considers relative quantities | |
| A0509: I. Pastor, F.J. Lopez Iturriaga | |
| From red flags to red alerts: Prioritizing irregularities in public procurement through predictive modeling | |
| A0390: M.F. Arezzo, G. Guagnano, D. Vitale, R. Di Stefano, A. Arcagni | |
| A two-part income-based model for estimating underreported income in the presence of consumption measurement error |
| Session CO049 | Room: BCB 211 |
| CFE session: A tribute to H. Pesaran III | Sunday 14.12.2025 08:45 - 10:25 |
| Chair: Peter Moffatt | Organizer: Erricos Kontoghiorghes |
| A0393: S. Dees | |
| Feeding inflation: The non-linear spillovers of global food commodities | |
| A0925: L.V. Smith, F. Meglioli | |
| Time-varying global VARs with application to interconnectedness, structural analysis, and nowcasting | |
| A1277: T. Li, B. Callaway, E. Tsyawo, I. Murtazashvili | |
| Distributional effects with two-sided measurement error: An application to intergenerational income mobility | |
| A0928: P. Moffatt, K. Blaise, A. Rezitis | |
| A direct test of the fundamental assumption of option pricing models |
| Session CO027 | Room: BCB 308 |
| Statistical learning for complex and dynamic systems | Sunday 14.12.2025 08:45 - 10:25 |
| Chair: Matteo Borrotti | Organizer: Matteo Borrotti |
| A0926: G. Asti, E. Zazzetti, E. Sauta, M. Delleani, E. Iascone, A. Bruseghini, G. Maggioni, L. Lanino, A. Campagna, M. Ubezio, A. Buizza, G. Todisco, C.A. Tentori, A. Russo, A. Crespi, N. Pinocchio, M.C. Grondelli, A. Forcina Barrero, V. Savevski, A. Santoro, S. DAmico, M.G. Della Porta | |
| SAFE: A unified framework for the validation of tabular, imaging and longitudinal synthetic data in clinical research | |
| A0798: J. Bi | |
| Dependent spike-and-slab for drug combinations in diabetic kidney disease | |
| A0835: F. Cortese, A. Pievatolo | |
| Advancing statistical jump models: A novel method for robust temporal clustering with state-dependent feature selection | |
| A0826: J.M. Marin, H. Veiga, H. Guo | |
| Neural network methods for volatility forecasting |
| Session CO138 | Room: BCB 309 |
| Modern statistical learning and inference for structured data | Sunday 14.12.2025 08:45 - 10:25 |
| Chair: Li Ma | Organizer: Li Ma |
| Session CO037 | Room: BCB 310 |
| Advances in functional and complex data analysis | Sunday 14.12.2025 08:45 - 10:25 |
| Chair: Alessia Pini | Organizer: Valerie Gares, Alessia Pini |
| A0789: E. Devijver, A. Leclercq-Samson | |
| Should we correct the bias in confidence bands for repeated functional data? | |
| A0824: E. Arnone, L. Sangalli | |
| PDE-regularized models for spatiotemporal and quantile regression | |
| A1065: M. Fontana, A. Calissano, S. Vantini, G. Zeni | |
| A conformal prediction approach to predict populations of networks | |
| A1239: E. Bongiorno, K.L.L. Chan, A. Goia | |
| Detecting shape outliers in functional data via complexity-driven mixture modeling |
| Session CO267 | Room: BCB 311 |
| Clustering of heterogeneous data | Sunday 14.12.2025 08:45 - 10:25 |
| Chair: Efthymios Costa | Organizer: Ioanna Papatsouma, Efthymios Costa |
| A0522: C. Hennig, E. Costa | |
| A unified approach to outlier identification for mixed type data | |
| A0905: M. Markatou, A. Foss | |
| Variable weighting for mixed-type data clustering | |
| A0945: J. Thompson, L. Xue | |
| Nonparametric kernel and spline cluster weighted models | |
| A1035: G. Pandolfo, A. D Ambrosio | |
| Cluster analysis of directional data based on data depths |
| Session CO275 | Room: BCB 402 |
| Challenges in spatio-temporal modelling for environmental and climate applications | Sunday 14.12.2025 08:45 - 10:25 |
| Chair: Ana C Cebrian | Organizer: Ana C Cebrian |
| A0965: C. Ausin, M. Wiper, A. Sarhadi | |
| INLA-based Bayesian spatiotemporal models for downscaling hurricane wind speeds on the U.S. north Atlantic coast | |
| A0478: C. Wilkie, C. Miller, M. Scott, S. Ray, D. Castro-Camilo, D. Cuba, S.J. Villejo, P. Colombo | |
| Spatiotemporal data fusion for environmental applications | |
| A0631: E. Rosci, J. Castillo-Mateo, J. Asin, A.C. Cebrian, G. Jona Lasinio, M. Stafoggia | |
| Developing a spatiotemporal NO2 model to assess extreme exposures in the Rome region | |
| A0285: J. Castillo-Mateo, Z. Gracia, J. Asin, A.C. Cebrian, A. Gelfand | |
| Spatiotemporal modeling of record-breaking daily maximum and minimum temperatures |
| Session CO085 | Room: BCB 403 |
| Advances in statistics and ML for breeding studies | Sunday 14.12.2025 08:45 - 10:25 |
| Chair: Pariya Behrouzi | Organizer: Vanda Lourenco |
| A0305: M. Hrachov, H.-P. Piepho, N.M.F. Rahman, W.A. Malik | |
| Regression approaches for modelling genotype-environment interaction and making predictions into unseen environments | |
| A0377: G. Morota | |
| Evaluating the impact of trait measurement error on genetic analysis of computer vision-based phenotypes | |
| A0383: V. Lourenco, J.O. Ogutu, P. Hans-Peter | |
| Genomic prediction: A robustness comparison of machine learning approaches | |
| A0742: F. van Eeuwijk | |
| Statistical and ML options for prediction of GxE in plant breeding |
| Session CO320 | Room: BCB 405 |
| Topics in Bayesian modelling and computation | Sunday 14.12.2025 08:45 - 10:25 |
| Chair: Khue-Dung Dang | Organizer: Khue-Dung Dang |
| A0291: W. Yu | |
| Bayesian empirical likelihood for multitask-learning: Computations and theory | |
| A0633: M. Bertolacci | |
| Modelling atmospheric transport error in 4-D using the Vecchia approximation | |
| A0547: T.T. Nguyen, C. Drovandi, N.P.M. Ho | |
| Revisiting parameter estimation and model selection in Gaussian mixtures of experts for clustering and regression | |
| A0527: K.-D. Dang, W. Yu | |
| Bayesian group variable selection via penalized credible region |
| Session CO310 | Room: BCB 406 |
| Scalable inference in large networks | Sunday 14.12.2025 08:45 - 10:25 |
| Chair: Sandipan Roy | Organizer: Sandipan Roy |
| A0703: U. Dalavai, S. Chandna | |
| Likelihood-based methods for partially observed networks | |
| A0753: S. Ren, T. Bartlett, L. Gerontogianni, S. Chandna | |
| A Bayesian approach to model uncertainty in single-cell genomic data | |
| A1050: M. Shelley, C. Boetti, M. Nunes, M. Knight | |
| Network estimation using graphical lasso | |
| A1274: S. Park, S. Roy, M. Nunes | |
| New directions in community detection for core-periphery networks | |
| A1527: C. Priebe | |
| Performance guarantees for LLMs |
| Session CO210 | Room: BCB 408 |
| Sports analytics | Sunday 14.12.2025 08:45 - 10:25 |
| Chair: Andreas Groll | Organizer: Andreas Groll |
| A0929: B. Gelein, A. Guillotel, B. Bideau, A. Sorel | |
| Parametric and semiparametric mixed modelling of athletic ability in young soccer players, considering injuries | |
| A0937: D. Winkelmann, M.N. Vienken, R. Langrock, C. Deutscher | |
| Identifying match-fixing in professional football through in-play market dynamics | |
| A1182: S. Kovalchik | |
| Borrowing strength in the era of tracking data: Statistical challenges and opportunities in sport | |
| A1233: R. Macri-Demartino, L. Egidi, N. Torelli | |
| Bayesian weighted discrete-time dynamic models for association football prediction |
| Session CO052 | Room: BCB G07 |
| HiTEc: Advances in econometric methods for economics and finance | Sunday 14.12.2025 08:45 - 10:25 |
| Chair: Alessandra Amendola | Organizer: Alessandra Amendola |
| A0658: M. Brunetti, A. Fabretti, M. Zoli | |
| Pink queue and double standard: A new assessment of the gender gap in the Italian academia | |
| A0392: G. Bonaccolto, N. Borri, A. Consiglio, G. Di Giorgio | |
| Systemic risk in the European insurance sector | |
| A1190: P. Mousavi, J.P. Nielsen, T. Franus | |
| Long-term forecasting of stock returns: Avoid overly complex machine learning and prioritize benchmarking | |
| A0687: A. Amendola, L. Aldieri, V. Candila | |
| On the importance of ESG pillars in asset allocation: Evidence from simulated portfolios |
| Session CO107 | Room: BCB G08 |
| Applications in high-dimensional datasets | Sunday 14.12.2025 08:45 - 10:25 |
| Chair: Alessia Paccagnini | Organizer: Alessia Paccagnini |
| A1229: T. Proietti, A. Luati, S. Peiris, G. Dissanayake | |
| On the identification of long and short memory components with applications to volatility | |
| A1275: M. Porqueddu, M. Banbura, E. Bobeica, A. Giammaria, J. van Spronsen | |
| A new model to forecast energy inflation in the euro area | |
| A1368: F. Parla, A. Cipollini, I. Lo Cascio | |
| Multiresolution analysis of climate risk spillovers | |
| A1392: A. Paccagnini, A. Morrone, B. Bedowska-Sojka, S. Giordano, C. Tarantola | |
| A network analysis of success at the Eurovision song contest |
| Session CO073 | Room: BCB G09 |
| Macroeconometrics | Sunday 14.12.2025 08:45 - 10:25 |
| Chair: Etsuro Shioji | Organizer: Etsuro Shioji |
| Session CO029 | Room: Virtual R01 |
| Bayesian nonparametrics for time series analysis | Sunday 14.12.2025 08:45 - 10:25 |
| Chair: Ramses Mena | Organizer: Ramses Mena |
| A0751: A.F. Martinez Martinez, I. Ramirez-Silva, R. Fuentes-Garcia | |
| Cluster analysis for longitudinal data | |
| A0944: J. Perusquia, J. Griffin, C. Villa | |
| Beta-CoRM binary matrix factorization | |
| A0973: J. Gonzalez Cazares, M. Bladt | |
| Distribution splicing via Bayesian non-parametric methods | |
| A1198: R. Mena | |
| Bayesian nonparametric mixtures of Markov processes |
| Session CO134 | Room: BCB 212 (Lift B) |
| Advances in time series modeling | Sunday 14.12.2025 08:45 - 10:25 |
| Chair: Jui-Chung Yang | Organizer: Cathy W-S Chen |
| A0490: Y.-C. Chen, H.-H. Yang, C.-M. Wei | |
| On the consistency of Bayesian adaptive testing under the Rasch model | |
| A0481: T. Watanabe, J. Nakajima | |
| Bayesian analysis of long memory and roughness in financial volatility | |
| A0501: H. Tsai, E.M. Lin | |
| Approximate maximum likelihood estimation of a threshold diffusion process with separate drift and diffusion regimes | |
| A0526: J.-C. Yang, Y.-T. Chen, T.-T. Yang | |
| Synthetic historical control for policy evaluation |
| Session CO084 | Room: BCB 213 (Lift B) |
| Theory and computation for stochastic process models | Sunday 14.12.2025 08:45 - 10:25 |
| Chair: Hiroki Masuda | Organizer: Hiroki Masuda |
| A0299: T. Shiotani | |
| Statistical inference for highly correlated stationary point processes and noisy bivariate Neyman-Scott processes | |
| A0312: L. Mercuri | |
| Modeling and estimating asset price jumps using CARMA-Hawkes processes and high-frequency VIX data | |
| A0474: Y. Iguchi, A. Beskos, G. Pavliotis | |
| Parameter estimation for weakly interacting hypoelliptic diffusions | |
| A0494: Y. Koike, T. Hayashi, T. Shiotani | |
| Lead-lag analysis of high-frequency financial data based on point processes |
| Session CO126 | Room: BCB 312 (Lift B) |
| TBA | Sunday 14.12.2025 08:45 - 10:25 |
| Chair: Kalliopi Mylona | Organizer: Kalliopi Mylona |
| A0362: I. Garcia Camacha Gutierrez, R. Negrete Gallego, S. Pozuelo Campos | |
| New advances in algorithmic techniques for computing optimal designs | |
| A0419: E. Androulakis, H. Evangelaras, K. Chatterjee | |
| Constructing $E(s^2)$-optimal two-level supersaturated designs via orthogonal arrays | |
| A0430: M. Otava, K. Mylona | |
| Split-plot experiments with replicated runs in pharmaceutical synthesis | |
| A0465: S. Gilmour, L. Trinca | |
| Response surface designs for general crossed and nested multi-stratum structures |
| Session CO174 | Room: BCB 313 (Lift B) |
| Survival analysis methods for partly interval-censored data | Sunday 14.12.2025 08:45 - 10:25 |
| Chair: Jun Ma | Organizer: Jun Ma |
| A0983: A. Webb, J. Ma | |
| A penalized likelihood approach for joint modelling of longitudinal covariates and partly interval-censored data | |
| A0988: S. Lo, J. Descallar, H. Zhu, J. Ma | |
| Competing risks analysis using mixture cure cause-specific hazard models with partly interval censoring | |
| A1000: A. Bhaskaran, J. Ma | |
| Stable likelihood-based parameter estimation for semi-parametric accelerated failure time models | |
| A1074: J. Ma | |
| A new EM algorithm for Cox models with partly interval censoring |
| Session CO238 | Room: BCB M202 (Lift B Mezzanine) |
| Robust methods in energy, environment, and finance | Sunday 14.12.2025 08:45 - 10:25 |
| Chair: Luigi Grossi | Organizer: Luigi Grossi |
| A0316: F. Beltrami, L. Grossi, P. Thoeni, R. Lucarno | |
| Electricity price forecasting with LSTM: Evidence from the Italian day-ahead power market | |
| A0447: G.L. Vriz, T. Cojoianu, C. Fischer, L. Taschini | |
| A robust empirical analysis of the EU carbon border adjustment mechanism: Early signals from EU and India steel trade | |
| A0839: E. Fianu, D.F. Ahelegbey, R. Casarin, L. Grossi | |
| The hard, transition, and the good times | |
| A0860: F. Laurini, L.A. Garcia-Escudero, A. Mayo-Iscar | |
| Robust estimation of mixed models for energy production |
| Session CC426 | Room: BCB 207 |
| Macroeconomic forecasting and uncertainty | Sunday 14.12.2025 08:45 - 10:25 |
| Chair: Christos Savva | Organizer: CFE-CMStatistics |
| A1327: M. Knueppel, L. Pavlova | |
| Survey design and professional forecasters: The case of uncertainty in the US SPF | |
| A1387: N. Hara | |
| Impacts of macroeconomic data revisions on economic activities | |
| A0198: S. Velasco | |
| Let the tree decide: FABART - a non-parametric factor model | |
| A1493: C. Savva, D. Koursaros, N. Michail | |
| Inflation uncertainty and higher moments effects on Inflation |
| Session CC437 | Room: BCB 210 |
| Financial econometrics I | Sunday 14.12.2025 08:45 - 10:25 |
| Chair: Jose Olmo | Organizer: CFE-CMStatistics |
| A1168: J. Schnaitmann, C. Francq, S. Laurent | |
| Penalized QMLE and model selection of time series regressions | |
| A1206: T. Honda, P. Peng | |
| Expected shortfall regression for high-dimensional additive models | |
| A1320: L. Zhang | |
| Synthetic control method with mixed frequency data | |
| A1252: Y. Xu | |
| Bootstrap-based inference for weak instruments in IV regression in finance |
| Session CC430 | Room: BCB 407 |
| Statistical algorithms and machine learning techniques | Sunday 14.12.2025 08:45 - 10:25 |
| Chair: Jonas Andersson | Organizer: CFE-CMStatistics |
| A1381: A. McInerney, K. Burke | |
| Interpretnn: An R package for statistically-based neural network interpretation | |
| A1465: M. Sestelo, N.M. Villanueva, L. Machado, J. Roca Pardinas | |
| Modelling competing risks data through clustering of cumulative incidence functions | |
| A1419: M. Dawabsha, J.E. Ruiz-Castro | |
| Algorithmic modeling of a complex k-out-of-n system with corrective and preventive repair and Bernoulli vacation policy | |
| A1391: J. Doohan, K. Burke | |
| Systematic review: Comparison between generalized additive models and neural networks across application areas |
| Session CC419 | Room: BCB 409 |
| Spatial statistics | Sunday 14.12.2025 08:45 - 10:25 |
| Chair: Enea Bongiorno | Organizer: CFE-CMStatistics |
| A1023: L. Romagnoli, C. Lupi | |
| Down to earth: Estimating GDP components in small areas using satellite data | |
| A1246: M. Yamamoto, T. Anzai, K. Takahashi | |
| Detecting disease clusters using functional additive models with spatial dependence | |
| A1263: K. Takahashi, H. Shimadzu | |
| Spatial detection of adjacent hotspot clusters in disease mapping | |
| A1337: T. Gyger, F. Sigrist, R. Furrer | |
| Vecchia-inducing-points full-scale approximations for Gaussian processes |
| Session CC360 | Room: BCB M201 (Lift B Mezzanine) |
| Robust methods | Sunday 14.12.2025 08:45 - 10:25 |
| Chair: Maria Brigida Ferraro | Organizer: CFE-CMStatistics |
| A0190: F.F. Queiroz, S. Ferrari, Y. Maluf | |
| Robust beta regression through the logit transformation | |
| A0282: A. Garcia-Perez | |
| Novel robust estimator in logistic regression | |
| A1172: L.A. Garcia-Escudero, L. Trapote-Reglero, A. Mayo-Iscar | |
| Extending TCLUST to higher dimensions | |
| A1486: C. Wang | |
| Byzantine-robust distributed one-step estimation |
| Session CP001 | Room: BCB 208 |
| Poster Session | Sunday 14.12.2025 08:45 - 10:25 |
| Chair: Louisa Kontoghiorghes | Organizer: CFE-CMStatistics |
| Parallel session G: CFE-CMStatistics 2025 | Sunday 14.12.2025 | 10:55 - 12:10 |
| Session CO114 | Room: BCB 206 |
| CFE session: A tribute to H. Pesaran IV | Sunday 14.12.2025 10:55 - 12:10 |
| Chair: Joachim Schnurbus | Organizer: Erricos Kontoghiorghes |
| A0407: M.-J. Lee | |
| Fixed-effect estimators under strict exogeneity for averages of unknown heterogeneous effects | |
| A0892: A. Bhattacharjee, J. Paul, M. Schaffer | |
| Testing weak dependence and stationarity by universal inference | |
| A1473: S. Sheng | |
