KEYNOTE TALKS (UTC+1)


Keynote talk 2 (virtual) Saturday 16.12.2023 08:40 - 09:30 Room: 001 (Building H)
Network extraction and modelling
Speaker: M. Billio   Chair: Christina Erlwein-Sayer
Keynote talk 1 Saturday 16.12.2023 08:40 - 09:30 Room: 001-002 (Building G)
Rage against the mean: An introduction to distributional regression
Speaker: T. Kneib   Chair: Armelle Guillou
Keynote talk 4 Sunday 17.12.2023 18:20 - 19:10 Room: 001 (Building H)
The risk management approach to macro-prudential policy
Speaker: S. Manganelli   Chair: Alessandra Amendola
Keynote talk 3 Sunday 17.12.2023 18:20 - 19:10 Room: 001-002 (Building G)
AI for the acceleration of scientific discovery
Speaker: C. Bekas   Chair: Erricos Kontoghiorghes
Keynote talk 5 Monday 18.12.2023 17:30 - 18:20 Room: 001-002 (Building G)
Vine copula-based regression models
Speaker: C. Czado   Chair: Ana Colubi


PARALLEL SESSIONS (UTC+1)


Parallel session C: CMStatistics Saturday 16.12.2023 10:00 - 12:05

Session EO324 Room: 227
Advances in measuring and predicting socio-economic vulnerabilities Saturday 16.12.2023   10:00 - 12:05
Chair: Antonella Dagostino Organizer: Antonella Dagostino, Chiara Gigliarano
  B0412:  C. Montorsi
  Predicting depression in old age: combining life course data with machine learning
  B0685:  F. Schirripa Spagnolo, S. Marchetti, C. Giusti, M. Pratesi, G. Bertarelli, L. Biggeri
  Small area estimation of monetary poverty indicators with poverty lines adjusted using local price indexes
  B0696:  M. Ciommi, C. Gigliarano, F. Mariani, G. Polinesi
  Assessing multidimensional poverty of the Italian provinces during COVID-19: A small area estimation approach
  B0697:  F. Crescenzi, A. Nigri, G. Betti
  Measuring the poverty-free life expectancy: A temporal analysis on EU-SILC data
  B0762:  A. Sanchez, E. Jimenez-Fernandez
  Unsupervised machine learning for estimating the socioeconomic vulnerability in the European Union
Session EO396 Room: 262
Time series: Detecting change-points and dependence Saturday 16.12.2023   10:00 - 12:05
Chair: Herold Dehling Organizer: Herold Dehling
  B0416:  M. Wendler
  Dependent wild bootstrap for change-point detection in functional time series and random fields
  B0892:  D. Vogel, H. Dehling, M. Wendler
  First versus full or first versus last: U-statistic change-point tests under fixed and local alternatives
  B0938:  K. Vuk, H. Dehling, M. Wendler
  Detecting early or late change-points in time series using U-statistics
  B1215:  M. Kroll, A. Betken, H. Dehling
  Testing independence of mixing time series using the distance covariance
  B1461:  A. Betken, H. Dehling
  Testing for independence of long-range dependent time series based on distance correlation
Session EO046 Room: 335
Copulas and dependence modelling Saturday 16.12.2023   10:00 - 12:05
Chair: Piotr Jaworski Organizer: Piotr Jaworski
  B0303:  M. Manstavicius
  Generalizations of Kendall's tau: Meaning and constructions
  B0315:  P. Jaworski
  On certain notion of tail dependence of copulas
  B0348:  O. Sahin, H. Joe
  Vine copula based classifiers
  B0546:  C. Genest
  Orthogonal decomposition of probability densities in Bayes spaces
  B1024:  J. Neslehova, S. Perreault, T. Duchesne
  Hypothesis tests for structured rank correlation matrices
Session EO237 Room: 340
Analysis of spatial patterns in neuroimaging Saturday 16.12.2023   10:00 - 12:05
Chair: Sarah Weinstein Organizer: Sarah Weinstein
  B0176:  J.Y. Park, R. Zhang
  Mitigating inter-scanner biases in high-dimensional neuroimaging data via spatial Gaussian process
  B0538:  A. Chen
  Structure-function gradients along the brain cortex
  B0738:  C. Chen, M. Tisdall, D. Wolk, S. Das, P. Yushkevich, R. Shinohara
  Subject-level weights for detecting brain volume differences
  B0866:  M. Lindquist
  Individualized spatial topography in functional neuroimaging
  B0889:  D. Tudorascu
  Challenges in data harmonization for Positron emission tomography (PET) imaging studies of Alzheimer's disease
Session EO105 Room: 348
Statistical network analysis: Theory, methods, and applications Saturday 16.12.2023   10:00 - 12:05
Chair: Joshua Cape Organizer: Joshua Cape
  B0464:  M. Schaub
  Learning from networks with unobserved edges
  B0558:  D. Ghoshdastidar, M. Sabanayagam, P. Esser
  Analyzing graph neural network architectures through the neural tangent kernel
  B0656:  C. Fritz, M. Schweinberger, D. Hunter
  A statistical platform for discrete and dependent attribute and network data generalizing GLMs
  B0868:  F. Sanna Passino
  Bayesian nonparametric projected normal mixture models for spectral graph clustering with degree heterogeneity
  B0951:  A. Kreiss, E. Mammen, W. Polonik
  Using Hawkes processes to model sparse event networks
Session EO438 Room: 350
Advances in statistical boosting Saturday 16.12.2023   10:00 - 12:05
Chair: Colin Griesbach Organizer: Colin Griesbach
  B0641:  L. Knieper, E. Bergherr, T. Hothorn, N. Mueller-Voggel, C. Griesbach
  A novel gradient boosting framework for generalized additive mixed models
  B0906:  T. Hepp, E. Bergherr
  Boosting mixtures of distributional regression models
  B0937:  E. Bergherr, T. Hepp, M. Balzer, S. Hutter
  Gradient boosting for Dirichlet regression: Impact of protests on election results
  B1016:  A. Daub, A. Mayr, B. Zhang, E. Bergherr
  Gradient boosting for GAMLSS using adaptive step lengths
  B1643:  J. Cavieres
  Bayesian semiparametric spatial model using template model builder (TMB)
Session EO525 Room: 351
Advances in statistical imaging Saturday 16.12.2023   10:00 - 12:05
Chair: Michele Guindani Organizer: Michele Guindani
  B1078:  A. Gibberd, T.-S. Chan, X. Tian, K. Zheng
  Exploring dynamic factors of fMRI activity in the presence of sparse loadings
  B1109:  D. Telesca
  Covariate-adjusted mixed membership models for functional data
  B1331:  J. Kornak
  Modeling longitudinal trajectories of neuropsychological and neuroimaging brain changes
  B1336:  R. Guhaniyogi, A. Scheffler, R. Gutierrez
  Bayesian learning of heterogeneous image sources: A journey through non-parametric models to deep learning architecture
  B1517:  R. Mena
  Bayesian shape analysis via the projected normal distribution
Session EO296 Room: 353
Statistical methods for biological and medical applications Saturday 16.12.2023   10:00 - 12:05
Chair: Alberto Cassese Organizer: Alberto Cassese
  B0475:  P. Belloni
  Improving adverse drug event prediction using biochemical features extracted with ChemBERTa
  B0517:  T.Q. Asenso, M. Zucknick
  Accounting for population heterogeneity by modeling interactions with the pliable lasso
  B0902:  V. Ballerini
  Causal effects on time-to-event outcomes in an oncology RCT with treatment discontinuation
  B1005:  F.J. Bargagli Stoffi
  Characterizing heterogeneity of causal effects in air pollution epidemiology via Bayesian causal inference
  B1015:  E. Sabbioni, E. Bibbona, G. Mastrantonio, G. Sanguinetti
  Bayesian approach for modelling RNA velocity
Session EO083 Room: 355
Statistical learning in practice Saturday 16.12.2023   10:00 - 12:05
Chair: Alejandro Murua Organizer: Alejandro Murua
  B1013:  X. Ju, H. Park, T. Tarpey
  Interpretable scalar-on-covariance regression with applications to functional connectivity
  B0527:  S. Baran, M. Nagy-Lakatos
  Discrete post-processing of visibility ensemble forecasts using machine learning
  B1141:  K. Dorman
  Learning CUT\&RUN peaks from replicate samples with high duplicate sampling and low signal
  B0332:  A. Labbe, M. Lei, L. Sun
  BKTR - Bayesian kernelized tensor regression: Application to bike-sharing demand modeling
  B1128:  R. Maitra, C. Llosa
  Fourier-structured tensor-variate distributions for high-resolution imaging applications
Session EO248 Room: 356
Design and analysis of experiments with modern applications Saturday 16.12.2023   10:00 - 12:05
Chair: Rakhi Singh Organizer: Rakhi Singh
  B0543:  D. Woods
  Emulation of computer simulators with uncertain inputs
  B0379:  W. Mueller, A. Pazman, M. Hainy
  A convex approach to optimum design of experiments with correlated observations
  B0465:  J. Stufken, R. Singh
  TreeSS: A model-free Tree-based subdata selection method for prediction
  B0979:  X. Deng, X. Cai, D. Lin, Y. Hong, L. Xu
  Adaptive-region sequential design with quantitative and qualitative factors in application to HPC configuration
Session EO434 Room: 357
Spatial and spatiotemporal peaks-over-threshold with flexible models I Saturday 16.12.2023   10:00 - 12:05
Chair: Thomas Opitz Organizer: Thomas Opitz
  B0243:  P. Zhong, M. Brunner, T. Opitz, R. Huser
  Spatial modeling and future projection of extreme precipitation extents
  B0702:  J. Richards, M. Sainsbury-Dale, A. Zammit Mangion, R. Huser
  Neural Bayes estimators for fast and efficient likelihood-free inference with spatial peaks-over-threshold models
  B1043:  J. Koh
  Using spatial extreme-value theory with machine learning to understand compound extremes: A case study on heat
  B1224:  P. Braunsteins, D. Bolin, S. Engelke, R. Huser
  The SPDE approach for spatial extremes
  B0976:  C. Forster, M. Oesting
  Non-stationary models for extremal dependence
Session EO282 Room: 401
Branching and related processes I Saturday 16.12.2023   10:00 - 12:05
Chair: Miguel Gonzalez Velasco Organizer: Ines M del Puerto, Miguel Gonzalez Velasco
  B1760:  M. Slavtchova-Bojkova, N. Yanev, O. Hyrien
  Multitype subcritical Markov branching processes with immigration generated by Poisson random measures
  B1828:  I.M. del Puerto, M. Gonzalez Velasco, M. Molina, G. Yanev, N. Yanev
  Controlled branching processes subordinated by a renewal process
  B1572:  A. Vidyashankar
  Bahadur-type asymptotics for estimates of ancestor mean of branching processes with immigration
  B1791:  P. Martin-Chavez, M. Gonzalez Velasco, I.M. del Puerto
  Convergence of controlled branching processes to CBI-processes
Session EO127 Room: 403
Machine learning for environmental applications Saturday 16.12.2023   10:00 - 12:05
Chair: Tim Verdonck Organizer: Tim Verdonck
  B1704:  S. Leyder, T. Verdonck, J. Raymaekers
  TSLiNGAM: DirectLiNGAM under heavy tails
  B1735:  S. Mortier, T. Verdonck, T. De Schepper, S. Latre, B. Didrik Sigurdsson, R.P. Tchana Wandji, A. Hamedpour, B. Bussmann
  Inferring the relationship between soil temperature and normalized difference vegetation index with machine learning
  B1775:  I. Janssens, T. Servotte, T. Verdonck
  Machine learning techniques for bio-accelerated mineral weathering
  B1793:  T. Servotte, I. Janssens, T. Verdonck
  Optimal experiment design for environmental research using Bayesian optimization
  B1830:  T. Decorte, S. Mortier, C. Suys, T. Verdonck
  Missing value imputation of sensor data for environmental monitoring
Session EO213 Room: 404
Non-stationary random fields, theory and applications Saturday 16.12.2023   10:00 - 12:05
Chair: Anastassia Baxevani Organizer: Anastassia Baxevani
  B0873:  L. Llamazares, F. Lindgren, J. Latz
  Penalized complexity priors for stochastic partial differential equations
  B1487:  K. Podgorski, J. Wallin, I. Rychlik
  Slepian models for moving averages driven by a non-Gaussian noise
  B1688:  A. Baxevani, D. Hristopoulos, C. Andreou
  Effective probability distribution approximation for non stationary non Gaussian random fields
  B1749:  A. Wylomanska
  Anomalous diffusion processes with random parameters
  B1265:  A. Lenzi
  Towards black-box parameter estimation
Session EO241 Room: 414
Statistical methods for structural health monitoring Saturday 16.12.2023   10:00 - 12:05
Chair: Jan Gertheiss Organizer: Jan Gertheiss
  B1364:  K. Maes, G. Lombaert
  The application of black-box modeling techniques to remove environmental influences on vibration monitoring data
  B0752:  P. Wittenberg
  Covariate-adjusted sensor outputs for structural health monitoring: A functional data approach
  B0515:  L. Neumann, P. Wittenberg, J. Gertheiss
  Confounder-adjusted covariances of sensor outputs and applications to structural health monitoring
  B0931:  A. Mendler
  How to evaluate the probability of detection based on data from undamaged structures
  B1817:  I. Okhrin, R. Jaekel, P. Baddam, M.R. Sanchez Figueroa
  Predicting bridge condition ratings
Session EO116 Room: 424
Recent cylindrical models and their related topics (virtual) Saturday 16.12.2023   10:00 - 12:05
Chair: Toshihiro Abe Organizer: Toshihiro Abe
  B0653:  T. Abe, Y. Nakayama
  A simple heavy tailed cylindrical model and its applications
  B0907:  Y. Miyata, T. Shiohama, T. Abe
  A hidden Markov model whose components are the Weibull-extended sine skewed von Mises distributions
  B1072:  T. Shiohama, H. Ogata
  On some topics in complex-valued and circular time series modeling
  B1081:  Y. Tsuruta
  Kernel-based nonparametric regression for cylindrical data
  B1089:  T. Imoto
  New construction of cylindrical distributions
Session EO312 Room: 442
Recent developments in biostatistics Saturday 16.12.2023   10:00 - 12:05
Chair: Kathrin Moellenhoff Organizer: Kathrin Moellenhoff
  B0584:  F. Kappenberg, J. Rahnenfuehrer
  AlertGS: Calculating alerts for gene sets based on individual dose-response modelling
  B0668:  K. Schorning, K. Moellenhoff
  Optimal designs for identifying alert concentrations
  B0671:  M. Lau, T. Schikowski, H. Schwender
  Statistical learning for constructing genetic risk scores
  B0682:  N. Hagemann, G. Marra, F. Bretz, K. Moellenhoff
  Testing for similarity of multivariate mixed outcomes with application to efficacy-toxicity responses
  B1123:  D. Dobler, M. de Gunst, M.T. Dietrich
  A general wild bootstrap scheme for counting process-based statistics with application to Fine-Gray models
Session EO186 Room: 444
Representation learning Saturday 16.12.2023   10:00 - 12:05
Chair: Marcell Tamas Kurbucz Organizer: Marcell Tamas Kurbucz
  B0253:  N. Strodthoff
  Self-supervised learning for physiological time series data
  B0327:  M.T. Kurbucz, A. Jakovac
  Pattern-based transformation for time series classification and anomaly detection
  B0367:  T. Weber
  Exploring latent spaces: manipulating medical data through image editing
  B0434:  G. Varando, H. Durand, M.-A. Fernandez-Torres, J. Munoz-Mari, M. Piles, G. Camps-Valls
  Learning causal representations with Granger rotated PCA
  B1126:  M. Zulqarnain, W. Bajwa
  DiSK: An efficient algorithm for distributed and streaming $k$-PCA
Session EO270 Room: 445
Model assessment Saturday 16.12.2023   10:00 - 12:05
Chair: Maria Dolores Jimenez-Gamero Organizer: Maria Dolores Jimenez-Gamero
  B0297:  D. Bagkavos, M. Guillen, J.P. Nielsen
  Robust and flexible model selection for multivariate local linear regression
  B0648:  V. Alba-Fernandez, M.D. Jimenez-Gamero
  Simultaneous testing for proportions for a large number of populations
  B0744:  E. Gonzalez-Estrada, A. Monter-Pozos
  Assessing the skew normality hypothesis using the Shapiro-Wilk test
  B0859:  D. Gaigall, S. Wu, H. Liang
  A general approach for testing independence in Hilbert spaces
  B1599:  E. Bothma, J. Allison, J. Visagie
  New classes of tests for the Weibull distribution using Stein's method in the presence of random right censoring
Session EO417 Room: 446
Causal inference Saturday 16.12.2023   10:00 - 12:05
Chair: Elizabeth Ogburn Organizer: Elizabeth Ogburn
  B1522:  D. van Dyk, M. Autenrieth, D. Stenning, R. Trotta
  Stratified learning: A general-purpose statistical method for improved learning under covariate shift
  B1571:  E. Ogburn
  Missing data with causal and statistical dependence
  B1737:  A. Volfovsky
  A double machine learning approach to combining experimental and observational data
  B1917:  J. Murray, A. Feller
  The weighting representation of Bayesian causal effect estimators
Session EO234 Room: 447
Statistical analysis of functional and complex data Saturday 16.12.2023   10:00 - 12:05
Chair: Alessia Pini Organizer: Alessia Pini
  B0843:  D. Liebl, S. Otto, A. Kneip
  Combining concurrent and historical functional linear regression
  B1076:  T. Bortolotti, R. Peli, G. Lanzano, S. Sgobba, A. Menafoglio
  A functional ground motion model for partially observed response profiles
  B1593:  F. Vogel
  Examining quantiles of sensor outputs in structural health monitoring
  B0709:  S. Vantini, J. Diquigiovanni, M. Fontana
  The importance of being a band: finite-sample exact conformal prediction bands for functional data
  B0858:  A. Calissano, E. Maignant, X. Pennec
  Extending barycentric subspace analysis to a set of graphs
Session EO139 Room: 457
High-dimensional statistics Saturday 16.12.2023   10:00 - 12:05
Chair: Andreas Artemiou Organizer: Andreas Artemiou, Sebastian Doehler
  B0218:  J. Virta, A. Artemiou
  Poisson PCA for matrix count data
  B1210:  E. Solea
  Joint estimation of heterogeneous non-Gaussian functional graphical models with fully and partially observed curves
  B1225:  S.J. Shin
  Variable selection in AUC-optimizing classification
  B1784:  A. Reiner-Benaim, S. Doehler
  Identifying rare and weak effects in discrete count data from high throughput sequencing experiment
  B1806:  S. Doehler, E. Roquain, I. Meah
  Online multiple testing with super uniformity reward
Session EO053 Room: 458
HiTEc: Clustering of complex data structures Saturday 16.12.2023   10:00 - 12:05
Chair: Maria Brigida Ferraro Organizer: Maria Brigida Ferraro, Ana Belen Ramos-Guajardo
  B0174:  C. Biernacki
  Levels merging in the latent class model
  B0624:  A.B. Ramos-Guajardo
  A clustering approach for random intervals based on an overlapping measure
  B1099:  C. Di Nuzzo, D. Vicari
  A clustering model for asymmetric data: A within-cluster approach
  B0954:  M. Sato-Ilic
  Principal component analysis for mixed high-dimension low-sample size data based on fuzzy-cluster scale
  B0518:  A. Soubeiga, V. Antoine, A. Corteval, N. Kerckhove, S. Moreno, I. Falih
  Clustering and interpretation of time-series trajectories of chronic pain using evidential c-means
Session EO326 Room: Virtual R01
Tme series analysis for sustainable development goals Saturday 16.12.2023   10:00 - 12:05
Chair: Clara Cordeiro Organizer: Clara Cordeiro
  B1673:  D. Prata Gomes, M. Neves
  The role of resampling methods in extreme value parameters estimation
  B1654:  H. Mourino
  Sustainable development goals in marine biology: Using spectral analysis and cross-correlation to describe Chlorophyll-a
  B1678:  M.R. Ramos, C. Cordeiro
  Trend methods in time series: Comparison and application within the 14th sustainable development goal
  B1680:  A. Borges, C. Cordeiro, M.R. Ramos
  Analyzing sea level fluctuations and breakpoints: A statistical approach in support of sustainable development goal 14
  B1657:  C. Cordeiro, M. Neves, C. Coelho, S.V. Domingos
  Forecasting sea level rise: raising awareness about SDG14
Session EC467 Room: 352
Bayesian statistics Saturday 16.12.2023   10:00 - 12:05
Chair: Pier Giovanni Bissiri Organizer: CFE-CMStatistics
  B0936:  N.S. Upadhye, R. Chowdhury
  Hybrid method for constrained Bayesian optimization
  B1724:  R. Yuasa, G. Kobayashi, S. Sugasawa, Y. Yamauchi
  Bayesian Tucker decomposition model with time varying factor matrices
  B1802:  M. Maia Marques
  spBART: Adding smoothness for Bayesian additive regression trees through splines
  B0366:  S. Jessup, M. Pigeon, M. Mailhot
  Uncertainty in heteroscedastic Bayesian model averaging
  B1726:  F. Komaki, T. Sei
  Harmonicity of the right-invariant prior densities for group models with respect to the Fisher metric
Session EC470 Room: 354
Time-to-event analysis Saturday 16.12.2023   10:00 - 12:05
Chair: Andrej Srakar Organizer: CFE-CMStatistics
  B0489:  P. Lambert
  Laplace approximations in double additive cure survival models with exogenous time-varying covariates
  B1434:  T.P. Yuen, E. Musta
  Testing for sufficient follow-up in survival data with immunes
  B1626:  A. Verhasselt, M. D Haen, I. Van Keilegom
  Copula based quantile modelling under dependent censoring
  B1587:  O. Sercik, A. Verhasselt, S. Abrams
  Nonparametric estimation of the cross ratio function under right censoring
  B1538:  M. Nugroho, S. Abrams, A. Verhasselt
  Nonparametric estimation of the cross-ratio function with splines
Session EC457 Room: 455
Statistical modelling Saturday 16.12.2023   10:00 - 12:05
Chair: Andriette Bekker Organizer: CFE-CMStatistics
  B1458:  C. Ramsay, A. Krutto
  Calculating loss reserves for heavy-tailed insurance business
  B1510:  S. Huckemann
  Modeling phylogenetic trees in the wald space
  B1596:  D. Jayakumari, R. de Andrade Moral, J. Einbeck, J. Hinde
  A new distance-based framework based on half normal plots for count data
  B1674:  S. Makgai, J. Ferreira, A. Bekker
  Statistical learning from data
  B0249:  A. Guillou
  Estimation of marginal excess moments for Weibull-type distributions
Parallel session C: CFE Saturday 16.12.2023 10:00 - 12:05

Session CO154 Room: 236
New tests for financial time series models Saturday 16.12.2023   10:00 - 12:05
Chair: Jean-Michel Zakoian Organizer: Christian Francq, Jean-Michel Zakoian
  A0615:  G. Sucarrat, O. Stauskas
  Testing the zero-process of intraday financial return for non-stationary periodicity
  A1083:  C. Francq, J.-M. Zakoian, L. Trapani
  Detection of breaks in weak location time series models with quasi-Fisher scores
  A1080:  J.-M. Zakoian, C. Francq
  Finite moments testing in a general class of nonlinear time series models
  A1922:  J. Royer, R. Aumond
  Improving the robustness of Markov-switching dynamic factor models with time-varying volatility
  A1940:  S. Telg, S. Fries, J.-M. Zakoian, J. van der Oord
  Fractional integration in mixed causal-noncausal models
Session CO037 Room: 257
Parameter uncertainty in portfolio selection and asset pricing Saturday 16.12.2023   10:00 - 12:05
Chair: Nathan Lassance Organizer: Nathan Lassance
  A0593:  R.A. Schuessler, F. Nardari
  Ensembles of portfolio rules
  A1534:  Y. Li, L. Chen, X. Zheng
  Estimating efficient frontier with all risky assets
  A0395:  K. Saxena
  Calm your portfolio: the importance of disciplining intelligent but fickle forecasts in portfolio optimization
  A1756:  L. Nechvatalova, J. Barunik
  Deep reinforcement learning and portfolio selection
  A0212:  C. Torricelli, B. Bertelli
  ESG compliant optimal portfolios: optimizing after screening or screening while optimizing
Session CO235 Room: 258
Forecasting and climate econometrics Saturday 16.12.2023   10:00 - 12:05
Chair: Tommaso Proietti Organizer: Tommaso Proietti, Robert Kunst
  A0968:  J. Gonzalo, L. Gadea
  Global and regional long-term climate forecasts: A heterogeneous future
  A1220:  F. Marotta, H. Mumtaz
  Vulnerability to climate change: Evidence from a dynamic factor model
  A1568:  T. Proietti
  Ups and drawdowns
  A0821:  R. Kunst, M. Ertl, A. Wende
  Time-series evidence on the influence of the choice of seasonal adjustment method on forecasting accuracy
  A0922:  I. Fortin, J. Hlouskova
  Does addressing uncertainty improve nowcasts of the Austrian economy?
Session CO165 Room: 259
Macro-financial risk Saturday 16.12.2023   10:00 - 12:05
Chair: Claudio Morana Organizer: Claudio Morana
  A0211:  C. Morana
  Green risk in Europe
  A0216:  M. Hartmann
  Structural determinants of house prices-at-risk
  A0230:  A. Glas, C. Conrad, M. da Silva Rapp
  Who is updating stock market expectations in response to market turmoil?
  A0258:  C. Ochsner, L. Other, L. Salzmann, T. Kroeger
  Time to invest? German economic growth prospects in the 21 century
  A1800:  M. Karanasos
  Hessenbergians over a matrix ring: Analyzing VARMA models with variable coefficient matrices
Session CO398 Room: 261
Advances in forecasting and forecast evaluation Saturday 16.12.2023   10:00 - 12:05
Chair: Marc-Oliver Pohle Organizer: Marc-Oliver Pohle
  A0495:  S. Otto, N. Salish
  Approximate factor models for functional time series
  A0642:  M. Demetrescu, F. Kiessner, M. Knueppel
  Simultaneous confidence bands for the PIT histogram
  A0957:  T. Zahn, M.-O. Pohle
  How far can we forecast the economy?
  A0970:  A. Jordan, T. Gneiting, D. Wolffram, J. Resin, K. Kraus, J. Bracher, T. Dimitriadis, V. Hagenmeyer, S. Lerch, K. Phipps, M. Schienle
  Model diagnostics and forecast evaluation for quantiles
  A1035:  M.-O. Pohle, T. Zahn
  Uncertainty quantification in forecast comparisons
Session CC495 Room: 256
Applied econometrics I Saturday 16.12.2023   10:00 - 12:05
Chair: Robinson Kruse-Becher Organizer: CFE
  A1732:  K. Bien-Barkowska, A. Kliber
  An ACD-POT MIDAS model for forecasting extreme returns in oil and metal markets during different economic conditions
  A1168:  R. Morita, Z. Kurter, P. Gomes
  European sovereign bond and stock market Granger causality dynamics
  A1174:  T. Kobayashi
  Term premium in international yield curves: Role of global and local factors
  A1188:  K. Beck, A. Karadimitropoulou
  Lost in aggregation: European, country, sectoral, and regional factors driving the gross value-added fluctuations in EU
  A1399:  M. Friedrich, S. Telg, P. Ramdaras, B. van der Sluis, Y. Lin
  Time-varying effects of housing attributes and economic environment on housing prices
Session CC534 Room: 260
Dynamic factor models Saturday 16.12.2023   10:00 - 12:05
Chair: Maddalena Cavicchioli Organizer: CFE
  A0319:  S. Hienzsch, T. Berger
  Which global cycle: a stochastic factor selection approach for global macro-financial cycles
  A1758:  S. Soccorsi, M. Forni, L. Gambetti, A. Granese, S. Luca
  An American macroeconomic picture: Supply and demand shocks in the frequency domain
  A1716:  K. Tsakou, S. Soccorsi
  Macroeconomic cycles and bond return predictability
  A1774:  R. Lacaza, S.J. Villejo
  Forecasting Philippine quarterly GDP using dynamic factor model with mixed-frequency data
  A1564:  A. Karadimitropoulou, L. Ferrara
  Commodity price uncertainty co-movement: Does it matter for global economic growth?
Parallel session D: CMStatistics Saturday 16.12.2023 13:35 - 15:15

