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
Session CO342 Room: BCB 409
Recent statistical advances in spatial statistics, image analysis and directional data Saturday 13.12.2025   10:05 - 12:10
Chair: Ranjan Maitra Organizer: Agnese Panzera, Ranjan Maitra
  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
  A1211:  Z. Li
  All-in-one rare-variant analysis tool for biobank-scale whole-genome sequencing data
  A1047:  F. Xue, X. Sun, B. Zhao
  Generalized heterogeneous functional model with applications to large-scale mobile health data
  A1348:  Z. Liu
  A new Mendelian randomization method integrated with AlphaFold3 for 3D structure prediction
  A1430:  S. Ma
  MiLC to account for unobserved confounding and reduce false discoveries in microbiome research
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
  A0994:  Y. Chen, F. Ruan, J.-P. Wang
  From single cells to spatial maps: Computational alignment of transcriptomic data
  A1013:  G. Li
  Sceptic: Pseudotime analysis for time-series single-cell sequencing and imaging data
  A1056:  C. Jin, X. Mu
  Single-cell resolution deconvolution of bulk RNA-seq data via functional regression
  A1084:  H. Feng
  Mist: A hierarchical Bayesian framework for detecting differential DNA methylation dynamics in single-cell
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
Session CO192 Room: BCB M202 (Lift B Mezzanine)
The financial risks of climate change and biodiversity loss Saturday 13.12.2025   13:40 - 15:20
Chair: Juan-Angel Jimenez-Martin Organizer: Juan-Angel Jimenez-Martin
  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
  A0760:  A. Spieker
  Semi-parametric confidence bands for the ROC curve based on unions of transformed elliptical regions
  A0218:  M. Ghebremichael
  A comprehensive overview of ROC curve estimation: Applications in medical research
  A0223:  T. Tsujimoto, J. Cai
  Receiver operating characteristic curve for complex survey data
  A0357:  S. Hattori
  Nonparametric worst-case bounds for publication bias on the summary receiver operating characteristic curve
  A0770:  G. Zou
  Comparison of diagnostic tests in multireader multicase ROC studies with missing data: A rank-based approach
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
  A0273:  Z. Li
  Weight matrix compression based on PDB model in deep neural networks
  A0612:  S. Li, L. Zhang
  Few-shot personalization for nonparametric regression with minimax optimality
  A0626:  T. Li
  Causal inference in biomedical imaging via functional linear structural equation models
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
  A0532:  T. Sekine
  Tweets on childbirth in Japan: Sentiment and influence
  A0539:  R. Oishi
  Assessing partial exogeneity of shock proxies: A Bayesian proxy-DSGE framework
  A0470:  H. Morita
  Historical debt dynamics in the U.S.: Evidence from a TVPVARX model
  A0530:  E. Shioji
  Is the market for the Japanese government bonds still insulated from external forces?
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
  A0234:  K. Nishida
  Sparse approximation of kernel function estimators via genetic algorithm
  A0345:  I. Irigoien, S. Aranda, M. Mitjans, B. Cormand, C. Arenas, G. Cibersam
  A novel statistical framework for case-control genome-wide association studies
  A1128:  R. Lacaza
  Estimating all-cause excess mortality in the Philippines (2020 to 2023) using the Farrington algorithm
  A1265:  A. Oya, S. Yang, J. Hu, R. Caballero-Aguila
  Tobit filtering for nonlinear systems under random access protocol: Dealing with multirate measurements
  A1272:  S. Ferrigno, M.-J. Martinez
  A cross-validation bandwidth choice for nonparametric tests in regression models
  A1297:  H.S. Wang
  Prognostic diagnostics of positivity violation in causal inference for longitudinal multilevel data
  A1377:  M.C. Aguilera-Morillo, M. Durban, P. Hernandez
  A general model for partially observed functional data
  A1380:  A. Shimokawa
  On survival trees for interval-censored survival data
  A1423:  J.F. Munoz-Elguezabal, J.D. Sanchez-Torres
  Global high frequency price forecasting through distributed consensus using local microstructure
  A1444:  O. Krasnopjorovs
  Studying urban well-being through principal component analysis
  A1498:  N. Alshahrani
  Statistical reproducibility for Tukey's honest significant difference test
  A1519:  S. Hong, D. Yu
  Optical character recognition enhancement for manufacturing instrument panel numbers with a new object detection loss
  A1520:  J. Lee, D. Yu
  Enhancing nighttime road image segmentation with CycleGAN-based image transformation
  A1511:  J. Zhang, A. Dassios, C. Zhong, Q. Yao
  Truncated inverse-Levy measure representation of the beta process
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
Session CO206 Room: BCB 309
Fostering SAFE AI practices for decision making in economics and finance (virtual) Sunday 14.12.2025   10:55 - 12:10
Chair: Emanuela Raffinetti Organizer: Emanuela Raffinetti, Maria Elena De Giuli
  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
  A0289:  M. Kiermeier
  ESG controversies and market recovery: A wavelet perspective
  A0344:  T. Shushi
  Reconciling returns data and ESG criteria: Integrating responsibility into mean-variance portfolio construction
  A0189:  A. Dias
  Retirement income phased withdrawal plans and the gender pension gap
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
Session CO076 Room: BCB 408
Bayesian semi- and non-parametric methods II Sunday 14.12.2025   13:40 - 15:20
Chair: Beatrice Franzolini Organizer: Beatrice Franzolini, Sameer Deshpande, Guillaume Kon Kam King, Andrea Cremaschi
  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
  A0427:  M. Kim, L. Wang, H.J. Wang
  Estimation and inference of quantile spatially varying coefficient models over complicated domains
  A0251:  B. Liu
  Exact statistical inference for some transformed gamma distributions: A generalized inference approach
  A0278:  X. Peng
  Decoding spatial tissue architecture: A scalable Bayesian topic model for multiplexed imaging analysis