| Testing for structural changes in factor models with short panel data |
| Session CO196 | Room: BCB 207 |
| Econometric forecasting | Sunday 14.12.2025 10:55 - 12:10 |
| Chair: Robert Kunst | Organizer: Robert Kunst |
| A0660: R. Kunst, M. Costantini | |
| Optimal combinations of mean square error and directional forecast accuracy for model selection | |
| A1066: I. Fortin, J. Hlouskova | |
| Metal price uncertainty and macroeconomic dynamics | |
| A1459: R. Scheufele | |
| Macroeconomic forecasting with time series foundation models |
| Session CO191 | Room: BCB 209 |
| Modelling risk and uncertainty | Sunday 14.12.2025 10:55 - 12:10 |
| Chair: Paulo Rodrigues | Organizer: Paulo Rodrigues |
| A1164: P. Raposo, P. Rodrigues, P. Portugal, M. Demetrescu | |
| High-dimensional panel expectiles regression: A decomposition of the gender wage gap | |
| A1166: P. Rodrigues, J. Nicolau, A. Cornea-Madeira | |
| Forecasting the tail behavior of banks risk sentiment | |
| A1191: H. Reis | |
| If at first you don't succeed: A dynamic evaluation of grade retention |
| Session CO340 | Room: BCB 210 |
| Advances in non-linear time series | Sunday 14.12.2025 10:55 - 12:10 |
| Chair: Dario Palumbo | Organizer: Dario Palumbo |
| A0682: R. Casarin, D. Palumbo, F. Ravazzolo | |
| Dynamic combination and calibration for climate predictions | |
| A0769: E. Dzuverovic, F. Corsi, G. Buccheri | |
| From rotational to scalar invariance: Enhancing identifiability in score-driven factor models | |
| A0840: D. Raggi | |
| Identification, estimation, and inference for models with multiple behavioral equilibria |
| Session CO295 | Room: BCB 211 |
| Statistical models for business and economics | Sunday 14.12.2025 10:55 - 12:10 |
| Chair: Sujay Mukhoti | Organizer: Sujay Mukhoti |
| A0229: S. Ghosh, S. Mukhoti, P. Sharma | |
| Climate-driven inventory optimization using generalized newsvendor model with random supply and demand | |
| A0339: S. Mukhoti, S. Ghosh | |
| Likelihood based estimation of optimal order quantity | |
| A0534: K. Sriram | |
| Predictive modeling for coal production locations with kernel density and some machine learning approaches | |
| A1058: N. Chakraborty, D. Ghosh, S. Roy | |
| High-dimensional regularized additive matrix autoregressive model |
| Session CO041 | Room: BCB 308 |
| Over-parametrization and overfitting in machine learning | Sunday 14.12.2025 10:55 - 12:10 |
| Chair: Debarghya Ghoshdastidar | Organizer: Debarghya Ghoshdastidar |
| A0414: P. Marion | |
| Implicit regularization of deep residual networks towards neural ODEs | |
| A1049: M. Seleznova | |
| Kernel regime of deep neural networks: Insights and limitations | |
| A0528: M. Fleissner | |
| Self-supervised learning in the kernel regime |
| A0182: E. Raffinetti, M.E. De Giuli | |
| Focused SAFE-driven AI approach for volatility prediction in EU ETS | |
| A0734: R. Metulini | |
| Matrix completion for spatiotemporal air quality datasets | |
| A1517: C. Salvagnin, A. Glielmo, V. Del Tatto, A. Mira, M.E. De Giuli | |
| Non-parametric causal discovery for EU allowances returns through the information imbalance |
| Session CO315 | Room: BCB 310 |
| Interacting urns and innovation processes | Sunday 14.12.2025 10:55 - 12:10 |
| Chair: Andrea Ghiglietti | Organizer: Andrea Ghiglietti |
| A0324: R. Frieri, A. Ghiglietti, G. Aletti, I. Crimaldi, A. Baldi Antognini | |
| A system of urn models for incorporating informational borrowing in the design and inference of clinical trials | |
| A0804: H. Sariev | |
| Generalized measure-valued Polya sequences | |
| A1072: F. Nutarelli, I. Crimaldi, A. Ghiglietti, G. Aletti | |
| Modeling innovation ecosystem dynamics through interacting reinforced Bernoulli processes. | |
| A1521: M. Lalli, F. Tria, L. Pappalardo | |
| Lost in the supermarket: Individual and collective dynamics through the lens of innovation processes |
| Session CO276 | Room: BCB 311 |
| Uniform Inference on high-dimensional models | Sunday 14.12.2025 10:55 - 12:10 |
| Chair: Takahiro Nishiyama | Organizer: Chen Huang |
| A1324: P. Haimerl, I. Wilms, S. Smeekes | |
| Estimation of latent group structures in time-varying panel data models | |
| A0607: Q. Zhang, Q. Xu, C. Huang | |
| Inference and automatic instrument selection in a semiparametric single-index conditional factor model | |
| A1193: T. Nishiyama, M. Hyodo, S. Narita | |
| Testing block-diagonal covariance structure under a low dimensional factor model in high-dimensional settings |
| Session CO198 | Room: BCB 403 |
| AI for complex networks: Applications in health and financial systems | Sunday 14.12.2025 10:55 - 12:10 |
| Chair: Giorgia Rivieccio | Organizer: Giorgia Rivieccio |
| A0908: G. Cosma | |
| Comorbidity patterns and temporal associations of multiple long-term conditions in adults with intellectual disability | |
| A0902: Z. Marino, S. Corsaro, S. Scognamiglio, V. Di Sauro | |
| Joint modeling of temperature mean and volatility for weather derivative evaluation: A neural network approach | |
| A0850: A.P. Di Iorio, G. Rivieccio, S. Pignata, F. Schiavone | |
| Multilayer perceptron for the economic analysis of diagnostic inappropriateness in cancer networks |
| Session CO328 | Room: BCB 407 |
| TBA | Sunday 14.12.2025 10:55 - 12:10 |
| Chair: Yifan Cui | Organizer: Yifan Cui |
| A1121: Y. Gao, Y. Bai, Y. Cui | |
| On multiple robustness of proximal dynamic treatment regimes | |
| A1425: C. Ye, R. Zhu, L. Zhu | |
| Consistent order determination of Markov decision process | |
| A0837: A. Christev | |
| Reinforcement learning for estimation and inference in heterogeneous environments |
| Session CO181 | Room: BCB 408 |
| j-ISBA session: New advances in Bayesian statistics | Sunday 14.12.2025 10:55 - 12:10 |
| Chair: Beatrice Franzolini | Organizer: Matteo Giordano |
| A0240: M.W. Lee, M. de Carvalho, B. Reich | |
| Bayesian Kolmogorov-Arnold neural model | |
| A0297: L. Hardcastle, S. Livingstone, G. Baio | |
| Diffusion piecewise exponential models for survival extrapolation using piecewise deterministic Monte Carlo | |
| A0451: G. Duran-Martin, L. Sanchez-Betancourt, A. Shestopaloff, K. Murphy | |
| A unifying framework for generalized Bayesian online learning in non-stationary environments |
| Session CO028 | Room: BCB G07 |
| HiTEc: Statistical inference on instabilities and independence | Sunday 14.12.2025 10:55 - 12:10 |
| Chair: Matus Maciak | Organizer: Matus Maciak |
| A1155: B. Milosevic, Z. Lukic | |
| Online change-point detection: A traders perspective | |
| A1212: M. Maciak, M. Pesta, G. Ciuperca | |
| Online detection of risk instabilities based on conditional expectiles | |
| A1235: M. Cuparic, B. Milosevic | |
| On independence testing in the presence of cure data | |
| A1500: V. Witkovsky | |
| Computational methods and algorithms based on characteristic functions and their implementation in CharFunTool |
| Session CO188 | Room: BCB G08 |
| Physics-guided spatio-temporal data: Descriptive versus dynamical systems | Sunday 14.12.2025 10:55 - 12:10 |
| Chair: Arthur Guillaumin | Organizer: Arthur Guillaumin |
| A1189: C. Wikle | |
| Flexible hierarchical Bayesian process-informed neural network models for spatiotemporal data | |
| A1203: D. Hristopulos | |
| On space-time local interaction machines | |
| A1467: A. Guillaumin, C. Wortham, E. Jeffrey, C.Y.C. Lo | |
| Physics-guided space-time mapping of sea surface height: Novel covariance models and methods |
| Session CO069 | Room: BCB G09 |
| Financial and macro econometric predictability | Sunday 14.12.2025 10:55 - 12:10 |
| Chair: Robinson Kruse-Becher | Organizer: Robinson Kruse-Becher |
| A0678: R.A. Schuessler, S. Lehmann, M. Trede | |
| Signal-based subset selection for long-term portfolio returns | |
| A0692: R. Kruse-Becher, P. Letixerant | |
| Macroeconomic survey forecasting in times of crises | |
| A0778: C. Wegener | |
| Managerial habit formation and predictability |
| Session CO234 | Room: Virtual R01 |
| Advancement on statistical network modeling and analysis | Sunday 14.12.2025 10:55 - 12:10 |
| Chair: Wen Zhou | Organizer: Wen Zhou |
| A1475: Y. Zhang | |
| Statistical inference for network regression with random designs | |
| A1476: T. Li, A. Rothman, J. Lee | |
| Nonparametric estimation for time-varying network models | |
| A1482: C. Shi | |
| Doubly robust alignment for large language models |
| Session CO127 | Room: BCB 212 (Lift B) |
| Economic unceratinty and its effects | Sunday 14.12.2025 10:55 - 12:10 |
| Chair: Svetlana Makarova | Organizer: Svetlana Makarova |
| A0985: K. Szafranek, J. Beckmann, M. Rubaszek, M. Murach | |
| A new measure of geopolitical risk for a large cross-section of countries | |
| A1115: J.J. Perez, M. Diakonova, I. Alonso | |
| Rethinking GPR: The sources of geopolitical risk | |
| A1339: S. Makarova, W. Charemza, C. Francq, R. Lupu, J.-M. Zakoian | |
| Testing for the footprints of stabilization economic policy in forecast errors |
| Session CO338 | Room: BCB 213 (Lift B) |
| The econometrics of empirical asset pricing | Sunday 14.12.2025 10:55 - 12:10 |
| Chair: Andre B M Souza | Organizer: Andre B M Souza, Christian Brownlees |
| A1251: A. Tetereva, R. Lonn, G. Freire | |
| Multivariate factors: Accounting for the joint dependence among characteristics | |
| A1492: D. Bianchi | |
| Transaction costs and the stochastic discount factor | |
| A1497: A. B M Souza, C. Brownlees | |
| How to bet on winners (and losers) |
| Session CO322 | Room: BCB 312 (Lift B) |
| Statistical methods for environmental sustainability | Sunday 14.12.2025 10:55 - 12:10 |
| Chair: Alessandro Bitetto | Organizer: Alessandro Bitetto |
| A0785: A. Agosto, P. Cerchiello, A. Tanda | |
| Environmental performance and market risk: A data-driven approach | |
| A0756: V.D. Nguyen | |
| Quantitative robustness assessment of composite indicators: Methodology and application | |
| A0597: R. Mammadli, C. Gigliarano | |
| Unpacking determinants of water conservation behavior and the spatial variations of their effects |
| Session CO106 | Room: BCB M201 (Lift B Mezzanine) |
| Extremes and dependence modelling | Sunday 14.12.2025 10:55 - 12:10 |
| Chair: Boris Beranger | Organizer: Boris Beranger |
| A0270: P. Krupskiy | |
| A class of skew-multivariate distributions for spatial data | |
| A0777: B. Nasri, B. Remillard, P. Krupskiy | |
| On factor copula-based mixed regression models | |
| A0949: B. Remillard, B. Nasri, K. Ghoudi | |
| Statistical methods for multivariate time series with arbitrary distributions |
| Session CO184 | Room: BCB M202 (Lift B Mezzanine) |
| Bayesian methods in finance | Sunday 14.12.2025 10:55 - 12:10 |
| Chair: Maria Fernanda Pintado | Organizer: Martina Zaharieva |
| A0203: A. Virbickaite, I. Ferreira Batista Martins, H. Nguyen, H. Lopes | |
| Intraday crude oil volatility: Assessing the impact of economic announcements and mixed-frequency data | |
| A0880: C. Frey, D. Happersberger | |
| Flexible combination strategies for multivariate volatility forecasting | |
| A1344: M.F. Pintado, M. Iacopini, L. Rossini, A. Shestopaloff | |
| Bayesian Markov-switching partial reduced-rank regression |
| Session CC420 | Room: BCB 208 |
| ESG scores and sustainable finance | Sunday 14.12.2025 10:55 - 12:10 |
| Chair: Massimiliano Caporin | Organizer: CFE-CMStatistics |
| Session CC433 | Room: BCB 307 |
| High-dimensional and sparse modeling | Sunday 14.12.2025 10:55 - 12:10 |
| Chair: Andreas Artemiou | Organizer: CFE-CMStatistics |
| A1149: F. Shokoohi | |
| Sparse estimation in semi-parametric finite mixture of regression models subject to right censoring | |
| A1258: N. Zakiyeva | |
| An algorithm for solving the constrained sparse-group lasso | |
| A1394: C. Gatu, G.-E. Pascaru, P.S. Drumia, E. Kontoghiorghes | |
| Heuristic algorithms for subset regression model selection |
| Session CC431 | Room: BCB 402 |
| Applied financial econometrics | Sunday 14.12.2025 10:55 - 12:10 |
| Chair: Johan Lyhagen | Organizer: CFE-CMStatistics |
| A0445: C. Grivas, R. Morita | |
| From imports to fracking: A Markov-switching Granger causality analysis of crude oil prices and political polarization | |
| A1238: S. Benoit, R. Liu | |
| Safe distance to systemic risk | |
| A1280: I. Kyrlis, C. Agiropoulos, G. Galanos, S. Varelas, C. Kanellopoulos | |
| Seasonal and regime-dependent effects of heat stress on European tourism equities |
| Session CC436 | Room: BCB 405 |
| Applied statistical tools and evaluation | Sunday 14.12.2025 10:55 - 12:10 |
| Chair: Steven Gilmour | Organizer: CFE-CMStatistics |
| A0308: F. Mariani, R. Frieri, M. Novelli | |
| A flexible framework for adaptive designs based on the simulated annealing algorithm | |
| A1372: H. Alshamari, T. Coolen-Maturi, F. Coolen | |
| On statistical reproducibility of ROC-based diagnostic tests | |
| A0210: S. Diaz Coto | |
| Statistical tools for assessing mixtures effects on health outcomes: A trade-off between complexity and interpretability |
| Session CC408 | Room: BCB 406 |
| Methodological statistics | Sunday 14.12.2025 10:55 - 12:10 |
| Chair: Sanjoy Sinha | Organizer: CFE-CMStatistics |
| A1111: W. Makhdoom, M.K.A. Shah, N. Zahra, E. Ahmed | |
| Efficient estimation for scale parameter of Birnbaum Saunders distribution for multiple dimensions | |
| A1379: A.T. Nava, F. Sigrist | |
| Laplace approximations for Gaussian process and mixed effects quantile regression | |
| A1414: K. Das, Z. Zhu | |
| Scalable covariance parameter estimation of nonstationary Matern process from high-resolution spatial data |
| Session CC429 | Room: BCB 409 |
| High-frequency and stochastic econometrics | Sunday 14.12.2025 10:55 - 12:10 |
| Chair: Masayuki Uchida | Organizer: CFE-CMStatistics |
| A0796: Y. Tonaki, Y. Kaino, M. Uchida | |
| Test for volatility parameter change in linear parabolic SPDEs | |
| A1126: S. Kusano, M. Uchida | |
| QBIC of SEM for diffusion processes based on high-frequency data | |
| A1226: T. Ogihara | |
| Asymptotically uniformly most powerful tests for diffusion processes with nonsynchronous observations |
| Session CC407 | Room: BCB 313 (Lift B) |
| Empirical finance | Sunday 14.12.2025 10:55 - 12:10 |
| Chair: Jonas Andersson | Organizer: CFE-CMStatistics |
| A0620: T. Sasaki, T. Sone, D. Miyakawa, K. Maehashi | |
| Skewed interest rate expectations and effects of central banks' market operations: Evidence from granular data | |
| A1207: E. Hong, H. Takahashi | |
| Reconsidering success in staged venture investments - The role of follow-on investment in investor lifecycles | |
| A1332: J. Ascorbebeitia, J. Barbera, S. Orbe | |
| Network risk spillovers between European energy related firms |
| Parallel session H: CFE-CMStatistics 2025 | Sunday 14.12.2025 | 13:40 - 15:20 |
| Session CI010 (Special Invited Session) | Room: BCB 211 |
| Dynamic factor models and beyond | Sunday 14.12.2025 13:40 - 15:20 |
| Chair: Esther Ruiz | Organizer: Esther Ruiz |
| A0173: J. Breitung, M. Demetrescu | |
| Identification and estimation of dynamic factor models | |
| A0174: A. Giovannelli, T. Proietti | |
| Forecasting ENSO: A frequency band factor model approach | |
| A0175: C. Doz, L. Ferrara, A. Simoni | |
| IRF and nowcasting with functional approaches and mixed-frequency data |
| Session CO080 | Room: BCB 206 |
| Nonlinearities and applications: A tribute to H. Pesaran (virtual) | Sunday 14.12.2025 13:40 - 15:20 |
| Chair: Willi Semmler | Organizer: Willi Semmler |
| A0694: T. Terasvirta, A. Silvennoinen, G. Wade | |
| Dynamic time-varying betas and climate and political risk factors for four largest Australian banks | |
| A0740: S. Mittnik | |
| Co-extremal shocks and VAR analysis | |
| A0848: P. Chen, W. Semmler | |
| Technology diffusion and CO2 emission reduction | |
| A1016: F. Koohi-Kamali, W. Semmler | |
| Dynamic impact of decarbonization budget neutral fiscal policy on preferences, output and employment |
| Session CO021 | Room: BCB 207 |
| Innovations in finance and insurance | Sunday 14.12.2025 13:40 - 15:20 |
| Chair: Edit Rroji | Organizer: Edit Rroji |
| A0349: I. Oliva, D. Feleppa | |
| The role of market and mortality jumps in optimal DC pension schemes | |
| A0351: G. Apicella, E. Di Lorenzo, G. Magni, M. Sibillo | |
| Actuarial perspectives to the study of the life care reverse mortgage | |
| A0361: I. Stefani, I. Oliva | |
| Robust selection with carbon penalty | |
| A0559: A. Perchiazzo, L. Mercuri, E. Rroji | |
| A SVJJ model based on a compound CARMA(p,q)-Hawkes process |
| Session CO250 | Room: BCB 208 |
| Prices and wages inflation | Sunday 14.12.2025 13:40 - 15:20 |
| Chair: Matteo Luciani | Organizer: Matteo Luciani |
| A0335: L. Mori, G. Ascari, D. Bonam, A. Smadu | |