Session EV477 Room: Virtual R01
Complex data analysis Saturday 16.12.2023   13:35 - 15:15
Chair: Russell Shinohara Organizer: CFE-CMStatistics
  B1632:  R. Jayamaha, H.B. Kang
  Generalized functional linear mixed model
  B1912:  R. Luo
  General nonlinear function-on-function regression via functional universal approximation
  B1701:  H. Sun, Z. Shang, Y. Chen
  Matrix autoregressive model with vector time series covariates for spatiotemporal data
  B1809:  E. Porter, C. Franck, S. Adams
  Flexible cost-penalized Bayesian model selection: Developing inclusion paths with application to medical diagnoses
Session EO265 Room: 227
Statistical methods in weather forecasting Saturday 16.12.2023   13:35 - 15:15
Chair: Sandor Baran Organizer: Sandor Baran
  B0213:  R. Schefzik
  Simulation-based comparison of multivariate postprocessing methods for ensemble weather forecasts
  B0513:  M. Nagy-Lakatos, S. Baran
  Comparison of multivariate post-processing methods using global ECMWF ensemble forecasts
  B0539:  A. Moeller, D. Jobst, J. Gross
  Autoregressive extensions of EMOS with application to surface temperature ensemble postprocessing
  B0553:  D. Jobst, J. Gross, A. Moeller
  D-vine GAM copula based quantile regression with application to ensemble postprocessing
Session EO212 Room: 335
Advances in statistical learning methods and computational statistics Saturday 16.12.2023   13:35 - 15:15
Chair: Julien Hambuckers Organizer: Julien Hambuckers
  B0811:  L. Trapin, M. Bee, E. Taufer
  Tail index regression forest
  B1145:  H.K. Olafsdottir, D. Bolin, H. Rootzen
  Forecast evaluation of extremes using locally tail-scale invariant scoring rules
  B1212:  J. Brachem, P. Wiemann, T. Kneib
  Parametric transformation models for location-scale regression with unknown response distribution
  B1247:  R. Schmidt, A. Ritz, B. Saefken
  Multivariate distributional stochastic frontier models with missing values
Session EO088 Room: 340
Model and copula-based clustering with missing data Saturday 16.12.2023   13:35 - 15:15
Chair: Marta Nai Ruscone Organizer: Daniel Fernandez, Marta Nai Ruscone
  B0415:  A. Gatto, F.M.L. Di Lascio
  A nonparametric copula-based method for the imputation of dependent data
  B0645:  C. Tortora
  Clustering with missing data using normal-scale mixture models
  B1052:  H. Tong
  MixtureMissing: an R package for robust and flexible model-based clustering with incomplete data
  B1140:  B. Franczak
  On an approach for performing model-based clustering and imputation for multivariate data sets with asymmetric features
Session EO044 Room: 348
Emerging questions in network inference Saturday 16.12.2023   13:35 - 15:15
Chair: Vincent Lyzinski Organizer: Vince Lyzinski
  B0723:  K. Levin, A. Hayes
  Estimating network-mediated causal effects via spectral embeddings
  B0732:  J. Cape
  On varimax asymptotics in network models and spectral methods for dimensionality reduction
  B1204:  J. Arroyo, C. James, D. Yuan, I. Gaynanova
  Learning joint and individual structure in network data with covariates
  B1236:  A. Athreya, Z. Lubberts, Y. Park, C. Priebe
  Euclidean mirrors and dynamics in network time series
Session EO045 Room: 351
Bayesian and stochastic modeling with complex dependencies Saturday 16.12.2023   13:35 - 15:15
Chair: Alexander Volfovsky Organizer: Charles Doss
  B1335:  J. Xu
  Data-augmented MCMC for learning spatiotemporal transmission structure in epidemic models
  B1400:  S. Jensen
  Spatiotemporal modeling of urban greening
  B1473:  L. House
  Quantifying uncertainty of simulated populations
Session EO156 Room: 352
Advances in dynamic models Saturday 16.12.2023   13:35 - 15:15
Chair: Veronica Ballerini Organizer: Monia Lupparelli
  B1191:  A. Cassese, W. Zhu, M. Guindani, M. Vannucci
  A Bayesian nonparametric spiked process prior for dynamic model selection
  B1332:  L. Gherardini
  Dynamic network models with time-varying nodes
  B1358:  G. Zens, L. Thalheimer
  The short-term dynamics of conflict-driven displacement: Bayesian modeling of disaggregate Data from Somalia
  B1551:  M.N. Damian, C. Ley, J. Hale
  Using optimal transport to assess the impact of prior choice on Bayesian parameter inference in dynamical systems
Session EO315 Room: 353
Advanced estimation techniques in sample surveys Saturday 16.12.2023   13:35 - 15:15
Chair: Francesco Schirripa Spagnolo Organizer: Francesco Schirripa Spagnolo
  B0266:  A. Moretti
  Multivariate small area estimation in case of non-continuous variables
  B0454:  L. mori, M.R. Ferrante
  Small area estimation of economic indicators under unit-level generalized additive models for location, scale and shape
  B0604:  J. Sakshaug, C. Salvatore, A. Wisniowski, B. Struminskaya, S. Biffignandi
  Integrating data from multiple surveys to improve estimation
  B0391:  S. Harmening, M. Runge, T. Schmid
  Area-level small area estimation with random forests
  B0516:  M. Dagdoug, D. Haziza
  Variance estimation for survey estimators based on statistical learning procedures
Session EO285 Room: 354
Novel methods and practical strategies for clinical trials Saturday 16.12.2023   13:35 - 15:15
Chair: Andrew Spieker Organizer: Andrew Spieker
  B1323:  B. Blette, B. Kahan, M. Harhay, F. Li
  Evaluating informative cluster size in cluster randomized trials
  B1379:  M. Bannick, T. Ye, J. Shao, Y. Yi, J. Liu, Y. Du
  A novel covariate adjustment strategy for guaranteed efficiency gain in randomized clinical trials
  B1395:  A. Stephens Shields
  Advancing clinical trial design in syndromic diseases with observational data
  B1475:  J. Chipman, L. Mayberry, R. Greevy
  Sequential matched randomization to personalize randomization and improve covariate balance and trial efficiency
Session EO309 Room: 355
Recent advances in learning from complex data Saturday 16.12.2023   13:35 - 15:15
Chair: Xin Bing Organizer: Xin Bing
  B0428:  M. Pensky
  Clustering of diverse multiplex networks
  B0501:  M. Wegkamp, X. Bing
  Discriminant analysis in high-dimensional Gaussian mixtures
  B1160:  Y. Gu, L. Chen
  A spectral method for identifiable grade of membership analysis in high dimensions
  B1234:  P. Zwiernik
  Entropic covariance models
Session EO200 Room: 356
Design and analysis of experiments (virtual) Saturday 16.12.2023   13:35 - 15:15
Chair: John Stufken Organizer: John Stufken
  B0386:  W. Zheng, X. Zhang, L. Gao
  Thompson sampling with discrete prior
  B0733:  N. Rios
  Graphical methods for order-of-addition experiments
  B0863:  L. Wang
  Active labeling for high-dimensional ridge regression with application in genome-wide association studies
  B0480:  R. Singh
  Design selection for multi- and mixed-level supersaturated designs
Session EO294 Room: 357
Extremes and machine learning Saturday 16.12.2023   13:35 - 15:15
Chair: Antoine Usseglio-Carleve Organizer: Antoine Usseglio-Carleve, Stephane Girard
  B0394:  A. Heranval, M. Thomas, O. Lopez
  Generalized Pareto regression trees for extreme event analysis
  B0705:  X. Shao, J. Richards, R. Huser
  Deep compositional models for nonstationary extremal dependence
  B1119:  M. Allouche, E. Gobet, S. Girard
  Estimation of extreme expected shortfall with neural networks
  B1163:  G. Stupfler, A. Usseglio-Carleve, A. Daouia
  Inference for extremal regression with dependent heavy-tailed data
Session EO404 Room: 401
Healthcare analytics: Risk prediction, fairness, and federated learning Saturday 16.12.2023   13:35 - 15:15
Chair: Chuan Hong Organizer: Chuan Hong
  B0203:  M. Liu, D. Zhou, T. Cai
  Robust and efficient transfer learning of high dimensional EHR-linked biobank data
  B0898:  S. Li
  FedScore: A privacy-preserving framework for federated scoring system development
  B1020:  B. Vakulenko-Lagun
  Federated regression analysis of heterogeneous data with competing risks
  B1308:  J. Zhao
  Evaluating the algorithmic fairness for cardiovascular risk prediction model
Session EO238 Room: 403
Statistical innovations in scRNA-seq and spatial transcriptomics analysis Saturday 16.12.2023   13:35 - 15:15
Chair: Yuehua Cui Organizer: Yuehua Cui
  B1866:  K. Coleman, J. Hu, D. Zhang, M. Li
  Analysis of multi-modal spatial omics with MISO
  B1947:  S. Sun
  Powerful and accurate detection of temporal gene expression patterns from multi-sample multi-stage scRNA-seq data
  B1699:  J. Li
  Quantitative estimation of cell-phenotype associations
  B1253:  L. Shang, X. Zhou
  Spatially aware dimension reduction for spatial transcriptomics
Session EO229 Room: 404
Spatial statistics meets machine and statistical learning Saturday 16.12.2023   13:35 - 15:15
Chair: Veronica Berrocal Organizer: Veronica Berrocal
  B0996:  L. Patelli, M. Cameletti, N. Golini, R. Ignaccolo
  Random forest in the spatial framework, how to deal with it?
  B0217:  M. Heaton
  On the use of mini-batching for fitting Gaussian processes
  B1135:  F. Denti
  Multi-resolution approximation via flexible cumulative shrinkage processes: The CUSP-MRA prior
  B0568:  B. Jin, D. Dunson
  A unified Bayesian approach to overcome spatial confounding in point-referenced data
Session EO249 Room: 414
Using social media to enhance survey research Saturday 16.12.2023   13:35 - 15:15
Chair: Annamaria Bianchi Organizer: Annamaria Bianchi
  B0768:  C. Salvatore, A. Bianchi, S. Biffignandi
  Social media in survey research
  B1422:  F. Conrad
  Finding alignment between social media and survey responses
  B0840:  T. Al Baghal, P. Serodio, S. Liu, L. Sloan, C. Jessop
  Using social media metrics and linked survey data to understand survey behaviors
  B0995:  L. Calderwood
  Using social media for participant engagement and tracking in longitudinal surveys
Session EO091 Room: 424
Modern directional statistics Saturday 16.12.2023   13:35 - 15:15
Chair: Andrea Meilan-Vila Organizer: Andrea Meilan-Vila
  B0617:  A. Bekker, D. van Wyk de Ridder, J. Ferreira, P. Nagar
  A skew normal model for consideration on the sphere
  B0676:  J.E. Chacon, A. Meilan-Vila
  A geodesic normal distribution on the sphere with elliptical contours
  B0771:  F. Lagona, M. Mingione
  Segmenting toroidal time series by non-homogeneous hidden semi-Markov models
  B0959:  S. Fensore, M. Di Marzio, A. Panzera, C. Taylor
  Local circular regression with errors-in-variables
Session EO066 Room: 442
Advances in modelling complex dependence structures Saturday 16.12.2023   13:35 - 15:15
Chair: Cristina Mollica Organizer: Cristina Mollica
  B1262:  C. Garcia-Gomez, F. Durante, A. Perez Espartero, M. Prieto-Alaiz
  Contagion of deprivations and affluences: A tail dependence story
  B1491:  O. Sorensen
  Generalized additive latent and mixed models
  B1708:  M. Stefanucci, M. Stefanucci, A. Farcomeni
  Topic characterization and distinction using constrained latent Dirichlet allocation
  B1639:  H. Ogden
  Flexible models for longitudinal data
Session EO527 Room: 444
Methodology for structured data Saturday 16.12.2023   13:35 - 15:15
Chair: Ranjan Maitra Organizer: Ranjan Maitra
  B0665:  A. Murua, V. Partovi Nia
  Neural networks on the edge: Performance under compression
  B0448:  E. Lock
  Integrative regression and factorization of bidimensionally linked matrices
  B0993:  C. Llosa, D.M. Dunlavy, R.B. Lehoucq, A. Prasadan, O. Lopez
  Cramer-Rao bounds for CANDECOMP/PARAFAC non-negative tensor decomposition
  B0567:  S. Dutta, S. Pal
  Spatial factor models based on fractional Gaussian fields
Session EO098 Room: 445
Clustered data analysis and related topics Saturday 16.12.2023   13:35 - 15:15
Chair: Sanjoy Sinha Organizer: Sanjoy Sinha
  B1260:  S. Sinha
  Joint modeling of longitudinal and time-to-event data with covariates subject to measurement error
  B1406:  X. Xu, S. Sinha
  Robust designs in mixed ANCOVA models for clustered data
  B1315:  R. Deardon
  Improving the computational efficiency of spatial disease transmission models via clustering
  B1424:  L. Wu
  Joint models of longitudinal and survival data with censoring and outliers
Session EO086 Room: 446
Distributional shifts and applications to missing data and causal inference Saturday 16.12.2023   13:35 - 15:15
Chair: Xavier de Luna Organizer: Xavier de Luna
  B0406:  Y. Ma
  Doubly flexible estimation under label shift
  B1543:  M. Ghasempour, Y. Ma, X. de Luna
  A generalized label shift model for robust estimation: Predicting cohorts hospitalizations
  B0312:  J. Zhao
  ELSA: efficient label shift adaptation through the lens of semiparametric models
  B0479:  S. Saengkyongam
  Effect-invariant mechanisms for policy generalization
Session EO129 Room: 447
Regression modeling with objects in metric spaces (virtual) Saturday 16.12.2023   13:35 - 15:15
Chair: Changbo Zhu Organizer: Alexander Petersen
  B0717:  M. Matabuena, G. Lugosi
  Uncertainty quantification in metric spaces
  B0208:  Z. Lin, Y. Lin
  Logistic regression and classification with non-Euclidean covariates
  B0835:  R. Qiu, Z. Yu, R. Zhu
  Random forest weighted local Frechet regression with random objects
  B0793:  C. Zhu, H.-G. Mueller
  Autoregressive models for distributional time series
Session EO125 Room: 455
Recent advances in GWAS Saturday 16.12.2023   13:35 - 15:15
Chair: Linxi Liu Organizer: Linxi Liu
  B1702:  S. Ma
  Knockoff-based statistics for the identification of putative causal genes in genetic studies
  B1372:  Z. Yang, L. Liu, I. Ionita-Laza
  CARMA: Novel Bayesian model for fine-mapping in GWAS meta-analyses and multi-ethnic
  B1634:  J. Gu, Z. He
  A powerful and precise filter of feature selection using group knockoffs
  B1637:  L. Yi, L. Liu
  Identification of differentially expressed genes via knockoff statistics in single-cell RNA sequencing data analysis
Session EO102 Room: 457
High-dimensional complex data modeling, causality and beyond Saturday 16.12.2023   13:35 - 15:15
Chair: Chenlu Ke Organizer: Chenlu Ke
  B1963:  Y. Yuan
  De-confounding causal inference using latentmultiple-mediator pathways
  B1139:  J. Weng
  Frechet sufficient dimension reduction and variable selection
  B1795:  B. Cai
  Jointly modeling and clustering tensors in high dimensions
  B0426:  I. Sahoo, J. Guinness, B. Reich
  Estimating atmospheric motion winds from satellite image data using spacetime drift models
Session EO166 Room: 458
HiTEc: Recent advances in model specification testing Saturday 16.12.2023   13:35 - 15:15
Chair: Bojana Milosevic Organizer: Bojana Milosevic
  B1138:  M. Cuparic, B. Milosevic, B. Ebner
  Testing independence for circular data: Energy-based approach
  B1499:  J. Visagie, J. Allison, S. Meintanis, L. Snyman
  A new test of fit for one-sided stable laws based on the Laplace transform
  B1648:  V.S. Barbu, T. Gkelsinis
  A class of hypothesis tests for general order Markov chains based on phi-divergence
  B1867:  D. Aleksic
  A new approach to Little's MCAR test
Session EO087 Room: Virtual R02
Bayesian inference for complex models Saturday 16.12.2023   13:35 - 15:15
Chair: David Nott Organizer: David Nott
  B0385:  A. Zammit Mangion, M. Sainsbury-Dale, J. Richards, R. Huser
  Neural Bayes estimators for irregular spatial data using graph neural networks
  B0775:  N. Klein, M.S. Smith, D. Nott
  Deep distributional time series models and the probabilistic forecasting of intraday electricity prices
  B1117:  H. Wagner
  Factor-augmented time-varying coefficents panel data models
  B0234:  B. Reich, R. Majumder, B. Shaby
  Modeling extremal streamflow using deep learning approximations and a flexible spatial process
Session EO266 Room: Virtual R03
Advanced statistical methods and applications in complex data analysis Saturday 16.12.2023   13:35 - 15:15
Chair: Yichuan Zhao Organizer: Yichuan Zhao
  B1300:  P. Zhao, C. Wu
  Augmented two-step estimating equations with nuisance functionals and complex survey data
  B1442:  T. Tong
  A pairwise Hotelling method for testing high-dimensional mean vectors
  B1243:  J. Wu, M.-H. Chen
  Modeling and inference of interval-censored data with unknown upper limits and time-dependent covariates
  B1429:  T. Zhang
  Asymptotic of sample tail autocorrelations for tail-dependent time series: Phase transition and visualization
Parallel session D: CFE Saturday 16.12.2023 13:35 - 15:15

Session CV500 Room: Virtual R04
Computational and financial econometrics Saturday 16.12.2023   13:35 - 15:15
Chair: Wenbo Wu Organizer: CFE
  A1404:  I. Kovalenko, T. Conlon, J. Cotter
  Regular vine copula-based portfolio optimization
  A1801:  F. Alshahrani
  Nonparametric functional risk measurements with application to NASDAQ index
  A1743:  M. Webb
  Using images as covariates: Measuring curb appeal with deep learning
  A1815:  T. Brough, J. Goodridge
  An operational-subjective model of options arbitrage
Session CI014 (Special Invited Session) Room: 350
Advances in time series analysis Saturday 16.12.2023   13:35 - 15:15
Chair: Joann Jasiak Organizer: Joann Jasiak
  A0161:  N. Meddahi
  Non-linear time series models and machine learning
  A0432:  M. Carrasco, C. Nokho
  Hansen-Jagannathan distance with many assets
  A0163:  Y. Chang, S. Kim, J. Park
  A novel structural mixed autoregression with aggregate and functional variables
Session CO018 Room: 236
Time series econometrics Saturday 16.12.2023   13:35 - 15:15
Chair: Antonio Montanes Organizer: Antonio Montanes
  A0850:  L. Gadea
  Local projections inference (preliminary version)
  A1549:  M. Camarero, J.L. Carrion-i-Silvestre, C. Tamarit
  Current account determinants in a globalized world
  A1909:  P. Poncela, E. Senra, J. Bogalo
  Understanding fluctuations through multivariate circulant singular spectrum analysis
  A1848:  A. Montanes
  Estimating trends under non-stationary heteroskedasticity
Session CO295 Room: 256
Cross-sectional asset pricing Saturday 16.12.2023   13:35 - 15:15
Chair: Valentina Raponi Organizer: Valentina Raponi, Paolo Zaffaroni
  A0325:  S. Kim, P. Zaffaroni, V. Raponi
  Testing for weak factors in asset pricing
  A0548:  M. Pelger, D. Filipovic, Y. Ye
  Shrinking the term structure
  A0566:  S. Giglio, D. Xiu
  Test assets and weak factors
  A0638:  P. Schneider, D. Filipovic, M. Multerer
  Conditional factor structures on large asset markets
Session CO029 Room: 257
AI for Energy Finance - AI4EFin II Saturday 16.12.2023   13:35 - 15:15
Chair: Alla Petukhina Organizer: Alla Petukhina
  A1823:  V. Bolovaneanu, A.-I. Moukas, A. Petukhina, D.T. Pele, N. Thomaidis
  Optimizing wind energy aggregation: a comparative analysis of asset allocation techniques
  A1825:  A. Conda, A. Petukhina, A. Melzer, M. Phan, M. Basangova, S. Alkhoury, V. Bolovaneanu
  Day-ahead probability forecasting for redispatch
  A1892:  S. Lessmann, G. Velev
  Neural architecture search for bitcoin market prediction
  A1888:  C.O. Cepoi, A.A. Cramer, R. Clodnitchi, D.T. Pele, V. Strat, S. Anagnoste
  Forecasting realized volatility using machine learning: The case of EU energy listed firms
Session CO146 Room: 258
Regime switching, filtering and portfolio optimization Saturday 16.12.2023   13:35 - 15:15
Chair: Joern Sass Organizer: Joern Sass
  A0679:  L. Gruber, F. Huber, G. Kastner
  Dynamic sparsity in factor stochastic volatility models
  A0856:  M. Phan, J. Sass, C. Erlwein-Sayer
  Regime dependent jump frequencies in cryptocurrency log returns
  A0918:  M. Scholz, J.P. Nielsen, M. Marchese, M.D. Martinez-Miranda
  Robustifying and simplifying high-dimensional regression: Applications to financial returns and telematics data
  A0925:  J. Sass
  Utility maximization in a continuous-time financial market: Filtering and uncertainty
Session CO155 Room: 259
Financial risks in green transition: Greenness-at-Risk Saturday 16.12.2023   13:35 - 15:15
Chair: Juan-Angel Jimenez-Martin Organizer: Juan-Angel Jimenez-Martin
  A0264:  L. Garcia-Jorcano, L. Sanchis-Marco
  Measuring the impact of climate risk in financial markets: A joint quantile and expected shortfall regression model
  A0270:  L. Sanchis-Marco, L. Garcia-Jorcano
  Measuring the impact of climate transition risk in the systemic risk: A multivariate quantile-located ES approach
  A0962:  A.M. Garcia Sanz
  Does the gender diversity affect downside and tail risks? An analysis of US and European firms
  A1022:  J.-A. Jimenez-Martin, R. Yang, M. Caporin
  Chasing the non-linear ESG factor
Session CO027 Room: 260
Uncertainty in macroeconomics and empirical finance Saturday 16.12.2023   13:35 - 15:15
Chair: Etsuro Shioji Organizer: Etsuro Shioji
  A0336:  K.-I. Inaba
  A global look into corporate cash valued in stock indices over the recent decade
  A0399:  J. Oh, A. Rogantini Picco
  Macro uncertainty, unemployment risk, and consumption dynamics
  A0879:  M. Shintani, T. Fueki, T. Shinohara
  International comparison of climate change news index with an application to monetary policy
  A0403:  E. Shioji
  Yield curve control under attack: Where do the pressures come from?
Session CO343 Room: 261
Recent developments in financial modelling and forecasting Saturday 16.12.2023   13:35 - 15:15
Chair: Ekaterini Panopoulou Organizer: Ekaterini Panopoulou
  A1459:  J. Oberoi, N. Voukelatos, X. Sun
  Forecasting market returns with implied correlation: The benefits of using horizon-specific information
  A1448:  E. Panopoulou, A. Alexandridis, I. Souropanis
  Forecasting exchange rate realized volatility: An amalgamation approach
  A1598:  C. Argyropoulos
  Predicting hedge funds returns
  A1449:  S. Vrontos, E. Panopoulou, I. Vrontos, J. Galakis
  Forecasting GDP growth: The economic impact of COVID-19 Pandemic
Session CO358 Room: 262
Portfolio choice Saturday 16.12.2023   13:35 - 15:15
Chair: Rainer Alexander Schuessler Organizer: Rainer Alexander Schuessler
  A0588:  N. Lassance, A. Martin-Utrera
  Shrinking against sentiment: Exploiting latent asset demand in portfolio selection
  A0758:  H. Nyberg, L. Nevasalmi
  Moving forward from predictive regressions: Boosting asset allocation decisions
  A1001:  E. Platanakis, G. Zhou, X. Ye, A.J. Hou
  Commodity inflation risk premium and stock market returns
  A1007:  P. Goulet Coulombe, M. Goebel
  Maximally machine-learnable portfolios
Parallel session E: CMStatistics Saturday 16.12.2023 15:45 - 17:00

Session EO286 Room: 340
Recent developments in clustering for complex data structure Saturday 16.12.2023   15:45 - 17:00
Chair: Antonello Maruotti Organizer: Monia Ranalli
  B0609:  M.B. Ferraro, P. Giordani, M. Vichi
  Fuzzy Pseudo-F: One- and two-mode clustering cases
  B1179:  P. Alaimo Di Loro, M. Mingione, L. Tardella, G. Jona Lasinio, D.S. Pace, G. Caruso
  Finite mixtures in capture-recapture surveys for modelling residency patterns in marine wildlife populations
  B1576:  G. Zaccaria, F. Greselin, A. Mayo-Iscar
  Model-based clustering with cellwise outliers and missing data
Session EO377 Room: 348
Recent development in statistical network analysis Saturday 16.12.2023   15:45 - 17:00
Chair: Can Minh Le Organizer: Can Minh Le
  B0824:  Z. Lubberts, A. Athreya, C. Priebe, Y. Park
  Beyond the adjacency matrix: Random line graphs and inference for networks with edge attributes
  B1679:  C. Miglioli, P.A. Della Rosa, M.-P. Victoria-Feser, S. Guerrier
  Two-sample permutation tests for graphical models and random graphs, with applications to brain connectivity
  B0431:  R. Rastelli, C. Jiang, D. La Vecchia
  A multiview network model for commodities trading data
Session EO255 Room: 350
Semiparametric and ordinal regression models Saturday 16.12.2023   15:45 - 17:00
Chair: Jonathan Schildcrout Organizer: Jonathan Schildcrout
  B1582:  R. Tao
  Efficient designs and analysis of two-phase studies with longitudinal binary data
  B1838:  C. Di Gravio, R. Tao, J. Schildcrout
  Analysis of ordinal longitudinal data under case-control sampling: Studying mortality in critically ill patients
  B1955:  P. Rathouz, E. Alam, P. Mueller
  Bayesian analysis and inference for semiparametric generalized linear models with discrete or continuous data
Session EO143 Room: 351
Bayesian semi- and non-parametric methods I Saturday 16.12.2023   15:45 - 17:00
Chair: Guillaume Kon Kam King Organizer: Andrea Cremaschi, Andres Felipe Barrientos, Guillaume Kon Kam King
  B0322:  R. Seymour
  Bayesian nonparametric methods for individual level stochastic epidemic models
  B0457:  P. De Blasi
  Gibbs sampling for mixtures in order of appearance: The ordered allocation sampler
  B1360:  R. Argiento, A. Guglielmi, R. Corradin
  Mixtures of product partition models with covariates to cluster blood donors
Session EO160 Room: 352
Novel perspectives in Bayesian statistics (virtual) Saturday 16.12.2023   15:45 - 17:00
Chair: Pier Giovanni Bissiri Organizer: Pier Giovanni Bissiri
  B0565:  M. Cannas, G. Puggioni
  On the Voigt profile and its dual
  B0944:  A. Datta
  Generalized Bayes for compositional data
  B1161:  P.G. Bissiri, S. Walker
  Statistical inference with conditionally identically distributed observations
Session EO181 Room: 353
Uncertainty quantification via sampling and optimization Saturday 16.12.2023   15:45 - 17:00
Chair: Yifan Cui Organizer: Yifan Cui
  B0294:  J. Hannig
  A geometric perspective on Bayesian and generalized fiducial inference
  B0311:  H. Iyer, S. Lund, D. Newton
  Exploring model uncertainty using linear programming
  B1000:  G. Li, J. Hannig
  Deep fiducial inference
Session EO268 Room: 354
Advanced methods and applications of time-to-event data in health research Saturday 16.12.2023   15:45 - 17:00
Chair: Samuel Manda Organizer: Samuel Manda
  B0338:  S. Manda
  Iterative generalized least squares estimation for the analysis of multilevel interval-censored survival data
  B1205:  N. Nakhaeirad, V. Fakoor, D. Chen
  Goodness of fit tests for partly interval censored survival data
  B1683:  T.H. Nguyen
  Predicting risk groups for time to event data using microbiome biomarkers: Methodology and software development
Session EO373 Room: 355
Developments in sufficient dimension reduction and statistical networks Saturday 16.12.2023   15:45 - 17:00
Chair: Shanshan Ding Organizer: Shanshan Ding
  B1329:  W. Luo
  On efficient dimension reduction with respect to the interaction between two response variables
  B0547:  Y. Zhao, J. Fan, W. Wang
  A significance test for feature variables through deep neural networks
  B1018:  P. Zhao, A. Bhattacharya, D. Pati, B. Mallick
  Factorized fusion shrinkage for dynamic relational data
Session EO092 Room: 356
Advances in Bayesian methodology Saturday 16.12.2023   15:45 - 17:00
Chair: Riccardo Corradin Organizer: Riccardo Corradin
  B0573:  M. Beraha
  Learning to approximately count with Bayesian non-parametrics
  B1085:  A. Mascaro, F. Castelletti
  Bayesian causal discovery from unknown general interventions
  B0621:  S. Power
  Explicit convergence bounds for Metropolis Markov chains
Session EO435 Room: 357
Spatial and spatiotemporal peaks-over-threshold with flexible models II Saturday 16.12.2023   15:45 - 17:00
Chair: Thomas Opitz Organizer: Thomas Opitz
  B0754:  M. Thannheimer, M. Oesting
  Bayesian inference for functional extreme events defined via partially unobserved processes
  B0756:  D. Allard, L. Clarotto, X. Emery
  Fully non-separable Gneiting covariance functions for multivariate space-time data
  B0817:  T. Opitz
  Modeling multivariate space-time extreme-event episodes with r-Pareto processes
Session EO283 Room: 401
Branching and related processes II Saturday 16.12.2023   15:45 - 17:00
Chair: Ines M del Puerto Organizer: Ines M del Puerto, Miguel Gonzalez Velasco
  B1277:  G. Francisci, A. Vidyashankar
  Empirical processes on trees and applications to depth functions
  B1668:  E. Yarovaya
  Continuous time multitype branching random walks
  B1814:  M. Gonzalez Velasco, P. Martin-Chavez, I.M. del Puerto, M. Serrano Pastor
  Particle filtering methods for partially observed branching processes
Session EO441 Room: 403
Optimization for statistical learning (virtual) Saturday 16.12.2023   15:45 - 17:00
Chair: Ana Kenney Organizer: Ana Kenney
  B1193:  T. Tang, G. Allen
  Integrated principal components analysis
  B0953:  A. Gomez
  Outlier detection in regression via mixed-integer optimization
Session EO109 Room: 404
New advances in spatial and environmental statistics Saturday 16.12.2023   15:45 - 17:00
Chair: Rajarshi Guhaniyogi Organizer: Rajarshi Guhaniyogi
  B1373:  A. Wilson
  Infinite hidden Markov models for multiple multivariate time series with missing data
  B0209:  D. Nychka
  Fast methods for conditional simulation, the key to spatial inference
  B0162:  M. Heiner
  Model-based clustering of trends and cycles of nitrate concentrations in rivers across France
Session EO049 Room: 414
Statistical modeling in neuroimaging Saturday 16.12.2023   15:45 - 17:00
Chair: John Kornak Organizer: John Kornak
  B1238:  P.V. Redondo, R. Huser, H. Ombao
  Spectral causation entropy
  B1334:  F. Jiang
  Dynamic functional connectivity MEG features of Alzheimer's disease
  B1555:  J. Harezlak, M. Dzemidzic, D. Kareken, X. Xu
  Novel penalized regression method applied to study the association of brain functional connectivity and alcohol drinking
Session EO384 Room: 424
Modern approaches to directional data analysis Saturday 16.12.2023   15:45 - 17:00
Chair: Stefania Fensore Organizer: Stefania Fensore
  B0780:  C. Passamonti, M. Di Marzio, S. Fensore
  On detecting data Benfordness
  B1114:  P. Nagar, A. Bekker, M. Arashi
  Regularized maximum likelihood for data on the sphere
Session EO385 Room: 442
Challenges in categorical data Saturday 16.12.2023   15:45 - 17:00
Chair: Silvia Angela Osmetti Organizer: Andrea Bonanomi, Silvia Angela Osmetti
  B0533:  F. Rapallo
  Normalizing the weighted kappa in rater agreement problems
  B0636:  O. Epifania, P. Anselmi, E. Robusto
  When randomness opens new possibilities: acknowledging the stimulus sampling variability in experimental psychology
  B0884:  B. Zumbo
  The role of the distribution of categorical responses to survey questions on psychometric dimensionality assessment
Session EO360 Room: 444
New advances in Bayesian methodology Saturday 16.12.2023   15:45 - 17:00
Chair: Jairo Fuquene Organizer: Jairo Fuquene
  B1612:  P. Touloupou, S. Spencer, B. Finkenstadt
  Scalable inference for epidemic models with individual level data
  B1722:  S. Guha
  A Bayesian approach to network classification
  B1906:  X. Tang, M. Ghosh
  Global-local priors for spatial small area estimation
Session EO230 Room: 445
Targeted machine learning and causal inference : Applications in medicine Saturday 16.12.2023   15:45 - 17:00
Chair: Stathis Gennatas Organizer: Stathis Gennatas
  B1488:  L. van der Laan, M. Carone, A. Luedtke, M. van der Laan
  Adaptive debiased machine learning using data-driven model selection techniques
  B1868:  Z. Wang, W. Zhang, M. van der Laan
  Super ensemble learning using the highly-adaptive-lasso
  B1953:  G. Valdes
  Targeted learning to predict toxicity impact on survival in advanced lung cancer patients
Session EO219 Room: 446
Conditional independence testing and causal inference Saturday 16.12.2023   15:45 - 17:00
Chair: Nabarun Deb Organizer: Nabarun Deb
  B0877:  Z. Huang, N. Deb, B. Sen
  Kernel partial correlation coefficient: A measure of conditional dependence
  B1547:  I. Kim, M. Neykov, S. Balakrishnan, L. Wasserman
  Local permutation tests for conditional independence
  B1586:  A. Ghosh, N. Deb, B. Karmakar, B. Sen
  Efficiency and robustness of Rosenbaum's regression (un)-adjusted rank-based estimator in randomized experiments
Session EO405 Room: 447
Recent advances in functional data analysis Saturday 16.12.2023   15:45 - 17:00
Chair: Surajit Ray Organizer: Surajit Ray
  B0288:  S. Ray, M. Al Alawi, M. Gupta
  A new functional data clustering technique based on spectral clustering and downsampling
  B0589:  G. Hooker, E. Gunning
  A new understanding of principal differential analysis
  B0899:  C. Wilkie, S. Ray, C. Miller, M. Scott
  A historical functional linear model in the spatiotemporal setting of a flowing river
Session EO114 Room: 457
Developments in regression analysis for big and/or high-dimensional data Saturday 16.12.2023   15:45 - 17:00
Chair: Olcay Arslan Organizer: Olcay Arslan
  B0905:  Y. Tuac, P. Filzmoser, O. Arslan
  Robust parameter estimation, variable selection in the ultra-high dimensional regression with autoregressive error terms
  B0932:  O. Arslan, Y. Guney
  Robust parameter estimation and variable selection in regression models when heteroscedasticity and skewness are present
  B1282:  N. Martin, J.M. Marin
  Lagrange multipliers specification test for high dimensional one-way random-effects models
Session EO179 Room: 458
HiTEc: Structured multivariate and functional data Saturday 16.12.2023   15:45 - 17:00
Chair: Michal Pesta Organizer: Michal Pesta, Matus Maciak
  B1273:  M. Huskova
  Detection of changes in panel data models
  B1385:  S. Gavioli-Akilagun, P. Fryzlewicz
  Fast and optimal inference for change points in piecewise polynomials via differencing
  B1390:  M. Pesta, M. Huskova
  Regime changes and unsupervised learning
Session EO050 Room: Virtual R02
Advances in empirical Bayes methodology Saturday 16.12.2023   15:45 - 17:00
Chair: Asaf Weinstein Organizer: Asaf Weinstein
  B1703:  T. Banerjee, P. Sharma
  Nonparametric empirical Bayes prediction in mixed models
  B1829:  S.D. Zhao
  Strategies for high-dimensional empirical Bayes problems
  B1893:  Z. Zhao, X. Xing
  On the model-free testing of multiple hypothesis in sliced inverse regression
Session EO314 Room: Virtual R03
Recent advances in statistical learning and analysis for complex data Saturday 16.12.2023   15:45 - 17:00
Chair: Lan Gao Organizer: Lan Gao
  B0299:  D. Leung, Q.-M. Shao
  Uniform and nonuniform Berry-Esseen bound for Studentized U-statistics
  B0525:  X. Dai
  Kernel ordinary differential equations
  B0980:  S. Yu, G. Wang, L. Wang
  Distributed heterogeneity learning for generalized partially linear models with spatially varying coefficients
Session EC548 Room: 335
Statistical models for dependence I Saturday 16.12.2023   15:45 - 17:00
Chair: Elisa Perrone Organizer: Elisa Perrone
  B1562:  U. Can, R. Laeven, J. Einmahl
  Two-sample testing for tail copulas with an application to equity indices
  B1693:  I. Gijbels, S. De Keyser
  Copula-based measures for dependence between random vectors
  B1854:  H. Cossette
  Collective risk models with FGM dependence
Session EC546 Room: 455
Multivariate and functional time series Saturday 16.12.2023   15:45 - 17:00
Chair: Andrej Srakar Organizer: CFE-CMStatistics
  B1610:  M. Sauvenier
  Multivariate multiscale model for locally stationary processes
  B1766:  C.T. Ng, Y. Wu
  Admixture analysis of multi-site multivariate time series
  B0537:  B. Wouters
  Noise reduction for functional time series
Parallel session E: CFE Saturday 16.12.2023 15:45 - 17:00