  A1008:  D. Lee, J.K. Kim
  A semiparametric model approach to data integration under missing not at random
  A1124:  X. Lu
  Robust Bayesian elastic net with spike-and-slab priors
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
Session CO339 Room: BCB 213 (Lift B)
Asymptotic methods in inferential and computational statistics for stochastic processes Sunday 14.12.2025   13:40 - 15:20
Chair: Nakahiro Yoshida Organizer: Nakahiro Yoshida
  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
Session CO132 Room: BCB 207
Temporal complexity: Statistical learning for forecasting, structural reduction, and regime change Sunday 14.12.2025   15:50 - 17:30
Chair: Moinak Bhaduri Organizer: Jiaying Weng
  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
  A0986:  D. Zhou, Z. Cai
  MATES: Multi-view aggregated two-sample test
  A1031:  X. Li
  Robust sensitivity analysis for inverse probability weighting estimation via augmented percentile bootstrap
  A1073:  A. Safikhani
  Transfer learning for high-dimensional reduced rank time series models
  A1287:  X. Tong
  Monoculture and social welfare of the algorithmic personalization market under competition
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
  A1204:  D. Sinha
  Causal estimation of cluster-specific effects on spatially associated survival data using SoftBART
  A1494:  D. Senturk
  Joint modeling of evoked and induced event-related spectral perturbations
  A1495:  S. Roy
  Canonical mutual information under meta-elliptic symmetry
  A1496:  B. Mallick
  Clustering spatial transcriptomics data with dirichlet process mixture of random spanning trees
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
Session CO209 Room: BCB 402
Innovations in Bayesian Methods for tackling environmental, epidemiological, and genomic problems Sunday 14.12.2025   15:50 - 17:30
Chair: Andrea Sottosanti Organizer: Andrea Sottosanti
  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
Session CO118 Room: BCB 408
Bayesian semi- and non-parametric methods I Sunday 14.12.2025   15:50 - 17:30
Chair: Guillaume Kon Kam King Organizer: Beatrice Franzolini, Sameer Deshpande, Guillaume Kon Kam King, Andrea Cremaschi
  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
  A0255:  M. Tsagris
  A Jensen-Shannon divergence based k-NN algorithm for missing value imputation in compositional data
  A0290:  A.-N. Soale, E. Tsyawo
  Correcting latent class confounder bias in observational studies
  A0410:  T. Acquah
  Spatiotemporal random field framework for signal detection: Simulation studies and stop-signal task fMRI application
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
  A1315:  Y. Sun
  Penalized deep partially linear cox models with application to CT scans of lung cancer patients
  A1319:  K.H. Lee
  Advances in microbiome differential abundance analysis: Group-wise normalization and multivariate count regression
  A1434:  Y. Xiong
  Mitigating bias in analyzing privacy-preserved time-to-event data
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
  A0332:  S. Roy, J. Xu, A. Fisher
  The SIR model under missing data: A marginal likelihood approach via dynamical survival analysis
  A0881:  T. Majumder
  InterSpatial: Leveraging low-resolution spatial transcriptomics to infer cell-cell communication in scRNA-seq
  A0907:  D. Dey
  Multivariate principal component analysis for mixed-type functional data with application to mHealth in mood disorders
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
  A1453:  Y. Mu
  Model-based statistical depth for multivariate sparse functional data
  A1466:  M. Kao
  Optimal experimental designs for low-rank function completion
  A1456:  C. Li
  Mendelian randomization with pleiotropy through partially functional linear regression
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
Session CO115 Room: BCB 408
Bayesian semi- and non-parametric methods III Monday 15.12.2025   10:30 - 12:10
Chair: Beatrice Franzolini Organizer: Beatrice Franzolini, Sameer Deshpande, Guillaume Kon Kam King, Andrea Cremaschi
  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
  A0568:  Q. Li
  MODE: High resolution digital dissociation with deep multimodal autoencoder
  A0670:  R. Deek
  Supervised dimensionality reduction for visualization and prediction of microbiome data
  A1082:  X. Qin, J. Wang, C. Liu
  Heterogeneous causal mediation analysis using Bayesian additive regression trees
  A1163:  W. Chen
  Recovering Isoform-level transcriptomics from sparse long-read single-cell RNA sequencing data
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
Session CO240 Room: BCB 208
Advances in synthetic data: Generation methods and validation techniques Monday 15.12.2025   16:50 - 18:30
Chair: Nora Amama Ben Hassun Organizer: Nora Amama Ben Hassun, Jordi Cortes Martinez, Daniel Fernandez
  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
Session CO330 Room: BCB 209
Large data analysis in cancer genomics and statistical methods in cancer Monday 15.12.2025   16:50 - 18:30
Chair: Damianos Michaelides Organizer: Damianos Michaelides, Farouk Nathoo
  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
  A0764:  N. Bliznyuk, X. Tang
  Efficient Bayesian semiparametric modeling and variable selection for spatiotemporal transmission of multiple pathogens
  A0598:  L. Zhang
  Suppressing odds ratio inflation: Detection and correction of perfect separation in logistic regression
  A0958:  J. Fuquene
  A Bayesian approach to produce subnational population estimates using a population base statistical register
  A0205:  Z. Zhu, X. Tang, S. Zhou
  Bayesian region selection and prediction in Poisson regression with spatially dependent global-local shrinkage prior
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
Session CO128 Room: BCB M202 (Lift B Mezzanine)
Modeling, forecasting, and policy assessment for macroeconomic and financial data Monday 15.12.2025   16:50 - 18:30
Chair: Mohammad Jahan-Parvar Organizer: Mohammad Jahan-Parvar
  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