| Fiscal policy and inflation in the Euro area | |
| A0513: D. Cascaldi-Garcia, L. Guerrieri, M. Iacoviello, M. Modugno | |
| Lessons from the co-movement of inflation around the world | |
| A0542: G. Primiceri, D. Giannone | |
| The drivers of post-pandemic inflation | |
| A0574: N. Maffei Faccioli | |
| Inflation and the gender wage gap: The role of belief frictions |
| Session CO169 | Room: BCB 210 |
| Dependence modeling in actuarial science | Sunday 14.12.2025 13:40 - 15:20 |
| Chair: Etienne Marceau | Organizer: Etienne Marceau |
| A1133: M. Michaelides, H. Cossette, M. Pigeon | |
| Parametric estimation of conditional Archimedean copula generators for censored data | |
| A1135: P. Semeraro, A. Mutti, H. Cossette, E. Marceau, A. Mutti | |
| Extremal negative dependence and the strongly Rayleigh property-part A | |
| A1137: A. Mutti, H. Cossette, E. Marceau, P. Semeraro | |
| Extremal negative dependence and the strongly Rayleigh property-part B | |
| A1179: L. Gao, S. Jessup | |
| A zero-inflated mixed-effects spatial point process for grouped storm loss data |
| Session CO197 | Room: BCB 307 |
| Data depth in statistics and machine learning | Sunday 14.12.2025 13:40 - 15:20 |
| Chair: Hyemin Yeon | Organizer: Hyemin Yeon |
| A1318: H. Yeon, X. Dai, S. Lopez Pintado | |
| Anomaly detection for functional data | |
| A1322: S. Kang, H.-S. Oh | |
| On a notion of graph centrality based on $L_1$ data depth | |
| A1311: K. Ramsay, S. Chenouri, D. Spicker, A. Jagannath | |
| Differentially private multivariate medians | |
| A1186: Z. Ma, A. Lopez Oriona, Y. Sun, H. Ombao | |
| Robust fuzzy clustering for high-dimensional multivariate time series with outlier detection |
| Session CO314 | Room: BCB 310 |
| Statistical change-point detection | Sunday 14.12.2025 13:40 - 15:20 |
| Chair: Hoseung Song | Organizer: Hoseung Song |
| A0411: R. Luo | |
| A conformal prediction framework for network systems | |
| A0588: H. Xu | |
| Estimation and inference of change points in functional regression time series | |
| A0627: C.M. Madrid Padilla | |
| A general framework for online change point detection in nonparametric regression | |
| A0680: P. Jiang, Y. Uematsu | |
| Robust simultaneous detection of multiple breaks |
| Session CO299 | Room: BCB 403 |
| Modern approaches to distributional and high-dimensional data analysis | Sunday 14.12.2025 13:40 - 15:20 |
| Chair: Wanli Qiao | Organizer: Wanli Qiao |
| A0621: R. Ghosal | |
| Distributional outcome regression via quantile functions | |
| A1361: B. Li, S. Bhattacharjee, X. Wu, L. Xue | |
| Doubly robust estimation of causal effects for random object outcomes with continuous treatments | |
| A1009: M. Imaizumi | |
| Analysis on dynamics of deep neural network with high-dimensional structure | |
| A0671: W. Qiao, E. Arias-Castro | |
| Embedding distributional data |
| Session CO323 | Room: BCB 405 |
| Advances in Bayesian graphical model inference | Sunday 14.12.2025 13:40 - 15:20 |
| Chair: Pariya Behrouzi | Organizer: Pariya Behrouzi |
| A0342: M. Vannucci | |
| A Bayesian approach for inference on mixed graphical models | |
| A0482: M. Marsman, A. Beskos | |
| Bayesian edge selection in mixed Markov random fields for ordinal and continuous variables | |
| A0580: R. Mohammadi, L. Vogels, M. Schoonhoven, I. Birbil | |
| Scalable Bayesian structure learning for Gaussian graphical models using marginal pseudo-likelihood | |
| A0581: W. van Wieringen | |
| Signpost testing to navigate the parameter space of the Gaussian graphical model with high-dimensional data |
| Session CO116 | Room: BCB 406 |
| Recent advances on network and matrix data analysis | Sunday 14.12.2025 13:40 - 15:20 |
| Chair: Jesus Arroyo | Organizer: Jesus Arroyo |
| A0934: Z. Lubberts, M. Sharifi Kiasari, A. Athreya, C. Priebe, T. Chen, S. Yu, Y. Park, V. Lyzinski | |
| Vertex alignment and changepoint localization in network time series | |
| A0853: J. Agterberg | |
| Computationally optimal estimation and inference of common subspaces | |
| A1357: K. Levin | |
| Spectral embeddings of correlation networks | |
| A1352: J. Cape, D. Hong | |
| Network signflip parallel analysis for selecting the embedding dimension |
| A0609: Y. Wang | |
| Spatiotemporal clustering with Neyman-Scott processes | |
| A0813: P. Rosa | |
| On $L^2$ posterior contraction rates in Bayesian nonparametric regression models | |
| A0279: J. Park | |
| A Stein gradient descent approach for doubly intractable distributions | |
| A0972: L. Paci, R. Argiento | |
| Model-based clustering of categorical data based on the Hamming distance |
| Session CO108 | Room: BCB 409 |
| Statistics and sport | Sunday 14.12.2025 13:40 - 15:20 |
| Chair: Brigitte Gelein | Organizer: Brigitte Gelein, Matthieu Marbac |
| A0265: R. Yurko | |
| College football volatility: A Bayesian state-space model of the transfer portal and NIL impact | |
| A0384: K. Amezouwui, B. Gelein, M. Marbac, A. Sorel | |
| Clustering of soccer possessions using a mixture of absorbing Markov point processes | |
| A0431: S. Dejean, A. Odet, C. Pasquaretta | |
| An explainability approach for identifying winning strategies in rugby union | |
| A0987: D.J. Lee | |
| Modelling time-varying training loads to assess their impact on sports injuries |
| Session CO068 | Room: BCB G07 |
| HiTEc: Advances in financial econometrics | Sunday 14.12.2025 13:40 - 15:20 |
| Chair: Genaro Sucarrat | Organizer: Genaro Sucarrat |
| A0810: J.-M. Zakoian, D. Velasquez-Gaviria | |
| Noncausal AR processes driven by causal GARCH volatility | |
| A0896: F. Violante, S. Grassi, M. Alfiero | |
| An economic evaluation of exchange rates higher order moments timing | |
| A0807: S. Campos Martins, F. Pellegrino, J.A. Faias | |
| Climate-driven shockwaves along the futures curve | |
| A0792: G. Sucarrat, C. Francq | |
| Prediction of non-negative variables under misspecification and nonstationarity |
| Session CO059 | Room: BCB G08 |
| Applied macro | Sunday 14.12.2025 13:40 - 15:20 |
| Chair: Michael Owyang | Organizer: Michael Owyang |
| A0227: J. Piger | |
| Identifying business cycles in real time with quantile dynamic factor Markov switching models | |
| A0453: J. Bennett, M. Owyang | |
| Asymmetric loss and financial market forecasts | |
| A0738: A.B. Galvao | |
| The macroeconomic impact of unexpected data releases | |
| A0578: M. Owyang | |
| Does uncertainty forecast recessions? |
| Session CO058 | Room: BCB G09 |
| Statistical and econometric models for censored data | Sunday 14.12.2025 13:40 - 15:20 |
| Chair: Ralf Wilke | Organizer: Ralf Wilke |
| A0847: F. Sieg, R. Weissbach, A.-M. Toparkus | |
| Censored lifespans in a double-truncated sample: Maximum likelihood inference for exponential and geometric | |
| A0622: M. Munko, D. Dobler, M. Ditzhaus | |
| Multiple contrast tests for RMTLs in factorial competing risks settings | |
| A0719: G. Crommen, I. Van Keilegom, J.-P. Florens | |
| Tests of exogeneity in duration models with censored data | |
| A0720: R. Braekers | |
| On the identifiability under dependent censoring or in a competing risk setting using divergence measures |
| Session CO304 | Room: Virtual R01 |
| Recent advances in causal inference | Sunday 14.12.2025 13:40 - 15:20 |
| Chair: Soham Jana | Organizer: Soham Jana |
| A0235: T. Tang | |
| Distilling heterogeneous treatment effects: Stable subgroup estimation in causal inference | |
| A0250: N. Laha, N. Chapagain, A. Sonabend | |
| Fisher consistency of surrogate losses for optimal dynamic treatment regimes | |
| A0591: D. Mukherjee, A. Ghassami, S. Bo | |
| A debiased estimator for the mediation functional in (ultra) high-dimension in the presence of interaction effects | |
| A1022: A. Roy, X. Chen, Y. Hu, K. Balasubramanian | |
| Stochastic optimization algorithms for instrumental variable regression with streaming data |
| Session CO286 | Room: Virtual R02 |
| Statistical modeling and inference under complex structure (virtual) | Sunday 14.12.2025 13:40 - 15:20 |
| Chair: Jingru Mu | Organizer: Jingru Mu |
| Session CO306 | Room: BCB 212 (Lift B) |
| Advances in asset pricing | Sunday 14.12.2025 13:40 - 15:20 |
| Chair: Sicong Li | Organizer: Sicong Li |
| A0496: X. Han, J. Van Binsbergen, A. Lopez Lira | |
| Textual analysis of short-seller research reports | |
| A0768: A. Martin-Utrera, V. DeMiguel, R. Uppal | |
| Rethinking mutual fund performance: From traditional alpha to achievable alpha | |
| A0771: C. Zhang | |
| Trading volume alpha | |
| A0992: P. Zaffaroni, V. Raponi | |
| Statistical arbitrage without arbitrage |
| A0263: E. Guidotti, N. Yoshida | |
| Analytical approximations for diffusion processes with asymptotic expansion | |
| A0317: J. Yoshida, N. Yoshida | |
| An estimator for the estimation error and hypothesis testing in non-identifiable models, including machine learning | |
| A0511: I. Muni Toke, T. Fabre | |
| Neural Hawkes: Non-parametric estimation in high dimension and causality analysis in cryptocurrency markets | |
| A0545: M. Uchida, Y. Tonaki, Y. Kaino | |
| Parameter estimation for a linear parabolic SPDE in two space dimensions with a small noise using spatiotemporal data |
| Session CO156 | Room: BCB 312 (Lift B) |
| Advances in optimal design and subsampling (virtual) | Sunday 14.12.2025 13:40 - 15:20 |
| Chair: Nicholas Rios | Organizer: Nicholas Rios |
| A0565: X. Zhang | |
| Design and analysis for constrained order-of-addition experiments | |
| A0579: J. Zheng | |
| Optimal subsampling for linear models with heteroscedasticity | |
| A1256: S. Lee, N. Rios | |
| REX-SUB: A scalable subsampling strategy for modeling large spatial datasets |
| Session CO277 | Room: BCB M201 (Lift B Mezzanine) |
| Multivariate extremes | Sunday 14.12.2025 13:40 - 15:20 |
| Chair: Ana Ferreira | Organizer: Ana Ferreira |
| A0882: J. Nolan | |
| Generalized logistic extreme value distributions | |
| A0788: J.-I. Fukuchi | |
| Bootstrap for the vector tail empirical process | |
| A1020: J. Lee | |
| Dimension reduction within the geometric framework for multivariate extremes | |
| A0856: N. Meyer | |
| Sparse clustering for extremes | |
| A1234: A. Ferreira, L. de Haan | |
| Estimation of probabilities associated with failure sets |
| Session CO298 | Room: BCB M202 (Lift B Mezzanine) |
| Computational methods in financial economics | Sunday 14.12.2025 13:40 - 15:20 |
| Chair: Paul Schneider | Organizer: Paul Schneider |
| A0808: C. Segala | |
| Moment-driven predictive control of mean-field collective dynamics | |
| A0728: Y. Dillschneider | |
| Model-free bounds for option prices in incomplete markets | |
| A0816: R. Sen | |
| Nonparametric portfolio choices with firm characteristics | |
| A1122: E. Bignozzi | |
| Understanding the effect of input space dimension on kernel learning rates |
| Session CC391 | Room: BCB 209 |
| Text data in economics and finance | Sunday 14.12.2025 13:40 - 15:20 |
| Chair: Bettina Gruen | Organizer: CFE-CMStatistics |
| A0307: J. Schuettler | |
| How source, topic, \& recency influence LLM-based sentiment predictions: Evidence from cross-sectional return prediction | |
| A1393: V. Naboka-Krell, A. Staszewska-Bystrova, V. Bystrov, P. Winker | |
| Language shift in Polish and German economic journals: A corpus-based comparative analysis | |
| A1469: L. Petrasek | |
| ChatGPT-extracted news sentiment and the cross-section of U.S. stock returns | |
| A1228: A. Hovhannisyan, A. Amendola, F. Audrino | |
| Topic-based expected sentiment values for market volatility forecasting |
| Session CC379 | Room: BCB 308 |
| Machine learning | Sunday 14.12.2025 13:40 - 15:20 |
| Chair: Sanjoy Sinha | Organizer: CFE-CMStatistics |
| A1214: A. Svetlosak, M. de Carvalho, C. Ferrer, F. He, J. Lee, W. Wu | |
| KLAN: Kolmogorov-Lorentz-Arnold neural networks | |
| A1243: W. Wu, M. de Carvalho | |
| A statistical framework for characterizing the response distribution of a large language model | |
| A1227: H. Seto, M. Yamamoto, S.-I. Mayekawa | |
| Assessing the fairness of stability for binary classifiers | |
| A1325: M. Yamamoto, M. Okabe, H. Yadohisa | |
| Spatial information integration for analyzing cellular drug responses |
| Session CC443 | Room: BCB 309 |
| Short talks: CFE | Sunday 14.12.2025 13:40 - 15:20 |
| Chair: Peter Pedroni | Organizer: CFE-CMStatistics |
| A0194: T. Pantelidis, M. Karantali | |
| Convergence in overqualification rates across EU Countries | |
| A1506: A. Gupta, M. Comola, C. Comunello | |
| A nonparametric test for social spillovers and interference | |
| A1513: S. Lee | |
| Estimating points of structural correlation instabilities with latent factor models | |
| A1518: J. Kurth, J.-P. Bouchaud, A.A. Majewski | |
| Measuring excess volatility \& asset mispricings through the chiarella model | |
| A1522: M. Schumann | |
| Likelihood specification testing in nonlinear panel data models with fixed effects | |
| A1528: J.L. Esteves dos Santos, H.M. Correia Virtuoso Sebastiao, A.F. Ferreira Martins | |
| Comparison between the Markowitz and Konno-Yamazaki Models for Portfolio Selection | |
| A1385: I. Benedetti, T. Laureti, N. Salvini | |
| High dimensional hedonic models for spatial price index construction in the accommodation market using web scraped data |
| Session CC418 | Room: BCB 311 |
| Clustering | Sunday 14.12.2025 13:40 - 15:20 |
| Chair: Anahita Nodehi | Organizer: CFE-CMStatistics |
| A1426: K. Giddings, I. McDonald, U. Dang, S. Dang | |
| Clustering multivariate discrete data with partial records | |
| A1422: S. Dang | |
| Clustering microbiome data using a mixture of logistic normal multinomial distributions | |
| A1208: J. Ghashti, J. Thompson | |
| Incorporating group fairness in a variable-weighted adjacency construction for spectral clustering | |
| A1463: N. Villanueva, M. Sestelo, L. Machado | |
| Towards scalable survival analysis: Efficient clustering via k-means and log-rank |
| Session CC384 | Room: BCB 402 |
| Algorithms and software | Sunday 14.12.2025 13:40 - 15:20 |
| Chair: Jose Perusquia | Organizer: CFE-CMStatistics |
| A1158: Y. Luo, Z. Zhang, J. Hao, J. Shi, W. Yu, X. Fan | |
| A framework for structural variation analysis: Realistic simulation, robust detection, and Haplotype inference | |
| A1296: G.P.E. Bellocca, I. Garron Vedia, V. Rodriguez-Caballero, E. Ruiz | |
| FARS: Factor augmented regression scenarios in R | |
| A1295: C.K.W. Yu | |
| Joint sparse optimization: Methodologies and its applications | |
| A1386: J.L. Romero Bejar, Q. Mesa Romero, F.J. Esquivel | |
| An interactive shiny web application for multivariate analysis of transcriptomic data |
| Session CC423 | Room: BCB 407 |
| Nonparametric hypothesis tests | Sunday 14.12.2025 13:40 - 15:20 |
| Chair: Tiejun Tong | Organizer: CFE-CMStatistics |
| A1151: K. Nitta, H. Murakami | |
| The Lepage-type statistic for the one-sided location-scale alternative in the two-stage design | |
| A1152: Y. Sato, H. Murakami, A. Mukherjee | |
| A multisample rank test based on Hermite polynomials | |
| A1460: M. Belalia, G. Lyu | |
| Testing independence using C-power functions | |
| A1364: H. Yamaguchi, H. Murakami | |
| A new multivariate two-sample rank test based on interpoint distances |
| Session CC428 | Room: BCB 313 (Lift B) |
| Complex and structured time series | Sunday 14.12.2025 13:40 - 15:20 |
| Chair: Johan Lyhagen | Organizer: CFE-CMStatistics |
| A1259: R. Jung, A. Tremayne | |
| Higher-order integer autoregression for count time series | |
| A1334: Y. Li, C.Y. Yau | |
| Functional threshold autoregressive model | |
| A1279: S. Suzuki, Y. Terada | |
| Mixing conditions for functional autoregressive models and their application to generalization error analysis | |
| A1389: C.T. Ng | |
| Hierarchical principal component analysis of high-dimensional spatial-temporal data |
| Parallel session I: CFE-CMStatistics 2025 | Sunday 14.12.2025 | 15:50 - 17:30 |
| Session CI013 (Special Invited Session) | Room: BCB 307 |
| Embeddings in statistics and AI | Sunday 14.12.2025 15:50 - 17:30 |
| Chair: Joshua Cape | Organizer: Joshua Cape |
| A0179: T. Ke | |
| Counting cycles with DeepSeek | |
| A0180: K. Rohe | |
| How to validate an AI that outperforms humans | |
| A0181: P. Rubin-Delanchy | |
| The manifold hypothesis in science and AI |
| Session CO042 | Room: BCB 206 |
| CFE session: A tribute to H. Pesaran II | Sunday 14.12.2025 15:50 - 17:30 |
| Chair: James MacKinnon | Organizer: Erricos Kontoghiorghes |
| A0797: E. Sentana, D. Amengual, G. Fiorentini | |
| Information matrix tests for switching regression models | |
| A1371: T. Yamagata, P. Jiang | |
| An alternative bootstrap procedure for factor-augmented regression models | |
| A0441: L. Trapani, M. Barigozzi | |