Session CV496 Room: Virtual R04
Applied econometrics Saturday 16.12.2023   15:45 - 17:00
Chair: Genaro Sucarrat Organizer: CFE
  A0561:  S. Siagh
  Should resource rich countries launch a SWF? The key role of nation's income level and capital stock
  A1816:  Y.-Y. Wong
  Venture capital exit: A dynamic duration approach
  A1998:  D. Chandrashekhar, S. Chan
  The financial impact of war on commodities
Session CO533 Room: 227
Applied machine learning and forecasting Saturday 16.12.2023   15:45 - 17:00
Chair: Simone Maxand Organizer: Simone Maxand
  A0765:  U. Frey, F. Nitsch, E. Sperber, E.G. Achraf, F. Miorelli, C. Schimeczek, A. Kaya, S. Rebennack
  Forecasting multiple attributes considering uncertainties in a coupled energy systems model
  A1170:  J. Schwenzer
  Neural network water inflow modelling: Predicting Colombian hydropower generation capacities
  A1452:  S. Maxand, J. Schwenzer, T. Grandon
  oraklE$\_$R: An R package for long-term energy demand forecasting
Session CO372 Room: 236
Quantitative methods in investment management Saturday 16.12.2023   15:45 - 17:00
Chair: Gaelle Le Fol Organizer: Serge Darolles, Gaelle Le Fol
  A0673:  A. Thomas
  Learning the predictive density of mixed-causal ARMA processes for portfolio optimization
  A0778:  L. Dumontier, C. De Franco
  Yes, Virginia, there is still hope: Twenty years of sector rotation with Shiller's CAPE ratio
  A0839:  J. Coadou, S. Darolles
  Does ESG matter more than the TE?
Session CO389 Room: 256
Contemporary issues in modelling for environmental sustainability Saturday 16.12.2023   15:45 - 17:00
Chair: Michail Karoglou Organizer: Michail Karoglou
  A0901:  M. Karoglou, I. El Kalak, A. Azevedo
  Wind energy price-quantity correlation: A gift of nature
  A0904:  M. Tsagris
  Factors shaping innovative behavior: A meta-analysis of technology adoption studies in agriculture
  A0940:  B. Morley
  Will the energy transition lead to higher housing prices? Estimation with panel data
Session CO413 Room: 257
AI for Energy Finance - AI4EFin I Saturday 16.12.2023   15:45 - 17:00
Chair: Stefan Lessmann Organizer: Stefan Lessmann
  A1719:  A. Petukhina, I. Agakishev, K. Kozmik, W.K. Haerdle, M. Kopa
  Multivariate probabilistic forecasting of electricity prices with trading applications
  A1780:  A.-V. Andrei, D.T. Pele
  Deep learning for energy forecasting: A benchmark
  A1822:  R.-A. Grecu, D.T. Pele, A.A. Cramer
  The impact of energy prices on stock returns in selected Central and Eastern European countries
Session CO316 Room: 259
New approaches to volatility dynamics and financial fragility Saturday 16.12.2023   15:45 - 17:00
Chair: Giorgia Rivieccio Organizer: Giorgia Rivieccio
  A0579:  M. Brunetti, C. Torricelli, E. Giarda
  Financial fragility across Europe: Is it the household or the country that matters?
  A0618:  G. De Luca, G. Rivieccio
  NFTs transaction dynamics and sentiment analysis
  A0690:  A. Pacifico
  Financial modeling under non-Gaussian distribution
Session CO188 Room: 260
Applied macro-finance Saturday 16.12.2023   15:45 - 17:00
Chair: Alessia Paccagnini Organizer: Alessia Paccagnini
  A0486:  M. Cacciatore, G. Candian
  Uncertainty through the production network: Evidence from stock market data
  A0887:  G. Nicolo, F. Bianchi, D. Song
  Inflation and real activity over the business cycle
  A1621:  A. Paccagnini, F. Parla
  Financial conditions for the US: Aggregate supply or aggregate demand shocks?
Session CO392 Room: 261
Topics in applied econometrics Saturday 16.12.2023   15:45 - 17:00
Chair: Eiji Goto Organizer: Saeed Zaman
  A0419:  G. Ganics, F. Odendahl
  Reordering variables in VARs with stochastic volatility: Implications for forecasting and structural analysis
  A0343:  T. Drechsel
  Estimating the effects of political influence on the Fed: A narrative approach with new data
Session CO278 Room: 262
Spatial statistic and econometric models (virtual) Saturday 16.12.2023   15:45 - 17:00
Chair: Maria Michela Dickson Organizer: Maria Michela Dickson
  A0663:  D. Giuliani, M.M. Dickson, G. Espa, F. Santi
  Adjusting for neighboring effects in measuring industry coagglomeration
  A0927:  A. Cartone, A. Di Isidoro, P. Postiglione
  Spatial filtering techniques for the definition of spatial non-compensatory indices
  A0650:  J. Dube, D. Doloreux, R. Shearmur, D. Cardenas
  The city and KIBS clusters: A microgeographic analysis for Montreal
Session CO426 Room: Virtual R01
Advances in high-dimensional data analysis Saturday 16.12.2023   15:45 - 17:00
Chair: Seungchul Baek Organizer: Seungchul Baek
  A1946:  S. Baek, J. Park, H. Park
  Variable selection for PFC Models in high dimensions
  A0726:  H.C. Chung, Y. Ni, I. Gaynanova
  Sparse semiparametric discriminant analysis for high-dimensional zero-inflated data
  A0736:  Y. Wu, L. Wang, B. Wu, Y. Ye, H. Zhao
  Robust high-dimensional inference for causal effects under unmeasured confounding and invalid IVs
Session CC535 Room: 258
Portfolio management Saturday 16.12.2023   15:45 - 17:00
Chair: Ralf Wilke Organizer: CFE
  A1609:  S. Arvanitis, O. Scaillet, N. Topaloglou
  Sparse spanning portfolios and under-diversification with second-order stochastic dominance
  A1937:  N. Topaloglou
  GDP-linked bonds as a new asset class
  A1834:  A. Brou, R. Luger
  The economic value of reward-to-risk timing strategies using return-decomposition GARCH models
Parallel session F: CMStatistics Saturday 16.12.2023 17:10 - 18:50

Session EO192 Room: 261
Developments of computational statistics for financial applications Saturday 16.12.2023   17:10 - 18:50
Chair: Lorenzo Mercuri Organizer: Lorenzo Mercuri
  B0614:  Y. Koike
  Estimation of the number of relevant factors from high-frequency data
  B0688:  E. Rroji, L. Mercuri, A. Perchiazzo
  Bivariate CARMA-Hawkes model: Theory and applications
  B0735:  Y. Uehara
  Predictive model selection for jump diffusion models
  B0844:  F. Iafrate
  Pathwise optimization for adaptive Bridge-type estimators: applications to stochastic differential equations
Session EO439 Room: 335
Semiparametric models for dependent data Saturday 16.12.2023   17:10 - 18:50
Chair: Donatello Telesca Organizer: Donatello Telesca
  B0481:  X. Zhou, J. Wrobel, C. Crainiceanu, A. Leroux
  Generalized multilevel functional principal component analysis
  B1113:  V. Berrocal
  Understanding crop vulnerability to soil moisture extreme conditions
  B1151:  E. Lila, J. Buenfil
  Integrative analysis of functional and high-dimensional data
  B1511:  M. Guindani
  Semi-parametric local variable selection under misspecification
Session EO169 Room: 340
Clustering of categorical and mixed data II Saturday 16.12.2023   17:10 - 18:50
Chair: Giovanna Menardi Organizer: Giovanna Menardi
  B0652:  C. Hennig, K. Murphy
  Quantifying variable importance in cluster analysis
  B0928:  N. Corsini, G. Menardi
  Clustering of categorical data via mutual information
  B1120:  D. De Stefano, S. Geremia
  Investigating the impact of content similarity on density-based clustering of social networks
  B1155:  M. Markatou
  Clustering mixed-type data
Session EO421 Room: 348
Network models with latent structure Saturday 16.12.2023   17:10 - 18:50
Chair: Keith Levin Organizer: Keith Levin
  B0724:  S. Deshpande
  BART for network-linked data
  B0725:  B. Betancourt
  A latent space model for multilayer network data
  B1278:  L. Levina
  Latent space models for multiplex networks with shared structure
  B1337:  D. Kessler, L. Levina
  Matrix-variate canonical correlation analysis with a network neuroscience application
Session EO136 Room: 351
Advances in statistical methods for medical data Saturday 16.12.2023   17:10 - 18:50
Chair: Michelle Miranda Organizer: Michelle Miranda
  B1285:  N. Desai
  Covariance assisted multivariate penalized additive regression (ComPAdRe)
  B1865:  J. Morris, Q. Cao, E. Sweeney, V. Baladandayuthapani, H. Yang, B. Renn
  Quantile functional regression for distributional regression of biomedical imaging data
  B1388:  C. Beaulac
  Designing neural network layers for functional data analysis
  B1524:  T. Ma, B. Risk
  A novel Bayesian covariance regression approach to unveil functional connectivity in resting-state fMRI data
Session EO133 Room: 352
New developments in high dimensional mixed effects and graphical models Saturday 16.12.2023   17:10 - 18:50
Chair: Yuedong Wang Organizer: Yuedong Wang
  B0345:  Y. Wang
  Nonparametric neighborhood selection in graphical models
  B0743:  S. Zhou
  Concentration of measure bounds for matrix-variate data with missing values
  B1111:  H. Wu
  Multilevel factor clustering on matrix time series EHR data
  B1328:  J. Duan
  Estimation and model selection of multidimensional response in mixed effect model
Session EO167 Room: 353
Statistics in forensic science Saturday 16.12.2023   17:10 - 18:50
Chair: Jan Hannig Organizer: Jan Hannig
  B0238:  M. Cuellar
  An algorithm for forensic toolmark comparisons
  B0291:  K. Kafadar
  Estimating error rates in binary forensic decisions with inconclusive outcomes
  B0314:  C. Saunders, J. Hanka, D. Ommen, J. Buscaglia
  Profile processes for approximate Bayesian computational model selection in forensic identification-of-source problems
  B0353:  S. Lund, A. Pintar
  FICSing forensic footwear comparison
Session EO068 Room: 354
Statistical models for imbalanced datasets Saturday 16.12.2023   17:10 - 18:50
Chair: Marialuisa Restaino Organizer: Marcella Niglio, Michele La Rocca, Marialuisa Restaino
  B0581:  S. Golia, M. Carpita
  A comparison of classifiers for multiclass classification models with imbalanced datasets
  B0787:  R. Calabrese, Y. Dong, J. Zhang
  A novel generalized extreme value gradient boosting decision tree for the class imbalanced problem in credit scoring
  B1027:  E. Ogundimu
  Variable selection in binary data with few events and possible separation
  B1354:  K. Nadeem
  Stable variable ranking and selection in regularized logistic regression for severely imbalanced big binary data
Session EO321 Room: 355
New advances in statistical learning and simulation-based inference Saturday 16.12.2023   17:10 - 18:50
Chair: Haotian Xu Organizer: Haotian Xu
  B0310:  R. Molinari, O.M. Romanus, Y. Boulaguiem, S. Guerrier
  Simulation-based differentially private inference for proportions
  B0598:  Y. Zhang, S. Orso, M.-P. Victoria-Feser, S. Guerrier
  A computationally efficient framework for robust estimation
  B0644:  S. Arya, B. Sriperumbudur
  Kernel epsilon-greedy strategy for contextual bandits
  B0867:  S. Orso, M. Karemera, S. Guerrier, M.-P. Victoria-Feser
  Confidence intervals construction in complex parametric models facilitated by inconsistent estimators
Session EO239 Room: 356
Advances in optimal experimental design Saturday 16.12.2023   17:10 - 18:50
Chair: Sergio Pozuelo Campos Organizer: Sergio Pozuelo Campos, Victor Casero-Alonso
  B0240:  I. Garcia-Camacha Gutierrez, K. Mylona
  A new Bayesian approach to control model misspecification in robust design
  B0473:  K. Mylona
  Multi-objective optimal experimental split-plot designs for the industry: Case studies
  B0952:  A. Munoz, V. Casero-Alonso, M. Amo-Salas
  Optimal experimental design applied to the Baranyi model
  B0998:  S. Pozuelo Campos, V. Casero-Alonso, M. Amo-Salas
  Optimal designs for detecting and characterizing hormesis in toxicological tests
Session EO455 Room: 357
Advances in extreme value theory Saturday 16.12.2023   17:10 - 18:50
Chair: Zhongwei Zhang Organizer: Zhongwei Zhang
  B0244:  J. Lederer
  High-dimensional extremes
  B1457:  L. De Monte, I. Papastathopoulos, R. Campbell, H. Rue
  Multivariate extremes: Bayesian inference for radially-stable distributions
  B1662:  O. Pasche, J. Zeder, S. Sippel, S. Engelke, E. Fischer
  The effect of a short observational record on the statistics of temperature extremes
  B1087:  M. Krali, A. Davison, C. Klueppelberg
  Heavy-tailed max-linear structural equation models in networks with hidden nodes
Session EO288 Room: 401
Data heterogeneity and integration: Subgroups and individualized modeling Saturday 16.12.2023   17:10 - 18:50
Chair: Xiwei Tang Organizer: Xiwei Tang
  B0215:  W. Zhou, L. Zhang, X. Tang, L. Wang
  Innovative unsupervised approach for simultaneous subgroup recovery and group-specific feature identification
  B1309:  L. Tang
  RISE: robust individualized decision learning with sensitive variables
  B1310:  S. Hyun, J. Bien, F. Ribalet
  Learning the ocean's microbial ecology using statistical mixture models
  B1962:  H. Zhou, X. Tang
  Dynamic subgroup analysis on heterogeneous regression model
Session EO382 Room: 403
Statistical methods for high-dimensional and complex genomic data Saturday 16.12.2023   17:10 - 18:50
Chair: Mayetri Gupta Organizer: Mayetri Gupta
  B0252:  L. Li, M. Gupta, V. Macaulay, I. Mukhopadhyay
  Bayesian group Lasso regression for genome-wide association studies
  B0307:  M. Tadesse, M. Denis
  Bayesian graph-structured variable selection
  B0512:  M. Evangelou
  Unsupervised learning approaches for multi-OMICS data
  B0522:  Z. Qin
  Harnessing public genomics big data to gain functional insights on complex diseases
Session EO190 Room: 404
Advances in kernel methods and Gaussian processes Saturday 16.12.2023   17:10 - 18:50
Chair: Meng Li Organizer: Meng Li
  B0298:  Z. Szabo, P. Bonnier, H. Oberhauser
  Kernel cumulants
  B1056:  B. Sriperumbudur, O. Hagrass, B. Li
  Spectral regularized kernel two-sample test
  B1669:  M. Li
  Optimal plug-in Gaussian processes for inferring functional derivatives and equivalence with kernel methods
  B1689:  S. Banerjee, P. Alaimo Di Loro, M. Mingione, M. Jerrett, L. Jonah, Z. Daniel
  Process-based inference for accelerometer and streaming data from wearable devices
Session EO304 Room: 414
Recent advance in analytical methods for biomedical and clinical data Saturday 16.12.2023   17:10 - 18:50
Chair: Yi Zhao Organizer: Yize Zhao
  B0233:  P. Zhang
  Double anchoring events based sigmoidal mixed model: an application in Alzheimer's disease progression
  B0340:  F. Zhang
  Classification model with weighted regularization to improve the reproducibility of neuroimaging signature selection
  B0745:  T. Li
  Super-taxon in human microbiome are identified to be associated with colorectal cancer
  B1325:  S. Banerjee
  Semi-supervised learning to predict adherence to psychotherapy with mHealth data
Session EO208 Room: 424
Applied directional statistics Saturday 16.12.2023   17:10 - 18:50
Chair: Guendalina Palmirotta Organizer: Guendalina Palmirotta
  B0468:  O. Roenning
  Directional protein models as computer programs
  B0674:  D. Marinucci
  Statistical analysis of spin random fields
  B0849:  P. Jupp, R. Arnold
  Binary stars: uniformity, ambiguity and selection
  B1502:  S. Loizidou, C. Ley, A. Anastasiou
  Optimal testing for symmetry on the torus
Session EO254 Room: 442
New perspectives in latent variable modeling II Saturday 16.12.2023   17:10 - 18:50
Chair: Cristina Mollica Organizer: Maria Francesca Marino, Cristina Mollica
  B1359:  C. Galluccio, S. Bacci, B. Bertaccini, L. Grilli, C. Rampichini
  Considering latent evolving ability in test equating: Effects on final ranking and item parameter estimates
  B1444:  Y. Melnykov, X. Zhu, V. Melnykov
  On contaminated transformation mixture models
  B1646:  D. Henderson
  Mixtures of generalized Plackett-Luce models
  B1653:  G. Capitoli, M.F. Marino, S. Galimberti, M. Lupparelli
  Latent space models for the hierarchical clustering of complex data in precision medicine
Session EO387 Room: 444
Societal implications of work in statistics and data science Saturday 16.12.2023   17:10 - 18:50
Chair: Jennifer Hill Organizer: Ravi Shroff, Jennifer Hill
  B1156:  I. Lundberg
  The origins of unpredictability in life trajectory prediction tasks
  B1401:  M. Baiocchi
  Challenging problems from the front lines of sexual assault prevention
  B1428:  M. Coots
  Equity by design: Crafting algorithms for fair decision-making
  B1872:  T. McCormick
  Prediction models, robustness, and decision-making
Session EO308 Room: 445
Statistical inference in modern observational studies Saturday 16.12.2023   17:10 - 18:50
Chair: Rajarshi Mukherjee Organizer: Rajarshi Mukherjee
  B1833:  M. Azadkia
  On measures of dependence without model assumptions
  B1837:  B. Karmakar, G. Mukherjee, W. Kar
  Penalized synthetic controls on truncated data with multiple treated and control units
  B1840:  R. Nethery
  Causal exposure-response curve estimation with surrogate confounders: Air pollution epidemiology using Medicaid claims
  B1124:  N. Laha, R. Mukherjee, B. Coull, N. Huey
  De-biased CCA: Theory and application
Session EO061 Room: 446
Causal inference for censored data (virtual) Saturday 16.12.2023   17:10 - 18:50
Chair: Erica Moodie Organizer: Erica Moodie
  B0172:  J. Coulombe, E. Moodie, S. Shortreed
  Addressing longitudinal missing data to develop an individualized treatment rule for the choice of antidepressant drug
  B1148:  R. Cook, A. Buhler, J. Lawless
  Considerations in defining estimands for clinical trials of complex disease processes
  B1149:  K. Roysland
  Graphical criteria for the identification of causal effects in event-history analyses
  B1150:  J. Young
  Causal inference with competing events
Session EO131 Room: 447
Random matrix theory for high-dimensional statistical problems Saturday 16.12.2023   17:10 - 18:50
Chair: Xiucai Ding Organizer: Alexander Aue
  B0871:  N. Parolya, T. Bodnar
  Reviving pseudo-inverses: asymptotic properties of large dimensional generalized inverses with applications
  B1217:  N. Doernemann, M. Lopes
  Tracy-Widom, Gaussian, and Bootstrap: Approximations for Leading Eigenvalues in High-Dimensional PCA
  B1269:  A. Rohde
  Bootstrap of high-dimensional sample covariance matrices
  B1274:  X. Ding
  Extreme eigenvalues of sample covariance matrices with generalized elliptical models with applications
Session EO274 Room: 455
Projection pursuit I Saturday 16.12.2023   17:10 - 18:50
Chair: Nicola Loperfido Organizer: Nicola Loperfido
  B0977:  B. Ebner, J. Borodavka
  A general maximal projection approach to uniformity testing on the hypersphere
  B0549:  Y. Duan, J. Cabrera
  Projection pursuit for big data
  B0660:  D. Francom, G. Collins, K. Rumsey
  Bayesian projection pursuit regression
  B1979:  S. Mukherjee
  Finite sample guarantees of projection pursuit
Session EO077 Room: 457
Advances in multivariate and high-dimensional statistics Saturday 16.12.2023   17:10 - 18:50
Chair: Joni Virta Organizer: Joni Virta
  B0492:  A. Artemiou, C. Antonis
  Adaptive L0 approach for sparse quantile regression
  B0402:  L. Heinonen, J. Virta
  A method for sparse independent component analysis
  B0701:  J. Pere, B. Avelin, V. Garino, P. Ilmonen, L. Viitasaari
  Hill estimator and extreme quantile estimator for functionals of approximated stochastic processes
  B1417:  K.-Y. Lee
  Functional structural equation model
Session EO232 Room: Virtual R01
New approaches for modeling high-dimensional multivariate data Saturday 16.12.2023   17:10 - 18:50
Chair: Wenbo Wu Organizer: Wenbo Wu
  B1841:  W. Wu
  On partial envelop approach for modeling spatial-temporally dependent data
  B1842:  X. Wang
  Clustering of longitudinal curves via a penalized method and EM algorithm
  B1862:  T. Zu, Z. Zhao, Y. Yu
  FDR control for high dimensional quantile regression
  B1889:  Z. Wei
  Recent development on stochastic frontier models
Session EO341 Room: Virtual R02
Advances in statistical and computational methods for omics data analysis Saturday 16.12.2023   17:10 - 18:50
Chair: Pei Wang Organizer: Pei Wang
  B1004:  P. Wang
  DBA: Differential Bimodal Analysis for microbiome data
  B0999:  J. Chen
  ZicoSeq: A permutation framework for microbial differential abundance analysis
  B0991:  D. Lee
  Re-analyzing large-scale GWAS meta-analysis using GAUSS and next generation reference panels
  B1213:  Y. Wang
  Investigating microbiome-metabolome-clinical pathways using multiview microbiome data
Session EO090 Room: Virtual R04
Advances on Bayesian methods for biostatistics and bioinformatics Saturday 16.12.2023   17:10 - 18:50
Chair: Marco Ferreira Organizer: Marco Ferreira
  B1264:  S. Xu, J. Williams, M. Ferreira
  Iterative empirical Bayes for GWAS
  B1312:  M. Ferreira, S. Xu, J. Williams
  Iterative Bayesian analysis of GLMMs for non-Gaussian GWAS data
  B1656:  A. Tegge, M. Ferreira, H. Shin
  Bayesian clustering factor models
  B1275:  H. Shin, M. Ferreira
  Dynamic ICAR spatiotemporal factor models
Parallel session F: CFE Saturday 16.12.2023 17:10 - 18:50

Session CI013 (Special Invited Session) Room: 350
Recent advances in structural VARs Saturday 16.12.2023   17:10 - 18:50
Chair: Joshua Chan Organizer: Joshua Chan
  A0410:  H. Luetkepohl, M. Bruns
  Have the effects of shocks to oil price expectations changed? Evidence from heteroskedastic proxy vector autoregressions
  A0704:  K.-L. Xu
  Local projection based inference under general conditions
  A0812:  M. Lanne, J. Anttonen, J. Luoto
  Bayesian inference on fully and partially identified structural vector autoregressions
Session CO412 Room: 227
Complex network analysis in forecasting models Saturday 16.12.2023   17:10 - 18:50
Chair: Oleg Deev Organizer: Oleg Deev, Stefan Lyocsa
  A1028:  S. Lyocsa, M. Stefanik, Z. Kostalova
  Forecasting online job vacancy attractiveness
  A1317:  E. Baumohl, S. Lyocsa, T. Vyrost
  Threshold networks in credit risk models: An application on P2P markets
  A1592:  O. Deev, T. Plihal, D. Sidlak
  Connected volatility: Global cross-asset network analysis of implied volatility
  A1183:  Y. Liu, L.J. Baals, B. Hadji Misheva, J. Osterrieder
  Leveraging network topology for credit risk assessment in P2P lending
Session CO020 Room: 236
Time series econometrics Saturday 16.12.2023   17:10 - 18:50
Chair: Johan Lyhagen Organizer: Johan Lyhagen
  A0779:  Y. Li, B.-G. Hansen, J. Lyhagen
  Identify the mean reverting properties and prediction of milk prices in EU countries
  A1166:  V. Eriksson
  Modification index for ARMA models
  A1206:  R. Sandberg
  Testing linearity in vector time-varying smooth transition autoregressive models when data are highly persistent
  A1652:  Y. Yang, R. Sandberg, S. Ankargren
  Estimation and testing for multivariate nonlinearity of time series in the presence of additive outliers contamination
Session CO445 Room: 256
Financial computation and modeling Saturday 16.12.2023   17:10 - 18:50
Chair: Martina Zaharieva Organizer: Martina Zaharieva
  A0459:  A. Virbickaite
  Structured factor copula models for modeling the default risk of European and U.S. banks
  A0703:  A. Portela Santos, E. Ruiz, J. Frois Caldeira, W. Cordeiro
  Forecasting the yield curve:the role of time-varying decay parameters, conditional heteroscedasticity, and macro factors
  A0960:  R. Lonn, A. Tetereva, C. Bemelmans
  Spanning the achievable stochastic discount factor with asset-pricing trees
  A1216:  A. Kirilova, D. Muravyev, J. Hu
  Option market makers
Session CO021 Room: 257
Energy, sustainability and CO2 emissions Saturday 16.12.2023   17:10 - 18:50
Chair: Massimiliano Caporin Organizer: Luigi Grossi, Massimiliano Caporin
  A0814:  G.L. Vriz, L. Grossi
  Green bubbles: A novel paradigm of detection and propagation
  A1857:  M. Costola, K. Vozian
  Pricing climate transition risk: Evidence from European corporate CDS
  A1861:  L. Grossi, M.S. Bernardi, A. Cerasa, F. Nan
  Outlier detection from auctions in electricity markets
  A0507:  R. Yang
  Measuring the climate transition risk spillover
Session CO225 Room: 258
Machine learning in asset pricing Saturday 16.12.2023   17:10 - 18:50
Chair: Markus Pelger Organizer: Markus Pelger
  A0445:  M. Weber, A. Neuhierl, J. Freyberger, B. Hoeppner
  Missing data in asset pricing panels
  A0484:  V. Raponi, P. Zaffaroni
  Dissecting anomalies in conditional asset pricing
  A0635:  D. Filipovic, P. Schneider, M. Multerer
  Kernel conditional density machines
  A1063:  A. Tetereva, A. Quaini
  Economy-driven consumption-based asset pricing model
Session CO022 Room: 259
Modelling regime change and disruptions I Saturday 16.12.2023   17:10 - 18:50
Chair: Willi Semmler Organizer: Willi Semmler
  A1506:  W. Roeger
  Growth effects of decarbonization under alternative policies: A macroeconomic perspective
  A1532:  W. Semmler
  Monetary policy, climate risks, and energy transition a dynamic macro model and econometric evidence
  A1407:  D. Nautz
  Asymmetric inflation target credibility
  A1492:  S. Mittnik
  A regime-driven investment strategy for funded pension plans with intergenerational payout-smoothing
Session CO028 Room: 260
Bayesian time series methods for macroeconomics and finance Saturday 16.12.2023   17:10 - 18:50
Chair: James Mitchell Organizer: Gary Koop
  A0853:  J. Mitchell, T. Chernis, N. Hauzenberger, F. Huber, G. Koop
  Predictive density combination using a tree-based synthesis function
  A0897:  N. Hauzenberger, F. Huber, G. Koop, J. Mitchell
  Bayesian modeling of TVP-VARs using regression trees
  A1091:  D. Gefang
  Spike-and-slab group Dirichlet-Laplace priors for sparse shrinkages
  A1320:  C. Li, Z. Zhang, R. Zhao
  Volatility or higher moments: which is more important in return density forecasts of stochastic volatility model?
Session CO395 Room: 262
Advances in factor models: Theory and application Saturday 16.12.2023   17:10 - 18:50
Chair: Antoine Djogbenou Organizer: Antoine Djogbenou
  A0190:  S.H. Choi, D. Kim
  Large global volatility matrix analysis based on structural information
  A0198:  A. Babii, E. Ghysels
  Tensor principal component analysis
  A0540:  J. Goodhand
  Heterogeneous panel data models with generalized cross-section dependence
  A0600:  F. Ayivodji
  Identification of common factors in group factor models
  A1902:  A. Djogbenou
  Rolling window selection in FAR models with structural instabilities
Session CO279 Room: 458
HiTEc: Sustainable finance. Risk management and quantitative methods Saturday 16.12.2023   17:10 - 18:50
Chair: Sandra Paterlini Organizer: Gabriele Torri, Sandra Paterlini
  A0300:  D. Nedela, T. Tichy, G. Torri
  Systemic risk detection using entropy approach in portfolio selection strategy
  A0699:  R. Giacometti, G. Torri, K. Rujirarangsan, M. Cameletti
  Spatial multivariate GARCH models and financial spillovers
  A0913:  G. Torri, R. Giacometti, J.M. Ricci
  Market implied ESG ratings
  A0691:  S. Paterlini, K. Bax, G. Bonaccolto
  Spillovers in Europe: The role of ESG
Session CO327 Room: Virtual R03
Structural Models in IO Saturday 16.12.2023   17:10 - 18:50
Chair: Byoung Park Organizer: Byoung Park
  A1344:  B. Park
  Time dependence and preference: Implications for compensation structure and shift scheduling
  A1345:  M. Kim
  Backward compatibility in two-sided markets
  A1346:  J. Yoon, Y. Shin
  Deposit market competition with entry and menu choice
  A1349:  J. Lee, C.-Y. Ho, P. Chatterji
  Anti-competitive effects of common ownership in Medicare Part D
Parallel session G: CMStatistics Sunday 17.12.2023 08:30 - 10:10

Session EI009 (Special Invited Session) Room: 350
New contributions in extreme value analysis Sunday 17.12.2023   08:30 - 10:10
Chair: Armelle Guillou Organizer: Armelle Guillou
  B0157:  C. Zhou, J. Einmahl
  Tail copula estimation for heteroscedastic extremes
  B0158:  J. Einmahl, Y. He
  Extreme value inference for heterogeneous data
  B0159:  A. Buecher, T. Jennessen
  Statistics for heteroscedastic time series extremes
Session EO194 Room: 227
Statistical modeling in management science Sunday 17.12.2023   08:30 - 10:10
Chair: Sujay Kumar Mukhoti Organizer: Sujay Kumar Mukhoti
  B0189:  S. Ghosh, S. Mukhoti, P. Sharma, A. Banerjee
  Likelihood based estimation in three parameter beta distribution with application in critical inventory decision
  B0232:  A. Banerjee, S. Mukhoti
  Rough-probabilistic modelling for demand specification
  B0268:  K. Sriram
  Predicting the movement of anti state criminal gangs
  B0363:  S.K. Mukhoti, A. Banerjee
  Asymmetric generalized newsvendor model
Session EO437 Room: 335
Dependence models for incomplete data Sunday 17.12.2023   08:30 - 10:10
Chair: Elif Acar Organizer: Elif Acar
  B0308:  M. Delhelle, I. Van Keilegom
  Copula based dependent censoring in cure models
  B0413:  P. Krupskiy, B. Nasri, B.N. Remillard
  On factor copula-based mixed regression models
  B0666:  S. Abrams, P. Janssen, N. Veraverbeke
  Nonparametric estimation of quantiles of the conditional residual lifetime distribution
  B0946:  W. He
  Identification of survival relevant genes with measurement error in gene expression incorporated
Session EO320 Room: 340
Clustering categorical and mixed-type data Sunday 17.12.2023   08:30 - 10:10
Chair: Cristina Tortora Organizer: Cristina Tortora
  B0392:  G. Szepannek
  An overview on the clustMixType R package for clustering mixed-type data
  B0610:  M. Nai Ruscone, D. Fernandez, K. Preedalikit, L. McMillan, I. Liu, R. Costilla
  One-dimensional mixture-based clustering for ordinal responses
  B1038:  V. Melnykov, Y. Zhang
  On model-based clustering of multivariate categorical sequences
  B1101:  A. Wilhelm, R. Aschenbruck, G. Szepannek
  Initialization strategies for clustering mixed-type data with the k-prototypes algorithm
Session EO297 Room: 348
Advances in multivariate and network time series methods Sunday 17.12.2023   08:30 - 10:10
Chair: Mirko Armillotta Organizer: Mirko Armillotta
  B0185:  R. Adamek, I. Wilms, S. Smeekes
  Sparse high-dimensional vector autoregressive bootstrap
  B0188:  A. Lee, G. Mesters, L. Hoesch
  Robust inference for non-Gaussian SVAR models
  B0267:  G. Gudmundsson
  Detecting giver and receiver spillover groups in large vector autoregressions
  B0285:  M. Armillotta, K. Fokianos
  Nonlinear network autoregression
Session EO135 Room: 351
Modern challenges in Bayesian inference Sunday 17.12.2023   08:30 - 10:10
Chair: Mario Beraha Organizer: Mario Beraha, Federico Camerlenghi
  B0349:  A. Colombi, R. Argiento, F. Camerlenghi, L. Paci
  Mixture modeling via vector of normalized independent finite point processes
  B0572:  B. Franzolini, B. Franzolini, A. Lijoi, I. Pruenster, G. Rebaudo
  Multivariate species sampling models
  B0958:  J. Bryan
  Nonparametric estimation in the source apportionment problem
  B1070:  D. Sulem, D. Rossell, J. Jewson
  Scalable Bayesian estimation of sparse Gaussian graphical models
Session EO145 Room: 352
Recent advances in space-time modelling (virtual) Sunday 17.12.2023   08:30 - 10:10
Chair: Maria Franco Villoria Organizer: Maria Franco Villoria
  B0915:  L. Ferrari, M. Ventrucci, A. Laini
  Intuitive prior specification for spatiotemporal models in ecology
  B1011:  M. Figueira Pereira, D. Conesa, A. Lopez-Quilez, I. Paradinas
  Modelling independent and preferential data jointly
  B1045:  J. Paige, G.-A. Fuglstad, A. Riebler
  Accounting for geomasking in spatial modelling of complex survey data: A data fusion approach
  B1094:  C. Zaccardi, P. Valentini, L. Ippoliti
  A novel approach for spatiotemporal confounding bias reduction
Session EO454 Room: 353
From data to wisdom Sunday 17.12.2023   08:30 - 10:10
Chair: Andriette Bekker Organizer: Andriette Bekker
  B0192:  C. Ley, A. Groll, F. Felice, S. Bordas
  Statistically enhanced learning
  B0601:  K. Burke
  Agent-based null models for examining experimental social interaction networks
  B0631:  J. Ferreira, A. Bekker, A. Otto, A. Punzo, S.D. Tomarchio
  The inverted Dirichlet through a mode viewpoint with clustering applications
  B1380:  M. Arashi
  Classification in high-dimension
  B1972:  R. Mohammadi
  Large-scale Bayesian structure learning for gaussian graphical models using marginal pseudo-likelihood
Session EO065 Room: 354
Nonlinear models for time series Sunday 17.12.2023   08:30 - 10:10
Chair: Maddalena Cavicchioli Organizer: Maddalena Cavicchioli
  B0337:  E. Kole, C. Brownlees
  High-dimensional dynamic factor models with Markov switching
  B0760:  A. Beccarini
  Estimating a constrained regime-switching model by means of the EM-algorithm
  B0731:  J. Cheng
  The importance of correct model specification: A regime switching GARCH MIDAS approach
  B0369:  M. Cavicchioli
  Optimal forecasts for multivariate Markov switching autoregressive models
Session EO158 Room: 356
Design of experiments for big data Sunday 17.12.2023   08:30 - 10:10
Chair: Kalliopi Mylona Organizer: Irene Garcia-Camacha Gutierrez, Kalliopi Mylona
  B0301:  V. Koutra
  Designing experiments on large networks
  B0494:  C. Tommasi
  Unsupervised and supervised exchange-methods for subset selection from big datasets
  B1131:  A. Molena, R. Fontana, L. Salmaso
  Combining design of experiments and machine learning in industrial experiments
  B1235:  C. Drovandi
  A sequential experimental design approach for sub-setting big data
Session EO073 Room: 401
New developments in statistics for high frequency data Sunday 17.12.2023   08:30 - 10:10
Chair: Nakahiro Yoshida Organizer: Nakahiro Yoshida
  B0326:  M. Uchida, Y. Tonaki, Y. Kaino
  Estimation for a linear parabolic SPDE in two space dimensions with a small noise based on high frequency data
  B0376:  C. Mancini
  Drift burst test statistic in the presence of infinite variation jumps
  B0934:  A. Gloter, C. Amorino, H. Halconruy
  Locally differentially private drift parameter estimation for iid paths of diffusion processes
  B0698:  I. Muni Toke
  Neural network estimation of partially observed Hawkes processes
Session EO348 Room: 403
New developments in distance and depth-based statistical learning methods Sunday 17.12.2023   08:30 - 10:10
Chair: Silvia Salini Organizer: Silvia Salini, Giancarlo Manzi
  B0773:  A. Grane Chavez, M. Riani, S. Salini
  A compared protocol to improve clustering procedures
  B0838:  G. Manzi, A. Grane Chavez, M. Zanotti, Q. Guo
  Twitter sentiment analysis: Exploring users perceptions on health and well-being in Europe
  B0956:  I. Cascos
  Strictly positive empirical expectile depth
  B1121:  E. Boj, A. Grane Chavez
  Distance-based regression using robust Gower's distance
Session EO345 Room: 404
Statistical methods for sustainable practices Sunday 17.12.2023   08:30 - 10:10
Chair: Nicoletta D Angelo Organizer: Nicoletta D Angelo, Giada Adelfio
  B0181:  P. Moraga
  Bayesian spatial modeling for data fusion adjusting for preferential sampling
  B0769:  G. Loffredo, E. Romano, F. Maturo
  Random survival forest for functional data
  B0804:  M. Eckardt
  Analyzing spatial point data with object-valued marks
  B0832:  P. Maranzano, R. Borgoni, A. Tassan Mazzocco
  EEAaq: An R package to handle air quality data from the European environmental agency data portal
Session EO328 Room: 414
Recent developments in imaging and spatial statistics Sunday 17.12.2023   08:30 - 10:10
Chair: Veronica Berrocal Organizer: Jian Kang
  B1266:  R. Shinohara
  Statistical approaches for diagnosing multiple sclerosis using magnetic resonance imaging
  B1504:  S. Chen
  Evaluating the effects of high-throughput structural neuroimaging predictors on whole-brain connectome outcomes
  B1514:  B. Wu, K. Wu, J. Kang
  Bayesian spatially varying weight neural networks with the soft-thresholded Gaussian process prior
  B1604:  W. Chen
  Advanced machine learning methods for retinal imaging genetics
Session EO151 Room: 442
Recent advances in latent variable modeling Sunday 17.12.2023   08:30 - 10:10
Chair: Sara Taskinen Organizer: Sara Taskinen
  B0683:  P. Korhonen, S. Taskinen, J. Niku, B. van der Veen, F. Hui
  Model-based ordination of multivariate vegetation percent cover data
  B0965:  J. Kettunen, L. Mehtatalo, E.-S. Tuittila, A. Korrensalo, J. Vanhatalo
  Joint species distribution modeling with competition for space
  B0359:  L. Guastadisegni, S. Cagnone, I. Moustaki, V. Vasdekis
  A novel test for detecting non-normality of the latent variable distribution with binary outcomes
  B0393:  S. Tikka
  Bayesian modeling and causal inference for multivariate longitudinal data with R package dynamite
Session EO051 Room: 444
Orthogonalization and sparsity in neural networks Sunday 17.12.2023   08:30 - 10:10
Chair: David Ruegamer Organizer: David Ruegamer
  B0783:  M. Pfeuffer, R. Rane, K. Ritter, S. Greven
  Confounder control using semi-structured networks for neuroimaging data
  B0764:  D. Koehler, D. Ruegamer, M. Schmid
  Functional decomposition through orthogonalization of neural additive models
  B0830:  C. Kolb, B. Bischl, C.L. Mueller, D. Ruegamer
  Smoothing the edges: smooth optimization for sparse regularization using Hadamard overparametrization
  B0620:  A. McInerney, K. Burke, D. Ruegamer
  Combining a smooth information criterion with neural networks
Session EO081 Room: 445
Advancement on causal mediation inference and related topics Sunday 17.12.2023   08:30 - 10:10
Chair: Wen Zhou Organizer: Wen Zhou
  B0587:  K.C.G. Chan
  Mediation and partial conjunction testing via p-value spacings
  B0739:  Y.S. Wang, M. Kolar, M. Drton
  Confidence sets for causal orderings
  B1369:  Z. Liu
  DeepMed: Semiparametric causal mediation analysis with debiased deep learning
  B1583:  A. McClean, Z. Branson, E. Kennedy
  Automatically Calibrated Sensitivity Models for Nonparametric Causal Inference with Unmeasured Confounding
Session EO425 Room: 446
Bayesian nonparametric and machine learning for causal inference Sunday 17.12.2023   08:30 - 10:10
Chair: Arman Oganisian Organizer: Arman Oganisian
  B0287:  L. Hu
  Leveraging Bayesian ML for causal inference with missing longitudinal data
  B1039:  A. Oganisian
  Bayesian semiparametric models for dynamic treatment rules with incomplete time-varying covariates
  B0819:  M. Daniels, W. Bae
  A Bayesian non-parametric approach for causal mediation with a post-treatment confounder
  B0864:  A. Canale, D. Zorzetto, F. Mealli, F.J. Bargagli Stoffi, F. Dominici
  Bayesian nonparametrics for principal stratification
Session EO403 Room: 455
Recent developments on networks and graphical models Sunday 17.12.2023   08:30 - 10:10
Chair: Arkaprava Roy Organizer: Sayar Karmakar
  B0810:  D. Ganapathy, S. Deb, R. Roy
  Analyzing government health data to explore the COVID-19 management strategies
  B1356:  A. Roy
  Graph estimation in high dimensional time-series
  B1692:  S. Bhattacharya
  Inference and ranking in mixed-membership models
  B1921:  S. Mukherjee
  Limit theorems and phase transitions in Tensor Curie-Weiss Ising and Potts Models
Session EO245 Room: 457
High-dimensional data analysis Sunday 17.12.2023   08:30 - 10:10
Chair: Johannes Lederer Organizer: Johannes Lederer
  B1276:  A. Sabourin, S. Clemencon, N. Huet
  Regular variation in Hilbert spaces and principal component analysis for functional extremes
  B1482:  A. Steland
  Online detection of changes in moment-based projections: When to retrain deep learners or update portfolios
  B1957:  C. Durot
  Unlinked or shuffled monotone regression
  B1961:  L.-X. Qin
  On data harmonization for tumor subtyping with microRNA data
Session EO161 Room: 458
HiTEc: Functional data clustering Sunday 17.12.2023   08:30 - 10:10
Chair: Mimi Zhang Organizer: Mimi Zhang
  B0796:  M. Zhang, X. Zhao, E. Akeweje
  Ensemble clustering for learning mixtures of Gaussian processes
  B1214:  F. Chamroukhi
  Learning mixtures-of-experts from heterogenous and high-dimensional data
  B1326:  A. Torrente Orihuela, J. Albert Smet, J. Romo
  Band depth based initialization of k-means for functional data clustering
  B1333:  F. Maturo, R. Verde, A. Porreca
  Enhancing performances in curves' classification: Learning from high-dimensional data via a two-step approach
  B1968:  E. Romano, A. De Magistris, V. De Simone, G. Toraldo
  Free knot spline estimation with two roughness penalty terms for functional data and its application to clustering
Session EO529 Room: Virtual R01
Education and labor market: Applications and statistical advances Sunday 17.12.2023   08:30 - 10:10
Chair: Francesca Giambona Organizer: Francesca Giambona
  B0772:  E. Fabrizi, A. Rocca
  The scarring effect of the NEET condition on young peoples future careers and the influence of the family background
  B0837:  C. Usala, M. Porcu, I. Sulis
  Exploring the role of labor market conditions and university quality on university dropout
  B0963:  A. Kahlawi, L. Buzzigoli, L. Grassini
  Dynamic skills demand in the Italian labor market: A comparative analysis of online job ads for 2019 and 2022 years
  B1032:  A. Marletta, P. Mariani, P. Quatto
  Trajectory analysis for short time series in labor market: An application on European countries
Session EO119 Room: Virtual R02
Next generation of functional data analysis: From theory to practice Sunday 17.12.2023   08:30 - 10:10
Chair: Camille Frevent Organizer: Camille Frevent, Michael Genin, Sophie Dabo
  B0803:  I.-A. Moindjie, C. Preda
  Regression models with repeated functional data
  B1116:  U. Mbaka, M. Carey
  Covariance matrix estimation for functional and longitudinal data
  B1129:  T. Cardoso, M. Carey
  Complex surface reconstruction and its application in three-dimensional models of the human brain
  B0815:  O. Kassi
  Learning the regularity of multivariate functional data
Session EC478 Room: 355
Machine learning Sunday 17.12.2023   08:30 - 10:10
Chair: Stathis Gennatas Organizer: CFE-CMStatistics
  B1384:  Y. Liu
  Approximation of functions from Korobov spaces by shallow neural networks
  B1746:  P. Bertail, S. Clemencon, Y. Guyonvarch, N. Noiry
  Empirical risk minimization in transductive transfer learning
  B1584:  A. Okazaki, S. Kawano
  Multi-task learning regression based on convex clustering
  A1977:  L. Fluri
  Feature importance for deep neural networks: A comparison of predictive power, infidelity, and sensitivity
Session EC532 Room: 357
Extreme values Sunday 17.12.2023   08:30 - 10:10
Chair: Stephane Girard Organizer: CFE-CMStatistics
  B1489:  K. Herrmann, M. Hofert, J. Neslehova
  Morillas type transformations of stable tail dependence functions
  B1710:  J. Holesovsky, M. Fusek
  Statistical inference for the local dependence condition in extreme value estimation
  B1570:  Z. Zhang, D. Bolin, S. Engelke, R. Huser
  Extremal dependence of moving average processes driven by exponential-tailed Levy noise
  B1869:  H. Lorenzo, S. Girard, J. Arbel
  Regularized partial least squares for extreme values
Session EC556 Room: 424
Computational and methodological statistics Sunday 17.12.2023   08:30 - 10:10
Chair: Dennis Dobler Organizer: CFE-CMStatistics
  B1967:  I.I. Gauran, Z. Yu, H. Ombao
  Predictive performance test based on the exhaustive nested cross-validation for high-dimensional data
  B1975:  A. Baillo, J. Carcamo, C. Mora-Corral
  Almost stochastic dominance hypothesis testing
  B1778:  L. Kaufmann, M. Kateri
  Statistical inference for categorical covariates in high-dimensional logistic regression
  B1982:  H. Zhang
  An innovative statistical method for co-localization in super-resolution microscope images
Parallel session G: CFE Sunday 17.12.2023 08:30 - 10:10

Session CO277 Room: 236
Time-varying dependence and structural change Sunday 17.12.2023   08:30 - 10:10
Chair: Liudas Giraitis Organizer: Liudas Giraitis
  A0466:  J. Beran, J. Naescher, S. Walterspacher
  On Fourier based functional time series and state space models
  A0261:  Y. Li, L. Giraitis, G. Kapetanios, T.C. Nguyen
  A partially time-varying regression model
  A0447:  T. Terasvirta, A. Silvennoinen, J. Kang, C. He
  The North Atlantic Oscillation and monthly precipitation in selected European locations: A time series approach
  A0474:  R. Kruse-Becher
  Adaptive now- and forecasting of global temperatures under smooth structural changes
Session CO195 Room: 256
Empirical econometrics with policy applications Sunday 17.12.2023   08:30 - 10:10
Chair: Christos Savva Organizer: Christos Savva
  A1495:  C. Savva, D. Koursaros, K. Dimitriadis
  Does correlation of various commodities constitute reliable safe havens?
  A1468:  D. Koursaros
  Financial literacy and advice: substitutes or complements?
  A1712:  A. Stephan, P. Dahlstrom, H. Loof, M. Sahamkhadam
  Asset pricing of carbon emission disclosure
Session CO031 Room: 258
Topics in financial econometrics Sunday 17.12.2023   08:30 - 10:10
Chair: Leopold Soegner Organizer: Leopold Soegner
  A0860:  M. Abdollahi, L. Soegner
  Monitoring cointegration in vector autoregressive models
  A0923:  C. Oetjen
  Index insurance and catastrophe bonds for coping with agriculture risk in a multi-region setting
  A1034:  R.A. Desenaldo, J. Sass
  Forecasting agricultural financial risk based on a linear index insurance model
  A1559:  C. Haefke, L. Soegner
  Measuring systemic country risk
Session CO033 Room: 259
Modelling regime change and disruptions II Sunday 17.12.2023   08:30 - 10:10
Chair: Willi Semmler Organizer: Willi Semmler
  A0900:  S. Wrzaczek, M. Kuhn, T. Upmann
  The value of information (VOI) in controlled dynamical environmental models with tipping points
  A1470:  M. Coronese, F. Crippa, F. Lamperti, F. Chiaromonte, A. Roventini
  Raided by the storm: Impacts on income and wages from three decades of U.S. thunderstorms
  A1676:  P. Chen
  Demand-pull or cost-push a Markov switching approach using Australian data
  A1709:  I. Tahri
  Public infrastructure investment delays and transition risks
Session CO032 Room: 260
Applied macroeconomics I Sunday 17.12.2023   08:30 - 10:10
Chair: Michael Owyang Organizer: Michael Owyang
  A0245:  M. McCracken, A. Amburgey
  Growth at risk is investment at risk
  A0246:  A. De Polis, I. Petrella, L. Melosi
  The ever-changing challenges to price stability
  A0256:  M. Faria-e-Castro
  A quantitative analysis of the countercyclical capital buffer
  A0798:  M. Klein
  Estimating the effects of fiscal policy using a novel proxy shrinkage prior
Session CO428 Room: 262
Time series models for risk assessment and portfolio optimization Sunday 17.12.2023   08:30 - 10:10
Chair: Markus Haas Organizer: Markus Haas
  A0684:  D. Umlandt
  Moment Conditions and Time-Varying Risk Premia
  A0228:  M. Segnon
  Forecasting value-at-risk in time of ultra-high-frequency data
  A1106:  M. Haas
  Regime-specific stock market behavior during the Covid-19 pandemic
Session CC523 Room: 257
Bayesian econometrics Sunday 17.12.2023   08:30 - 10:10
Chair: Toshiaki Watanabe Organizer: CFE
  A0417:  J. Wroblewska, L. Kwiatkowski
  Identification of structural shocks in Bayesian VEC models with two-state Markov-switching heteroskedasticity
  A1635:  Y. Kawakubo, K. Kakamu
  On estimating the decomposition of the income inequality measures
  A1731:  M. Zaharieva, A. Virbickaite, A. Portela Santos
  Volatility transmission in global energy markets: A Bayesian nonparametric approach
  A1794:  H. Nishino, K. Kakamu
  Bayesian model averaging for income distribution
Session CC538 Room: 261
Asset pricing and return predictability Sunday 17.12.2023   08:30 - 10:10
Chair: Ralf Wilke Organizer: CFE
  A1783:  J. Bleher, T. Dimpfl, J. Grammig
  Comparing asset universes with expected shortfall frontiers constructed via quantile regression
  A0204:  X. Yao, Z. Li, R. Hizmeri, M. Izzeldin
  Measuring downside option-implied correlation
  A1787:  F. Schmidt, M. Demetrescu, R. Taylor
  Monitoring the predictability of stock returns under nonstationary volatility
  A1686:  S. Kwok, R. Jarrow
  A study on asset price bubble dynamics: explosive trend or quadratic variation?
Session CC494 Room: 447
Computational and financial econometrics Sunday 17.12.2023   08:30 - 10:10
Chair: Tommaso Proietti Organizer: CFE
  B1992:  J. Quelhas, A. Rua, N. Lourenco
  Navigating with a compass: Charting the course of underlying inflation
  A1994:  J. Vecer
  Portfolio optimization without utility maximization with links to the frequentist and the bayesian statistics
  A1773:  S. Koch, J. Bleher, T. Dimpfl
  Forecasting with Q: Density forecasts with local quantile projection and quantile vector autoregression
  A1978:  H. Bonet Jaen, P. Angosto Fernandez, A. Perez Martin, M.V. Ferrandez-Serrano
  Analysis of abnormal returns through modified sharpe models: event study
Parallel session H: CMStatistics Sunday 17.12.2023 10:40 - 12:20