| Robust tensor factor analysis in the presence of heavy-tails | |
| A1007: J. MacKinnon, M. Nielsen, M. Webb | |
| Jackknife inference with two-way clustering |
| A0452: T. De Alwis, S.Y. Samadi | |
| Envelope matrix autoregressive models | |
| A0730: H. Moradi Rekabdararkolaee | |
| Forecasting and downscaling solar irradiance using transformer models | |
| A0748: M. Bhaduri | |
| On detecting changes in certain random intensity-driven point processes through martingale-based repeated testing | |
| A1187: D. Dayta, K. Ikeda, T. Kubo | |
| TransDFM: A Bayesian transformer-dynamic factor model for stock market analysis |
| Session CO122 | Room: BCB 208 |
| Advances in composite likelihood inference for high-dimensional data | Sunday 14.12.2025 15:50 - 17:30 |
| Chair: Davide Ferrari | Organizer: Davide Ferrari |
| A0469: Z. Huang, D. Ferrari, A. Casa | |
| Fast and efficient space-time covariance estimation in large datasets by composite likelihood truncation | |
| A0653: G. Alfonzetti, R. Bellio, C. Varin | |
| Pairwise likelihood estimation of mixed effects ordinal data models via stochastic approximations | |
| A0438: G. Mazo, E. Tomilina, F. Jaffrezic | |
| A semiparametric pairwise likelihood for mixed data in copula models | |
| A1484: G. Bertagnolli, A. Casa, D. Ferrari | |
| Approximate unbiased sparse estimating functions in high-dimensions |
| Session CO066 | Room: BCB 209 |
| Directional statistics | Sunday 14.12.2025 15:50 - 17:30 |
| Chair: Anahita Nodehi | Organizer: Anahita Nodehi |
| A0675: Y. Zhang, S. Sarkar, Y. Chen, X. Zhu | |
| On regime changes in text data using hidden Markov model of contaminated vMF distribution | |
| A0683: I. Guevara, V. Inacio, L. Gutierrez | |
| Bayesian model selection for analyzing predictor-dependent directional data | |
| A0927: A. Panzera, A. Gottard | |
| Conditional von Mises Bayesian networks | |
| A1018: J. Lee, S. Jung | |
| A robust estimator of location on spheres and manifolds |
| Session CO093 | Room: BCB 210 |
| Time series and structural breaks | Sunday 14.12.2025 15:50 - 17:30 |
| Chair: Clifford Lam | Organizer: Alexander Aue |
| A0681: N. Doernemann, T. Kutta, P. Kokoszka, S. Lee | |
| Monitoring for a phase transition in a time series of Wigner matrices | |
| A0852: T. Kutta, N. Doernemann | |
| Monitoring time series with short detection delay | |
| A1063: M. Farne, V. Schisa | |
| The impact of climate on respiratory drug demand in Greece: A multi-method modelling approach | |
| A1094: D. Song | |
| High-dimensional sequential change detection |
| Session CO022 | Room: BCB 211 |
| Learning and discovery in high-dimensional and structured data | Sunday 14.12.2025 15:50 - 17:30 |
| Chair: Doudou Zhou | Organizer: Hao Chen |
| Session CO119 | Room: BCB 308 |
| The price of insight: Innovations in cost-aware and human-guided learning | Sunday 14.12.2025 15:50 - 17:30 |
| Chair: Marshall Honaker | Organizer: Lucas Mentch |
| A0426: E. Nalisnick | |
| Learning to defer to multiple experts: From individuals to populations and crowds | |
| A0480: S. Rayan | |
| Learning to partially defer for sequences | |
| A0514: M. Honaker, L. Mentch, M. Wallace | |
| Iterative modeling under feature acquisition constraints | |
| A0606: R. Gao | |
| Human-AI collaboration with partial feedback |
| Session CO251 | Room: BCB 309 |
| Markov-switching models | Sunday 14.12.2025 15:50 - 17:30 |
| Chair: Francesca Loria | Organizer: Francesca Loria |
| A0450: H. Chang, C.-J. Kim | |
| Estimating state-dependent hysteresis effects | |
| A0820: L. Iania, F. Furno, F. Loria, C. Schulz, D. Giannone | |
| Testing Growth Vulnerabilities and Macro-Financial Linkages | |
| A0845: T. Wozniak, A. Camehl | |
| Forecasting with time-varying order-invariant structural vector autoregressions | |
| A0922: R. Guha, A. Tambalotti, P. Jang | |
| Challenges in achieving explainability and control with supply chain forecasts |
| Session CO124 | Room: BCB 310 |
| Recent advances in learning and complex biomedical data | Sunday 14.12.2025 15:50 - 17:30 |
| Chair: Sarbojit Roy | Organizer: Rajarshi Guhaniyogi |
| Session CO087 | Room: BCB 311 |
| Emerging topics in statistical meta-analysis and applications | Sunday 14.12.2025 15:50 - 17:30 |
| Chair: Din Chen | Organizer: Din Chen |
| A0363: T. Tong | |
| Geometric standardized mean difference and its application to meta-analysis | |
| A0716: L. Lin | |
| Statistical considerations for inverse publication bias in safety outcomes | |
| A0755: Z. Chen | |
| Meta-analysis through combining p-values | |
| A0888: J. Tong, C. Luo, Y. Sun, R. Duan, M.E. Saine, L. Lin, Y. Peng, Y. Lu, A. Batra, O. Wang, R. Li, A. Marks-Anglin, Y. Yang, X. Zuo, J. Bian, S. Kimmel, K. Hamilton, A. Cuker, R. Hubbard, H. Xu, Y. Chen | |
| Confidence score: A data-driven measure for inclusive systematic reviews considering unpublished preprints | |
| A0870: D. Chen, J. Wilson | |
| From big-data to small area estimation: Statistical meta-analysis approach |
| A0605: C.C. Nnanatu | |
| Leveraging satellite imagery to estimate number of households at fine scale resolutions in resource-poor settings | |
| A0625: F. Stingo | |
| Graphical models for modern biological applications | |
| A0858: M. Russo | |
| Leveraging drug therapeutic class to identify adverse events from drug-drug interactions: A decision-theoretic approach | |
| A1060: P. Alaimo Di Loro, S. Sahu, D. Boehning | |
| A Bayesian spatiotemporal Poisson auto-regressive model for the disease infection rate |
| Session CO225 | Room: BCB 403 |
| Advances in statistical analyses of network data | Sunday 14.12.2025 15:50 - 17:30 |
| Chair: Yinqiu He | Organizer: Yinqiu He |
| A0541: F. Xie, D. Wu, F. Xie | |
| SANVI: A fast spectral-assisted network variational inference method with an extended surrogate likelihood function | |
| A0717: Y. Luo, C. Gao | |
| Adaptive robust confidence intervals: Location models and networks | |
| A0906: R. Lunde, J. Zhu, L. Levina | |
| Conformal prediction for dyadic regression | |
| A1119: Y. Dong, C. Shen, C. Priebe, Y. Park | |
| Principal graph encoder embedding and principal community detection |
| Session CO070 | Room: BCB 405 |
| Monte Carlo methods and their application | Sunday 14.12.2025 15:50 - 17:30 |
| Chair: Galin Jones | Organizer: Galin Jones |
| A0197: N. Ju, Y. Xiong | |
| SOMA: A novel sampler for exchangeable variables | |
| A0592: A. Brown | |
| Some insights into the reliability and limitations of adaptive MCMC | |
| A1055: H. Song | |
| Statistical properties of initial sequence type variance estimators for reversible Markov chains | |
| A1441: K. Latuszynski, C. Bell, G. Roberts | |
| Adaptive stereographic MCMC |
| Session CO103 | Room: BCB 406 |
| Network analysis methods and their applications | Sunday 14.12.2025 15:50 - 17:30 |
| Chair: Panpan Zhang | Organizer: Panpan Zhang |
| A0479: J. Loyal | |
| Generalized Bayesian inference for dynamic random dot product graphs | |
| A0523: W. Li, C. Chang, S. Kundu, Q. Long | |
| Accounting for network noise in graph-guided Bayesian modeling of -omics data | |
| A0552: K. Chen, X. Bo | |
| A joint modeling approach for multilayer egocentric social networks, with application to mental health studies | |
| A0732: E. Lila | |
| Genetic regression analysis of structure-function connectome coupling |
| Session CO285 | Room: BCB 407 |
| Innovations in causal, predictive, and nonparametric inference | Sunday 14.12.2025 15:50 - 17:30 |
| Chair: Bingkai Wang | Organizer: Bingkai Wang |
| A0237: B. Wang | |
| How to achieve model-robust inference in stepped wedge trials with model-based methods? | |
| A0252: Q. Fang, S. Guo, X. Qiao | |
| On robust empirical likelihood for nonparametric regression with application to regression discontinuity designs | |
| A0608: M. Yu | |
| SymmPI: Predictive inference for data with group symmetries | |
| A0613: C. Park, M. Stensrud, E. Tchetgen Tchetgen | |
| Proximal causal inference for conditional separable effects |
| A0463: B. Hadj-Amar, A. Bornstein, M. Guindani, M. Vannucci | |
| Discrete autoregressive switching processes in sparse graphical modeling of multivariate time series data | |
| A0706: M. Fop, C. Clarke | |
| Latent position co-clustering for multiple social networks | |
| A0966: M. Kalli, J. Griffin | |
| Bayesian nonparametric models with BART components | |
| A0879: S. Legramanti, R. Argiento, V. Ghidini | |
| Calibrating covariates within product partition models, with an application to stochastic block models |
| Session CO091 | Room: BCB 409 |
| Statistical methods and application for high dimensional biomarkers | Sunday 14.12.2025 15:50 - 17:30 |
| Chair: Dana Tudorascu | Organizer: Dana Tudorascu |
| A0750: J. Harezlak, L. Xiao, Y.-C. Wu, Q. Wen, C. Weaver | |
| Biclustering multivariate longitudinal data in sport-related concussion recovery | |
| A0752: Y. Wu | |
| Multimodal topological analysis of neuroimaging in Alzheimer's disease via persistent homology | |
| A0772: A. Andrei | |
| A comparative study of digital biomarkers of variability in glucose levels among individuals with type I diabetes | |
| A0782: Q. Wu, Y. Pan, S. Chen | |
| Federated factor analysis for collaborative learning of multi-site imaging data |
| Session CO151 | Room: BCB G07 |
| HiTEc: Statistical learning and regime-switching in financial modelling | Sunday 14.12.2025 15:50 - 17:30 |
| Chair: Christina Erlwein-Sayer | Organizer: Christina Erlwein-Sayer |
| A1245: L. Veraart | |
| Modelling contagious bank runs | |
| A1317: R. Mamon | |
| Valuation of derivatives on carbon emission allowance | |
| A1375: N. Packham, S. Alkhoury | |
| Risk culture indicators and their role in financial institutions resilience | |
| A1405: C. Erlwein-Sayer, T. Sayer | |
| Adaptive forecasting of electricity spot prices: A hybrid HMM-LSTM approach enabling regime detection and prediction |
| Session CO317 | Room: BCB G08 |
| Advances in structural econometrics | Sunday 14.12.2025 15:50 - 17:30 |
| Chair: Max Antoine Lesellier | Organizer: Max Antoine Lesellier |
| A0347: M. Marcoux, C.J. Ndonfack Zango | |
| Identifying marginal costs from discrete prices and product characteristics | |
| A0564: M.A. Lesellier | |
| Sharp estimation of static entry games with covariates | |
| A0651: J. Lieber, A. Torgovitsky, P. Tebaldi | |
| Nonparametric discrete-choice and sensitivity to distributional assumptions on random utility | |
| A0735: T. Russell, C. Dobronyi, J. Gu, K.I. Kim | |
| Identification of dynamic panel logit models with fixed effects |
| Session CO099 | Room: BCB G09 |
| Topics in macrofinance and econometrics | Sunday 14.12.2025 15:50 - 17:30 |
| Chair: Jose Olmo | Organizer: Jose Olmo |
| A0238: E. Pavlidis, E. Martinez-Garcia | |
| Bubbling up? What consumer expectations reveal about U.S. housing market exuberance | |
| A0266: W. Pouliot | |
| A robust GRS statistic | |
| A0343: C. Zheng | |
| Shrinkage estimation of spatial panel data models with multiple structural breaks and a multifactor error structure | |
| A0823: M. Hallam | |
| Factor-based nowcasting with missing data |
| Session CO269 | Room: Virtual R01 |
| Empirical macro | Sunday 14.12.2025 15:50 - 17:30 |
| Chair: Laura Jackson Young | Organizer: Laura Jackson Young |
| A0314: L. Jackson Young, M. Owyang | |
| A restricted FAVAR for regional analysis of tariff uncertainty | |
| A0462: S. Laumer, I. Santos | |
| Signaling processing monetary policy surprises | |
| A0537: E. Kurt, G. Basante | |
| Corporate tax reforms and the investment channel of monetary policy | |
| A0549: G. Nikolaishvili | |
| The evolution of community bank interconnectedness |
| Session CO289 | Room: BCB 212 (Lift B) |
| Treatment effects and policy evaluation | Sunday 14.12.2025 15:50 - 17:30 |
| Chair: TBA | Organizer: Sukjin Han |
| A0334: M. Nareklishvili | |
| Policy evaluation with many outcomes | |
| A0844: P.E. Spini, S. Hubner | |
| A signature synthetic control method for unbalanced panels | |
| A0857: D. Kim | |
| Testing sign agreement | |
| A0923: B. Deaner, A. Zeleneev | |
| Endogeneity in panel and network models: Identification without IV |
| Session CO051 | Room: BCB 312 (Lift B) |
| Design and analysis of experiments | Sunday 14.12.2025 15:50 - 17:30 |
| Chair: Steven Gilmour | Organizer: Steven Gilmour |
| A1002: H. Grossmann, H. Holling, N. Malevich, R. Schwabe | |
| Optimal designs for a linear paired comparison model with continuous predictors in a restricted design region | |
| A0499: R. Zhou | |
| An adaptive regrouping subsampling method for linear mixed models | |
| A1108: C. May, C. Tommasi, G. Aletti, N. Flournoy | |
| Maximum likelihood estimation under the Emax model | |
| A1196: R. Walwyn, R. Bailey, A. Singh, N. Corrigan, S. Gilmour | |
| Orthogonal factorial designs for trials of therapist-delivered interventions |
| Session CO294 | Room: BCB M201 (Lift B Mezzanine) |
| Advances in extreme value analysis | Sunday 14.12.2025 15:50 - 17:30 |
| Chair: Carlotta Pacifici | Organizer: Carlotta Pacifici |
| A0348: J. Hambuckers, P. Hubner | |
| On predicting the likelihood of high-frequency extreme price movements | |
| A0360: N. Gnecco, S. Engelke, F. Roettger | |
| Extremes of structural causal models | |
| A0674: E. Simpson, P. Northrop | |
| Accounting for missing data when modelling block maxima | |
| A1440: F. Caeiro, I. Gomes | |
| On the selection of the threshold with probability weighted moments |
| Session CO082 | Room: BCB M202 (Lift B Mezzanine) |
| Sustainable and climate finance | Sunday 14.12.2025 15:50 - 17:30 |
| Chair: Michele Costola | Organizer: Monica Billio |
| A0595: A. Sina, M. Billio, A. Dufour | |
| How climate risk shapes U.S. systemic stability through syndicated lending | |
| A1017: M. Lucchetta | |
| Why the ESG boom? | |
| A1221: C. Latino, G. Shrimali | |
| Measuring climate alignment: Disagreement across metrics and its effect on the cost of capital | |
| A1303: M. Costola, I. Prosdocimi, G. Sarrocco | |
| From rain to ruin? Flood impacts on Italian SME loans |
| Session CC442 | Room: BCB 213 (Lift B) |
| Short talks: CMStatistics II | Sunday 14.12.2025 15:50 - 17:30 |
| Chair: Nilanjan Chakraborty | Organizer: CFE-CMStatistics |
| A1431: S. Skhosana, S. Millard, F. Kanfer | |
| Estimating semiparametric Gaussian mixtures of nonparametric regressions with an application in environmental economics | |
| A1504: E. Saha | |
| Sample-specific Multiomic Association networks Using Gaussian graphical models | |
| A1510: J. Zeng | |
| Second-order sparse sufficient dimension reduction with applications to quadratic discriminant Analysis | |
| A1512: G. Fagerberg, M. Villani, R. Kohn | |
| Time-varying multi-seasonal AR models | |
| A1514: G. Karabatsos | |
| Bayesian nonparametric sensitivity analysis of multiple test procedures under dependence | |
| A1515: J. Aubray, F. Nicol, A.F. Yao | |
| Regression on a Lie group: Model and statistical properties |
| Session CC400 | Room: BCB 313 (Lift B) |
| Statistical modelling | Sunday 14.12.2025 15:50 - 17:30 |
| Chair: Eleonora Arnone | Organizer: CFE-CMStatistics |
| A1088: K. Mishra, N. Poonia, T. Kayal, S. Azad | |
| Spatio-temporal rainfall forecasting by novel Kumaraswamy-Teissier distribution and seasonal VARMA models | |
| A1433: V. Piperigou | |
| Some characterizations of a bivariate Poisson distribution | |
| A1156: A. Ritz, B. Saefken | |
| Quantifying model complexity in normalizing flows | |
| A0443: G. Schauberger, S. Klug, A. Mayr | |
| Boosting for conditional logistic regression |
| Session CV394 | Room: Virtual R02 |
| Forecasting (virtual) | Sunday 14.12.2025 15:50 - 17:30 |
| Chair: Matteo Fontana | Organizer: CFE-CMStatistics |
| A1169: E. Azeraf | |
| Pairwise Markov chains for volatility forecasting | |
| A1253: A. Maheshwari, M. Kumavat, A. Vats | |
| Are transformer models good for stock price forecasting? | |
| A0602: C. Isler | |
| Words matter: Forecasting economic downside risks with corporate textual data | |
| A1343: V. Mameli, M. Lambardi di San Miniato, F. Giummole, G. Fonseca | |
| Predicting new sports records: Bootstrap enhancements in extreme value analysis |
| Parallel session J: CFE-CMStatistics 2025 | Sunday 14.12.2025 | 17:40 - 18:55 |
| Session CO222 | Room: BCB 206 |
| Dynamic panel data models: A tribute to H. Pesaran | Sunday 14.12.2025 17:40 - 18:55 |
| Chair: Joachim Schnurbus | Organizer: Joachim Schnurbus |
| A0873: M. Fritsch, H. Haupt, D. Henderson, J. Schnurbus | |
| Prediction-oriented modeling of three-dimensional panel data | |
| A0919: J. Schnurbus, M. Fritsch, A.A.Y. Pua | |
| Estimation of linear dynamic panel data models based on nonlinear moment conditions | |