Session EV458 Room: Virtual R01
Time series and statistical models Sunday 17.12.2023   10:40 - 12:20
Chair: Gilles Stupfler Organizer: CFE-CMStatistics
  B0458:  K.W. Chan, X. Liu
  No-lose converging kernel estimation of long-run variance
  B0805:  T. Ito, S. Sugasawa
  Grouped generalized estimating equations for heterogeneous longitudinal data
  B1591:  A. Baca, C. Bolance, R. Vernic
  On the bivariate Farlie-Gumbel-Morgenstern distribution with alternative composite exponential-Pareto marginals
  B1819:  V. Hofer, G. Krempl, D. Lang
  An anticipative Bayesian stream classifier for data streams with verification latency
Session EO059 Room: 335
Statistical models for dependence II Sunday 17.12.2023   10:40 - 12:20
Chair: Elisa Perrone Organizer: Elisa Perrone
  B1690:  O. Morales Napoles, M. t Hart, G. Torres-Alves, M.A. Mendoza-Lugo, E. Ragno, E. Perrone, P. Mares Nasarre
  Recent experiences with the use of Chimera for applications in statistics and engineering at the TU Delft
  B1644:  J. Ansari, S. Fuchs
  A simple extension of Azadkia \& Chatterjee's rank correlation to a vector of endogenous variables
  B0881:  T. Yoshiba, T. Koike, S. Kato
  On a measure of tail asymmetry for the bivariate skew-normal copula
  B1370:  J.-L. Wermuth, M.-O. Pohle, T. Dimitriadis
  Measuring dependence between events
Session EO069 Room: 340
Mixed-type data clustering Sunday 17.12.2023   10:40 - 12:20
Chair: Cristina Tortora Organizer: Cristina Tortora
  B0602:  J. Thompson, J. Ghashti
  Kernel metric learning for variable relevancy in mixed-type data clustering via maximum-similarity cross-validation
  B0767:  M. van de Velden, A. Iodice D Enza, A. Markos, C. Cavicchia
  Mixed variables distances
  B1136:  V. Veronesi, M. Markatou
  Measurement error and misclassification in clustering algorithms for mixed-type data
Session EO264 Room: 348
Multilayer and temporal network analysis Sunday 17.12.2023   10:40 - 12:20
Chair: Subhadeep Paul Organizer: Subhadeep Paul
  B0446:  L. Leskela, K. Avrachenkov, M. Dreveton
  Community recovery from temporal and higher-order network interactions
  B0453:  J. Loyal
  Fast variational inference for Bayesian nonparametric latent space models for dynamic networks using Bayesian P-Splines
  B0455:  S. Paul
  Modeling temporal networks of relational events data
  B1908:  D. Xia
  Optimal clustering in mixtures of multi-layer networks
Session EO196 Room: 351
Bayesian modeling for complex data Sunday 17.12.2023   10:40 - 12:20
Chair: Alessandro Colombi Organizer: Lucia Paci
  B0365:  L. Ghilotti, F. Camerlenghi, T. Rigon
  Feature allocation models with EFPFs in product-form
  B0477:  W. van den Boom, M. De Iorio, F. Qian, A. Guglielmi
  The multivariate Bernoulli detector: Change point detection in discrete survival analysis
  B0834:  A. Avalos Pacheco, R. De Vito, B. Hansen
  Efficient integrative factor models: Applications from nutritional epidemiology to cancer genomics
  B1177:  F. Castelletti, S. Peluso
  Bayesian learning of directed networks from interventional experimental data
Session EO258 Room: 352
Advances in Bayesian computational methods Sunday 17.12.2023   10:40 - 12:20
Chair: Khue-Dung Dang Organizer: Khue-Dung Dang
  B0746:  N.M. Nguyen
  Particle Gaussian variational Bayesian
  B1062:  S. Wei
  Real log canonical threshold: A complexity measure for deep neural networks
  B1581:  R. Kohn, D. Gunawan, D. Nott
  Flexible variational Bayes-based on a copula of a mixture
  B0627:  J. Arbel
  Rapture of the deep: Highs and lows of Bayes in a world of depths
Session EO201 Room: 354
Recent advances in goodness-of-fit testing and survival analysis Sunday 17.12.2023   10:40 - 12:20
Chair: Dimitrios Bagkavos Organizer: Dimitrios Bagkavos
  B0472:  M.D. Jimenez-Gamero, M. Valdora, D. Rodriguez
  Testing homoscedasticity of a large number of populations
  B1110:  B. Milosevic, Z. Lukic
  On the novel two-sample tests and their application for change point analysis
  B0296:  R. Pelaez, R. Cao, J. Vilar Fernandez
  Smoothed Beran's estimator with bootstrap bandwidths: Application to COVID-19 hospital length-of-stay
  B1295:  M. Kateri
  A longitudinal set-up for degradation modelling
Session EO357 Room: 356
Algebraic and geometric methods in doe Sunday 17.12.2023   10:40 - 12:20
Chair: Francesco Porro Organizer: Fabio Rapallo, Francesco Porro
  B0262:  G. Pistone
  Information geometry of ANOVA and transport on a finite state space
  B0708:  R. Fontana, M. Guerra
  Topological data analysis meets design of experiments: An exploration of 2-level non-isomorphic orthogonal arrays
  B0781:  F. Porro, E. Riccomagno
  Algebraic statistics for data carrying relative, rather than absolute, information
  B1025:  H. Maruri
  Sparse polynomial prediction
Session EO260 Room: 357
Extremes and risk Sunday 17.12.2023   10:40 - 12:20
Chair: Amir Khorrami Chokami Organizer: Amir Khorrami Chokami
  B0885:  M. Brautigam, M. Kratz, M. Dacorogna
  A statistical approach to limit the effects of pro-cyclicality
  B1601:  M. Kratz, J. Hambuckers, A. Usseglio-Carleve
  Efficient estimation for EV regression models of tail risks
  B1605:  S. Aka
  Defining extreme droughts via run theory
  B0926:  M. Dacorogna
  Building up cyber resilience by better grasping cyber risk via a new algorithm for modelling heavy-tailed data
Session EO184 Room: 401
Inference for stochastic differential equations Sunday 17.12.2023   10:40 - 12:20
Chair: Masayuki Uchida Organizer: Masayuki Uchida
  B0334:  S. Kusano, M. Uchida
  Statistical inference in structural equation modeling with latent variables for diffusion processes
  B0569:  H. Masuda, S. Eguchi
  Robustifying Gaussian quasi-likelihood inference
  B0681:  N. Yoshida
  Asymptotic expansion for general Wiener functionals
Session EO388 Room: 403
Depth functions Sunday 17.12.2023   10:40 - 12:20
Chair: Thomas Laloe Organizer: Thomas Laloe
  B0335:  S. Nagy
  Geometry and computation of halfspace depth for scatter matrices
  B0508:  J.-B. Aubin, A. Rolland, E. Brun, S. Leoni, I. Gannaz
  An application of depth functions for social choice theory
  B0360:  S. Armaut, T. Laloe, R. Diel
  A story of a functional depth through finite projections: An FPCA approach
  B0785:  P. Berthet, J.-C. Fort
  Convergence of a bivariate quantile transform, contours and local depth
Session EO206 Room: 404
New advances in spatial econometrics Sunday 17.12.2023   10:40 - 12:20
Chair: Anna Gloria Bille Organizer: Anna Gloria Bille
  B0177:  P. Caraiani
  Oil news shocks, inflation expectations and social connectedness
  B0361:  S. Leorato, A. Martinelli
  Generalized spatial matrix specifications
  B1959:  G. Millo
  Specifying spatial effects in panel data: Locally robust vs. conditional tests
  B1717:  H. Tsukahara
  Spatial autoregressive models with copulas
Session EO039 Room: 414
Statistics in neuroscience I Sunday 17.12.2023   10:40 - 12:20
Chair: Russell Shinohara Organizer: Russell Shinohara
  B0219:  S. Weinstein
  Network enrichment significance testing in brain-behavior association studies
  B0257:  T. Johnson
  A Bayesian non-parametric Potts model for fMRI presurgical planning
  B0491:  S. Simpson
  Regression frameworks for brain network distance metrics
  B1490:  S. Lee
  Persistent homology-based functional connectivity measures for cognitive aging
Session EO252 Room: 442
New perspectives in latent variable modeling I Sunday 17.12.2023   10:40 - 12:20
Chair: Silvia Pandolfi Organizer: Maria Francesca Marino
  B0396:  S. Bacci, B. Bertaccini, F. Cipollini
  Disentangling long term latent dynamics of the Brunelleschi's Dome cracks
  B0930:  S. Giordano, R. Colombi
  Challenging the assumption of consistent responding behavior over time through a Markov switching model
  B1627:  X. Qin, S. Dang, F. Martella
  Clustering via a finite mixture of disjoint factor analysis model
  B1663:  I. Gollini
  A joint mixture model for the analysis of heterogeneous clusters in the alter group in interconnected ego-networks
Session EO052 Room: 444
Deep probabilistic models and interpretability Sunday 17.12.2023   10:40 - 12:20
Chair: David Ruegamer Organizer: David Ruegamer
  B0753:  M. Arpogaus
  Best of both worlds: Combining interpretable transformation models with the flexibility of normalizing flows
  B0947:  P. Baumann
  Deep and interpretable probabilistic forecasts
  B0786:  A. Thielmann, B. Saefken
  Neural additive models: Bridging the gap between interpretability and deep learning for enhanced predictive power
Session EO257 Room: 446
Trust in data science methods Sunday 17.12.2023   10:40 - 12:20
Chair: Markus Pauly Organizer: Markus Pauly
  B0352:  S. Friedrich, A. Groll, K. Ickstadt, T. Kneib, M. Pauly, J. Rahnenfuehrer, T. Friede
  Regularization approaches in clinical biostatistics: A review of methods and their applications
  B1462:  P. Doebler, M. Wischnewski, M. Beisemann, N. Kraemer
  Trust in automated systems as a multidimensional psychological construct
  B1391:  G. Wunder
  How to provably generate privacy-preserving synthetic data for the data economy
  B1387:  C. Schlauch, C. Wirth, N. Klein
  Bayesian methods for informing trajectory predictions in safe autonomous driving
Session EO100 Room: 447
Advances in functional and object data analysis Sunday 17.12.2023   10:40 - 12:20
Chair: Sonja Greven Organizer: Sonja Greven
  B1738:  L. Sangalli, E. Arnone, L. Clementi, A. Palummo, H.A. Hernandez, M.C. Aguilera-Morillo, R. Lillo
  Functional data analysis over multidimensional non-Euclidean domains
  B1086:  A. Stoecker, L. Steyer, S. Greven
  Functional additive models for forms of plane curves and their visualization
  B0509:  J.M. Jeon, G. Van Bever
  Additive regression with general imperfect variables
  B1068:  S. Greven, L. Steyer
  Principal component analysis in Bayes spaces for sparsely sampled density functions
Session EO070 Room: 455
Some challenges for multivariate statistics Sunday 17.12.2023   10:40 - 12:20
Chair: Nicola Loperfido Organizer: Nicola Loperfido
  B0374:  M. Kelner, U. Makov, Z. Landsman
  A novel methodology to expand the Archimedean copula parameters: Application to peak demand estimation
  B0657:  G. McLachlan
  Learning of classifiers from partially classified training data
  B0534:  Z. Landsman, U. Makov
  On the minimum variance squared regression
  B0433:  T. Shushi, N. Loperfido
  The theory of optimal portfolio projections and their applications
Session EO334 Room: 457
Regularized methods for statistical inference Sunday 17.12.2023   10:40 - 12:20
Chair: Peter Craigmile Organizer: Peter Craigmile, Christopher Hans
  B0686:  D. Kunkel, M. Peruggia
  Statistical inference with anchored Bayesian mixture of regressions models
  B0825:  C. Hans, N. Liu
  Sampling the Bayesian elastic net
  B0862:  M. Peruggia, E. Kim, S. MacEachern
  Regularized empirical likelihood for Bayesian inference: Theory and applications
  B0869:  P. Craigmile, S. Tang, Y. Zhu
  Spectral analysis using multitaper Whittle methods with a Lasso penalty
Session EO446 Room: Virtual R02
Measurement and missing data in causal inference for mHealth Sunday 17.12.2023   10:40 - 12:20
Chair: Linda Valeri Organizer: Linda Valeri
  B0727:  B. Cantoni, C. Zigler
  Nonhomogeneous hidden Markov models to leverage routine in physical activity monitoring with informative wear time
  B0740:  X. Cai
  State space model multiple imputation for missing data in non-stationary multivariate time series
  B0855:  C. Fowler, L. Valeri
  Individual causal effect estimation accounting for latent disease state in bipolar disorder smartphone studies
  B1508:  Z. Wu
  A robust test for the stationarity assumption in sequential decision making with application to mHealth
Session EC545 Room: 227
Statistics for economics and finance Sunday 17.12.2023   10:40 - 12:20
Chair: Svetlana Makarova Organizer: CFE-CMStatistics
  B1623:  H. Mahamat
  Simultaneous estimates of the beta of the market line with generalized autoregressive conditional heteroscedastic errors
  B1941:  M. Olszak, S. Roszkowska, C. Godlewski
  Macroprudential policy, governance, openness and finance and loan loss provisions of European banks
  B1733:  P. Luitel, M. Doan, P. Sercu, T. Vinaimont
  Efficient Y-indices for regressions with an application of Covid's impact on stock-market liquidity
  B1745:  M. Jaeger-Ambrozewicz
  Comparing duration vectors
Session EC485 Room: 353
Applied statistics Sunday 17.12.2023   10:40 - 12:20
Chair: Philipp Otto Organizer: CFE-CMStatistics
  B0730:  C. Keribin, R. Coulaud, G. Stoltz
  Probabilistic modelling of passenger movements to predict onboard loads
  B1446:  N. Ouachene, C. Czado, T. Senga Kiesse, M. Corson
  R-vines as a new way to model interactions within French dairy-cattle systems
  B1799:  M. Stachova, J. Hunady
  Using a two-step clustering approach to examine courts' efficiency in European countries
  B1850:  D. Li, W.K. HUI, X. Fan
  Bayesian inhomogeneous hidden Markov model with incomplete observations and its application to EHR modelling
Session EC541 Room: 355
Variable selection Sunday 17.12.2023   10:40 - 12:20
Chair: Roman Hornung Organizer: CFE-CMStatistics
  B1251:  I. Barrio, A. Iparragirre, T. Lumley, I. Arostegui
  On Lasso regression for complex survey data: A new replicate weights cross-validation proposal
  B1436:  S. Tanaka, H. Matsui
  Variable screening using factor analysis for high-dimensional data with multicollinearity
  B1730:  F. Kizilaslan, D.M. Swanson, V. Vitelli
  Classical and Bayesian approaches for the mixture cure model with high-dimensional covariates
  B1981:  Y. Huang, S. Pirenne, S. Panigrahi, G. Claeskens
  Selective inference using randomized group lasso estimators with general loss functions
Session EC544 Room: 424
Semiparametric regression Sunday 17.12.2023   10:40 - 12:20
Chair: Keisuke Yano Organizer: CFE-CMStatistics
  B1435:  N. Pya Arnqvist, P. Arnqvist
  Expanding the boundaries of generalized additive modelling with shape constraints in R
  B1481:  J. Lichter, T. Kneib
  Variational inference for locally shape constrained splines
  B1615:  G. Callegher, T. Kneib, P. Wiemann, J. Soeding
  Stochastic variationally inference for multivariate latent gaussian models
  B1660:  S. Skhosana, S. Millard, F. Kanfer
  A new approach to estimate semi-parametric Gaussian mixtures of non-parametric regressions
Session EC474 Room: 445
Computational and methodological statistics II Sunday 17.12.2023   10:40 - 12:20
Chair: Pier Giovanni Bissiri Organizer: CFE-CMStatistics
  B1980:  B. Monroy-Castillo, M.A. Jacome Pumar, R. Cao
  Improved distance correlation estimation
  B1993:  M. Castro, L. Hernandez-Velasco, C. Abanto-Valle, D. Dey, M. Castro
  A Bayesian approach for mixed effects state-space models under skewness and heavy tails
  B2001:  M. Khismatullina
  Clustering of multivariate nonparametric time trends
  B1836:  T. Besbeas
  Unified methodology for observation- and parameter-driven models for time series
Parallel session H: CFE Sunday 17.12.2023 10:40 - 12:20

Session CI317 (Special Invited Session) Room: 350
Volatility, intensity and jumps Sunday 17.12.2023   10:40 - 12:20
Chair: Carsten Chong Organizer: Carsten Chong
  A0168:  M. Rosenbaum, G. Szymanski
  From no-arbitrage to rough volatility via market impact
  A0169:  M. Hoffmann
  A statistical theory for rough volatility inference
  A0167:  C. Chong, V. Todorov
  A nonparametric rough volatility test
Session CO226 Room: 236
Time series models for large systems of variables Sunday 17.12.2023   10:40 - 12:20
Chair: Esther Ruiz Organizer: Esther Ruiz
  A0528:  C. Lissona, M. Barigozzi
  Measuring the Euro area output gap(s): A large-dimensional dynamic factor model approach
  A0529:  E. Ruiz, D. Fresoli, P. Poncela
  Prediction intervals for common factors in dynamic factor models with cross-correlated idiosyncratic components
  A1073:  A. Giovannelli, T. Proietti, A. Cerasa, F. Nan
  Quantifying uncertainty in electricity prices forecasting: Models and methods
  A0776:  C. Doz, L. Ferrara, P.-A. PIONNIER
  Business cycle dynamics after the Great Recession: An extended Markov-switching dynamic factor model
Session CO062 Room: 256
Machine learning in finance Sunday 17.12.2023   10:40 - 12:20
Chair: Anastasija Tetereva Organizer: Anastasija Tetereva
  A0535:  M.T. Phan, M. Fengler
  A topic model for 10-K management disclosures
  A0503:  J. Schuettler, F. Audrino, F. Sigrist
  Investor sentiment and the cross section of stock returns: A natural language processing approach
  A0912:  H. Ma
  Extract investor sentiment from price disparity via model-based neural networks
  A1069:  J. Llorens-Terrazas
  An oracle inequality for multivariate dynamic quantile forecasting
Session CO338 Room: 257
Household finance using SHARE data Sunday 17.12.2023   10:40 - 12:20
Chair: Andrej Srakar Organizer: Giacomo Pasini, Andrej Srakar
  A0293:  A. Srakar
  Does long-term care reduce health care utilization? A novel nonparametric dynamic panel mediation estimation approach
  A0316:  V. Angelini, I. Ferrari
  The long-term effects of experienced macroeconomic shocks on wealth
  A0323:  P. Crudu
  Long-term effects of early adverse labor market conditions: A causal machine learning approach
  A0329:  M.K. Kozlowska
  Lifetime income inequality: quantile treatment effect of retirement on the distribution of lifetime income
Session CO291 Room: 259
Advances in financial econometrics Sunday 17.12.2023   10:40 - 12:20
Chair: Emese Lazar Organizer: Emese Lazar, Genaro Sucarrat
  A0633:  S. Campos Martins, R. Engle
  A two-factor model of sovereign bond volatilities
  A0677:  F. Violante, S. Grassi
  Generalized autoregressive conditional betas
  A1620:  E. Lazar, S. Wang, J. Pan
  Environmental performance and credit ratings: A transatlantic study
  A1942:  E.-C. Brinkop, E. Lazar, M. Prokopczuk
  Deep learning with time contextual data
Session CO106 Room: 260
Applied macroeconomics II Sunday 17.12.2023   10:40 - 12:20
Chair: Michael Owyang Organizer: Michael Owyang
  A0250:  A. Rogantini Picco, L. Melosi, F. Zanetti, H. Morita
  The signaling effects of fiscal announcements
  A0313:  C. Otrok
  The evolution of global inflation pre and post pandemic
  A0826:  M. Owyang
  Are treasury BEIs inflation expectations?
Session CO153 Room: 261
Advances in Bayesian financial econometrics Sunday 17.12.2023   10:40 - 12:20
Chair: Toshiaki Watanabe Organizer: Toshiaki Watanabe
  A0564:  J. Nakajima
  Time-varying parameter local projections with stochastic volatility
  A0737:  M. Takahashi
  Analyzing intraday variation in price impact: A Bayesian SVAR approach with stochastic volatility estimation
  A0852:  T. Ishihara
  A realized multi-factor regression model using multivariate realized stochastic volatility
  A1054:  M. So
  Graphical copula GARCH modelling with dynamic conditional dependence
Session CO023 Room: 262
Advances in high-dimensional structural modeling Sunday 17.12.2023   10:40 - 12:20
Chair: Martin Wagner Organizer: Martin Wagner
  A0590:  L. Soegner, M. Wagner
  Open-end monitoring of structural breaks in the cointegration VAR
  A1288:  K. Kidik, D. Bauer
  Identification of autoregressive models for matrix valued time series with multiple terms
  A1289:  D. Bauer
  Using subspace algorithms to estimate the factor dynamics in generalized dynamic factor models
  A1292:  A. Konstantopoulos, C. Zwatz, M. Wagner
  GVAR models and linear transformations of VAR processes
Session CO016 Room: 458
HiTEc: Advances in forecasting and risk management Sunday 17.12.2023   10:40 - 12:20
Chair: Alessandra Amendola Organizer: Alessandra Amendola
  A0483:  N. Nolde
  Stress scenario estimation with vine copulas
  A0695:  A. Amendola, V. Candila, A. Naimoli, G. Storti
  Adaptive combinations of tail-risk forecasts
  A1118:  J. Andersson, D. Karlis
  Forecasting with and maximum likelihood estimation of the vector autoregressive to anything (VARTA) model
  A1705:  C. Schult, K. Heinisch, F. Scaramello
  Advancing forecast accuracy analysis: A partial linear instrumental variable and double machine learning approach
Session CC536 Room: 258
Causal inference Sunday 17.12.2023   10:40 - 12:20
Chair: Maddalena Cavicchioli Organizer: CFE
  A0357:  E. Lopetuso
  Causal analysis of cointegrated systems: Model manifestations of hierarchical properties
  A0490:  J. Ruzicka
  Quantile structural vector autoregression
  A1697:  H. Liao, X. Wang
  Causal effects on volatility by causal-GARCH model
  A1785:  M. Martinoli, A. Moneta, G. Pallante
  Calibration and validation of macroeconomic simulation models by statistical causal search
Parallel session I: CMStatistics Sunday 17.12.2023 13:50 - 15:30

Session EO424 Room: 227
Statistical analysis of complex data and its applications Sunday 17.12.2023   13:50 - 15:30
Chair: Lyudmila Sakhanenko Organizer: Nilanjan Chakraborty
  B0435:  T. Masak, K. Waghmare, V. Panaretos
  The functional graphical lasso
  B0451:  B.C. Boniece, L. Horvath, L. Trapani
  On distributional change-point detection in functional time series
  B0384:  M. Wheelock
  Network-level analysis for connectome-wide association studies
  B0397:  L. Sakhanenko, N. Chakraborty, D. Zhu
  Novel bootstrap tests for parametric structures of high dimensional covariances
Session EO110 Room: 259
Statistical modeling for complex data and DiD approaches Sunday 17.12.2023   13:50 - 15:30
Chair: Abdul-Nasah Soale Organizer: Abdul-Nasah Soale, Andrej Srakar
  B0790:  E. Tsyawo, G. Koumou
  DiD with as few as two cross-sectional units: An application to the impact of democracy on growth
  A1451:  C. Park, E. Tchetgen Tchetgen
  A universal difference-in-differences approach for causal inference
  A1574:  N. Seewald, B. McGinty, K. Tormohlen, I. Schmid, E. Stuart
  Handling correlation in stacked difference-in-differences estimates with application to medical cannabis policy
  B0713:  A.-N. Soale
  Dimension reduction and data visualization for regression with metric valued response
Session EO359 Room: 335
Recent progress in robust causal inference Sunday 17.12.2023   13:50 - 15:30
Chair: Ziwei Mei Organizer: Zijian Guo
  B1727:  Y. Zhang
  Adjustment with many regressors under covariate-adaptive randomizations
  B1832:  C. Shi
  On the assumptions and misspecifications of synthetic controls
  B1839:  Z. Mei, Q. Fan, Z. Guo, C.-H. Zhang
  Uniform Inference for Nonlinear Endogenous Treatment Effects with High-Dimensional Covariates
  B1844:  N. Apfel
  Detecting grouped local average treatment effects and selecting true instruments
Session EO299 Room: 340
Clustering three-way data Sunday 17.12.2023   13:50 - 15:30
Chair: Nicola Loperfido Organizer: Nicola Loperfido
  B0592:  P. McNicholas
  Clustering three-way data
  B0595:  M. Neal, P. McNicholas
  Variable selection for clustering of three-way data
  B0632:  A. Sochaniwsky, P. McNicholas
  Tolerance values for stopping rules
  B0710:  K. Clark, P. McNicholas
  Trimming outliers in matrix-variate normal mixtures using the OCLUST algorithm
Session EO233 Room: 348
Advances in network data analysis Sunday 17.12.2023   13:50 - 15:30
Chair: Jesus Arroyo Organizer: Jesus Arroyo
  B1208:  C.M. Le
  Variational inference: Posterior threshold improves network clustering accuracy in sparse regimes
  B1361:  T. Peixoto, A. Kirkley
  Implicit models, latent compression, intrinsic biases, and cheap lunches in community detection in networks
  B1600:  G. Cantwell
  Posterior sampling and estimation of model evidence using neural networks
  B1810:  P. Rubin-delanchy
  Intensity profile projection: A framework for continuous-time representation learning for dynamic networks
Session EO084 Room: 351
Bayesian semi- and non-parametric methods II Sunday 17.12.2023   13:50 - 15:30
Chair: Andrea Cremaschi Organizer: Andrea Cremaschi, Andres Felipe Barrientos, Guillaume Kon Kam King
  B1281:  L. Cappello, S. Walker
  Recursive estimation of probability distributions
  B0423:  I. Bhattacharya, A. Ertefaie, K. Lynch, J. McKay, B. Johnson
  Nonparametric Bayesian Q-learning for optimization of dynamic treatment regimes in the presence of partial compliance
  B0541:  M. Giordano
  Bayesian nonparametric intensity estimation for inhomogeneous point processes with covariates
  B1175:  T. Randrianarisoa, B. Szabo
  Variational Gaussian processes for linear inverse problems
Session EO276 Room: 352
Recent advances for complex data analysis Sunday 17.12.2023   13:50 - 15:30
Chair: Juan Romo Organizer: Juan Romo
  B1911:  R. Lillo, B. Pulido Bravo, A. Franco-Pereira
  Clustering functional data with the aid of epigraph and hypograph indexes: the journey
  B1914:  A.M. Paganoni, F. Ieva, J. Romo
  A Spearman dependence matrix for multivariate functional data
  B1923:  J.L. Torrecilla, C. Ramos Carreno, A. Suarez
  A recursive approach to variable selection with functional data
  B1928:  A. Justel, M. Svarc, G. Liniers, P. Sanz, S. Gonzalez
  Advanced statistical tools to compare HYSPLIT air parcel trajectories in the Artic and Antarctic regions
Session EO418 Room: 353
Statistical machine learning with kernels and nonlinear transformations Sunday 17.12.2023   13:50 - 15:30
Chair: Wenkai Xu Organizer: Wenkai Xu
  B1527:  P. Mozharovskyi, M. Matabuena, R. Ghosal, O.H. Padilla, J.-P. Onnela
  Conditional conformal depth measures algorithm for uncertainty quantification in complex regression models
  B1671:  N. Rivera, T. Fernandez, W. Xu
  New resampling schemes for composite goodness-of-fit tests with kernels
  B1952:  W. Xu, J. Yang
  Learning and testing heavy-tail distribution via stereographic projection
Session EO217 Room: 354
Charting the course through coarsened data Sunday 17.12.2023   13:50 - 15:30
Chair: Sarah Lotspeich Organizer: Tanya Garcia, Sarah Lotspeich
  B0229:  I. Van Keilegom
  Estimation of the density for censored and contaminated data
  B0531:  G. Tarr, I. Wilms
  Aggregating noisy data for improved prediction in multiclass models
  B0499:  B. Baer
  A coarsened data perspective of counterfactual survival analysis
  B1040:  P. Shaw, B. Shepherd, J. Yang, T. Lumley
  Efficient validation designs to support error-corrected analyses of EHR data
Session EO079 Room: 355
Machine learning and biostatistical methods for health data science Sunday 17.12.2023   13:50 - 15:30
Chair: Liqun Diao Organizer: Liqun Diao
  B0972:  G. Yi
  Ensembling imbalanced-spatial-structured support vector machine
  B1286:  Z. Negeri
  Parametric and nonparametric methods for outlier detection and accommodation in diagnostic test meta-analyses
  B1291:  Y. Peng, P. Li
  An empirical comparison between gradient boosting methods and Cox's PH model for right-censored survival data
  B1355:  L.-P. Chen
  Accelerated functional failure time models with error-prone response and its application to cancer data
Session EO199 Room: 357
Recent advances in statistical modeling for risk management Sunday 17.12.2023   13:50 - 15:30
Chair: Olivier Lopez Organizer: Olivier Lopez
  B0591:  O. Laverny
  Copulas.jl: Implementation of standard copula routines in Julia
  B0770:  M. Thomas
  Parametric insurance for extreme risks: The challenge of properly covering severe claims
  B0799:  J. Legrand, T. Opitz, M. Oesting, P. Naveau
  Extreme events and climate risks
Session EO072 Room: 401
Empirical measures and smoothing methods Sunday 17.12.2023   13:50 - 15:30
Chair: Eric Beutner Organizer: Henryk Zaehle, Eric Beutner
  B1378:  B. Klar, A. Hanebeck
  Smooth distribution function estimation for lifetime distributions using Szasz-Mirakyan operators
  B1859:  E. Beutner, H. Zaehle
  New concentration inequalities for classical and smoothed empirical processes
  B1936:  S. Sun Mitchell
  Asymptotic normality of the deconvolution kernel density estimator based on strong mixing and right censored data
  B1938:  Z. Goldfeld
  Gromov-Wasserstein alignment: Statistical and computational advancements via duality
Session EO071 Room: 403
Recent developments on data depth and applications Sunday 17.12.2023   13:50 - 15:30
Chair: Sara Lopez Pintado Organizer: Sara Lopez Pintado, Alicia Nieto-Reyes
  B0721:  Y. Fu, X. Shi, Y. Zhang
  Two-sample tests based on data depth
  B1624:  H. Yeon, X. Dai, S. Lopez Pintado
  A new statistical depth for functional data
  B1742:  S. Lopez Pintado, D. Lopez-Pintado, I. Garcia Milan, Z. Yao
  Uncertainty analysis of contagion processes based on a functional depth approach
  B1954:  A. Castellanos, P. Mozharovskyi, F. d Alche-Buc, H. Janati
  Kernel-based extension of the halfspace depth
Session EO043 Room: 404
Statistics and machine learning in multi-omics data analysis and beyond Sunday 17.12.2023   13:50 - 15:30
Chair: Roman Hornung Organizer: Roman Hornung
  B1483:  F. Buettner
  Uncertainty quantification in multi-omics data analysis and beyond
  B1090:  D. Wissel, N. Janakarajan, A. Grover, E. Toniato, M. Rodriguez Martinez, V. Boeva
  SurvBoard: Standardized benchmarking for cancer survival models
  B1659:  M. Wuensch, C. Sauer, L.C. Hinske, A.-L. Boulesteix
  Over-optimism in gene set analysis: How do the choices made by the researcher influence the results?
  B0981:  R. Hornung, F. Ludwigs, J. Hagenberg, A.-L. Boulesteix
  Prediction approaches for partly missing multi-omics covariate data: An overview and an empirical comparison study
Session EO040 Room: 414
Statistics in neuroscience II Sunday 17.12.2023   13:50 - 15:30
Chair: Jeff Goldsmith Organizer: Jeff Goldsmith
  B0227:  E. Hector
  Distributed model building and recursive integration for functional connectivity modeling
  B1030:  A. Mejia
  Rethinking artifact removal in functional MRI from a statistical perspective
  B0556:  S. Vandekar, K. Kang, J. Seidlitz, J. Schildcrout, R. Tao, A. Alexander-Bloch, J. Xiong, M. Jones, R. Bethlehem
  Effect sizes and replicability in brain-wide association studies
  B0720:  J. Wrobel, J. Goldsmith
  Modeling trajectories using functional first-order linear differential equations
Session EO243 Room: 424
Statistical innovation in pharmaceuticals Sunday 17.12.2023   13:50 - 15:30
Chair: Chenguang Wang Organizer: Chenguang Wang
  B0659:  Z. Wang, G. Rosner, C. Wang
  Biomarker adaptive two-stage design for Phase II targeted therapy
  B1233:  C. Wang
  Leveraging real world data and real world evidence in clinical trial design and analysis and its causal implications
  B1684:  S. Roychoudhury
  Dynamic enrichment of small sample, sequential, multiple assignment randomized trial (snSMART) design
  B1762:  S. Bae
  Adaptive strategies for clinical trial design
Session EO350 Room: 442
Advances in latent variable modeling with complex data structure Sunday 17.12.2023   13:50 - 15:30
Chair: Silvia Bacci Organizer: Silvia Bacci
  B0664:  M. Battauz, G. Alfonzetti, R. Bellio
  A competing risk latent variable model for the analysis of university students' careers
  B0818:  L. Bungaro, B. Veldkamp, M. Matteucci, S. Mignani
  Cheaters' detection via response times in computerized adaptive testing
  B1229:  S. Pandolfi, F. Bartolucci, F. Pennoni
  Maximum likelihood inference for hidden Markov models with parsimonious parametrizations of transition matrices
  B1306:  M. Iannario
  A new framework for jointly modelling response times and accuracy in computer-based learning tests
Session EO047 Room: 444
Measuring fairness, explainability and safety of machine learning models Sunday 17.12.2023   13:50 - 15:30
Chair: Emanuela Raffinetti Organizer: Emanuela Raffinetti
  B0989:  N. Golini, L. Patelli, R. Ignaccolo, M. Cameletti
  Explaining spatial regression random forest
  B1608:  V. Ghidini
  Statistics and explainability, an ideal partnership
  B0239:  G. Babaei, P. Giudici
  How fair is machine learning in credit scoring?
  B0950:  C. Muckley
  Detecting dementia: Money management difficulty and flagging early stage dementia in financial data
Session EO300 Room: 445
Concentration and conformal prediction Sunday 17.12.2023   13:50 - 15:30
Chair: Arun Kuchibhotla Organizer: Arun Kuchibhotla
  B1219:  R. Farina, A. Kuchibhotla, E. Tchetgen Tchetgen
  Conformal prediction for survival data
  B1226:  H. Bong, A. Kuchibhotla
  Tight concentration inequality for sub-Weibull random variables with variance constraints
  B1256:  K. Scharfstein, A. Kuchibhotla
  Time-uniform conformal and probably approximately correct prediction
  B1257:  S. Sarkar, A. Kuchibhotla
  Asymptotic inference for the mean with minimal assumptions
Session EO313 Room: 446
Methodological advances in statistical translation of omics and EHR data Sunday 17.12.2023   13:50 - 15:30
Chair: Li-Xuan Qin Organizer: Li-Xuan Qin
  B0178:  J. Wang, P. Huang, M. Cai, C. McKennan
  Accurate estimation of rare cell type fractions from tissue omics data via hierarchical deconvolution
  B1100:  A. Ni, L.-X. Qin
  Batch effect correction in microRNA-seq data for survival risk prediction
  B1112:  D. Scholtens
  Network models for multi-omics data
  B1348:  J. Chen
  A constrained maximum likelihood approach to developing well-calibrated risk prediction models
Session EO097 Room: 447
Recent developments on dimension reduction and functional data analysis Sunday 17.12.2023   13:50 - 15:30
Chair: Eliana Christou Organizer: Eliana Christou
  B0469:  C.E. Lee, X. Zhang, L. Li
  Dimension reduction for tensor response regression models
  B0807:  S. Wang, V. Patilea
  Adaptive functional scores
  B0982:  C. Capezza, F. Centofanti, D. Forcina, A. Lepore, B. Palumbo
  Control charts for functional data based on functional mixture regression
  B1019:  J. Di Iorio, N.A. Lazar
  Triclustering algorithm for functional data with a focus on fMRI data
Session EO406 Room: 457
Robust estimation for contemporary data Sunday 17.12.2023   13:50 - 15:30
Chair: Jing Zhou Organizer: Jing Zhou
  B0283:  I. Kalogridis
  Robust and adaptive functional logistic regression
  B0292:  Z. Zhang, R. Li, X. Yu
  A novel approach of high dimensional linear hypothesis testing problem
  B0302:  M. Li, Y. Yu, T. Wang, Y. Chen
  Robust mean change point testing in high-dimensional data with heavy tails
  B0712:  C. Li, J. Zhou
  Unconditional treatment effect with high-dimensional covariates and unmeasured confounding
Session EO198 Room: 458
HiTEc: Contributions to the analysis of high-dimensional and complex data Sunday 17.12.2023   13:50 - 15:30
Chair: Eugen Pircalabelu Organizer: Eugen Pircalabelu
  B1279:  A. Munteanu, S. Omlor, D. Woodruff
  Sketching for logistic regression
  B1409:  K. Knight
  An adaptive weighted mean for multivariate location estimation
  B1552:  X. Bing
  Optimal vintage factor analysis with deflation varimax
  B1573:  K. Waghmare, V. Panaretos
  Continuously indexed graphical models
Session EO210 Room: Virtual R01
Recent advances in causal inference and data analysis Sunday 17.12.2023   13:50 - 15:30
Chair: Widemberg da Silva Nobre Organizer: Widemberg da Silva Nobre
  B0439:  X. Qin, L. Wang
  Causal moderated mediation analysis: A causal investigation of heterogeneity in mediation mechanisms
  B0444:  M.-A. Bind, D. Rubin
  Counternull sets in randomized experiments
  B0964:  K. Rudolph, I. Diaz, N. Williams
  Causal mediation with instrumental variables
  B1173:  T. Nguyen
  Sensitivity analysis for principal ignorability violation in estimating complier and noncomplier average causal effects
Session EO342 Room: Virtual R02
Recent advances in causal inference and its application Sunday 17.12.2023   13:50 - 15:30
Chair: Yuexia Zhang Organizer: Yuexia Zhang
  B0420:  Q. Zhang, Z. Yang, J. Yang
  Mediation analysis with high dimensional exposures or confounders
  B1105:  K. Li, E. Tchetgen Tchetgen
  A two-stage-least-square approach for negative control of unmeasured confounding with time-to-event outcomes
  B1232:  X. Zhang, L. Wang, S. Volgushev, D. Kong
  Fighting noise with noise: Causal inference with many candidate instruments
  B0339:  Y. Zhang, A. Qu, Y. Yuan, Q. Xu, F. Xue, K. Wei
  Exploring the causal relationship between Geriatric depression and Alzheimer's disease
Session EO221 Room: Virtual R03
Methods for spatial transcriptomic data Sunday 17.12.2023   13:50 - 15:30
Chair: Farouk Nathoo Organizer: Farouk Nathoo
  B0678:  Q. Zhang
  Cell location recovery with CeLEry: A supervised deep-learning algorithm for discovering spatial origins in scRNA-seq
  B1153:  C.M. Laumont, S.N. Kalaria
  Spatial transcriptomics and spatial statistics as tools to study immune-mediated tumor killing in ovarian cancer
  B0183:  X. Zhou
  Integrative and reference-informed spatial domain detection for spatial transcriptomics
Session EO456 Room: Virtual R04
Recent developments in theory and applications of robust learning Sunday 17.12.2023   13:50 - 15:30
Chair: Yunlong Feng Organizer: Yunlong Feng
  B1557:  J. Fan
  Minimum error entropy principle for robust deep learning
  B1649:  D. Zachariah
  Statistical learning from corrupted data via robust risk minimization
  B1864:  R. Wang
  Supervised learning for unmixing biological data with sparse and low-rank Poisson regression
  B1509:  Y. Feng
  A study of nonconvex risk minimization in statistical learning
Session EC479 Room: 356
Design of experiments Sunday 17.12.2023   13:50 - 15:30
Chair: Kalliopi Mylona Organizer: CFE-CMStatistics
  B0274:  T. Dasgupta
  Design and analysis of audits experiments
  B0942:  R. Chowdhury, N.S. Upadhye
  A novel improvement acquisition function
  B1494:  S. Horii
  Bayesian sequential experimental design for Gaussian-process-based partially linear model
  B0220:  D. Ferreira, S. Ferreira
  Optimizing allocation rules: A novel approach for estimating confidence ellipsoids and minimizing allocation costs
Session EC471 Room: 455
Biostatistics Sunday 17.12.2023   13:50 - 15:30
Chair: Antoine Usseglio-Carleve Organizer: CFE-CMStatistics
  B1398:  R. Betensky, S. Jiang
  Trial sequential analysis: Application to N-of-1 designs
  B1879:  L. Lin
  Alternative tests and measures for between-study inconsistency in meta-analysis
  B1433:  K. Oualkacha
  Matrix completion in genetic methylation studies: LMCC, a linear model of coregionalization with informative covariates
  B0273:  Y. Yuan
  SAM: self-adapting mixture prior to dynamically borrow information from historical data in clinical trials
Parallel session I: CFE Sunday 17.12.2023 13:50 - 15:30