| A0232: S. Oeztuerk, L. Empting, S. Maxand, K. Wagner | |
| Inference in panel SVARs with cross-sectional dependence of unknown form |
| Session CO147 | Room: BCB 207 |
| Nonparametric methods for dependence and structural change | Sunday 14.12.2025 17:40 - 18:55 |
| Chair: B Cooper Boniece | Organizer: B Cooper Boniece |
| A1143: J. Li, L. Chen, M. Xu | |
| Inference for quantile change points in high-dimensional time series | |
| A1195: H. Maeng | |
| Nonparametric changepoint detection with theoretically justified thresholds | |
| A1347: B.C. Boniece, L. Trapani, L. Horvath | |
| Online monitoring for distributional changes with energy distances |
| Session CO123 | Room: BCB 208 |
| Quantifying model selection uncertainty | Sunday 14.12.2025 17:40 - 18:55 |
| Chair: Davide Ferrari | Organizer: Davide Ferrari |
| A0213: Y. Li, J. Jiang, X. Liu | |
| Measures of uncertainty for model selection | |
| A0386: A. Casa, D. Ferrari | |
| Model selection confidence sets for mixture order selection | |
| A0623: D. Ferrari | |
| Model selection confidence sets for variable selection in regression via Vuong-type tests |
| Session CO131 | Room: BCB 209 |
| Imputation techniques and spatio-temporal modeling | Sunday 14.12.2025 17:40 - 18:55 |
| Chair: Abdul-Nasah Soale | Organizer: Abdul-Nasah Soale |
| Session CO047 | Room: BCB 210 |
| Spatio-temporal dependence and copula models | Sunday 14.12.2025 17:40 - 18:55 |
| Chair: Marta Nai Ruscone | Organizer: F Marta L Di Lascio |
| A0641: G. De Luca, A. Montanino | |
| A copula-based network model for evaluating net bubble risk across asset classes | |
| A0912: F. Durante, A. Benevento, R. Pappada | |
| Semi-supervised time series clustering with copulas | |
| A0761: M. Mailhot, N. Sadr, K. Herrmann | |
| Nested Archimedean copula spatiotemporal approach for hail claim hazard |
| Session CO062 | Room: BCB 211 |
| Advances in multivariate time series | Sunday 14.12.2025 17:40 - 18:55 |
| Chair: Alain Hecq | Organizer: Gianluca Cubadda, Alain Hecq |
| A1027: O. Prifti, G. Cubadda, L. Margaritella | |
| Broken adaptive ridge in time series regression: The TS-BAR | |
| A0964: L. Christiaens, A. Hecq, J. Hambuckers | |
| On mixed causal-noncausal structural VAR models in macro-finance | |
| A1301: E. Inan | |
| Predictability of funding rates |
| Session CO162 | Room: BCB 307 |
| Recent advances in hidden Markov models | Sunday 14.12.2025 17:40 - 18:55 |
| Chair: Beatrice Foroni | Organizer: Beatrice Foroni, Luca Merlo |
| A0672: D. Failli, M.F. Marino, F. Martella | |
| Capturing static and dynamic heterogeneity in a Hidden Markov model for binary data | |
| A0721: A. Khalili, G. Chavez Martinez | |
| Sparse estimation in Markov regime-switching models | |
| A1107: T. Adam, K. Ammann | |
| Non-homogeneous Markov-switching generalized additive models for location, scale, and shape |
| Session CO173 | Room: BCB 308 |
| Statistical innovations for dependent data | Sunday 14.12.2025 17:40 - 18:55 |
| Chair: Hossein Moradi Rekabdararkolaee | Organizer: Toryn Schafer, Hossein Moradi Rekabdararkolaee |
| A0875: T. Schafer | |
| Bayesian closure modeling for dynamic systems | |
| A0887: M. Li, Q. Lu, X. Wang | |
| Changepoint detection in categorical time series with application to daily total cloud cover in Canada | |
| A1140: L. Zhang | |
| Modeling spatio-temporal extremes via conditional variational autoencoders |
| Session CO316 | Room: BCB 309 |
| Recent advances in matrix and tensor time series models | Sunday 14.12.2025 17:40 - 18:55 |
| Chair: Jingyang Li | Organizer: Yang Chen |
| A1290: C. Lam, Z. Cen, K. Liu | |
| Multilevel main effects matrix factor model | |
| A1302: H. Xiao | |
| Dynamic matrix factor model for counts data | |
| A1401: J. Li, Y. Chen | |
| Local interaction autoregressive model for high dimension time series data |
| Session CO125 | Room: BCB 310 |
| Recent approaches to environmental and spatio-temporal statistics | Sunday 14.12.2025 17:40 - 18:55 |
| Chair: Tiffany Tang | Organizer: Stefano Castruccio |
| A0209: T. Wixson, D. Cooley | |
| Neural classification of asymptotic (in)dependence | |
| A0208: M. Schwob | |
| Spatial hyperspheric models for compositional data | |
| A0897: L. da Cunha Godoy, M. Prates, F. Quintana, J. Yan | |
| Gaussian processes and spatial data fusion: Avoiding numerical integration |
| Session CO201 | Room: BCB 311 |
| Bridging causality, connectivity, and robust inference | Sunday 14.12.2025 17:40 - 18:55 |
| Chair: Ashkan Ertefaie | Organizer: Ashkan Ertefaie |
| A0601: L. Parast | |
| Resilience measures for the surrogate paradox | |
| A0911: R. Ramezan | |
| What is in a stimulus: Exploring functional connectivity and causal relationships | |
| A0974: A. Levis, E. Kennedy, A. McClean, S. Balakrishnan, L. Wasserman | |
| Stochastic interventions, sensitivity analysis, and optimal transport | |
| A1501: B. Baer | |
| A framework for mark scaling |
| Session CO135 | Room: BCB 402 |
| Modern statistical frontiers for biomedical and high-dimensional data | Sunday 14.12.2025 17:40 - 18:55 |
| Chair: Matteo Borrotti | Organizer: Subharup Guha |
| Session CO150 | Room: BCB 403 |
| Advances in statistical modeling for biomedical and public health applications | Sunday 14.12.2025 17:40 - 18:55 |
| Chair: Dhrubajyoti Ghosh | Organizer: Dhrubajyoti Ghosh |
| Session CO179 | Room: BCB 405 |
| High-dimensional and dynamic Bayes: Models, computation and applications | Sunday 14.12.2025 17:40 - 18:55 |
| Chair: David Rossell | Organizer: David Rossell |
| A0356: G. Garcia-Donato, M.E. Castellanos Nueda | |
| Searching in ultra high dimensional sparse model spaces: New performance tests and boosting Gibbs sampling algorithms | |
| A0784: M. Guindani, M. Vannucci, E. Sudderth, J. Lee, M. Peters, F. Zoe Ricci | |
| Bayesian temporal biclustering with applications to multi-subject neuroscience studies | |
| A0895: E. Bortolato, D. Rossell, S. Hansen | |
| Birth-death dynamic graphical models |
| Session CO337 | Room: BCB 406 |
| Novel methods for inferring network structure | Sunday 14.12.2025 17:40 - 18:55 |
| Chair: Keith Levin | Organizer: Keith Levin |
| A0859: J. Stewart, G. Qiu | |
| Kernel methods for estimating distributions of graph statistics | |
| A0935: V. Lyzinski, T. Qi, P. Viechnicki, V. Andersson | |
| Asymptotically perfect seeded graph matching without edge correlation (and applications to inference) | |
| A1069: C. Li, Z. Lubberts, M. Weber, Y. Tian | |
| Community detection via curvature gaps |
| Session CO166 | Room: BCB 407 |
| Bayesian nonparametric methods for large-scale inference problems | Sunday 14.12.2025 17:40 - 18:55 |
| Chair: Linxi Liu | Organizer: Linxi Liu |
| A1356: W. Gao | |
| Bayesian nonparametric approaches for functional clustering | |
| A1359: L. Liu, L. Ma | |
| A generalized Bayesian tree ensemble approach to density learning | |
| A1351: W. Huang, C. McKennan, J. Cape, E. Hector | |
| Scalable multi-trait fine-mapping for metabolite GWAS |
| Session CO143 | Room: BCB 409 |
| Statistics in neuroscience II | Sunday 14.12.2025 17:40 - 18:55 |
| Chair: Julia Wrobel | Organizer: Julia Wrobel |
| A0754: D. Tudorascu | |
| Effect sizes variability in harmonization studies of Alzheimer's disease biomarkers | |
| A1037: J. Lukemire, R. Taylor, J. Wrobel | |
| Hierarchical modeling of localized intracranial volume abnormalities in craniosynostosis | |
| A1040: K. Kang, J. Seidlitz, R. Bethlehem, J. Xiong, M. Jones, A. Keller, R. Tao, A. Randolph, B. Larsen, B. Tervo-Clemmens, O. Miranda Dominguez, J. Schildcrout, D. Fair, T. Satterthwaite, A. Alexander-Bloch, S. Vandekar | |
| Improving replicability of brain-behavior association studies by leveraging study design features |
| Session CO064 | Room: BCB G07 |
| Advances in Bayesian mixture and latent variable models for large-scale scientific challenges | Sunday 14.12.2025 17:40 - 18:55 |
| Chair: Mayetri Gupta | Organizer: Mayetri Gupta |
| A0583: I. Mukhopadhyay, P.K. Mondal | |
| Modelling single-cell RNA-seq data | |
| A0630: T. Neocleous, C. Holland, O. Stoner | |
| A Bayesian hierarchical mixture model for classifying compositional data | |
| A1273: M. Lambardi di San Miniato, M. Battauz, R. Bellio, P. Vidoni | |
| Located latent class modelling for expert fact-checking from many non-expert checks |
| Session CO089 | Room: Virtual R01 |
| Recent advances in functional data analysis | Sunday 14.12.2025 17:40 - 18:55 |
| Chair: Cai Li | Organizer: Cai Li |
| Session CO023 | Room: Virtual R02 |
| New machine learning and Bayesian techniques (virtual) | Sunday 14.12.2025 17:40 - 18:55 |
| Chair: Jairo Fuquene | Organizer: Jairo Fuquene |
| A0596: X. Tang | |
| A path signature perspective of process data feature extraction | |
| A1451: Y. Si | |
| Multilevel regression and poststratification | |
| A1358: Z. Quiroz, M. Prates, D. Dey, Z. Hu | |
| Fast generalized spatial multilevel blockNNGP modelling |
| Session CO111 | Room: BCB 213 (Lift B) |
| Advances in time series analysis and forecasting | Sunday 14.12.2025 17:40 - 18:55 |
| Chair: Tommaso Proietti | Organizer: Tommaso Proietti |
| A1004: L. Giraitis, V. Dalla, G. Kapetanios | |
| Adaptive forecasting: Implementation (R package forecastADAPT) | |
| A1046: P. Poncela, G. Martos, D. Fresoli | |
| Frequency singular spectrum analysis | |
| A1373: A. Luati, L. Catania, A. Harvey | |
| Robust CDF filtering of a location parameter |
| Session CO200 | Room: BCB 312 (Lift B) |
| Inference and testing in complex biomedical studies | Sunday 14.12.2025 17:40 - 18:55 |
| Chair: Florin Vaida | Organizer: Florin Vaida |
| A1316: X. Zhang, T. Gui, T. Lin, X. Tu | |
| Generalized estimating equation for cell-cell correlation in single-cell RNA seq data | |
| A1457: K. Messer, N. Quach, C. Jiayu | |
| Issues in causal inference using matching with longitudinal survey data | |
| A1489: F. Vaida, W. Meng | |
| Modeling events with competing causes of known exposure: Risk of concussion due to sports in children |
| Session CO257 | Room: BCB 313 (Lift B) |
| Recent advances in statistical learning on complex data Sets | Sunday 14.12.2025 17:40 - 18:55 |
| Chair: Tianxi Li | Organizer: Tianxi Li |
| A0331: H. Xue, C. Zhang, C. Wu | |
| Robust multi-ancestry PWAS utilizing Bayesian fine-mapping | |
| A0989: S. Yu, Y. Wang, C. Li | |
| Causal learning with invalid instruments for high-dimensional imaging responses | |
| A1438: X. Tang, H. Zhou | |
| Streaming tensor decomposition in imaging analysis |
| Session CO233 | Room: BCB M202 (Lift B Mezzanine) |
| Topics in finance and econometrics | Sunday 14.12.2025 17:40 - 18:55 |
| Chair: Florian Richard | Organizer: Florian Richard |
| A1142: F. Severino, M. Cremona, C.-E. Sarault | |
| Equity market-neutral strategies using variable selection and regularized regression | |
| A1435: L. Khalaf, M.-C. Beaulieu, J.-M. Dufour | |
| Simultaneous inference in possibly incomplete multivariate regressions with application to asset pricing | |
| A1284: F. Richard | |
| Insider trading reporting, market activity, and liquidity |
| Session CC440 | Room: BCB 408 |
| Applied statistical analysis in economics and society | Sunday 14.12.2025 17:40 - 18:55 |
| Chair: Tiejun Tong | Organizer: CFE-CMStatistics |
| A1382: S. Marchetti, I. Benedetti, H. Yang | |
| Granular insights into food poverty: SAE-based estimates using HBS and healthy diet cost data | |
| A0520: M.R. Nieto Delfin, R.B. Carmona Benitez | |
| A hybrid smoothing approach for estimating airline passenger demand | |
| A1383: L. Secondi, T. Laureti, N. Salvini | |
| When cheap gets costly: Tracking cheapflation in Italy during high and moderate inflation |
| Session CC435 | Room: BCB G09 |
| Macroeconomics and social policy | Sunday 14.12.2025 17:40 - 18:55 |
| Chair: Martin Wagner | Organizer: CFE-CMStatistics |
| A1362: E. Knotek, J. Mitchell, M. Pedemonte, T. Shiroff | |
| The effects of interest rate increases on consumers' inflation expectations: The roles of informedness and compliance | |
| A0304: P. Banerjee | |
| Escalated debt levels of Indian states: Who is responsible - the national or the state government? | |
| A1378: T. Omer, D. Henderson, A. Kourtellos | |
| Multidimensional panel data regression model: The case of the multidimensional homeownership vacancy rate in the USA |
| Session CC424 | Room: BCB 212 (Lift B) |
| Causal inference and policy evaluation | Sunday 14.12.2025 17:40 - 18:55 |
| Chair: Ralf Wilke | Organizer: CFE-CMStatistics |
| A0212: M. Bia | |
| Harnessing genetic variants for local average treatment effect estimation | |
| A0616: H. Busshoff, M. Lechner | |
| Optimal policy learning in empirical practice | |
| A0805: L. Forastiere, E. Dal Torrione, C. Park | |
| Resource-efficient policy targeting under heterogeneous partial interference |
| Session CC396 | Room: BCB M201 (Lift B Mezzanine) |
| Stochastic processes | Sunday 14.12.2025 17:40 - 18:55 |
| Chair: Nilanjan Chakraborty | Organizer: CFE-CMStatistics |
| A1395: E.A. Goncalves de Souza, S. Nasini, T. Mlinar, M. Van Den Broeke | |
| A Gaussian-based approximation for a two-stage dual sourcing with delivery risk | |
| A1205: J. Vaillancourt, B. Remillard | |
| Price approximations and random sums | |
| A1197: M. Abuqrais, D. Pigoli | |
| A Riemannian covariance for manifold-valued data |
| Session CV366 | Room: BCB G08 |
| Biostatistics (virtual) | Sunday 14.12.2025 17:40 - 18:55 |
| Chair: Alessia Pini | Organizer: CFE-CMStatistics |
| A0286: Z. Negeri | |
| Structural equation modelling for diagnostic test accuracy meta-analysis | |
| A1071: M. Fayaz | |
| A user-friendly EEGLAB plug-in integrating functional data analysis to advance EEG research | |
| A1241: L. Sakhanenko, J. Goo, D. Zhu | |
| Statistical testing in longitudinal studies for diffusion tensor imaging |
| Parallel session L: CFE-CMStatistics 2025 | Monday 15.12.2025 | 10:30 - 12:10 |
| Session CI007 (Special Invited Session) | Room: BCB 206 |
| CFE special invited session: A tribute to H. Pesaran II | Monday 15.12.2025 10:30 - 12:10 |
| Chair: Andrew Harvey | Organizer: Erricos Kontoghiorghes |
| A0166: R.J. Smith | |
| M. Hashem Pesaran: Some reminiscences and reflections | |
| A0161: O. Linton, M. Ruecker, M. Vogt, C. Walsh | |
| Estimation and inference in high-dimensional panel data models with interactive fixed effects | |
| A0155: A. Harvey, J. Simons | |
| Hidden threshold models with applications to asymmetric cycles |
| Session CO333 | Room: BCB 207 |
| Contemporary issues in economics and finance | Monday 15.12.2025 10:30 - 12:10 |
| Chair: Tanakorn Likitapiwat | Organizer: Ole Maneesoonthorn |
| A0301: P. Chantarasap, N. Rochanahastin | |
| Participation, transparency, and cost asymmetry in common-pool resource governance | |
| A0315: T. Likitapiwat | |
| Culture counts: Exploring firm performance through machine-learning based corporate culture in Thailand | |
| A1019: N. Rochanahastin | |
| Saving and dissaving behavior in an aged society | |
| A1096: C. Thongtai, N. Sornnil | |
| Geopolitical and tourism risks: A comparison of analyses between econometric approaches and machine learning |
| Session CO324 | Room: BCB 208 |
| Innovations in Bayesian Network Psychometrics | Monday 15.12.2025 10:30 - 12:10 |
| Chair: Maarten Marsman | Organizer: Maarten Marsman |
| A0497: G. Arena, L. Waldorp, M. Marsman | |
| How much data is enough? Effective sample size in Bayesian graphical models | |
| A0500: N. Sekulovski, G. Arena, J. Haslbeck, K. Huth, N. Friel, M. Marsman | |
| A stochastic block prior for clustering in graphical models | |
| A0806: D. van den Bergh | |
| A comparison of variable selection algorithms with an application to the ordinal Markov random field | |
| A0814: V. Goyal, M. Marsman | |
| Bayesian estimation of ordinal cross-lagged panel model |
| Session CO319 | Room: BCB 210 |
| TBA | Monday 15.12.2025 10:30 - 12:10 |
| Chair: Paolo Zaffaroni | Organizer: Markus Pelger, Paolo Zaffaroni |
| A0664: S. Li | |
| Low-frequency risk factors and their fundamental drivers | |
| A0993: S. Bryzgalova, A. Quaini, A. Sahay | |
| Simple out-of-sample tests for asset pricing | |
| A1109: S. Kim, A. Neuhierl, R. Korajczyk | |
| International investing: Diversification and beyond | |
| A1064: H. Chen | |
| Market-based incentives for optimal audit quality |
| Session CO072 | Room: BCB 211 |
| Time series econometrics | Monday 15.12.2025 10:30 - 12:10 |
| Chair: Antonio Montanes | Organizer: Antonio Montanes |
| A0649: L. Gadea, J. Gonzalo, A. Ramos | |
| Macroeconomic effects of temperature distributional shocks | |
| A0576: J. Gonzalo, L. Gadea, A. Ramos | |
| Modelling climate heterogeneity using an unconditional quantile vector error correction approach | |