Session CI012 (Special Invited Session) Room: 350
Advanced machine learning methods in finance Sunday 17.12.2023   13:50 - 15:30
Chair: Christina Erlwein-Sayer Organizer: Christina Erlwein-Sayer
  A0214:  R. Korn
  Modelling and portfolio optimization with sustainable assets
  A0236:  N. Packham
  Risk factor detection with methods from explainable ML
  A0571:  P. Schwendner
  Case studies of primary and secondary market dynamics
Session CO024 Room: 236
Recent developments in time series and panel econometrics Sunday 17.12.2023   13:50 - 15:30
Chair: Robinson Kruse-Becher Organizer: Robinson Kruse-Becher
  A0536:  A. Mayer, M. Massmann
  Least squares estimation in nonlinear cohort panels with learning from experience
  A0576:  T. Hartl
  The fractional unobserved components model
  A0797:  M. Hosseinkouchack, M. Demetrescu
  Detecting the predictive power of imperfect predictors with slowly varying components
  A1159:  N. Salish, M. Salish
  Saving for sunny days: The impact of climate change on consumer prices in the euro area
Session CO112 Room: 256
Session on inflation and inflation expectations Sunday 17.12.2023   13:50 - 15:30
Chair: Galina Potjagailo Organizer: Saeed Zaman
  A0371:  A. Allayioti, F. Monti, M. Piffer
  The transmission of monetary policy when agents fear extreme inflation outcomes
  A1895:  B. Meyer
  What we are learning about firms' inflation expectations
  A0331:  S. Zaman, J. Mitchell
  The distributional predictive content of inflation expectations measures
  A0409:  G. Potjagailo, C. Griffa
  Determinants of firms pricing in the UK - expectations and industry-level complementarities
Session CO176 Room: 257
Modelling financial markets Sunday 17.12.2023   13:50 - 15:30
Chair: Menelaos Karanasos Organizer: Menelaos Karanasos
  A1798:  S. Yfanti, M. Karanasos, J. Wu
  The short- and long-run cyclical variation of the cross-asset nexus
  A1808:  J. Wu, M. Karanasos
  Spillover effect in financial market via a bivariate component model
  A1831:  Y. Karavias, M. Barassi, C. Zhu
  Threshold regression in heterogeneous panel data with interactive fixed effects
  A1797:  M. Realdon
  New discrete time affine models to price sovereign credit risk
Session CO400 Room: 258
Economic diversification, energy transition and the environment Sunday 17.12.2023   13:50 - 15:30
Chair: Peter Pedroni Organizer: Fakhri Hasanov, Peter Pedroni
  A0520:  D. Hendry
  Econometric forecasting of climate change
  A1528:  N. Ericsson
  Labor force participation and unemployment: Structural change from the pandemic
  A1964:  F. Hasanov, P. Pedroni
  Model averaging: A case study of the petrochemical sector in a large-scale general equilibrium macro model
  A1943:  P. Pedroni, F. Hasanov
  Economic diversification through renewable energy and the role of FDI
Session CO336 Room: 260
Topics in financial macroeconomics Sunday 17.12.2023   13:50 - 15:30
Chair: Christian Proano Organizer: Christian Proano
  A1352:  L. Mateane
  Measuring the impact of aggregate demand shocks on Germany's trade balance and industry using Bayesian SVARs
  A1367:  L. Quero Virla, C. Proano, T. Strohsal
  How strong is the link between the global financial cycle and regional macro-financial dynamics? A wavelet analysis
  A1330:  N. Kotb, C. Proano
  Monetary policy, stock prices and temporal aggregation in a new Keynesian model with behavioral expectations
  A1884:  C. Proano, P. Engler, L. Draeger, L. Mateane
  How do borrower- and Lender-based macroprudential policies affect the transmission mechanism of fiscal policy?
Session CO197 Room: 261
Recent advances in Bayesian time-series estimation and forecasting Sunday 17.12.2023   13:50 - 15:30
Chair: Pawel Szerszen Organizer: Mohammad Jahan-Parvar
  A1324:  P. Szerszen, C. Knipp, M. Jahan-Parvar
  Bayesian trend-cycle decomposition and forecasting
  A1476:  G. Amisano
  The term structure of natural rates of interest
  A1512:  B. Siliverstovs
  Bayesian multiple-indicator mixed-frequency model with moving average stochastic volatility
  A0194:  N. Chen
  Bayesian value at risk forecast using CARE model with an application of cryptocurrency
Session CO228 Room: 262
High complexity time series models Sunday 17.12.2023   13:50 - 15:30
Chair: Anindya Roy Organizer: Anindya Roy
  A1691:  V. Pipiras
  Multivariate time series modeling for multiple subjects
  A1751:  S. Basu
  Impulse response estimation in large-scale time series
  A1769:  T. Nguyen
  Probabilistic forecast for time series with transformer-based models
  A1725:  A. Roy
  Bayesian graph estimation under causal vector autoregressive time series
Parallel session J: CMStatistics Sunday 17.12.2023 16:00 - 18:05

Session EI011 (Special Invited Session) Room: 458
HiTEc: Measure transportation and multivariate quantiles Sunday 17.12.2023   16:00 - 18:05
Chair: Marc Hallin Organizer: Marc Hallin
  B0155:  T. Verdebout
  Measure-transportation-based quantiles and ranks for directional data
  B0156:  G. Mordant, M. Hallin
  Measure-transportation-based Lorenz curves and concentration indices
  B1616:  E. del Barrio, A. Gonzalez-Sanz, M. Hallin
  Nonparametric measure-transportation-based multiple-output quantile regression
Session EO223 Room: 227
High-dimensional and non-parametric inference for time series Sunday 17.12.2023   16:00 - 18:05
Chair: Anne Leucht Organizer: Anne Leucht, Jens-Peter Kreiss
  B0184:  X. Shao, H. Gao, R. Wang
  Dimension-agnostic change point testing
  B1125:  M. Duker
  Testing for common structures in high-dimensional factor models
  B1503:  S. Richter, W.B. Wu, J. Li, Z. Lou
  Asymptotic theory for constant step size stochastic gradient descent
  B0317:  N. Neumeyer
  Generalized Hadamard differentiability of the copula mapping and its applications in time series models
  B0774:  E. Paparoditis
  Periodogram bootstrap
Session EO351 Room: 256
Advanced statistical modelling for artificial intelligence and finance Sunday 17.12.2023   16:00 - 18:05
Chair: Maria Iannario Organizer: Codruta Mare, Maria Iannario
  B0941:  C. Tarantola, S. Facchinetti, M. Iannario, S.A. Osmetti
  Enhancing cyber risk assessment: Unfolding ordinal data models for effective analysis
  B1366:  C. Breitung, G. Kruthof, S. Mueller
  The context: Determining sentiment using large language models
  B1786:  L. Stanca, C. Dabija
  Navigating the retail landscape: Understanding customer behavior during the COVID-19 pandemic and its impact on finance
  B1881:  B. Bedowska-Sojka, J. Gorka
  Do uncertainty indices affect cryptocurrency uncertainty: A lesson from turbulent times
  B1910:  S. Belbe, D.-G. Susanu, A. Vulpe
  Information extraction using transformers
Session EO526 Room: 335
Individualized treatment strategies and treatment effect heterogeneity Sunday 17.12.2023   16:00 - 18:05
Chair: Nicholas Illenberger Organizer: Nicholas Illenberger
  B0378:  K. Linn, J. Shen, R. Hubbard
  Estimation and evaluation of individualized treatment rules following multiple imputation
  B0407:  E. Moodie, D. Stephens, A. Turchetta
  New approaches to design and monitoring of SMARTs
  B0599:  D. Spicker, E. Moodie, S. Shortreed
  Preserving patient privacy in dynamic treatment regimes: Private outcome-weighted learning (PrOWL)
  B0847:  H. Park
  A simple approach to modeling pre- vs post-treatment differences in functional connectivity
  B1008:  Y. Zhao
  Estimating optimal tailored active surveillance strategy under interval censoring
Session EO089 Room: 340
Computational Methods for Large-Scale Data Analysis Sunday 17.12.2023   16:00 - 18:05
Chair: Yixuan Qiu Organizer: Yixuan Qiu
  B1415:  J. Wang
  Heritability estimation with similarity decoding
  B1423:  J. Kim
  Generative AI for model selection
  B1425:  H. Chun
  saVAE for nonlinear dimension reduction
  B1480:  H. Cheng, Y. Chen, P. Ma, W. Zhong
  Graphon cross-validation
  B1523:  P. Breheny
  Penalized mixed models to adjust for batch effects and unobserved confounding in high dimensional regression
Session EO323 Room: 348
Recent advances in random networks Sunday 17.12.2023   16:00 - 18:05
Chair: Robert Lunde Organizer: Monika Bhattacharjee
  B0344:  S.K. Kar, N.T. Argon, S. Bhamidi, S. Ziya
  A generalized influence maximization problem
  B0375:  A. Acharyya, J. Agterberg, M. Trosset, Y. Park, C. Priebe
  Convergence guarantees for response prediction in latent structure networks on unknown one-dimensional manifolds
  B0381:  D. Wang, C. Misael Madrid, O. Hernan Madrid
  Trend filtering for temporal-spatial models
  B0440:  R. Lunde
  On the validity of conformal prediction for network data under non-uniform sampling
Session EO048 Room: 350
Sports analytics Sunday 17.12.2023   16:00 - 18:05
Chair: Christophe Ley Organizer: Andreas Groll, Christophe Ley
  B0199:  M. Maricic, M. Ignjatovic, V. Uskokovic
  Application of statistics in sport related research: A bibliometric analysis
  B0460:  R. Bajons, K. Hornik
  Curve clustering methods and their applications to sports analytics
  B0757:  G. Calvo, C. Armero, L. Spezia
  Can we model the hot hand phenomenon? A Bayesian hidden Markov approach for assessing basketball team performance
  B0763:  J. Renteria, L. Zumeta-Olaskoaga, E. Bikandi, J. Larruskain, D.-J. Lee
  Identification of injury risk factors for professional football players: A multivariate survival tree approach
  B1486:  F. Felice, C. Ley
  Predicting handball games with machine learning and teams strengths statistics
Session EO215 Room: 351
Bayesian modeling of time-series data Sunday 17.12.2023   16:00 - 18:05
Chair: Michele Guindani Organizer: Michele Guindani
  B0808:  F. Bassetti, R. Casarin, M. Iacopini
  Time varying autoregressive gamma shot noise model for wildfires
  B0895:  S. Peluso, S. Chib, A. Mira
  A Bayesian change-point analysis of vector autoregressive processes
  B1171:  P. Knaus, S. Fruehwirth-Schnatter
  Effective dynamic shrinkage via the dynamic triple gamma prior
  B1198:  A. Giampino, M. Guindani, B. Nipoti, M. Vannucci
  Changepoint detection with random partition models
  B1915:  R. Casarin
  Bayesian dynamic calibration of models predictions
Session EO442 Room: 352
Advances in statistical models and methods for complex data analysis Sunday 17.12.2023   16:00 - 18:05
Chair: Jacopo Di Iorio Organizer: Jacopo Di Iorio
  B0577:  M. Cremona, L. Doroshenko, F. Severino
  Functional motif discovery in stock market prices
  B0629:  E. Arnone, L. Clementi, L. Sangalli
  Analyzing data in complex 3D domains: Smoothing, semiparametric regression and functional principal component analysis
  B1003:  F. Michelis
  Nonnegative matrix factorization with induced sparsity on inverse covariance matrix
  B1071:  N. Sapargali, C. Fritz, B. Sischka, G. Kauermann
  Accounting for network dependencies when assessing covariate effects via graphon random effect
  B1082:  F. Centofanti, A. Lepore, B. Palumbo
  Sparse and smooth clustering of functional data
Session EO157 Room: 353
Statistical learning of non-Gaussian data Sunday 17.12.2023   16:00 - 18:05
Chair: Xianzheng Huang Organizer: Xianzheng Huang
  B0284:  T. Nagler
  Stationary vine copula models for count data
  B0461:  T. Wang
  Measurement error modeling on zero-inflated and overdispersed microbiome sequence count data
  B0791:  Y. Li
  Statistical inference for Cox proportional hazards models with a diverging number of covariates
  B0890:  S. Shimizu
  Non-Gaussian methods for causal discovery
  B0992:  Q. Liu, D. Bandyopadhyay, D. Pati
  A semiparametric single index model with non-Gaussian residuals for quantifying periodontal disease
Session EO244 Room: 355
Semiparametric and nonparametric methods in mental health research Sunday 17.12.2023   16:00 - 18:05
Chair: Andrew Chen Organizer: Andrew Chen
  B0640:  A. Li, R. Perry, C. Huynh, J. Vogelstein
  Manifold random forests for decoding EEG data and estimating mutual information
  B0658:  J. Liu
  Evaluating latent structures in the graphical network model: visual exploration and hypothesis testing
  B0865:  P. Reiss, B. Paul
  A continuous-time distributed lag model for experience sampling data
  B1050:  T. Ogden, S. Xie
  Functional support vector machine
  B1107:  H. Shou
  Two-sample test for multivariate activity densities evaluated from wearable devices over repeated assessments
Session EO162 Room: 356
Statistical learning: Privacy, robustness and policy making Sunday 17.12.2023   16:00 - 18:05
Chair: Yufei Zhang Organizer: Chengchun Shi
  B0195:  L. Wang
  Optimizing the dynamic personalized health care decision rules when clinical restrictions exist
  B0277:  G. Yin, J. Gu
  Hierarchical and stochastic crystallization learning with Delaunay triangulation
  B0893:  T. Berrett, Y. Yu, M. Li
  On robustness and local differential privacy
  B1049:  D. Rothenhaeusler, K. Bansak, E. Paulson
  Random distribution shift in refugee placement: Strategies for building robust models
  B1108:  Y. Zhang, E. Neuman, W. Stockinger
  Offline learning for price impact models
Session EO202 Room: 357
Multivariate peaks-over-threshold in high dimensions Sunday 17.12.2023   16:00 - 18:05
Chair: Thomas Opitz Organizer: Thomas Opitz
  B0761:  F. Reinbott, A. Janssen, M. Schlather
  Max-stable principal component analysis and its properties
  B0784:  F. Roettger, J. Coons, A. Grosdos
  Colored graphical models in multivariate extremes
  B1133:  M. Oesting, J. Lederer
  Extremes in high dimensions: Methods and scalable algorithms
  B1189:  M. Hentschel, S. Engelke, J. Segers
  Statistical inference for Huesler-Reiss graphical models through matrix completions
  B0619:  A. Mourahib, J. Segers, A. Kiriliouk
  Multivariate generalized Pareto distributions along extreme directions
Session EO121 Room: 401
Bayesian asymptotics (virtual) Sunday 17.12.2023   16:00 - 18:05
Chair: Catia Scricciolo Organizer: Catia Scricciolo
  B1009:  A. Bhattacharya
  On the convergence of coordinate ascent variational inference
  B0320:  B. Ning
  Empirical Bayes large-scale multiple testing for high-dimensional sparse binary sequences
  B0706:  A. Norets
  Locally robust efficient Bayesian inference
  B0380:  T. Pan, W. Shen, G. Hu
  Bi-directional clustering via averaged mixture of finite mixtures
  B0351:  D. Pati
  Adaptive finite element type decomposition of Gaussian random fields
Session EO306 Room: 403
Over-parametrization and overfitting in machine learning Sunday 17.12.2023   16:00 - 18:05
Chair: Debarghya Ghoshdastidar Organizer: Debarghya Ghoshdastidar
  B1283:  M. Murray
  Mildly over-parameterized shallow ReLU networks: Favorable loss landscapes and benign overfitting
  B0955:  A. Derumigny, J. Schmidt-Hieber
  On lower bounds for the bias-variance trade-off
  B1042:  K. Donhauser
  Strong inductive biases provably prevent harmless interpolation
  B1199:  L. Chennuru Vankadara
  Is memorization compatible with causal learning: The case of high-dimensional linear regression
  B1920:  C. Mayrink Verdun, J. Maly, H. Mirandola, H.-H. Chou
  An overparametrized point of view on nonnegative regression
Session EO067 Room: 404
Developments in spatial and spatio-temporal disease modeling Sunday 17.12.2023   16:00 - 18:05
Chair: Andrew Lawson Organizer: Andrew Lawson
  B0846:  A. Lawson, Y. Xin
  Bayesian age decomposition modeling of Covid-19 space-time dynamics
  B0935:  T. Neyens, A. Rozo Posada, A. Janssens, C. Faes, P. Libin, J. Crevecoeur
  Spatiotemporally modelling opportunistically sampled epidemiological data: pitfalls and solutions
  B0971:  D. Lee
  Computationally efficient localized spatial smoothing of disease rates using anisotropic basis functions
  B1060:  H. Quick, J. Kwon
  Multivariate spatial modeling for producing age-standardized rate estimates for small areas
  B1098:  H. Baptista
  Similarity- and neighborhood-based dynamic models
Session EO137 Room: 414
Advances in analyzing complex data Sunday 17.12.2023   16:00 - 18:05
Chair: Hossein Moradi Rekabdarkolaee Organizer: Hossein Moradi Rekabdarkolaee
  B0225:  M.K. Shirani Faradonbeh
  Online data-driven decision-making in unknown continuous environments
  B0237:  E. Boone
  Uncertainty quantification for fractional partial differential equations with unknown forcing functions
  B0275:  S.Y. Samadi, R. Ibrahim, T.P. De Alwis
  Spatiotemporal high-dimensional matrix autoregressive models via tensor decomposition
  B0605:  T. Hansen
  Model-free approaches to state estimation and control of electric power grids using emerging machine learning techniques
  B1322:  L. Shand, G. Huerta
  A multivariate space-time dynamic model for characterizing downstream impacts of geoengineering events
Session EO256 Room: 424
Novel 'omics methods: Transcriptomics, microbiome, and metabolomics Sunday 17.12.2023   16:00 - 18:05
Chair: Siyuan Ma Organizer: Siyuan Ma, Jonathan Schildcrout
  B1595:  R. Deek
  Statistical and computational methods for integrating microbiome and host omics data
  B1919:  P. Basak, H. Mallick, A. Porwal, S. Saha, V. Svetnik, E. Paul
  An integrated Bayesian framework for multi-omics prediction and classification
  B1932:  A. Bhattacharyya
  A two-part Tweedie model for differential analysis of omics data
  B1935:  S. Ma
  Compositional differential abundance analysis for health-microbiome associations and controlling false discoveries
  B1976:  A. Rahnavard
  deepBreaks: A machine learning tool for identifying and prioritizing genotype-phenotype associations
Session EO118 Room: 442
Modern methods and computational techniques for multifaced data Sunday 17.12.2023   16:00 - 18:05
Chair: Tsung-I Lin Organizer: Luis Mauricio Castro, Tsung-I Lin
  B0550:  W.-L. Wang, T.-I. Lin
  Extending multivariate nonlinear mixed models with censored and non-ignorable missing outcomes
  B0997:  F. Schumacher, K. Zhong, V.H. Lachos Davila
  Bayesian scale mixture of normal censored linear mixed models with within-subject serial dependence
  B1057:  F. Louzada
  On a generalized closed-form maximum likelihood estimator for some survival distributions
  B0476:  M. Prates, L. Michelin, L. Godoy
  Fast mixture spatial regression: A mixture in the geographical and feature space applied to predict oil in the post-salt
  B1443:  R. Vallejos, F. Osorio, C. Ferrer
  A coefficient to measure agreement between two continuous variables based on a L1 norm
Session EO207 Room: 444
Explainability in machine learning Sunday 17.12.2023   16:00 - 18:05
Chair: Natalia Golini Organizer: Natalia Golini, Rosaria Ignaccolo
  B0222:  E. Raffinetti, P. Giudici
  A new proposal to assess robustness of artificial intelligence methods
  B0894:  M. Setzu
  Explainable AI: Empowering machine learning models with explanations
  B0545:  B. Yu
  Interpreting deep neural networks towards trustworthy AI
  B0816:  C. Iorio, M. Aria, A. Gnasso, G. Pandolfo
  Unlocking explainable in ensemble trees
  B0929:  C. Vens
  Building random forest explanations through a locally accurate rule extractor
Session EO383 Room: 445
Recent developments in complex survival analysis Sunday 17.12.2023   16:00 - 18:05
Chair: Chi Hyun Lee Organizer: Chi Hyun Lee
  B0263:  W. Li, J. Ning, J. Zhang, Z. Li, S. Savitz, A. Tahanan, M. Rahbar
  Enhancing long-term survival prediction with multiple short-term events
  B1685:  S.H. Chiou, Y. Sun, C. Wu, M. McGarry, C. Huang
  Dynamic risk prediction triggered by intermediate events using survival tree ensembles
  B0622:  D. Alvares, S. Roumpanis, F. Mercier, S. Yiu, V. Shah, F. Castro, J. Barrett, Y. Zhu
  A two-stage approach for joint modelling of competing risks and multiple longitudinal outcomes
  B0986:  S. Kang, J.-Y. Park, B. Seo, J. Kim
  Accelerated failure time modeling with time-dependent covariates via nonparametric Gaussian scale mixtures
  B1397:  J. Qian, E. Parner, M. Overgaard, R. Betensky
  Pseudo-observation regression for sequentially truncated data
Session EO224 Room: 446
Applied statistical and psychometrics issues in measurement Sunday 17.12.2023   16:00 - 18:05
Chair: Daphna Harel Organizer: Klint Kanopka, Daphna Harel
  B0305:  D. Harel
  Effect size measures for differential item functioning
  B0408:  A. Alvero
  ChatGPT is people: Comparing synthetic and human-made text across social dimensions
  B0411:  K. Gorney, S. Sinharay, C. Eckerly
  Efficient corrections for standardized person-fit statistics
  B0496:  S. Student
  Empirical tests of the assumptions underlying growth measurement in vertical scaling
  B0654:  K. Kanopka, B. Domingue
  Projecting the performance of polytomous item response models onto a common scale with the InterModel Vigorish
Session EO075 Room: 447
Novel statistical methods for wearable device data Sunday 17.12.2023   16:00 - 18:05
Chair: Jaroslaw Harezlak Organizer: Jaroslaw Harezlak
  B1578:  L. Natarajan, R. Zablocki
  Measurement and analysis of sedentary behavior derived from wearable sensors
  B1579:  M. Yu, Z. Wu, M. Hicken, M. Elliott
  A Bayesian approach for modeling variance of intensive longitudinal Biomarker data as a predictor of health outcomes
  B1630:  Q. Cao
  Detection of medication taking using wrist-worn commercially available wearable device
  B1858:  C. Tekwe
  Functional multiple indicators, multiple causes measurement error models
Session EO530 Room: 455
Computational statistics for environment and life Sunday 17.12.2023   16:00 - 18:05
Chair: Ayesha Ali Organizer: Ayesha Ali
  B0304:  R. Ghanam
  SEIRD model for Qatar: A case study
  B0330:  D. Ankerst
  Globally-accessible and individual-tailored clinical risk prediction
  B0497:  G. Chiu, A.C. Hyman, R. Lipcius
  A state space approach to modeling the influence of seagrass availability on juvenile blue crab population dynamics
  B1267:  A. Cooper, A. Ali, Z. Feng
  Analysis of compositional benthic data via regularized Dirichlet-multinomial regression
  B1419:  A. Bhullar, K. Nadeem, A. Ali
  Where should we grow them? Deep learning for agricultural management in Canada
Session EO095 Room: 457
Massive or high dimensional data: Sketching, subsampling, and more Sunday 17.12.2023   16:00 - 18:05
Chair: Alexander Munteanu Organizer: Alexander Munteanu
  B0290:  M. Lopes, J. Yao, B. Erichson
  Error estimation for random Fourier features
  B0625:  H.C. Lie
  Error analysis of random subsampling methods for Bayesian inference
  B0647:  T. Campbell
  Bayesian coresets
  B1805:  Z. Ding
  Efficiency coresets techniques with multivariate conditional transformation models
  B1088:  M. Mutny
  Challenges of experiment design in high-dimensional spaces
Session EO117 Room: Virtual R01
Causal LLM, digital health, efficient training, kinlessness, M\&As Sunday 17.12.2023   16:00 - 18:05
Chair: Roy Welsch Organizer: Roy Welsch
  B1752:  M. Pittavino, B. Arpino, E. Pirani
  Estimating ageing kinlessness across Europe
  B1755:  R.-I. Cobzaru, R. Welsch, S. Finkelstein, Z. Shahn
  Using large language models for variable selection in observational healthcare studies
  B1818:  J. Zou
  The impact of M\&As on financial innovation
  B1753:  H. Xie
  A stochastic sampling method to enable efficient training
  B1925:  A. AlShehhi
  Digital health for Parkinson's disease (PD) diagnose and assessment
Session EO152 Room: Virtual R03
New developments in robust statistics Sunday 17.12.2023   16:00 - 18:05
Chair: Conceicao Amado Organizer: Ana Maria Bianco, Graciela Boente
  B0255:  E. Cabana Garceran del Vall, R. Lillo
  Robust shrinkage-based methods
  B0259:  A. Garcia-Perez
  The robust inverse-dispersion weighted estimator in Mendelian randomization
  B0269:  M. Ruiz, G. Lafit, F.J. Nogales, R. Zamar
  Robust and sparse estimation of Gaussian graphical models based on Winsorization
  B0346:  M. Souto de Miranda, M.C. Miranda, C. Amado, I. Gomes
  A study on extremal index robust estimation considering it like a proportion
  B0857:  K. Nordhausen, D. Tyler, M. Yi
  Robust and resistant regularized covariance matrices
Session EO371 Room: Virtual R04
Advances in modeling time series of complex data structures Sunday 17.12.2023   16:00 - 18:05
Chair: Scott Bruce Organizer: Scott Bruce
  B1520:  S. Yun
  Multiple testing for spatial extreme with application to climate model evaluation
  B1876:  P. Bagchi
  Detection of structural breaks in non-stationary spatial random field
  B1875:  S. Bruce, Z. Li, T. Cai
  Interpretable classification of categorical time series using the spectral envelope and optimal scalings
  B1887:  R. Sundararajan
  Student-t stochastic volatility model with composite likelihood EM-algorithm
Session EP002 Room: Poster Virtual Room 1
Poster Session I Sunday 17.12.2023   16:00 - 18:05
Chair: Cristian Gatu Organizer: CFE-CMStatistics
  B1252:  X. Su
  Zero-inflated Bayesian hierarchical mixture model to address the missing data and dropouts for scRNA-Seq data
  B1619:  I. Ortega-Fernandez, M. Sestelo
  Explainable generalized additive neural networks with independent neural network training
  B1776:  J. Gutierrez-Botella, M. Pata, C. Armero, T. Kneib, F. Gude
  Studying heart failure progression through Bayesian multi-state survival models
  B1792:  M. Del Angel, M. Nunes, D. Thompson
  Unlocking the potential of wearable data: Time series analysis for comprehensive understanding of physical activity
  B1883:  G. Carere, H.C. Lie
  Low-rank posterior approximations for linear Gaussian inverse problems on separable Hilbert spaces
  B1913:  E. Costa, I. Papatsouma
  A novel approach to outlier detection for mixed-type data
  B1464:  R. Caballero-Aguila, J. Linares-Perez
  Quadratic filter for networked systems with random parameter matrices and correlated noises under deception attacks
Parallel session J: CFE Sunday 17.12.2023 16:00 - 18:05

Session CO247 Room: 236
Topics in (structural) VAR modeling Sunday 17.12.2023   16:00 - 18:05
Chair: Ralf Brueggemann Organizer: Ralf Brueggemann
  B1617:  D. Dzikowski, C. Jentsch
  Structural periodic vector autoregressions under general linear restrictions
  A0400:  A. Camehl, T. Wozniak
  What do data say about time-variation in monetary policy shock identification?
  A0919:  T. Haertl
  Identifying proxy VARs with restrictions on the forecast error variance
  A1542:  L. Fanelli, G. Angelini, L. Neri
  Invalid proxies and volatility changes
  A1044:  C. Jentsch, K. Lunsford
  Asymptotically valid bootstrap inference for proxy SVARs
Session CO036 Room: 258
Topics in econometrics with financial applications Sunday 17.12.2023   16:00 - 18:05
Chair: Yuqian Zhao Organizer: Yuqian Zhao
  A1203:  S. Yu, Y. Li, I. Nolte, S. Nolte
  Nonparametric range-based estimation of integrated variance with episodic extreme return persistence
  A1389:  B. Chen
  Panel VAR model with latent group structures
  A1416:  Y. Zhao
  Detecting multiple changes in linear models with heteroscedastic errors
  A1477:  J. Chen, G. Xu
  Group network multivariate GARCH
  A1580:  X. Li, J. Yuan
  Deep learning for VAR modelling and forecasting
Session CO017 Room: 260
Macroeconomic uncertainty and textual analysis Sunday 17.12.2023   16:00 - 18:05
Chair: Svetlana Makarova Organizer: Wojciech Charemza, Svetlana Makarova
  A0519:  S. Lee, D. Tuckett, R. Nyman
  Tracking economic policy uncertainty through the relative sentiment shift
  A0526:  K. Rybinski
  Political leadership and economic policy uncertainty: Analysis of US presidents' speeches
  A0649:  M.E. Bontempi, L. Bottazzi
  Heterogeneity of covenants violations, and corporate behavior
  A0792:  J. Janecki
  Assessing consumers' inflation expectations in Euro area countries using entropy measures
  A1012:  S. Makarova, S. Bartha, M.E. Bontempi
  Economic uncertainty measures, experts and ChatGPT
Session CO407 Room: 261
Forecasting: Theory and practice Sunday 17.12.2023   16:00 - 18:05
Chair: Massimiliano Caporin Organizer: Tommaso Di Fonzo, Massimiliano Caporin
  A1886:  L. Fenga
  Forecasting with exponential smoothing models using bootstrapped model selection and parameter estimation
  A0851:  D. Girolimetto, M. Caporin, T. Di Fonzo
  Exploiting intraday decompositions in realized volatility forecasting: A forecast reconciliation approach
  A1638:  R. Hollyman
  Hierarchies everywhere: Managing \& measuring uncertainty in hierarchical time series
  A1297:  T. Di Fonzo, D. Girolimetto, R. Hyndman, G. Athanasopoulos
  Cross-temporal probabilistic forecast reconciliation: Methodological and practical issues
  A0442:  M. Caporin, G. Bonaccolto, J. Shahzad
  Spillover and quantile-spillover indexes: Simulation-based evidences
Session CO168 Room: 262
Large-dimensional panel time series (virtual) Sunday 17.12.2023   16:00 - 18:05
Chair: Maria Grith Organizer: Degui Li
  A1221:  M. Grith, Y. Chen, H.L.H. Lai
  Neural tangent kernel in implied volatility forecasting: A nonlinear functional autoregression approach
  A1231:  C. Huang, V. Chernozhukov, I. Fernandez-Val, W. Wang
  Arellano-bond LASSO estimator for long panel dynamic linear models
  A1261:  Y. Yan, J. Gao, B. Peng
  Time-varying vector error-correction models: Estimation and inference
  A1284:  Y. Wang, T. Otsu
  Panel data with high-dimensional factors with application to peer-effects analysis in networks
  A1525:  W. He, M. Xiaoling, W. Zhong, H. Zhu
  Multiperiod dynamic portfolio choice: When high dimensionality meets return predictability
Session CO025 Room: 354
Advancements of survival and duration models Sunday 17.12.2023   16:00 - 18:05
Chair: Ralf Wilke Organizer: Ralf Wilke
  A0321:  M. Wojtys, Y. Wei, L. Sorrell, P. Rowe
  Bivariate copula regression models for semi-competing risks with application to kidney transplant data
  A0521:  T. Emura, H. Michimae
  Bayesian ridge regression for survival data based on a vine copula based prior
  A0551:  R. Braekers
  Describing the dependence structure of clustered right-censored event times through factor copula functions.
  A1017:  M. Hiabu, S. Bischofberger, E. Mammen, J.P. Nielsen
  Smooth backfitting for additive hazard rates
  A1485:  M.S.S. Lo, R. Wilke, M. Hiabu
  Identifiability and estimation of the competing risks model under exclusion restrictions
Session CO126 Room: Virtual R02
Advances in quantitative finance and insurance Sunday 17.12.2023   16:00 - 18:05
Chair: Asmerilda Hitaj Organizer: Elisa Mastrogiacomo, Asmerilda Hitaj
  A0729:  A. Hitaj, E. Mastrogiacomo, E. Molho
  Robust multiobjective mean-conditional value at risk optimization: Applications to energy portfolios
  A0828:  M. Kaucic
  A many-objective evolutionary algorithm for a portfolio optimization problem with ESG and diversification goals
  A1077:  E. Mastrogiacomo, M. Rocca
  Multi-objective stochastic problems and their connections with multivariate risk measures
  A1122:  M. Tarsia, E. Mastrogiacomo
  Equilibrium strategies in time-inconsistent stochastic control problems with constraints: Necessary conditions
  A1033:  F. Vanni
  Portfolio allocation: The advantage of using network approach
Session CC503 Room: 257
Forecasting Sunday 17.12.2023   16:00 - 18:05
Chair: Robinson Kruse-Becher Organizer: CFE
  A0206:  B. Kozyrev, O. Holtemoeller
  Forecasting economic activity with a neural network in uncertain times: Application to German GDP
  A1363:  M. Dauber, J. Lawrenz
  The decay of cay
  A1463:  J. Janczura
  Expectile regression averaging method in probabilistic forecasting of electricity prices
  A1651:  P. Letixerant, R. Kruse-Becher
  Macroeconomic survey forecasting in times of crises
  A1736:  J. Andre, M. Bessec
  A mixed-frequency factor model for nowcasting French GDP
Session CC510 Room: 259
Macroeconometrics Sunday 17.12.2023   16:00 - 18:05
Chair: Johan Lyhagen Organizer: CFE
  A1272:  I. Panovska, L. Donayre
  The speed of state-level recoveries
  A1456:  P. Goemans
  A new macroeconomic uncertainty index for the euro area countries
  A1788:  D. Di Francesco, A. Moneta, M. Martinoli, R. Seri
  Data-driven identification and estimation of DSGE models by non-Gaussianity
  A1852:  A. Celani, G. Ascari, P. Bonomolo
  The macroeconomic effects of inflation expectations: The distribution matters
  A1535:  K. Heinisch
  Step by step: A quarterly evaluation of EU commissions' GDP forecasts
Parallel session M: CMStatistics Monday 18.12.2023 08:30 - 10:10

Session EI008 (Special Invited Session) Room: 350
Advanced statistical methods for energy and finance Monday 18.12.2023   08:30 - 10:10
Chair: Boris Buchmann Organizer: Yanrong Yang
  B1772:  G. Mueller, D. Nickelsen, S. Uhl
  Advanced methods for modelling and forecasting electricity prices
  B1965:  K. Lu, T. Leung
  Pairs Trading for Levy-driven Ornstein-Uhlenbeck processes
  B0171:  B. Buchmann
  Weak subordination of multivariate Levy processes
  B1983:  A. Ferreira
  Extremes at small times and applications to measuring jump process activity
Session EO078 Room: 340
Statistical analysis of complex structured data: Clustering and smoothing Monday 18.12.2023   08:30 - 10:10
Chair: Semhar Michael Organizer: Weixin Yao
  B0207:  S. Sarkar, A. Asilkalkan, X. Zhu
  Finite mixture of hidden Markov models for tensor-variate time series data
  B0427:  S. Michael, A. Simpson, C. Saunders, D. Borchert, L. Tang
  Mixture modeling of data with hierarchy
  B1202:  J. Yu
  Uniform design motivated basis selection methods for smoothing spline regression
  B1211:  R. Di Mari
  A two-step estimator for multilevel latent class analysis
Session EO080 Room: 348
New approaches on the inference and modeling of network data Monday 18.12.2023   08:30 - 10:10
Chair: Wen Zhou Organizer: Wen Zhou
  B0734:  Y. Zhao, X. Li, Q. Pan, N. Hao
  Heterogeneous block covariance model for community detection
  B0766:  S. Wu, G. Xu, J. Zhu
  A general latent embedding approach for modeling high-dimensional hyperlinks
  B0794:  Y. Zhang, M. Shao
  Distribution-Free matrix prediction under arbitrary missing pattern
  B0882:  T. Li
  Approximate inference of network diffusion sources by graphical models
Session EO134 Room: 351
Flexibility of Bayesian mixture models in spatial applications Monday 18.12.2023   08:30 - 10:10
Chair: Mario Beraha Organizer: Alessandra Guglielmi
  B0333:  L. Aiello, S. Banerjee
  Modeling spatial health disparities using disease maps
  B0368:  A. Cremaschi, M. De Iorio, T. Wertz
  Repulsion, chaos and equilibrium in mixture models
  B0382:  J. Pavani, F. Quintana
  Spatiotemporal modelling for multiple mosquito-borne diseases: A flexible Bayesian clustering approach
  B1340:  A. Mozdzen, G. Kastner, T. Krisztin
  Studying the impact of agricultural subsidies across Europe using a Bayesian spatiotemporal clustering model
Session EO298 Room: 352
Recent advances in Bayesian structure learning Monday 18.12.2023   08:30 - 10:10
Chair: Arkaprava Roy Organizer: Arkaprava Roy
  B0714:  P. Samartsidis, S. Seaman, D. De Angelis
  A modularized Bayesian factor analysis model for policy evaluation
  B1165:  N. Anceschi, F. Ferrari, H. Mallick, D. Dunson
  Joint additive factor analysis for multi-omics data integration
  B1200:  N. Guha, J. Datta
  A random projection based technique for change point estimation in high dimension
  B1271:  J. Datta, N. Polson
  Quantile importance sampling
Session EO214 Room: 353
Risk modeling and analysis of extreme events Monday 18.12.2023   08:30 - 10:10
Chair: Marta Nai Ruscone Organizer: Roberta Pappada, F Marta L Di Lascio
  B0675:  V. Carcaiso, I. Antoniano-Villalobos, I. Prosdocimi
  Where do extremes come from? Dependent mixtures for block maxima
  B0421:  A.C. Cebrian, E. Schliep, A. Gelfand, J. Asin, J. Castillo-Mateo
  Spatiotemporal modeling of extreme events and analysis of their extent
  B0842:  A. Guolo
  Accounting for measurement errors in control risk regression through structural and functional approaches
  B0823:  M. Restaino, M. Niglio, M. La Rocca
  Bootstrapping asymmetric binary regression models for massive unbalanced datasets
Session EO055 Room: 354
(Non-)parametric survival analysis: From simulations to testing Monday 18.12.2023   08:30 - 10:10
Chair: Dennis Dobler Organizer: Dennis Dobler, Marc Ditzhaus
  B0874:  T. Fernandez, N. Rivera
  A general framework for the analysis of kernel-based tests: Applications to survival analysis
  B1374:  M. Thurow, I. Dormuth, C. Sauer, M. Ditzhaus, M. Pauly
  How to simulate realistic survival data? A simulation study to compare realistic simulation models
  B0389:  M. Munko, M. Ditzhaus
  Surviving the multiple testing problem: RMST-based tests in general factorial designs
  B0488:  K. Moellenhoff, A. Tresch
  Survival analysis under non-proportional hazards: Investigating non-inferiority or equivalence in time-to-event data
Session EO042 Room: 355
Duration data Monday 18.12.2023   08:30 - 10:10
Chair: Yoann Potiron Organizer: Yoann Potiron
  B1228:  O. Scaillet, Y. Potiron, S. Yu
  Estimation of integrated intensity in Hawkes processes with time-varying baseline
  B1299:  Y. Potiron, O. Scaillet, S. Yu
  High-frequency estimation of Ito semi martingale baseline for Hawkes processes
  A1420:  G. Toscano, S. Scotti, I. Raffaelli
  High-frequency goodness-of-fit testing of Hawkes-driven stochastic volatility models
  B1558:  T. Ogihara
  Maximum-likelihood estimation for jump-diffusion processes with nonsynchronous observations
Session EO272 Room: 356
Experimental designs: Constructions and application Monday 18.12.2023   08:30 - 10:10
Chair: Stella Stylianou Organizer: Stella Stylianou, Stelios Georgiou
  B1386:  D. Athanasaki
  Exploring composite design: Investigating alternatives in response surface methodology
  B1438:  A.S.S. Alamri
  Eliciting preferences for adoption of autonomous vehicles in Saudi Arabia: Discrete choice experiments
  B1467:  O. Alhelali, S. Stylianou, S. Georgiou
  Designs for computer experiments from sequences with zero autocorrelation function
  B1698:  T. Dharmaratne, A. De Livera, S. Georgiou, S. Stylianou
  Application of supersaturated design-based statistical methods on observational data for variable selection
Session EO287 Room: 357
Cyber risk modeling and assessment Monday 18.12.2023   08:30 - 10:10
Chair: Abdelaati Daouia Organizer: Abdelaati Daouia
  B1700:  C. Gourieroux
  The risk of random sets with applications to basket derivatives
  B1484:  C. Hillairet
  Hawkes processes, Malliavin calculus, and application to cyber-insurance derivatives
  B0777:  O. Lopez
  Prior distribution for cyber insurance modeling and applications to risk transfer
  B1515:  A. Usseglio-Carleve, G. Stupfler, A. Daouia
  Accurate Gaussian inference about extreme expectiles and application in cyber risk
Session EO273 Room: 401
Non-regularity in statistical inference for stochastic processes Monday 18.12.2023   08:30 - 10:10
Chair: Kengo Kamatani Organizer: Kengo Kamatani
  B0662:  S. Eguchi
  Robustified Gaussian quasi-likelihood inference in YUIMA
  B0789:  Y. Shimizu
  Statistical inference for Gaussian processes with small noise asymptotics
  B0891:  B. Brahmantio
  Bayesian inference of mixed Gaussian phylogenetic models
  B0933:  T. Takabatake
  Likelihood analysis of continuous-time Gaussian moving average processes having scaling properties
Session EO339 Room: 403
Simultaneous and selective statistical inference Monday 18.12.2023   08:30 - 10:10
Chair: Thorsten Dickhaus Organizer: Thorsten Dickhaus
  B0511:  J. Goeman
  Cluster extent inference revisited: Quantification and localization of brain activity
  B0613:  R. Heller, A. Solari
  Simultaneous directional inference
  B0988:  P. Grunwald
  Beyond Neyman-Pearson: Setting alpha after the fact
  B0628:  T. Dickhaus
  Bayes factors and e-values for the simultaneous analysis of many contingency tables
Session EO054 Room: 404
Spatial data science Monday 18.12.2023   08:30 - 10:10
Chair: Philipp Otto Organizer: Philipp Otto
  B0377:  A.G. Bille
  Accounting for spillovers effects and temporal dynamics on the impact of renewables on labor force: A world perspective
  B0833:  P. Colombo, P. Maranzano, A. Fasso
  Block bootstrap adjustment for heteroskedastic Gaussian process
  B1065:  R. Mattera, R. Cerqueti, P. Durso, V. Vitale
  Estimation of spatially clustered panel data models
  B1055:  C. Mare, P. Otto
  Space-time effects in cryptocurrencies: The spatiotemporal ARCH model
Session EO175 Room: 414
Statistical power to Bayesian assurance in clinical trials Monday 18.12.2023   08:30 - 10:10
Chair: Din Chen Organizer: Din Chen
  B1245:  D. Chen
  Statistical power to Bayesian assurance in superiority clinical trials
  B1311:  M. Kirchner, M. Kieser, S. Erdmann, H. Goette
  Utility-based optimization of phase II/III programs considering success probabilities for phase III
  B1521:  A. Ring, D. Chen, R. El-Galta
  Complex assurance considerations when designing biosimilar trials
  B1537:  M.R. Lange
  Strategies for improving the assessment of the probability of success in late-stage drug development
Session EO174 Room: 424
EcoSta journal session Monday 18.12.2023   08:30 - 10:10
Chair: Masayuki Hirukawa Organizer: Erricos Kontoghiorghes
  B1439:  M. Hirukawa
  Sufficient dimension reduction meets two-sample regression estimation
  A0372:  M. Nagl, M. Nagl, D. Roesch
  Non-linearity and the distribution of market-based loss rates
  B1254:  J. Runge
  Recent advances in causal discovery for time series and optimal adjustment for causal effect estimation
  B1471:  H. Dehling, S.K. Schmidt, M. Wornowizki, R. Fried, D. Giraudo
  Test for constancy of the variance in a time series
Session EO374 Room: 442
Independence properties and invariant measures Monday 18.12.2023   08:30 - 10:10
Chair: Efoevi Angelo Koudou Organizer: Efoevi Angelo Koudou
  B0751:  M. Sasada
  Yang-Baxter maps and independence preserving property
  B1270:  B. Kolodziejek
  A class of lattice models with new scaling exponents.
  B1553:  J. Wesolowski
  Independence properties of the Kummer distribution and related characterizations
Session EO355 Room: 445
Causal inference in social sciences: Methods and applications Monday 18.12.2023   08:30 - 10:10
Chair: Massimo Cannas Organizer: Emiliano Sironi, Massimo Cannas
  B0358:  D. Failli, B. Arpino
  The impact of offline social networks on the age digital divide
  B0594:  G. Grossi, A. Mattei, G. Papadogeorgou
  SMaC: Spatial matrix completion method
  B1053:  M. Giacalone, M. Giacalone, E. Nissi
  Multicollinearity in treatment evaluation: A comparison between Lp-norm and least squares estimators
  B0914:  M. Di Gregorio, Z.T. Simonella
  No causation without manipulation: The public responsibility of science and policy making
Session EO216 Room: 446
Biostatistical methods in Alzheimer's disease and aging research Monday 18.12.2023   08:30 - 10:10
Chair: Maria Josefsson Organizer: Maria Josefsson
  B0355:  T.D. Tran
  Latent Ornstein-Uhlenbeck models for Bayesian analysis of multivariate longitudinal categorical responses
  B0478:  T. Gorbach, J. Carpenter, C. Frost, M. Josefsson, A. MacDougall, J. Nicholas, L. Nyberg
  Practical approach for missing data sensitivity analyses in joint modelling of cognition and dementia risk
  B0829:  D. Nevo, M. Gorfine
  Causal inference for semi-competing risks data with application to Alzheimer's disease
  B1130:  J. Williams
  Multistate Markov models: Application to dementia progression
Session EO251 Room: 447
Recent development on statistical analysis of complex dependent data Monday 18.12.2023   08:30 - 10:10
Chair: Lujia Bai Organizer: Weichi Wu
  B1339:  D. Kurisu, T. Otsu
  Nonparametric inference on intrinsic means
  B1350:  S.S. Dhar, P. Guha Niyogi
  Comparison of the slops in functional regression under arbitrary transformations
  B1382:  L. Bai, Q. Hu, W. Wu
  Testing and estimation of first-order structural changes in locally stationary functional time series
  B1368:  S. Chandna
  Spectral estimation of latent structure in networks with covariates
Session EO041 Room: 455
Projection pursuit II Monday 18.12.2023   08:30 - 10:10
Chair: Nicola Loperfido Organizer: Nicola Loperfido
  B0750:  N. Loperfido
  Generalized tensor eigenpairs for moment-based projection pursuit
  B0692:  C. Franceschini, N. Loperfido
  Projection pursuit: An empirical application to Italian primary school children
  B1493:  S. Zhang, D. Cook, U. Laa, N. Langrene, P. Menendez
  Visual diagnostics for constrained optimization with application to guided tours
  B2004:  J. Cabrera, Y. Duan
  Differential Projection pursuit methods and its applications to differential experiments
Session EO354 Room: 458
Topics in non-Euclidean statistics Monday 18.12.2023   08:30 - 10:10
Chair: Andrew Wood Organizer: Andrew Wood
  B0523:  L. Maestrini, J. Scealy, F. Hui, A. Wood
  Multiplicative semiparametric regression for manifold-valued responses
  B1059:  S. Kato, T. Ito
  A mixed effects model for cylindrical data with application to small area estimation
  B1207:  A. Wood
  Statistical models and methods for data on the hyperboloid
  B1479:  V. Patrangenaru
  On data analysis on Stratified spaces, the origin of the COVID-19 pandemic and face analysis
Session EO164 Room: Virtual R01
Advanced statistical methods for genetics and genomic data Monday 18.12.2023   08:30 - 10:10
Chair: Mengyun Wu Organizer: Mengyun Wu
  B0742:  X. Luo
  Identification of cell-type-specific spatially variable genes accounting for excess zeros
  B0878:  X. Qin, S. Ma, M. Wu
  Supervised heterogeneous network estimation via survival-based Bayesian graphical models
  B0883:  Y. Xu, F. Xu, S. Ma, Q. Zhang
  Robust transfer learning in high-dimensional GLM via gamma-divergence
  B0974:  X. Shi
  A general framework for identifying hierarchical interactions and its application to genomics data
Session EC466 Room: 335
Non- and semi- parametric statistics Monday 18.12.2023   08:30 - 10:10
Chair: Keisuke Yano Organizer: CFE-CMStatistics
  B1501:  G. Keilbar, L. Chen, W. Wang
  Many regression discontinuity estimators for panel data
  B1707:  D. Strenger, S. Hoermann
  Measuring dependence between a scalar response and a functional covariate
  B1767:  S. Bonnini, M. Borghesi
  Inference in a model for count data with application to Industry 4.0: The permutation approach
  B1804:  M. Zetlaoui, P. Bertail
  Efficiency bound under identifiability constraints in semiparametric models
Session EC549 Room: 444
Biomedical data analysis Monday 18.12.2023   08:30 - 10:10
Chair: Jonathan Stewart Organizer: CFE-CMStatistics
  B0390:  H. Guo
  The impact of the major histocompatibility complex region on causal discoveries in Mendelian randomization studies
  B1900:  L. Tardella, D. Passaro, G. Jona Lasinio, T. Fragasso, V. Raggi, Z. Ricci
  Prediction of kidney failure using electronic medical records
  B1744:  M. Palma, R. Keogh, A. Wood, G. Muniz Terrera, J. Barrett
  Bayesian joint model for time-to-event and longitudinal markers with association based on within-individual variability
  B1513:  F. Palacios Rodriguez, F.A. Chalub, A. Gomez Corral, M. Lopez Garcia
  Transmission of antibiotic-resistant bacteria explained with a Markov chain model
Session EC465 Room: 457
High-dimensional statistics Monday 18.12.2023   08:30 - 10:10
Chair: Garth Tarr Organizer: CFE-CMStatistics
  B1565:  R. Ando, F. Komaki
  On high-dimensional asymptotic properties of model averaging estimators
  B1880:  F. Feser, M. Evangelou
  Sparse-group SLOPE: Adaptive bi-level selection with FDR-control
  B1901:  R. Zoh
  An approximate Bayes factor-based high dimensional MANOVA using random projections
  B1894:  M. Demosthenous, C. Gatu, E. Kontoghiorghes
  Computational strategies for regression model selection in the high-dimensional case
Parallel session M: CFE Monday 18.12.2023 08:30 - 10:10

Session CO019 Room: 227
Copulas, instruments, lasso, and cost-sensitive learning in high dimensions Monday 18.12.2023   08:30 - 10:10
Chair: Artem Prokhorov Organizer: Artem Prokhorov
  A0574:  S. Anatolyev, M. Smirnov
  Many instruments under data clustering
  A0583:  A. Prokhorov, V. Zelenyuk, C. Parmeter
  On robust causal inference in models of firm productivity and efficiency in the presence of many environmental variables
  A0749:  J.W.Y. Leung, R. James, A. Prokhorov
  Copula and optimal transport in finance
  A0870:  R. James, A. Prokhorov
  Bi-objective cost-sensitive machine learning: Predicting stock return direction using option prices
Session CO240 Room: 236
Structural breaks in time series Monday 18.12.2023   08:30 - 10:10
Chair: Anton Skrobotov Organizer: Anton Skrobotov
  A0306:  E. Kurozumi, T. Tayanagi
  Change point estimators with the weighted objective function when estimating breaks one at a time
  A0813:  A. Skrobotov, E. Kurozumi
  Improving the accuracy of bubble date estimators under time-varying volatility
  A0966:  P. Rodrigues
  Testing for multiple structural breaks in multivariate long-memory regression models
  A1341:  P. Jiang
  Testing for structural change in heterogeneous panels using common correlated effects estimators
Session CO259 Room: 256
Theory, design, and financial applications of neural networks Monday 18.12.2023   08:30 - 10:10
Chair: Maria Grith Organizer: Maria Grith
  A1472:  G. Finocchio, J. Schmidt-Hieber
  Posterior contraction for deep Gaussian process priors
  A0908:  K. Klieber, P. Goulet Coulombe, M. Frenette
  From reactive to proactive volatility modeling with hemisphere neural networks
  A1302:  C. Zhang
  Graph neural networks for forecasting multivariate realized volatility with spillover effects
  A1084:  X. Bayer, N. Hautsch, R. Reisenhofer
  HARNet: A convolutional neural network for realized volatility forecasting
Session CO026 Room: 257
Climate change econometrics and financial markets Monday 18.12.2023   08:30 - 10:10
Chair: Luca De Angelis Organizer: Luca De Angelis
  A1176:  F. Parla, A. Cipollini
  Climate risk and investment in equities in Europe: A panel SVAR approach
  A1847:  G. Angelini, L. De Angelis, L. Fanelli, M.M. Sorge
  Identification of climate policy uncertainty shocks: A proxy-SVAR approach
  A1890:  F.S. Lucidi
  The effects of temperature shocks on energy prices and inflation in the Euro Area
  A1687:  L. De Angelis, E. Campiglio, P. Neri, G. Scalisi
  Nonlinear impacts of transition risk in CDS markets
Session CO262 Room: 259
Advances in credit risk modelling Monday 18.12.2023   08:30 - 10:10
Chair: Raffaella Calabrese Organizer: Raffaella Calabrese
  A1244:  C. Feng, E. Altman, Z. Li, X. Liang
  The impact of economic shocks on the credit ratings of Chinese listed firms
  A1067:  Z. Wu, Y. Dong, Y. Li, B. Shi
  A prompt-based deep learning method for leveraging textual information in enhancing default prediction
  A0822:  Y. Chen, R. Calabrese, B. Martin-Barragan
  A novel interpretation method for explaining machine learning survival models
  A1729:  F. Sigrist, N. Leuenberger
  Machine learning for credit risk: Multi-period prediction, frailty correlation, loan portfolios, and tail probabilities
Session CO204 Room: 261
Forecast evaluation Monday 18.12.2023   08:30 - 10:10
Chair: Timo Dimitriadis Organizer: Timo Dimitriadis
  A0514:  J. Fosten, V. Corradi, D. Gutknecht
  Predictive ability tests with possibly overlapping models
  A0903:  T. Dimitriadis
  Continuous monitoring of systemic risks
  A1041:  J. Taylor
  Probabilistic forecast aggregation with statistical depth
  A1152:  X. Meng, J. Taylor, J. Curtis
  Generalized linear pools for combining probabilistic forecasts
Session CC499 Room: 258
Financial econometrics Monday 18.12.2023   08:30 - 10:10
Chair: Alexander Meyer-Gohde Organizer: CFE
  A1741:  P. He, P. Shevchenko, N. Kordzakhia, G. Peters
  Multi-Factor Polynomial DIffusion Models and Inter-Temporal Futures Dynamics in Energy Markets
  A1871:  M. Ficura, J. Witzany
  Historical calibration of SVJD models with deep learning
  A1885:  J. Witzany, M. Ficura
  A comparison of neural networks and Bayesian approaches for the Heston model estimation
  A0505:  B. van der Sluis
  Grouped heterogeneity in Markov-switching panel models
Session CC539 Room: 260
Econometrics hypothesis testing Monday 18.12.2023   08:30 - 10:10
Chair: Andrej Srakar Organizer: CFE
  A1625:  J. Beyhum, J. Striaukas
  Tuning-free testing of factor regression against factor-augmented sparse alternatives
  A0231:  J. Olmo, J. Hualde
  Residual-based cointegration tests between combinations of I(0) and I(1) processes
  A1298:  M.M. Sorge, L. Fanelli, G. Angelini
  Is time an illusion? A bootstrap likelihood ratio test for shock transmission delays in DSGE models
  A1734:  S. Muhinyuza, S. Drin, S. Mazur
  A test on the location of tangency portfolio for small sample size and singular covariance matrix
Session CC506 Room: 262
Machine learning for CFE Monday 18.12.2023   08:30 - 10:10
Chair: Massimiliano Caporin Organizer: CFE
  A1497:  E.-J. Senn, M.T. Phan
  LongFinBERT: A Language Model for Very Long Financial Documents
  A1645:  M. Joets, C. Brunetti, V. Mignon
  Reasons behind words: OPEC and the oil market
  A1418:  J. Chen, C. Agiropoulos
  Covid-19 and commodity markets: A hybrid approach to temporal and spatial clustering
Parallel session N: CMStatistics Monday 18.12.2023 10:40 - 12:20