| A0554: A. Montanes | |
| Robust estimation of the autocorrelation function in the presence of outliers. | |
| A0898: J.L. Carrion-i-Silvestre, A. Banerjee | |
| Testing the null hypothesis of panel cointegration with common factors |
| Session CO086 | Room: BCB 308 |
| Machine learning and high-dimensional data | Monday 15.12.2025 10:30 - 12:10 |
| Chair: Eoghan O Neill | Organizer: Maria Grith |
| A0801: G. Finocchio, T. Krivobokova | |
| Model-free identification in ill-posed regression | |
| A0827: E. O Neill, M. Grith, A. Tetereva, J. Cao, G. Hu | |
| Nonlinear autoregressive models for functional time series with Bayesian additive regression trees | |
| A1061: D. Umlandt, M. Dauber | |
| Common factors in currency characteristics | |
| A1068: F. Iafrate | |
| Learning continuous-time network dynamics via network and sheaf SDEs |
| Session CO231 | Room: BCB 309 |
| Topological and geometric statistical analysis | Monday 15.12.2025 10:30 - 12:10 |
| Chair: Carlos Soto | Organizer: Carlos Soto |
| A0352: O. Hacquard | |
| Persistence diagrams, use and limitations | |
| A0415: C. Levrard | |
| Topological analysis for detecting anomalies in time series | |
| A0495: H. Yun, A. Stoecker, V. Panaretos | |
| Wormlike chain model and spherical spectral gap | |
| A0903: E. Maignant, C. von Tycowicz, T. Conrad | |
| Trajectory inference with varifold distances |
| Session CO274 | Room: BCB 402 |
| Variable importance and statistical learning for environmental and energy challenges | Monday 15.12.2025 10:30 - 12:10 |
| Chair: Consuelo Nava | Organizer: Consuelo Nava |
| A0492: A.M. Di Brisco, R. Ascari, F. Nicolussi, A.M. Fiori | |
| Understanding dependencies in compositional data through graphical models | |
| A0553: A. Khorrami Chokami, G. Rabitti | |
| An exact game-theoretic variable importance index for generalized additive models | |
| A0885: L. Patelli, P. Cincinelli, D. Toninelli, G. Zanotti | |
| Greener strategies, stronger results? Environmental sustainability and firm performance in Italy | |
| A0960: G. Marcon | |
| Bootstrapping time series of renewable energy sources for environmental and energy studies |
| Session CO161 | Room: BCB 405 |
| Bayesian Structure Learning in Graphical Models | Monday 15.12.2025 10:30 - 12:10 |
| Chair: Reza Mohammadi | Organizer: Reza Mohammadi |
| A0323: D. Rossell, J. Jewson, D. Sulem | |
| Exact Bayesian computation for large Gaussian graphical models | |
| A0358: L. Vogels, R. Mohammadi, I. Birbil, M. Schoonhoven | |
| Fast MCMC chains for Bayesian posterior inference in graphical models | |
| A0461: J. Kuipers | |
| Efficient sampling for Bayesian networks | |
| A0647: P. Behrouzi, S. Hermes, J. van Heerwaarden | |
| A spatial autoregressive graphical model |
| Session CO273 | Room: BCB 406 |
| Bayesian analysis of network data | Monday 15.12.2025 10:30 - 12:10 |
| Chair: Sirio Legramanti | Organizer: Sirio Legramanti |
| A0809: M. Amongero, P. De Blasi | |
| Bayesian community detection in assortative stochastic block model with an unknown number of communities | |
| A0457: L. Gherardini, M. Lupparelli, M. Bernardi | |
| Dynamic network models with time-varying nodes | |
| A0745: R. Rastelli, C. Lu, N. Friel | |
| A zero-inflated Poisson latent position cluster model | |
| A0510: G. Romano, C. Castiglione, D. Durante | |
| Dependent stochastic block models for sequences of directed networks with application to causes of death co-occurrences |
| A0634: M. De Iorio | |
| A Bayesian nonparametric framework for dynamic item-response theory | |
| A1170: N. Anceschi, L. Mauri, D. Dunson | |
| Spectral decomposition-assisted multi-study factor analysis | |
| A0841: R. Corradin, F. Leisen | |
| Autocompound random measures | |
| A0689: R. Berlinghieri | |
| Oh SnapMMD! Forecasting stochastic dynamics beyond the Schrodinger bridge's end |
| Session CO074 | Room: BCB 409 |
| Spatio-temporal modeling and inference | Monday 15.12.2025 10:30 - 12:10 |
| Chair: Fabian Mies | Organizer: Fabian Mies |
| A0525: M. Nguyen, M. Rabonza, D. Lallemant | |
| The cost of ignoring space: Bias and overconfidence in model calibration | |
| A0640: A. Steland | |
| Inference in nonstationary random fields and rates of convergence of threshold variance estimation under sparsity | |
| A1162: W. Wu, C. Leng | |
| A random graph-based autoregressive model for networked time series | |
| A1399: A. Derumigny, F. De Diego Avila, F. Fang | |
| A universal method for statistical inference of low-frequency time series |
| Session CO140 | Room: BCB G07 |
| HiTEc: Recent advances in model specification testing | Monday 15.12.2025 10:30 - 12:10 |
| Chair: Bojana Milosevic | Organizer: Bojana Milosevic |
| A1097: F. Ouimet | |
| Closure of noncentral Wishart mixtures and testing random effects in multivariate factorial designs | |
| A1102: M. Pesta, B. Pestova, M. Romanak | |
| Tensor changepoint detection and eigenbootstrap | |
| A1103: D. Gaigall, J. Gerstenberg | |
| On the number of replications in resampling tests and Monte Carlo simulation studies | |
| A1157: J. Visagie, J. Allison, A. Steyn | |
| On the multi-sample problem in the presence of random right censoring |
| Session CO165 | Room: BCB G08 |
| Advanced statistical methods for energy economics | Monday 15.12.2025 10:30 - 12:10 |
| Chair: Giuseppe Scandurra | Organizer: Giuseppe Scandurra, Alfonso Carfora |
| A0644: G. Scandurra | |
| Measuring fuzzy energy poverty in Italy | |
| A0739: A. Carfora | |
| Fiscal incentives in Italian residential sector: Long-term effectiveness and distributional effects | |
| A0803: L.F. Minervini | |
| Energy efficiency and household energy poverty: The impact of rebound effects in Italy | |
| A0192: J. Saadaoui, R. Smyth, J. Vespignani | |
| Ensuring the security of the transition: Examining the impact of geopolitical risk on the price of critical minerals |
| Session CO220 | Room: BCB G09 |
| Clever models for complicated data | Monday 15.12.2025 10:30 - 12:10 |
| Chair: Sondre Hoelleland | Organizer: Sondre Hoelleland |
| A0444: M. Cipriani, M. Alfo, M. Signorelli | |
| Extending landmarking to mixture cure models with longitudinal covariates | |
| A0540: I.S. Thorsen, B. Stove, K. Gundersen | |
| Sunset, the dwelling-specific condition, and socio-economic drivers of housing prices in a Norwegian urban area | |
| A0646: T. Bacri, D. Williamson, B. Nortier | |
| Innovation in high-dimensional categorical Bayesian optimization | |
| A0707: L. Ricciotti, A. Russo, S. Hoelleland, A. Maruotti | |
| Robust hidden semi-Markov models for meteorological residuals in the Venice lagoon |
| Session CO061 | Room: BCB 212 (Lift B) |
| Dynamic models for financial data analyses | Monday 15.12.2025 10:30 - 12:10 |
| Chair: Massimiliano Caporin | Organizer: Massimiliano Caporin |
| A0436: A. Morelli, M. Caporin, E. Rossi | |
| Duration modeling in the presence of zero-duration clusters | |
| A0493: E. Rossi, P. Santucci de Magistris, O. Sauri, A. Ranaldo | |
| Realized co-illiquidity | |
| A0184: P. Caraiani, A. Dan Gabriel | |
| Investor sentiment and tail risk spillovers | |
| A0391: M. Caporin, E. Lopetuso, D. Girolimetto | |
| Forecast reconciliation and multivariate GARCH |
| Session CO043 | Room: BCB 213 (Lift B) |
| Recent advances in asymptotic statistics for stochastic processes | Monday 15.12.2025 10:30 - 12:10 |
| Chair: Masayuki Uchida | Organizer: Masayuki Uchida |
| A0512: H. Masuda, E. Kawamo | |
| Asymptotic inference for skewed stable Ornstein-Uhlenbeck process | |
| A0819: K. Kamatani, J. Bierkens, G. Roberts, S. Agrawal | |
| Fluid limit of piecewise deterministic Monte Carlo methods | |
| A0830: A. Gloter, N. Yoshida | |
| Drift estimation for rough processes under small noise asymptotic: QMLE approach | |
| A0913: N. Yoshida, Y. Gyotoku, I. Muni Toke | |
| Deep learning of point processes for modeling high-frequency data |
| Session CO211 | Room: BCB 313 (Lift B) |
| Recent advances in survival data analysis | Monday 15.12.2025 10:30 - 12:10 |
| Chair: Chi Hyun Lee | Organizer: Chi Hyun Lee |
| A0275: D. Pak | |
| Variable selection in ultra-high dimensional feature space for the Cox model with interval-censored data | |
| A0604: S. Kim, R. Wang, W. Lu | |
| Self-consistent equation-guided neural networks for censored time-to-event data | |
| A0787: Y. Cho, X. Yang, A. Wahed, Y. Cheng | |
| Imputation-based q-learning with regression trees for censored survival data | |
| A1104: T. Choi, S. Park, H. Oh, Z. Jin, S. Choi | |
| Rank estimation of monotone individualized treatment regimes for survival outcomes |
| Session CO235 | Room: BCB M201 (Lift B Mezzanine) |
| New contributions to extreme value theory | Monday 15.12.2025 10:30 - 12:10 |
| Chair: Armelle Guillou | Organizer: Armelle Guillou |
| A0417: T. Henningsen, M. Bladt, L. Glargaard | |
| Conditional extreme value estimation for dependent time series | |
| A0428: G. Stupfler, A. Daouia, A. Usseglio-Carleve | |
| Corrected inference about the extreme expected shortfall in the general max-domain of attraction (part I) | |
| A0429: A. Usseglio-Carleve, A. Daouia, G. Stupfler | |
| Corrected inference about the extreme expected shortfall in the general max-domain of attraction (part II) | |
| A0551: S. Padoan, D. Carl, S. Rizzelli | |
| Asymptotic theory for the likelihood-based block maxima method in time series |
| Session CC371 | Room: BCB 209 |
| Portfolio optimization | Monday 15.12.2025 10:30 - 12:10 |
| Chair: Yasuhiro Omori | Organizer: CFE-CMStatistics |
| A1003: S. Park, A. Bensoussan | |
| Income-based optimal portfolio choice: A new analysis | |
| A1268: P. Uberti, C. Fassino | |
| Risk budgeting portfolios for general risk measures | |
| A1281: T. Pfeil, D. Umlandt | |
| A regularized regression approach to global minimum variance allocation |
| Session CC427 | Room: BCB 307 |
| Macro-financial modeling | Monday 15.12.2025 10:30 - 12:10 |
| Chair: Demetris Koursaros | Organizer: CFE-CMStatistics |
| A1314: K. Assenmacher, M. Brautigam, J.M. Figueres, C. Giglio, A. Grassi, C. Rodriguez | |
| Simulating macro-financial scenarios of stress for multiple countries in the euro area | |
| A1165: P. Gelain, M. Lorusso, M. Marcellino, C. Foroni | |
| Severe weather and financial (in)stability | |
| A0199: D. Koursaros | |
| A model of sales and promotions |
| Session CC375 | Room: BCB 310 |
| Functional data analysis | Monday 15.12.2025 10:30 - 12:10 |
| Chair: Matteo Fontana | Organizer: CFE-CMStatistics |
| A0318: Y. Chen, D. Pigoli | |
| Joint analysis of amplitude and phase variations in function-valued traits in quantitative genetics | |
| A1276: M. Oecal, S. Otto, D. Wied | |
| Effects of recent and current income on life satisfaction: A functional regression model with endogeneity | |
| A1421: S. Wang, J. Fosten, P. Kokoszka, T. Kutta | |
| Forecast evaluation with functional data | |
| A1366: P. Galeano, M. Febrero-Bande, W. Gonzalez-Manteiga | |
| Generalized distance covariance for linearity and independence in functional regression with missing at random responses |
| Session CC432 | Room: BCB 311 |
| Fiscal and financial econometrics | Monday 15.12.2025 10:30 - 12:10 |
| Chair: Mayetri Gupta | Organizer: CFE-CMStatistics |
| A0398: C.S.H. Wang, C. Hsiao, Y. Xie | |
| Real time monitoring of global financial stability | |
| A0643: D. Bucci | |
| Fiscal impulse responses in a high-dimensional setting | |
| A1247: E. Okano, M. Eguchi, R. Billi | |
| Effects of a money-financed fiscal stimulus without irredeemability of money |
| Session CC388 | Room: BCB 403 |
| Categorical data | Monday 15.12.2025 10:30 - 12:10 |
| Chair: Alejandro Murua | Organizer: CFE-CMStatistics |
| A1180: I. Mauerer, G. Tutz | |
| Ordinal item response theory models for the evaluation of heterogeneity in attitudes | |
| A1299: D. Strenger-Galvis, S. Hoermann | |
| Quantifying and testing dependence to categorical variables | |
| A1321: K. Nakamura, T. Nakagawa, K. Tahata | |
| Aitchison geometric characterization of quasi-symmetry in square contingency tables | |
| A1341: T. Nakagawa, T. Matsuda, K. Tahata | |
| Information-geometric viewpoint on partitioning of test statistics for symmetry in contingency tables |
| Session CC387 | Room: BCB 407 |
| Causal inference and network data | Monday 15.12.2025 10:30 - 12:10 |
| Chair: Steven Gilmour | Organizer: CFE-CMStatistics |
| A1304: M.C. Badics | |
| Full of noise? A bootstrap confidence interval that controls size in Diebold-Yilmaz networks | |
| A1470: L. Murray Kearney, E. Davis, M.J. Keeling | |
| Inferring age-stratified social networks from contact data with Gaussian mixtures | |
| A1283: S. Nagasaka, Y. Kano | |
| Estimating effects of time-varying continuous-treatment in regression discontinuity designs | |
| A1209: P. Gao, M. Cai, H. Hara | |
| Causal DAG identification for count data via Poisson-Thinning structural equation models |
| Session CC422 | Room: BCB 312 (Lift B) |
| Electricity markets | Monday 15.12.2025 10:30 - 12:10 |
| Chair: Robinson Kruse-Becher | Organizer: CFE-CMStatistics |
| A1237: A. Zarraga, A. Ciarreta, B. Martinez | |
| Forecasting electricity prices using bid data in times of distress | |
| A1289: P. Zaborowski, R. Weron | |
| Electricity price forecasting in the day-ahead market: Averaging forecasts vs breakpoint detection | |
| A1331: R. Weron, A. Lipiecki, K. Bilinska, N. Kourentzes | |
| Stealing accuracy: Predicting day-ahead electricity prices with temporal hierarchy forecasting (THieF) | |
| A1443: C. Pizarro-Irizar, A. Ciarreta, E.L. Chanatasig, A. Zarraga | |
| European electricity market integration: A volatility spillover approach |
| Session CC421 | Room: BCB M202 (Lift B Mezzanine) |
| Tail-risk modeling | Monday 15.12.2025 10:30 - 12:10 |
| Chair: Jose Olmo | Organizer: CFE-CMStatistics |
| A0791: C. Hirt | |
| Sentiment regimes for predicting tail-risk: Tree-structured conditional autoregressive value-at-risk | |
| A1083: S. Li | |
| Comparing value at risk and expected shortfall estimation using LSTM and EGARCH family models | |
| A1307: R. Zapf, H. Herwartz | |
| Safe haven properties of gold: An application of a dynamic score-driven rotation model | |
| A1472: M. Risstad, R. Sandberg | |
| Probabilistic AI for improved tail risk estimation |
| Session CV434 | Room: Virtual R01 |
| Statistical models and inference | Monday 15.12.2025 10:30 - 12:10 |
| Chair: Ralf Wilke | Organizer: CFE-CMStatistics |
| A1342: M. Norouzirad, M. Lopes, T. Bandeira, R. Moura | |
| A computational note on the penalized correlation-based estimators in linear and generalized linear models | |
| A0996: A. Barbiero | |
| Modeling correlated ordinal data through Students t copula | |
| A1105: T. Moriyama | |
| Comparative study on tail probability estimation in i.i.d. settings | |
| A1505: M. Conde-Amboage, W. Gonzalez-Manteiga, C.A. Sanchez-Sellero | |
| Goodness-of-fit tests for cure rate quantile regression |
| Parallel session N: CFE-CMStatistics 2025 | Monday 15.12.2025 | 14:40 - 16:20 |
| Session CI006 (Special Invited Session) | Room: BCB 206 |
| CFE special invited session: A tribute to H. Pesaran I | Monday 15.12.2025 14:40 - 16:20 |
| Chair: Robert Taylor | Organizer: Erricos Kontoghiorghes |
| A0159: D. Hendry, J.L. Castle, J. Doornik | |
| A forecast-error taxonomy facing multiple shifts | |
| A0160: M. Weale, T. Wieladek | |
| The effects of macroeconomic shocks on firms' price and wage inflation expectations | |
| A0154: R. Taylor | |
| Model-based test for asset price bubbles |
| Session CI016 (Special Invited Session) | Room: BCB 307 |
| Causal inference under unobserved confounding | Monday 15.12.2025 14:40 - 16:20 |
| Chair: Mark Steel | Organizer: Mark Steel |
| A0619: C. Cinelli | |
| Challenges in causality: Sensitivity analysis and automation | |
| A0695: G. Steiner, M. Steel | |
| Bayesian model averaging in causal instrumental variable models | |
| A1408: S. Chib, K. Shimizu | |
| Potential outcome modeling and estimation in DiD designs with staggered treatments |
| Session CO252 | Room: BCB 207 |
| Advances in fiscal policy | Monday 15.12.2025 14:40 - 16:20 |
| Chair: Davide Furceri | Organizer: Davide Furceri |
| A1006: A. Peralta Alva, D. Furceri, N. Patel, S. Das | |
| AI meets fiscal policy: Fiscal actions across 140+ countries | |
| A1010: F. Zanetti, L. Melosi, A. Rogantini Picco, H. Morita | |
| The signaling effects of fiscal announcements | |
| A1091: F. Frangiamore, D. Furceri, D. Giannone | |
| Fiscal multipliers and economic risk | |
| A1240: R. Perotti, L. Sala | |
| Fiscal consolidations: Announcements and reality |
| Session CO292 | Room: BCB 208 |
| Econometric methods in energy, climate, and resource research | Monday 15.12.2025 14:40 - 16:20 |
| Chair: Christoph Wegener | Organizer: Christoph Wegener |
| A1194: P. Duttilo, F. Lisi | |
| The impact of carbon pricing on electricity prices and volatility: evidence from the Italian power market | |
| A1160: L. Nuesing | |
| Disentangling oil market shocks using a proxy-FSVAR approach | |
| A1183: C. Ewald, Y. Zou, A. Agarwal | |
| Real options, commodities and natural resources under ambiguity | |
| A1148: I. Figuerola-Ferretti, I. Paraskevopoulos | |
| Modelling the transition of fossil fuel corporations |
| Session CO096 | Room: BCB 209 |
| Recent advances in statistical few-shot learning | Monday 15.12.2025 14:40 - 16:20 |
| Chair: Marta Nai Ruscone | Organizer: Semhar Michael, Marta Nai Ruscone |
| A1396: S. Michael, A. Simpson | |
| Analysis of Keystroke dynamics for multi-user systems | |
| A1410: C. Saunders, J. Hanka, D. Ommen, S. Michael | |
| Induced likelihood-based methods for soft classification of u-processes arising in few shot learning problems | |
| A1411: D. Ommen, S. Fox, C. Saunders, J. Buscaglia | |
| Source inference for complex forensic evidence using a contrastive learning framework | |
| A1415: Y. Melnykov, S. Michael, A. Simpson | |
| On discriminant analysis for the statistical few-shot learning of skewed data |
| Session CO301 | Room: BCB 211 |
| Noncausal econometrics | Monday 15.12.2025 14:40 - 16:20 |
| Chair: Arthur Thomas | Organizer: Arthur Thomas |
| A0743: E. Serrubeco Marques, A. Thomas, O. Massol | |
| Disentangling drivers of EU allowance prices: A mixed causal and non-causal time series approach | |
| A0449: T. del Barrio Castro | |
| Time aggregation of mixed causal noncausal autoregressive models with real and complex conjugate roots | |
| A0403: A. Thomas, G. De Truchis, S. Fries | |
| Prediction of bubbles in presence of alpha-stable aggregates moving averages | |
| A0404: G. De Truchis, A. Thomas, S. Fries | |
| Multivariate seminorm representation for alpha-stable moving average processes and path prediction |
| Session CO290 | Room: BCB 308 |
| Advances in statistical genomics | Monday 15.12.2025 14:40 - 16:20 |
| Chair: Jiebiao Wang | Organizer: Jiebiao Wang |
| Session CO199 | Room: BCB 310 |
| Recent Advances in Model Selection | Monday 15.12.2025 14:40 - 16:20 |
| Chair: Marco Ferreira | Organizer: Marco Ferreira |
| A1177: T. Dolkar, M. Ferreira, A. Tegge | |
| Model selection for Bayesian dynamic clustering factor models | |
| A1146: M. Ferreira | |
| Objective Bayes model selection for the Behrens-Fisher problem | |
| A1150: S. Xu, M. Ferreira, A. Tegge | |
| What is in the model? A comparison of variable selection criteria and model search approaches | |
| A1449: A. Tegge, M. Ferreira, H. Shin | |
| Choice of number of factors and clusters in Bayesian clustering factor models |
| Session CO224 | Room: BCB 311 |
| Innovations in statistical methods for complex dependence | Monday 15.12.2025 14:40 - 16:20 |
| Chair: Honglang Wang | Organizer: Honglang Wang |
| A0448: H. Wang, Y. Cui | |
| Rank-based inference for individualized treatment rules in single-index varying coefficient model | |
| A0617: G. Xu, A. Jalilian, F. Cuevas, R. Waagepetersen | |
| Composite likelihood inference for space-time point processes | |
| A0712: X. Wang, H. Wang | |
| Modularity-guided and dominant-set-based semi-supervised clustering with metric learning for functional data | |
| A1024: Y. Cui, H. Su, Y. Cui | |
| Spatial deconvolution and cell type-specific spatially variable gene detection in spatial transcriptomics |
| Session CO243 | Room: BCB 402 |
| Recent methodological advances in biostatistics | Monday 15.12.2025 14:40 - 16:20 |
| Chair: Zelalem Negeri | Organizer: Zelalem Negeri |
| A0241: G. McGee, J. Antonelli | |
| A general approach to modeling environmental mixtures with multivariate outcomes | |
| A0603: J. Dubin | |
| Some new advances in similarity-based patient-outcome predictive modeling | |
| A0704: L. Wen | |
| Estimating average treatment effects when treatment data are absent in a target study | |
| A0834: J. Hamid | |
| Weighted vs unweighted multivariate bilinear regression models |
| Session CO092 | Room: BCB 403 |
| Statistical analyses of complex and multiplex/multilayer networks | Monday 15.12.2025 14:40 - 16:20 |
| Chair: Fangzheng Xie | Organizer: Fangzheng Xie |
| A0406: C. Shen | |
| Graph encoder embedding | |
| A0408: Y. Zhang | |
| Random-walk debiased inference for contextual ranking model with application in large language model evaluation | |
| A0486: P. MacDonald, E. Kolaczyk, H. Shen | |
| Minority representation in network rankings: Methods for estimation, testing, and fairness | |
| A0544: Y. He | |
| Efficient analysis of latent spaces in heterogeneous networks |
| Session CO308 | Room: BCB 406 |
| Statistical methods in networks and high-dimensional data | Monday 15.12.2025 14:40 - 16:20 |
| Chair: Vince Lyzinski | Organizer: Vince Lyzinski |
| A1330: S. Chen, H. Lee | |
| Integrate co-expression networks into multivariate regression for multi-omics analysis | |
| A1363: B. Leinwand, K. Levin | |
| CITE-ME: Controlling for induced triangles in estimating network model evolution | |
| A1294: Z. Li, B. Johnson, D. Sussman, C. Priebe, V. Lyzinski | |
| Solution diversification in graph matching matched filters | |
| A1407: A. Athreya, T. Chen, Z. Lubberts, Y. Park, C. Priebe | |
| Euclidean mirrors and first-order changepoints in network time series |
| Session CO312 | Room: BCB 407 |
| Statistical inference and learning in complex systems | Monday 15.12.2025 14:40 - 16:20 |
| Chair: Doudou Zhou | Organizer: Doudou Zhou |
| A0611: S. Shen | |
| Optimal assortment inference within an online learning framework | |
| A0618: J. Li, B. Chu, J. Gagneur, M. Maathuis | |
| Root cause discovery via permutations and Cholesky decomposition | |
| A1034: Z. Cai, W. Fei, D. Zhou | |
| MATES: Multi-view aggregated two-sample test | |
| A1286: Z. Gao | |
| Towards the most powerful test statistics for randomization tests |
| Session CO045 | Room: BCB 408 |
| Advances in Monte Carlo methods for Bayesian statistics | Monday 15.12.2025 14:40 - 16:20 |
| Chair: Alexandros Beskos | Organizer: Alexandros Beskos |
| A0269: S. Livingstone | |
| An unadjusted Barker algorithm for high-dimensional sampling without M-smoothness | |
| A1129: D. Akyildiz | |
| Multiscale perspectives on computational statistical methods | |
| A1222: A. Corenflos, A. Johansen, G. Roberts | |
| Diff-Fusion: Bayesian fusion via denoising diffusions | |
| A1502: A. Beskos, A. Thiery, M. Graham | |
| Manifold Markov chain Monte Carlo methods for Bayesian inference in diffusion models |
| Session CO187 | Room: BCB 409 |
| Recent advances in causal analysis and spatial statistics | Monday 15.12.2025 14:40 - 16:20 |
| Chair: Jonathan Bradley | Organizer: Jonathan Bradley |
| A1328: I. Bhattacharya, D. Ghosh, G. Rust, D. Sinha | |
| Estimation of cluster-specific causal effects on spatially associated survival data using SoftBART | |
| A1360: J. Kim, J. Bradley, I. Bhattacharya | |
| A subjective Bayesian approach to address unchecked assumptions in a causal analysis | |
| A1400: J. Bradley | |
| A method to incorporate subsampling into Bayesian models for high-dimensional spatial data | |
| A1409: R. Majumder, M. Abba, B. Reich, B. Feng | |
| Stochastic gradient MCMC for massive geostatistical data |
| Session CO081 | Room: BCB G07 |
| HiTEc: Clustering of complex data structures | Monday 15.12.2025 14:40 - 16:20 |
| Chair: Maria Brigida Ferraro | Organizer: Maria Brigida Ferraro |
| A0504: F. Martella, D. Failli, M.F. Marino | |
| Modeling residual heterogeneity within the mixture of experts framework | |
| A0657: M.F. Marino, M. Lupparelli, G. Capitoli | |
| Model-based clustering of population of networks via extended stochastic block models | |
| A0700: M. Neal, P. McNicholas, A. White | |
| Robust clustering using maximized mutual information | |
| A1141: P. McNicholas, A. Sochaniwsky | |
| Parsimonious ultrametric Manly mixture models |
| Session CO182 | Room: BCB G08 |
| Empirical macro | Monday 15.12.2025 14:40 - 16:20 |
| Chair: Michael Owyang | Organizer: Michael Owyang |
| A0201: N. Francis | |
| An order and scale-invariant identification scheme for structural dynamic models | |
| A0224: J. Lim, N. Francis, M. Owyang | |
| Evaluating the dynamics of monetary policy: The implications of speed, level, and duration in interest rate adjustments | |
| A0446: A. Amburgey | |
| How election shocks impact markets: Evidence from sectoral stock prices | |
| A0585: D. Soques, M. Owyang, J. Piger | |
| Housing bubble contagion across US cities |
| Session CO120 | Room: BCB G09 |
| Risk analysis and model specification | Monday 15.12.2025 14:40 - 16:20 |
| Chair: Jonas Andersson | Organizer: Jonas Andersson |
| A0207: J. Lyhagen, Y. Li | |
| Extending modification indices | |
| A0271: B. Stoeve, S. Hoelleland, K. Gundersen, J. Bulla | |
| A local Gaussian correlation block bootstrap test and the NordLink cables effect on electricity prices | |
| A0388: S. Hoelleland, H. Otneim, E. Dunn-Sigouin, M. Gorji, G.D. Berentsen | |
| Using precipitation forecasts to predict insurance claims | |
| A0518: S. Muhinyuza, P. Karlsson, S. Mazur | |
| The risk aversion coefficient in the tangency portfolio for large dimensions and a singular covariance matrix |
| Session CO271 | Room: Virtual R01 |
| Advances in statistical modeling and machine learning for complex data | Monday 15.12.2025 14:40 - 16:20 |
| Chair: Dhrubajyoti Ghosh | Organizer: Samhita Pal |
| A0575: E. Alam, A. Linero | |
| Unified Bayesian nonparametric framework for ordinal, survival, and density regression using complementary log-log link | |
| A0577: D. Ghosh | |
| A novel longitudinal rank-sum test for multiple primary endpoints in clinical trials | |
| A0629: A. Banerjee, S. Algeri, L. Brenner, O. Rieger | |
| Signal detection under unknown background when only one unlabeled data is available | |
| A0763: A. Chanda | |
| Streaming prediction with hash function based methods |
| Session CO321 | Room: BCB 212 (Lift B) |
| Advances in high-dimensional and nonparametric methods for panel data models | Monday 15.12.2025 14:40 - 16:20 |
| Chair: Alexandra Soberon | Organizer: Alexandra Soberon |
| A0558: T. Wang, F. Yao, J. Cai | |
| Nonparametric estimation of smooth coefficients in fixed-effect panel data models | |
| A0725: D. Henderson, D. Henderson, A. Kourtellos | |
| Nonparametric identification in correlated random effects models | |
| A1029: M. Avila Marquez | |
| Weak instrumental variables due to nonlinearities in panel data: A super learner control function estimator | |
| A1043: J.M. Rodriguez-Poo, A. Soberon, L. Dominguez Diaz | |
| Inference in high-dimensional two-way panel data models |
| Session CO144 | Room: BCB 213 (Lift B) |
| Advances in probabilistic forecasting | Monday 15.12.2025 14:40 - 16:20 |
| Chair: Lukas Bauer | Organizer: Lukas Bauer |
| A0394: J. Resin, T. Dimitriadis, J. Bracher, D. Wolffram | |
| Shift-dispersion decompositions of Wasserstein and Cramer distances | |
| A1231: S. Allen, J. Burnello, J. Ziegel | |
| Assessing the conditional calibration of interval forecasts using decompositions of the interval score | |
| A0412: R. de Punder | |
| Kullback-Leibler-based characterizations of score-driven updates | |
| A0508: C. Schulz, S. Hirsch, F. Ziel, C. Hanck | |
| Online copula additive models for location, scale, and shape |
| Session CO262 | Room: BCB 312 (Lift B) |
| Statistical research in design of experiments | Monday 15.12.2025 14:40 - 16:20 |
| Chair: Damianos Michaelides | Organizer: Damianos Michaelides |
| A0397: X. Zhou, S. Gilmour | |
| Optimal robust designs with both centered and baseline factors | |
| A0648: K. Mylona | |
| Searching for optimal design of experiments | |
| A0243: S. Bate | |
| Using Hasse diagrams to understand complex experimental designs | |
| A1336: H.-M. Kaltenbach, D. Michaelides, S. Bate | |
| Hasse diagrams and covariates |
| Session CO078 | Room: BCB 313 (Lift B) |
| Emerging topics in statistics and data science | Monday 15.12.2025 14:40 - 16:20 |
| Chair: Yichuan Zhao | Organizer: Yichuan Zhao |
| A1044: X. Huang, C. Xie, R. Li, N. Short, C. Flowers | |
| Flexible hazards and cure models for dynamic prediction based on longitudinal biomarker measurements | |
| A0454: Y. Peng | |
| A gradient boosting decision tree-based estimation method for the mixture cure model | |
| A1306: Z. Zhang | |
| On the comparison of paired proportions | |
| A0557: Y. Zhao | |
| Novel empirical likelihood method for the cumulative hazard ratio under stratified Cox models |
| Session CO031 | Room: BCB M202 (Lift B Mezzanine) |
| Recent advances in statistical finance | Monday 15.12.2025 14:40 - 16:20 |
| Chair: Sayantan Banerjee | Organizer: Sayantan Banerjee |
| A0310: K. Guhathakurta, S. Mukhoti | |
| Sector-specific interrelationship between capital structure and sales growth: A Bayesian machine learning approach | |
| A0311: S. Banerjee | |
| PDx: Adaptive credit risk forecasting model in digital lending using machine learning operations | |
| A0715: N. Guha, J. Datta | |
| A random projection based technique for change point detection in high-dimension | |
| A0864: S. Deb, A. Roy, A. Pathlavath | |
| Bridging search behavior and market dynamics: A hybrid model for high-frequency financial data |
| Session CC399 | Room: BCB 210 |
| Econometric and financial modelling | Monday 15.12.2025 14:40 - 16:20 |
| Chair: Angeles Carnero | Organizer: CFE-CMStatistics |
| A0187: T. Verster, A. Botha, B. Scheepers | |
| Towards modeling lifetime default risk: Exploring different subtypes of recurrent event Cox-regression models | |
| A1106: W.-S. Chan, J.S.-H. Li | |
| Longevity risk hedging via non-Gaussian state-space mortality models: A mean-variance-skewness-kurtosis approach | |
| A1285: I. Medovikov | |
| Understanding asset class interdependence: A vector copula approach |
| Session CC376 | Room: BCB 309 |
| Applied machine learning | Monday 15.12.2025 14:40 - 16:20 |
| Chair: Bettina Gruen | Organizer: CFE-CMStatistics |
| A1200: P. McMillan, Z. Feng, L. Lukens | |
| Elucidating the temporal dimension of the genotype by environment interaction effect with transformers | |
| A1057: I. Dattner, D. Shulman, R. Yaari, J. Shaman | |
| Probabilistic deep learning for forecasting influenza hospitalizations | |
| A1230: G. Potjagailo, M. Buckmann, P. Schnattinger | |
| Blockwise boosted inflation: Non-linear determinants of inflation using machine learning | |
| A0233: M. Kelner | |
| Optimization of electricity demand forecasting using machine learning ensemble methods for Israel's energy grid |
| Session CC347 | Room: BCB 405 |
| Bayesian methods | Monday 15.12.2025 14:40 - 16:20 |
| Chair: Alejandro Murua | Organizer: CFE-CMStatistics |
| A1266: M. Borsch, R. Liesenfeld, D. Wied | |
| Bayesian estimation of multiple change points in factor copula models | |
| A1404: S. Heinekamp, D. Higdon | |
| Hierarchical Bayesian calibration with Bayesian committee machine | |
| A1335: N. Sonobe, T. Momozaki, T. Nakagawa | |
| Sampling from density power divergence-based generalized posterior distribution via stochastic optimization | |
| A1333: T. Matsuda | |
| Empirical Bayes 1-bit matrix completion |
| Session CC438 | Room: BCB M201 (Lift B Mezzanine) |
| Financial econometrics II | Monday 15.12.2025 14:40 - 16:20 |
| Chair: Massimiliano Caporin | Organizer: CFE-CMStatistics |
| A1117: J. Chu, S. Chan, Y. Zhang | |
| Cryptocurrency in war: A double-edged sword? | |
| A1176: Y. Zhang, S. Chan, J. Chu | |
| The interplay between cryptocurrencies and phishing crimes | |
| A1178: S. Chan, Y. Zhang, J. Chu | |
| Stylized facts of metaverse non-fungible tokens | |
| A1236: B. Tavin | |
| A simulation approach to robust risk management of derivative products |
| Parallel session O: CFE-CMStatistics 2025 | Monday 15.12.2025 | 16:50 - 18:30 |
| Session CI009 (Special Invited Session) | Room: BCB 206 |
| CFE special invited session: A tribute to H. Pesaran III | Monday 15.12.2025 16:50 - 18:30 |
| Chair: Natalia Bailey | Organizer: Erricos Kontoghiorghes |
| A0164: M. Deistler, M. Lippi, B. Anderson | |
| High-dimensional dynamic factor models: A selective survey | |
| A0165: J.-M. Dufour | |
| Generalized impulse responses, multi-horizon projections, and causal mediation analysis in macroeconomics and finance | |
| A0713: A. Timmermann, D. Pettenuzzo, R. Sabbatucci | |
| Financial statements and macroeconomic dynamics |
| A0236: V.B. Vallevik | |
| Mind the gap: From synthetic data to regulatory confidence in healthcare AI | |
| A0425: Z. Lin | |
| Differentially private synthetic data without training | |
| A0517: G.C.N. Kindji | |
| Synthetic tabular data detection in the wild | |
| A0843: N. Amama Ben Hassun, D. Fernandez, J. Cortes Martinez | |
| Enhanced validation of tabular synthetic data: Assessing propensity score resemblance metrics |
| A0917: I.H. Armann, E. Bancroft, Z. Kote-Jarai, R. Eeles, I. Papatsouma, M. Evangelou | |
| Bayesian clustering of prostate cancer patients with simultaneous feature selection of metabolites | |
| A0416: D. Michaelides | |
| Large scale case-control analyses using LR modelling improves rare variant classification in breast cancer risk genes | |
| A1136: S.N. Kalaria, C.M. Laumont, F. Nathoo, B. Nelson | |
| Spatial transcriptomics reveals gene programs of plasma cell rich lymphomyeloid aggregates in ovarian cancer | |
| A1138: Y. Liu | |
| FiXeD: Spatial point process distances for pairing the heavy and light chains of B cell receptors from spatial BCR-seq |
| Session CO302 | Room: BCB 307 |
| Advances in statistical machine learning | Monday 15.12.2025 16:50 - 18:30 |
| Chair: Tiffany Tang | Organizer: Tiffany Tang |
| A0350: A. Hayes, K. Levin | |
| Peer effects in the linear-in-means model may be inestimable even when identified | |
| A0556: S. Jana, S. Tang, J. Fan | |
| Factor adjusted spectral clustering for mixture models | |
| A0921: D. Kessler, O. McGough, D. Witten | |
| Valid f-screening in linear regression | |
| A0702: L. Zheng | |
| Patchwork PCA: Joint dimension reduction for semi-overlapping data patches |
| Session CO272 | Room: BCB 308 |
| Application of machine learning in sample surveys and small area estimation | Monday 15.12.2025 16:50 - 18:30 |
| Chair: Aditi Sen | Organizer: Aditi Sen |
| A0475: P. Messer, T. Schmid | |
| Gradient boosting for hierarchical data in small area estimation | |
| A0529: D. Newhouse, D. Jaganjac, J. Merfeld, K. Weerakoon | |
| Evaluating alternative deep learning approaches for village-level wealth estimation using satellite imagery | |
| A0589: K. Reluga, N. Salvati, M. van der Laan | |
| Multi-target semi-supervised learning with application to small area estimation | |
| A0775: A. Sen, P. Lahiri | |
| Improving measurement error and representativeness in nonprobability surveys |
| Session CO030 | Room: BCB 309 |
| Advances in high-dimensional time series and bayesian modeling | Monday 15.12.2025 16:50 - 18:30 |
| Chair: S Yaser Samadi | Organizer: S Yaser Samadi |
| A1429: Q. Wang | |
| A semi-parametric approach for clustering high-dimensional, non-stationary, auto-correlated time series | |
| A1445: S.Y. Samadi, S. Zaroudi, H. Safari-Katesari | |
| Bayesian copula factor autoregressive models for time series mixed data | |
| A1446: S. Basu | |
| Fast, efficient, and automatic tuning parameter selection for LASSO | |
| A1450: W. Herath, S.Y. Samadi | |
| Dimension reduction in VAR models via informative lag selection |
| Session CO326 | Room: BCB 310 |
| Statistical methodology for data with spatial and temporal dependencies | Monday 15.12.2025 16:50 - 18:30 |
| Chair: Hyebin Song | Organizer: James Flegal |
| A0262: R. Belton | |
| Topological signal processing | |
| A0572: R. Kurtz-Garcia | |
| Bandwidth selection for zero Lugsail estimators | |
| A0610: N. Wikle | |
| Estimating the effect of spatial interventions in the presence of interference: A causal inference approach | |
| A1054: S. Berg | |
| Non-parametric mixture models for covariance function estimation |
| Session CO113 | Room: BCB 311 |
| Robust and regularized approaches in mixture modeling and network analysis | Monday 15.12.2025 16:50 - 18:30 |
| Chair: Suyeon Kang | Organizer: Weixin Yao |
| A0306: C. Keribin, L. Martins Bianco, Z. Naulet | |
| Robust estimation and outlier detection for stochastic block models via subgraph search | |
| A0825: F. Kanfer, A. Kleynhans, S. Millard | |
| Robust finite mixture of regression model selection | |
| A1406: B. Nipoti, L. D Angelo, T. Rigon | |
| A Bayesian nonparametric approach to discriminant analysis | |
| A0957: S. Kang, K. Chen, W. Yao | |
| Reduced-rank finite mixture regression for multivariate response via low-rank regularization |
| Session CO158 | Room: BCB 402 |
| Novel statistical and computational methods for biomedical sciences | Monday 15.12.2025 16:50 - 18:30 |
| Chair: Fan Bu | Organizer: Fan Bu |
| A0204: H. Parikh, A. Feller, E. Stuart, K. Rudolph, D. Arbour | |
| Regularizing extrapolation in causal inference | |
| A0374: L. Zhang | |
| ProjMCMC: Scalable and stable posterior inference for Bayesian spatial factor models | |
| A0375: A. Cremaschi, B. Franzolini | |
| Dependent Dirichlet-multinomial processes with random number of components | |
| A0582: F. Bu, W. Hua | |
| Hierarchical Bayesian framework for evidence synthesis across federated data networks |
| Session CO281 | Room: BCB 403 |
| Advanced statistical methods for spatial transcriptomics data analysis | Monday 15.12.2025 16:50 - 18:30 |
| Chair: Thierry Chekouo | Organizer: Thierry Chekouo |
| A0533: S. Acharyya | |
| Network models for spatial transcriptomics data | |
| A0747: L. Shang | |
| Spatial omics driven computational discovery of prognostic cellular neighborhoods in tumor ecosystems | |
| A1011: A. Sheng, T. Chekouo, S. Safo | |
| Bayesian multi-sample and multi-scale clustering with feature selection for spatial transcriptomics data | |
| A1085: E. Sarfo Fosu, J.J. Song, T. Chekouo | |
| Spatial Poisson-lognormal pathway model for detecting spatially expressed (SE) genes in spatial transcriptomics |
| Session CO205 | Room: BCB 405 |
| Bayesian statistics in biological and environmental sciences | Monday 15.12.2025 16:50 - 18:30 |
| Chair: Xueying Tang | Organizer: Xueying Tang |
| Session CO026 | Room: BCB 406 |
| Advances in network analysis and nonparametric statistics | Monday 15.12.2025 16:50 - 18:30 |
| Chair: Joshua Cape | Organizer: Joshua Cape |
| A0980: W. Tang | |
| Faithful group Shapley value | |
| A1075: R. Chandak | |
| Fast convergence of a federated expectation-maximization algorithm | |
| A1365: J. Arroyo, T. Dawn | |
| Covariate assisted graph matching | |
| A1412: C.M. Le, T. Li, J. Wang | |
| Perturbation-robust predictive modeling of social effects by network subspace generalized linear models |
| Session CO318 | Room: BCB 408 |
| Theory and application of sampling algorithms | Monday 15.12.2025 16:50 - 18:30 |
| Chair: Qian Qin | Organizer: Qian Qin |
| A0220: N. Ning | |
| Metropolis-adjusted subdifferential Langevin algorithm | |
| A1242: E. Chi, D. Vats, A. Shukla | |
| Proximal Hamiltonian Monte Carlo | |
| A1427: G. Wang | |
| Antithetic noise in diffusion models | |
| A1483: K. Khare | |
| Recurrence and transience of Markov chains and evaluation of improper priors |
| Session CO142 | Room: BCB 409 |
| Statistics in neuroscience I | Monday 15.12.2025 16:50 - 18:30 |
| Chair: Kristin Linn | Organizer: Kristin Linn |
| A0561: P. Zhang | |
| Covariate-assisted community detection for functional brain networks: A variational approach | |
| A0705: M. Lindquist | |
| Modeling the neural response to head movement | |
| A0759: S. Wang | |
| New developments in implementing network science in brain behavior linking | |
| A0943: Y. Guo | |
| Learning directed brain connectomes for neurodevelopment |
| Session CO071 | Room: BCB G07 |
| HiTEc: Advances in matrix time series in econometrics | Monday 15.12.2025 16:50 - 18:30 |
| Chair: Ivan Ricardo | Organizer: Andrej Srakar |
| A1093: I. Ricardo | |
| Detecting cointegrating relations in non-stationary matrix-valued time series | |
| A1101: W. Zhang | |
| Bayesian dynamic factor models for high-dimensional matrix-valued time series | |
| A1181: E. Lopetuso, M. Caporin | |
| Cointegrated models for matrix valued time-series | |
| A1159: G. Goracci, R. Chen, L. Trapani, S. Giannerini | |
| Inference in matrix-valued time series with common stochastic trends and multifactor error structure |
| Session CO183 | Room: BCB G08 |
| Empirical macro-finance | Monday 15.12.2025 16:50 - 18:30 |
| Chair: Aikaterini Karadimitropoulou | Organizer: Aikaterini Karadimitropoulou |
| A0371: J. Laborda, J. Chen, C. Agiropoulos | |
| Sweet, crude, and golden: Superior commodity price forecasting with penalized linear methods | |
| A0387: A. Bechlioulis, C. Economidou, N. Topaloglou | |
| Human capital development measurement in a digital world | |
| A0639: A. Karadimitropoulou, L. Ferrara, A. Triantafyllou | |
| Commodity price uncertainty comovement: Does it matter for global economic growth? | |
| A0727: K. Beck | |
| The dynamics of velocity of money and money demand in the United States | |
| A0776: M. Poplawski Ribeiro | |
| Fiscal rules, debt surprises, and stock flow adjustments |
| Session CO057 | Room: BCB G09 |
| Topics in econometrics | Monday 15.12.2025 16:50 - 18:30 |
| Chair: Johan Lyhagen | Organizer: Johan Lyhagen |
| A0225: Y. Yang | |
| Design-based inference under random potential outcomes via Riesz representation | |
| A0400: J. Andersson, L.M. Assmann, R. Adland | |
| Levels or directions: Forecasting forward freight agreements | |
| A0624: R. Sandberg | |
| Nonlinear vector autoregressive models and unit roots | |
| A0822: S.D. Ilangasekara, P. Karlsson, S. Muhinyuza | |
| A review of risk aversion coefficient estimation for quadratic and exponential utility functions: Empirical evidence |
| Session CO229 | Room: Virtual R01 |
| Bayesian methods for compositional and proportional data | Monday 15.12.2025 16:50 - 18:30 |
| Chair: Matthew Heiner | Organizer: Matthew Heiner |
| A0333: C. Lee, B. Dahl, O. Ovaskainen, D. Dunson | |
| Scalable and robust regression models for continuous proportional data | |
| A0697: M. Koslovsky | |
| A Bayesian semiparametric mixture model for clustering zero-inflated microbiome data | |
| A0723: J. Datta, M. Heiner, D. Dunson, O. Ovaskainen | |
| Shrinkage on the simplex: A Bayesian framework for quantifying sparsity and dependence in compositional data | |
| A0872: M. Heiner, G. Fellingham, A. Jara, G. Page | |
| Partially geometric stick-breaking processes |
| Session CO334 | Room: BCB 212 (Lift B) |
| Network econometrics | Monday 15.12.2025 16:50 - 18:30 |
| Chair: Santiago Pereda-Fernandez | Organizer: Santiago Pereda-Fernandez |
| A0600: C. Rose, L. Yu | |
| Peer effects with misspecified peer groups | |
| A0637: T. Arduini, L. Forastiere, E. Dal Torrione | |
| Regression discontinuity designs under interference | |
| A0846: E. Rainone | |
| Partial identification of treatment response under complementarity and substitutability | |
| A0952: E. Auerbach | |
| Inferring social connectedness with endogenously selected groups |
| Session CO178 | Room: BCB 213 (Lift B) |
| Recent advances in panel time series methods and applications | Monday 15.12.2025 16:50 - 18:30 |
| Chair: Peter Pedroni | Organizer: Peter Pedroni |
| A1442: U. Bahl, P. Pedroni | |
| Inflationary effects of tariffs and the role of firm level characteristics: A 2-D Bernstein polynomial quantile approach | |
| A1437: B. Alexander, P. Pedroni | |
| Estimation bias in local projections with heterogeneous panels | |
| A1481: F. Hasanov | |
| Industrial natural gas demand in selected MENA countries. CCE-MG coupled with Autometrics-a machine learning algorithm | |
| A1436: P. Pedroni | |
| Nonstationary panel approaches to approximating nonlinear steady state functions |
| Session CO336 | Room: BCB 312 (Lift B) |
| Recent advances in statistical genetics and multiomic data analysis | Monday 15.12.2025 16:50 - 18:30 |
| Chair: Indranil Mukhopadhyay | Organizer: Indranil Mukhopadhyay |
| A0313: S. Chakraborty, P. Das, T. Dey, C. Peterson | |
| Scalable Bayesian multivariate regression analysis for selecting targeted regressors in microbiome analysis | |
| A0736: K. Dey | |
| Integrative multi-omics QTL colocalization maps regulatory architecture in aging human brain | |
| A0876: M. Gupta, L. li, V. Macaulay, I. Mukhopadhyay | |
| Robust high-dimensional variable selection for GWAS via the Bayesian group lasso | |
| A1131: S. Biswas, T.L.M. Ruberu, D. Braun, G. Parmigiani | |
| Bayesian meta-analysis of penetrance for cancer risk with an extension to include studies with ascertainment bias |
| Session CO325 | Room: BCB 313 (Lift B) |
| Advances in sequential decision making | Monday 15.12.2025 16:50 - 18:30 |
| Chair: Sakshi Arya | Organizer: Sakshi Arya |
| A0186: Y. Hu | |
| Smooth contextual bandits: Bridging the parametric and non-differentiable regret regimes | |
| A0483: S. Agrawal, A. Ramdas | |
| On stopping times of power-one sequential tests: Tight lower and upper bounds | |
| A0488: S. Arya | |
| Semiparametric contextual bandits with sufficient dimension reduction | |
| A0654: T. Nane | |
| Structured expert judgment for sequential decision-making | |
| A0933: H. Reeve | |
| Adaptive partial monitoring in non-stationary environments |
| Session CO414 | Room: BCB M201 (Lift B Mezzanine) |
| Innovative statistical applications | Monday 15.12.2025 16:50 - 18:30 |
| Chair: Soudeep Deb | Organizer: Soudeep Deb |
| A0505: T. Basu, F. Leisen, C. Villa, K. Wilson | |
| Conditional copula models using loss-based Bayesian additive regression trees | |
| A0614: A. Seshagiri, S. Deb | |
| Modeling purpose-driven tourism to India: A Bayesian approach with cross-category dependence | |
| A0867: K. Gupta | |
| Scalable spatial skew-Gaussian process models | |
| A0916: S. Roy | |
| Exploration, confirmation, and replication: A two team cross-screening |
| A0248: L. Rubini | |
| Can modern theories of structural change fit business cycles data? | |
| A0261: M. Jahan-Parvar, C. Knipp, P. Szerszen | |
| Trend-cycle decomposition and forecasting using Bayesian multivariate unobserved components | |
| A0196: C. Brunetti, S. Mankad, J. Harris | |
| A machine learning methodology for daily assessment of bank health, interconnectedness, and systemic risk | |
| A0216: G. Trovato, A. Farcomeni, L. Carbonari, C. cosimopetracchi | |
| Macroprudential policies and credit volatility |
| Session CC395 | Room: BCB 210 |
| Forecasting | Monday 15.12.2025 16:50 - 18:30 |
| Chair: Jorge Gonzalez Cazares | Organizer: CFE-CMStatistics |
| A1171: M.N. Vienken, D. Winkelmann, R. Langrock, T. Elbracht | |
| Reducing food waste in grocery retailing: Improved demand forecasting for specific challenges | |
| A1288: K. Chec, B. Uniejewski, R. Weron | |
| Short-term probabilistic energy load forecasting with GAMLSS framework | |
| A1345: P. Vidoni, V. Mameli | |
| Prediction limits based on weighted model combinations and CRPS scoring rules | |
| A1420: E.-J. Senn | |
| A comparison of sequential and integrated estimation of realized volatility models used in portfolio optimization |
| Session CC403 | Room: BCB 211 |
| Applied econometrics | Monday 15.12.2025 16:50 - 18:30 |
| Chair: TBA | Organizer: CFE-CMStatistics |
| A0599: J. Cross, H. Bjornland, F. Kapfhammer | |
| The drivers of emission reductions in the European carbon market | |
| A1310: H. Ma, L. Empting, H. Herwartz, S.A. Kuehn | |
| Indo-Pakistani arms race dynamics: A structural VAR perspective | |
| A0202: P. Kosmas | |
| Measuring labor market precarity: A multidimensional econometric approach | |
| A1338: I. van de Werve, T. Pupo West, N. Scherpenhuijzen | |
| Assessing political, economic, and environmental drivers of fire activity in the Brazilian Amazon |
| Session CC441 | Room: BCB 407 |
| Statistical inference and computation | Monday 15.12.2025 16:50 - 18:30 |
| Chair: Nilanjan Chakraborty | Organizer: CFE-CMStatistics |
| A0376: G. Nixon | |
| Belief distortion under stress using trust decay and kl-regularized inference | |
| A0256: V. Dixit, R. Martin | |
| Anytime valid and asymptotically efficient inference driven by predictive recursion | |
| A1062: K. Knight | |
| A penalized least squares approach to adaptive ridge regression | |
| A0948: S. Abdurahman | |
| Kolmogorov-Arnold networks for high-dimensional estimation: A method of sieves approach |
| Session CV413 | Room: BCB 207 |
| Financial econometrics (virtual) | Monday 15.12.2025 16:50 - 18:30 |
| Chair: Luigi Grossi | Organizer: CFE-CMStatistics |
| A0696: S. Paterlini, A. Fulci, D. Ferrari | |
| Selection confidence sets for equally-weighted portfolios | |
| A1167: A. Garcia | |
| ResNets and random matrix denoising on complex covariance structures: A cryptocurrency portfolio application | |
| A1255: P. Gradzki | |
| Unstable gains: Evaluating the reproducibility of deep reinforcement learning in trading and portfolio management | |
| A1185: S. Egebjerg, C. Bangsgaard | |
| High-frequency option predictability |