Session EV486 Room: Virtual R02
Applied statistics Monday 18.12.2023   10:40 - 12:20
Chair: Vincent Lyzinski Organizer: CFE-CMStatistics
  B1995:  D. Nguyen
  A Bayesian trivariate joint model of kidney disease progression, recurrent cardiovascular events, and terminal event
  B1996:  K. Young, L. Bantis
  Statistical inference for the comparison of two correlated biomarkers using the partial volume under the ROC surface
  B1999:  S. Jokubaitis, D. Celov
  A soft-clustering approach for regional-sectoral EU business cycle synchronization
  B1146:  A. Christidis, G. Cohen Freue
  Robust multi-model subset selection
Session EI015 (Special Invited Session) Room: 350
Novel statistical methodologies in the climate and environmental sciences Monday 18.12.2023   10:40 - 12:20
Chair: Christopher Hans Organizer: Peter Craigmile, Christopher Hans
  B0200:  F. Lindgren
  Non-stationary distributional regression methods for historical climate analysis
  B0201:  D. Hammerling, W. Daniels, M. Jia
  Methane emission detection, localization and quantification on oil and gas facilities
  B0202:  M. Katzfuss
  Non-Gaussian emulation of climate models via scalable Bayesian transport maps
Session EO381 Room: 335
Recent advances in copula models Monday 18.12.2023   10:40 - 12:20
Chair: Thomas Nagler Organizer: Thomas Nagler
  B0362:  A. Hanebeck, C. Czado
  Multivariate analysis of mortality data using time-varying copula state space models
  B1192:  E. Griesbauer, C. Czado, A. Frigessi, I. Hobaek Haff
  Vine copula based synthetic data generation for classification: A privacy and utility analysis
  B1194:  J. Gauss, T. Nagler
  Parameter estimation in high-dimensional vine copula models
  B1545:  E. Perrone, R. Fontana, F. Rapallo
  Contingency tables with structural zeros and discrete copulas
Session EO191 Room: 340
Statistical modelling with complex data Monday 18.12.2023   10:40 - 12:20
Chair: Garth Tarr Organizer: Garth Tarr
  B0281:  S. Lotspeich, B. Richardson, P. Baldoni, K. Enders, M. Hudgens
  Challenges in quantifying the HIV reservoir from dilution assays: Overcoming missingness and misclassification
  B0506:  X. Xu, S. Greven, M. Samuel
  Unravelling complex diet-gut microbiome-host health interaction by mixture of experts models
  B0530:  E. Guilbault, I. Renner, E. Beh, M. Mahony
  How to accommodate uncertain observations and data quality in species distribution modeling using point process models
  B0606:  K. Ramsay, D. Spicker
  Differentially private projection depth-based medians
Session EO305 Room: 348
New directions in network data methodology Monday 18.12.2023   10:40 - 12:20
Chair: Srijan Sengupta Organizer: Srijan Sengupta
  B0643:  F. Pavone
  Phylogenetic latent position models
  B1079:  S. Roy, S. Park, M. Nunes
  New directions in constrained spectral clustering for networks
  B1304:  G. Mukherjee
  A back-fitting based MCEM algorithm for scalable estimation in multinomial probit model with multilayer network linkages
  B1594:  S. Banerjee, S. Bhamidi, X. Huang
  Exploration-driven networks
Session EO331 Room: 351
Advances in Bayesian modeling and computation Monday 18.12.2023   10:40 - 12:20
Chair: Luca Maestrini Organizer: Luca Maestrini
  B0438:  D. Gunawan, D. Gunawan, A. Zammit Mangion, B. Vu
  R-VGAL: A sequential variational Bayes algorithm for generalized linear mixed models
  B0482:  C. Grazian
  Approximate Bayesian computation for long memory processes
  B0559:  K.-D. Dang, L. Maestrini
  Variational inference for structural equation models
  B1066:  T. Stindl
  Bayesian estimation for some self-exciting point processes
Session EO416 Room: 352
Advances in change-point analysis Monday 18.12.2023   10:40 - 12:20
Chair: Yining Chen Organizer: Yining Chen
  B1223:  J. Li, P. Fearnhead, P. Fryzlewicz, T. Wang
  Automatic change-point detection in time series via deep learning
  B1396:  H. Maeng, T. Wang, P. Fryzlewicz
  Adaptive high-dimensional change-point detection from the bottom up
  B1873:  C. Truong
  Efficient convolutional sparse coding with a $L_0$ constraint
  B1882:  Y. Chen, T. Wang, R. Samworth
  Inference in high-dimensional online changepoint detection
Session EO170 Room: 353
Recent advances in Stein's method and statistical applications Monday 18.12.2023   10:40 - 12:20
Chair: Bruno Ebner Organizer: Bruno Ebner
  B0836:  R. Gaunt
  Bounds for distributional approximation in the multivariate delta method by Steins method
  B0917:  A. Fischer, R. Gaunt, B. Ebner, Y. Swan, B. Picker
  Stein's method for estimation purposes
  B1318:  J. Allison, J. Ngatchou-Wandji, J. Visagie, T. Nombebe, L. Santana
  On classes of consistent tests for the Pareto distribution with application to frailty models
  B1064:  Y. Swan
  Wasserstein bounds through Stein's method with bespoke derivatives
Session EO056 Room: 354
Non- and semiparametric survival analysis with covariates Monday 18.12.2023   10:40 - 12:20
Chair: Merle Munko Organizer: Dennis Dobler, Marc Ditzhaus
  B1010:  R. Graf, S. Friedrich, D. Dobler
  Random forests for prediction of treatment effect and treatment group in survival data
  B0909:  E. Musta, T. Jacobs, M. Fiocco
  A competing risks analysis with cause-specific cure
  B0800:  P. Blanche, T. Scheike
  On logistic regression to estimate treatment effects with observational, right censored, competing risks data.
  B1248:  D. Edelmann
  Testing for association with survival in genome-wide analysis studies: Overcoming limitations and innovating approaches
Session EO349 Room: 356
Safe, anytime-valid inference Monday 18.12.2023   10:40 - 12:20
Chair: Peter Grunwald Organizer: Claudia Di Caterina
  B0554:  M. Lindon
  Anytime-valid linear models and regression adjusted causal inference in randomized experiments
  B0585:  S. Arnold, J. Ziegel
  Sequential model confidence sets
  B0557:  M. Perez, T. Lardy
  Anytime-valid permutation tests and general tests of symmetry
  B0286:  H. Wang, A. Ramdas
  Sequential tests with extended nonnegative supermartingales: A frequentist approach to improper priors
Session EO236 Room: 357
Extremes and dependence Monday 18.12.2023   10:40 - 12:20
Chair: Marie Kratz Organizer: Marie Kratz
  B0424:  S. Singha, M. Kratz, S. Vadlamani
  From geometric quantiles to halfspace depths: A geometric approach for extremal behavior
  B0502:  D. Lauria, S. Rachev, A. Trindade
  Global and tail dependence: A differential geometry approach
  B0504:  V. Fasen-Hartmann, B. Das
  Financial risk measures in complex networks: The effect of asymptotic independence
  B1602:  A. Khorrami Chokami, M. Kratz, M. Dacorogna
  Exploring tail dependence between time series via concomitants
Session EO332 Room: 403
Recent advances in quantile regression models Monday 18.12.2023   10:40 - 12:20
Chair: Luca Merlo Organizer: Luca Merlo
  B0324:  R. Gerlach, G. Storti, A. Naimoli
  Using quantile time series and historical simulation to forecast financial risk multiple steps ahead
  B0582:  B. Melly, M. Pons
  Minimum distance estimation of quantile panel data models
  B0524:  M. Geraci, A. Farcomeni
  Quantile ratio regression
  B0841:  B. Foroni, L. Merlo, L. Petrella
  Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market
Session EO142 Room: 414
y-SIS - Advances in Robust Statistical Methods for Complex Data Monday 18.12.2023   10:40 - 12:20
Chair: Giorgia Zaccaria Organizer: Giorgia Zaccaria
  B0560:  S.D. Tomarchio, A. Punzo, A. Bekker, J. Ferreira
  A new look at the Dirichlet distribution with applications in model-based clustering
  B0667:  A. Cappozzo, F. Ieva, A. Rossi
  Enhancing outlier detection in functional data via robustly adjusted functional boxplot
  B1209:  M. Farne, A. Vouldis
  ROBOUT: A step-wise methodology for conditional outlier detection
  B1357:  M. Welz
  Robust parameter estimation in discrete data
Session EO433 Room: 424
A challenge of developing statistical approaches for complex data Monday 18.12.2023   10:40 - 12:20
Chair: Keisuke Yano Organizer: Keisuke Yano
  B0328:  X. Li, F. Komaki
  Improved prediction for independent Poisson processes under Kullback-Leibler loss
  B0387:  A. Okuno, R. Cao, K. Nakagawa, H. Shimodaira
  Optimal nonparametric classification via radial distance
  B0586:  L. Kook, L. Kook
  Distributional regression with neural networks in R
  B1353:  Y. Ohkubo
  Recent advances in the phylogenetic comparative methods
Session EO409 Room: 442
Regression models for latent structures Monday 18.12.2023   10:40 - 12:20
Chair: Tobias Hepp Organizer: Tobias Hepp
  B0626:  C. Griesbach, T. Hepp
  Confidence intervals for finite mixture regression based on resampling techniques
  B0827:  C. Feldmann, S. Mews, R. Langrock
  Nonparametric modelling of periodic variation in hidden Markov models
  B0990:  Q.E. Seifert, A. Thielmann, E. Bergherr, B. Saefken, T. Hepp
  Penalized regression splines in mixture density networks
  B1095:  C. Staerk, J. Speller, F. Gude, A. Mayr
  Boosting robust distributional regression
Session EO432 Room: 444
Statistical learning for complex and high-dimensional data Monday 18.12.2023   10:40 - 12:20
Chair: Qianqian Zhu Organizer: Qianqian Zhu
  B1259:  L. Dai
  Metric learning via cross-validation
  B1103:  Y. Zhang
  An efficient tensor regression for high-dimensional data
  B1526:  Y. Qiu, B. Dai
  ReHLine: Regularized composite ReLU-ReHU loss minimization with linear computation and linear convergence
  B1929:  Q. Zhu, W. Li, Y. Lin, G. Li
  An efficient multivariate volatility model for many assets
Session EO063 Room: 446
Flexible Bayesian approaches for complex problems in causal inference Monday 18.12.2023   10:40 - 12:20
Chair: Michael Daniels Organizer: Michael Daniels
  B0456:  M. Josefsson
  A Bayesian semi-parametric approach for incremental intervention effects in mortal cohorts
  B0498:  S. Bhandari, M.J. Daniels, M. Josefsson, J. Siddique
  A Bayesian semi-parametric approach to causal mediation for longitudinal mediators and time-to-event outcomes
  B0755:  C. Kim
  Confounder selection with Bayesian decision tree ensembles
  B1172:  A. Caron, I. Manolopoulou, G. Baio
  Interpretability, regularization and uncertainty quantification in Bayesian causal inference
Session EO096 Room: 455
Topics on dimension reduction and covariance estimation Monday 18.12.2023   10:40 - 12:20
Chair: Kuang-Yao Lee Organizer: Kuang-Yao Lee
  B0575:  K. Kim
  On sufficient graphical models
  B1201:  Z. Yu
  Deep nonlinear sufficient dimension reduction
  B1611:  H.-H. Huang
  Sparse matrix estimation based on greedy algorithms and information criteria
  B1796:  E.M. Issouani, P. Bertail, E. Gautherat
  Optimal penalty selection for high-dimensional covariance matrices with an application in NLP
Session EC484 Room: 355
Computational statistics and statistical modelling Monday 18.12.2023   10:40 - 12:20
Chair: Jonathan Stewart Organizer: CFE-CMStatistics
  B1631:  S. Heyder
  Exploiting independence in Gaussian importance sampling for Bayesian inverse problems
  B1763:  J. Resin, T. Dimitriadis, J. Bracher, D. Wolffram
  Quantile-based approximation and decomposition of the Cramer distance
  B1855:  E. Marceau
  Risk models defined on a family of tree-based Markov random fields with Poisson marginals
  B1918:  I. Sousa
  Multiple longitudinal joint model with informative time measurements
Session EC543 Room: 401
Stochastic processes and applications Monday 18.12.2023   10:40 - 12:20
Chair: Michal Balcerek Organizer: CFE-CMStatistics
  B1006:  V. Kumar, N.S. Upadhye
  Modeling and simulation of first-come, first-served queueing system with impatient multiclass customers
  B1402:  D. Miao
  Markov chain modeling of a limit order book with limit order arrivals following Markov modulated Poisson processes
  B1877:  M. Balcerek, D. Krapf, R. Metzler, A. Wylomanska, K. Burnecki
  Modelling intermittent anomalous diffusion with switching fractional Brownian motion
  B1658:  J. Soehl, L. Koorevaar, S. Tendijck
  Spectral calibration of time-inhomogeneous exponential Levy models
Session EC542 Room: 404
Spatial statistics Monday 18.12.2023   10:40 - 12:20
Chair: Klaus Nordhausen Organizer: CFE-CMStatistics
  B1403:  C. Peng
  Block-diagonal matrix-logarithmic covariance model for large spatial binary data
  B1441:  T. Gyger, F. Sigrist, R. Furrer
  Iterative methods for full-scale Gaussian process approximations for large spatial data
  B1450:  P. Kuendig, F. Sigrist
  Iterative methods for Vecchia-Laplace approximations for latent Gaussian process models
  B1845:  M. Sipila, S. Taskinen, K. Nordhausen
  Nonlinear blind source separation exploiting spatial nonstationarity
Session EC550 Room: 445
Applied machine learning Monday 18.12.2023   10:40 - 12:20
Chair: Stathis Gennatas Organizer: CFE-CMStatistics
  B0449:  H. Masoumi Karakani
  Bayesian machine learning for bird call identification in soundscape analysis: An innovative approach
  B1137:  P. Wojcik
  On track to a green future: New insights on the impact of train transport on Warsaw suburban real estate market
  B1633:  N. Jullapech, F. Baksh, Z. Wang
  An ensemble approach to feature identification and prediction of antimicrobial peptide activity
  B1629:  E. Bae, R. Shinohara
  Supervised machine learning for segmentation misclassification in neuroimaging
Session EC554 Room: 447
Applied statistics with complex data Monday 18.12.2023   10:40 - 12:20
Chair: Johan Lyhagen Organizer: CFE-CMStatistics
  B1453:  W. Zheng, M. Scott, C. Miller, A. Elliott
  Spatiotemporal data fusion method for soil moisture data
  B1556:  S. Das, G.C. Granados Garcia, H. Ombao
  Measuring non-stationarity in large time series: A spectral unsupervised learning approach
  B1588:  Y. Zhu, A. Simpkin
  Functional data analysis for diagnosis of coronary artery disease
  B1597:  G. d Angella, C. Hennig
  Statistical delimitation of biological species based on genetic and spatial data
Session EC490 Room: 457
Methodological statistics Monday 18.12.2023   10:40 - 12:20
Chair: Maria Brigida Ferraro Organizer: CFE-CMStatistics
  B1437:  N. Weeraratne, L. Hunt, J. Kurz
  On U-estimation of principal components when $n < p$
  B1664:  J. Wang, E. Lock
  Multiple augmented reduced rank regression for pan-cancer analysis
  B1765:  E. Biswas, D. Nordman, U. Genschel
  Bootstrap-based test of rotational symmetry in orientation data
  B1790:  C. Amado, C. Rodrigues
  Aspects of statistical inference on interval-valued data
Session EC553 Room: 458
Statistical methods for applications Monday 18.12.2023   10:40 - 12:20
Chair: Marialuisa Restaino Organizer: CFE-CMStatistics
  B1394:  J. Aubray, F. Nicol, S. Puechmorel
  Regression on lie groups: Application to estimation of positions of a mobile
  B1567:  J. Gross, A. Moeller
  Statistical properties of Cohen's d from linear regression
  B1478:  K. Hayakawa, B. Yin
  The mean group estimators for multi-level autoregressive models with intensive longitudinal data
  B1764:  A. Pathak, S. Dutta
  Predictions in multi-environment agricultural trials
Session EP001 Room: Poster Virtual Room 2
Poster Session II Monday 18.12.2023   10:40 - 12:20
Chair: Cristian Gatu Organizer: CFE, CFE-CMStatistics
  A1585:  M. Nakakita, T. Nakatsuma
  Efficiency improvement of Bayesian estimation by applying ASIS and its applicability
  A1628:  R. Pascoal, A. Monteiro
  Risk neutral density estimation through Hermite polynomials
  B1618:  T. Toyabe, T. Hoshino
  Positive-unlabeled survival data analysis
  B1813:  K. Takahashi
  Statistical inferences for measures of multi-label classification
  A1984:  C. Eleftheriou, D. Koursaros
  Unveiling influence in unregulated markets
  B1986:  T. Nombebe, J. Allison, J. Visagie, L. Santana
  Investigating different parameter estimation techniques for the Lomax distribution
  B1987:  N. D Angelo, G. Adelfio
  Minimum contrast for estimating point processes intensity
Parallel session N: CFE Monday 18.12.2023 10:40 - 12:20

Session CV497 Room: Virtual R01
Time series and forecasting Monday 18.12.2023   10:40 - 12:20
Chair: Anindya Roy Organizer: CFE
  A1714:  T. Takahashi, T. Mizuno
  Generation of synthetic financial time series by diffusion models
  A1811:  J. Lee, Y. Eo
  Asymptotic properties of Bayesian inference for structural changes in multivariate regressions
  A1665:  A. Pajor, J. Wroblewska, L. Kwiatkowski
  Bayesian evaluation of recursive multi-step-ahead path forecasts
  A1988:  Y. Luo, M. Izzeldin
  Forecasting realized volatility: A hybrid model integrating BiLSTM with HAR-type models
Session CO107 Room: 227
Econometrics and statistics for sustainable economics Monday 18.12.2023   10:40 - 12:20
Chair: Paolo Maranzano Organizer: Simone Boccaletti, Paolo Maranzano
  A0485:  P. Otto, O. Dogan, S. Taspinar
  A dynamic spatiotemporal stochastic volatility model with an application to environmental risks
  A0948:  S. Boccaletti, P. Maranzano
  ESG news and stock market reaction: What kind of information matters the most?
  A1164:  A. Maruotti, P. Alaimo Di Loro
  Fairness in health expenditure: A bivariate bi-dimensional mixed-effects regression
  A1563:  M. Pasic, B. Jovanovski, A. Shamsuzzoha
  Impact of economic growth, foreign direct investment and use of renewable energy on CO2 emissions
Session CO307 Room: 236
Cointegration analysis: Nonlinearity, SUR and higher integration orders Monday 18.12.2023   10:40 - 12:20
Chair: Sebastian Veldhuis Organizer: Sebastian Veldhuis
  A0920:  M. Wagner, O. Stypka
  Testing linear cointegration against smooth transition cointegration
  A0401:  K. Reichold, M. Wagner
  Smooth transition cointegrating regressions: Modified nonlinear least squares estimation and inference
  A0788:  F. Knorre, M. Wagner
  Fully modified OLS estimation of seemingly unrelated cointegrating polynomial regressions with common regressors
  A0921:  S. Veldhuis, M. Wagner
  Integrated modified OLS estimation and inference in I(2) cointegrating regressions
Session CO411 Room: 256
Dynamics of digital assets - DDA Monday 18.12.2023   10:40 - 12:20
Chair: Alla Petukhina Organizer: Alla Petukhina
  A1771:  D.T. Pele, R.C. Bag, M. Mazurencu-Marinescu-Pele, S. Gaman, C.A. Chinie, B. Saftiuc
  Understanding digital assets
  A1781:  S. Trimborn, Y. Chen, R.-B. Chen
  Influencers, inefficiency and fraud: The Bitcoin price discovery network under the microscope
  A1812:  C. Hafner, A. Harvey, L. Wang
  Modeling and tracking bubbles
  A1898:  M. Wunsch
  Decentralized investment management with constant function market makers
Session CO394 Room: 257
Advances in climate and energy econometrics Monday 18.12.2023   10:40 - 12:20
Chair: Jamie Cross Organizer: Jamie Cross
  A1642:  J. Cross
  Oil and the stock market revisited: A mixed functional VAR approach
  A1677:  J. Saadaoui, V. Mignon
  How do political tensions and geopolitical risks impact oil prices?
  A1846:  C. Wegener, T. Klein, R. Kruse-Becher
  EU ETS market expectations and rational bubbles
  A1849:  P. Labonne, J. Cross
  Aggregate disagreement
Session CO356 Room: 258
Inflation dynamics and forecasting Monday 18.12.2023   10:40 - 12:20
Chair: Marta Banbura Organizer: Marta Banbura
  A1500:  M. Mogliani, F. Odendahl
  Density forecast frequency transformation via copulas
  A1516:  D. Leiva-Leon, H. Le Bihan, M. Pacce
  Underlying inflation and asymmetric risks
  A1530:  M. Banbura, J. Chan, B. Fu
  Advances in modeling time-varying trends using large VARs
  A1851:  J. Paredes, M. Lenza, M. Banbura
  Forecasting inflation
Session CO253 Room: 260
Macroeconomic now- and forecasting Monday 18.12.2023   10:40 - 12:20
Chair: Karin Klieber Organizer: Karin Klieber, Niko Hauzenberger
  A0356:  T. Scheckel, F. Huber, G. Koop, M. Marcellino
  Stochastic block network vector autoregressions
  A0542:  H. Mikosch, M. Daniele, S. Neuwirth
  An observation-driven mixed-frequency VAR model with closed-form solution
  A0711:  T. Reinicke, M. Daniele, P. Kronenberg
  Transform and sparsify: Advancing macroeconomic predictions
  A0984:  M. Daniele, P. Kronenberg, T. Reinicke
  Optimal predictor and transformation selection for macroeconomic forecasting using variable importance in random forests
Session CC511 Room: 259
Financial modelling Monday 18.12.2023   10:40 - 12:20
Chair: Ibrahim Tahri Organizer: CFE
  A0910:  M. Nishihara, T. Shibata
  The effects of a financial covenant on optimal capital structure and firm value
  A1807:  E. Lin, C.-L. Kao, S.-C. Wu
  How do buys and sells interact: A copula-based PIN model with zero-inflated Poisson distributions
  A0221:  A. Gadhi
  Automated predictive analysis of crude oil pricing
  A1227:  M. Sojoudi
  Identifying shocks in oil futures returns curves using AR-MIDAS regression models
Session CC537 Room: 261
Option and stock pricing Monday 18.12.2023   10:40 - 12:20
Chair: Robinson Kruse-Becher Organizer: CFE
  A0223:  G. Li, J. Cao, X. Zhan, G. Zhou
  Betting against the crowd: Option trading and market risk premium
  A1577:  E. Bacon, G. Gauthier, J.-F. Begin
  On general semi-closed-form solutions for VIX derivative pricing
  A1655:  M. Kerkemeier
  Co-explosiveness of equity prices and corporate credit spreads
  A2000:  A. Perez Martin, M.V. Ferrandez-Serrano, P. Angosto Fernandez, H. Bonet Jaen
  Navigating the euro capital markets amidst monetary policy tightening threats
Session CC491 Room: 262
Theoretical econometrics Monday 18.12.2023   10:40 - 12:20
Chair: Luca De Angelis Organizer: CFE
  A0388:  C. Wang, M.-N. Tran, R. Kohn
  Realized recurrent conditional heteroskedasticity model for volatility modelling
  A1498:  Y. Xu, G. Phillips, Y. Xu
  Almost unbiased variance estimation in simultaneous equation models
  A1740:  C. Grivas, Z. Psaradakis
  Automated bandwidth selection for inference in linear models with time-varying coefficients
  A0154:  P. Zadrozny
  Gaussian maximum likelihood estimation of static and dynamic-var factor models
Parallel session O: CMStatistics Monday 18.12.2023 13:50 - 15:05

Session EI010 (Special Invited Session) Room: 350
High-dimensional and complex data analysis Monday 18.12.2023   13:50 - 15:05
Chair: Zhaoyuan Li Organizer: Zhaoyuan Li
  B0165:  Y. Zheng
  High-dimensional low-rank tensor autoregressive time series modeling
  B0164:  Z. Li
  Efficient change point detection and estimation in high-dimensional correlation matrices: Offline and online
Session EO183 Room: 340
Recent advances in clustering and classification with missing data Monday 18.12.2023   13:50 - 15:05
Chair: Marta Nai Ruscone Organizer: Daniel Fernandez, Marta Nai Ruscone
  B0226:  R. Aschenbruck, G. Szepannek, A. Wilhelm
  Imputation strategies for clustering mixed-type data with missing values
  B0637:  V. Audigier, N. Niang
  Handling missing data in clustering using multiple imputation
  B1023:  W. van Loon, M. Fokkema, M. De Rooij
  Imputation of missing values in multi-view data
Session EO057 Room: 348
Advancements in statistical network analysis Monday 18.12.2023   13:50 - 15:05
Chair: Jonathan Stewart Organizer: Jonathan Stewart
  B1237:  V. Lyzinski, Z. Li, J. Arroyo, K. Pantazis
  Clustered graph matching for label recovery and graph classification
  B1835:  N. Niezink
  Mixed-effects modeling for multiplex social networks
  B2002:  R. Zheng, M. Tang
  Distributed estimation of invariant subspaces in multiple network inference
Session EO093 Room: 351
Bayesian semi- and non-parametric methods III Monday 18.12.2023   13:50 - 15:05
Chair: Guillaume Kon Kam King Organizer: Andrea Cremaschi, Andres Felipe Barrientos, Guillaume Kon Kam King
  B0405:  S. Legramanti, V. Ghidini, R. Argiento
  Leveraging covariates in Bayesian nonparametric clustering: An application to transportation networks
  B0563:  A. Zito, T. Rigon, D. Dunson
  Bayesian nonparametric modeling of latent partitions via Stirling-gamma priors
  B0639:  L. Alamichel, J. Arbel, G. Kon Kam King, D. Bystrova
  Bayesian mixture models inconsistency for the number of clusters
Session EO290 Room: 352
Advances in Markov chain Monte Carlo Monday 18.12.2023   13:50 - 15:05
Chair: Chunlin Li Organizer: Vivekananda Roy
  B0182:  G. Jones
  Lower bounds on the rate of convergence for Metropolis-Hastings algorithms
  B1770:  S. Berg
  Statistical and computational aspects of shape-constrained inference for covariance function estimation
  B1863:  Q. Qin
  Geometric ergodicity of trans-dimensional Markov chain Monte Carlo algorithms
  B1768:  Y. Chen
  When does Metropolized Hamiltonian Monte Carlo provably outperform Metropolis-adjusted Langevin algorithm?
Session EO284 Room: 353
Bayesian advances: Vaccine safety, mortality, nonlinear tensor regression Monday 18.12.2023   13:50 - 15:05
Chair: Sharmistha Guha Organizer: Sharmistha Guha
  B1721:  F. Bu
  Bayesian methods for vaccine safety surveillance using federated data sources
  B1739:  Q. Wang, R. Casarin, R. Craiu
  A Bayesian nonlinear tensor regression
  B1897:  J. Fuquene
  Bayesian methods to estimate the completeness of death registration
Session EO103 Room: 354
Statistical methods for modern business applications (virtual) Monday 18.12.2023   13:50 - 15:05
Chair: Trambak Banerjee Organizer: Trambak Banerjee
  B1667:  S. Parsaeian, A. Mehrabani
  Time-varying panel data models with latent group structures
  B1675:  S. Dong, S. Li, B. Sherwood
  Corporate probability of default: A single-index Hazard model with multiple-link approach
  B1761:  C. Paulson, D. Smolyak, M. Vilborg Bjarnadottir
  Reweighting data in penalized optimization models: An approach to maximize subgroup fairness
Session EO209 Room: 355
Statistical machine learning for data analytics Monday 18.12.2023   13:50 - 15:05
Chair: Senthil Murugan Nagarajan Organizer: Senthil Murugan Nagarajan
  B0175:  G. Baklicharov, S. Vansteelandt, C. Ley
  Assumption-lean quantile regression
  B0247:  B. Francesconi, Y.-J. Chen
  Robustly modeling the nonlinear impact of climate change on agriculture by combining econometrics and machine learning
  B0271:  S.M. Nagarajan
  Classification of imbalanced class labels with and without feature selection model
Session EO431 Room: 356
Recent advances in sequential detection and inferences Monday 18.12.2023   13:50 - 15:05
Chair: Liyan Xie Organizer: Liyan Xie
  B0748:  L. Xie
  Sequential change-point detection for correlation matrices
  B1536:  H. Xu, D. Wang, Z. Zhao, Y. Yu
  Change point inference in high-dimensional regression models under temporal dependence
  B1695:  R. Luo
  Anomaly edge detection in network data using conformal prediction
  B1985:  Y. Jiang
  Multivariable time series anomaly detection using heuristic spatial temporal graph neural network
Session EO329 Room: 404
Applied spatio-temporal modelling Monday 18.12.2023   13:50 - 15:05
Chair: Finn Lindgren Organizer: Finn Lindgren
  B0578:  R. Arce Guillen, F. Lindgren, S. Muff, T. Glass, G. Breed, U. Schlaegel
  Accounting for unobserved spatial variation in step selection analyses of animal movement via spatial random effects
  B0596:  M.H. Suen, M. Naylor, F. Lindgren
  Linearization approach for aggregated landslides data
  B0370:  B. Pirzamanbein, J. Lindstrom
  Reconstruction of past human land use from pollen data and anthropogenic land cover changes
Session EO060 Room: 414
Statistical methods for complex data Monday 18.12.2023   13:50 - 15:05
Chair: Thomas Verdebout Organizer: Thomas Verdebout
  B0191:  J. Trufin, M. Denuit
  Autocalibration by balance correction in nonlife insurance pricing
  B1036:  G. Bernard
  Multivariate sign tests for sphericity: Dealing with skewness and dependent observations
  B1037:  M. Boucher, T. Verdebout, Y. Goto
  On directional runs tests and their local and asymptotic optimality properties
Session EO261 Room: 424
Kernel density estimation in Riemannian manifold and robust ZIP models Monday 18.12.2023   13:50 - 15:05
Chair: Anne Francoise Yao Organizer: Anne Francoise Yao
  B1540:  M.J. Llop, A.F. Yao, A. Bergesio
  Estimation for the partially linear ZIP regression model: A robust proposal
  B1182:  M. Abdillahi Isman, W. Nefzi, S. Khardani, P.A.M. Mbaye, A.F. Yao
  Kernel density estimation for stochastic process with values in a Riemannian manifold
  B1246:  A.F. Yao, V. Monsan, D.G.-A. Kouadio
  Kernel density estimation for continuous time processes with values in a Riemannian manifold
Session EO187 Room: 442
Image data modeling, transfer learning and spatial process models Monday 18.12.2023   13:50 - 15:05
Chair: Rajarshi Guhaniyogi Organizer: Rajarshi Guhaniyogi
  B1307:  A. Banerjee
  Addressing the validity of information borrowing in transfer learning
  B1314:  A. Halder, S. Mohammed, D. Dey
  Bayesian variable selection in double generalized linear Tweedie spatial process models
  B0193:  A. Scheffler
  A disease progression model for exponential family outcomes with application to neurodegenerative diseases
Session EO120 Room: 445
Causal inference: Estimation techniques and fundamental limits Monday 18.12.2023   13:50 - 15:05
Chair: Ashkan Ertefaie Organizer: Ashkan Ertefaie
  B0205:  A. Luedtke, I. Chung
  One-step estimation of differentiable Hilbert-valued parameters
  B0500:  E. Kennedy
  Fundamental limits of structure-agnostic functional estimation
  B0555:  Y. Wang
  Partial identification with noisy covariates: A robust optimization approach
Session EO211 Room: 447
Developments on functional data analysis and subgroup analysis Monday 18.12.2023   13:50 - 15:05
Chair: Dengdeng Yu Organizer: Bei Jiang
  B0875:  C. Li
  Imaging mediation analysis for longitudinal outcomes
  B1607:  X. Li, M. Kosorok
  Functional individualized treatment regimes with imaging features
  B1874:  D. Yu
  Functional linear regression: Linear hypothesis testing with functional response
Session EO058 Room: 457
High-dimensional inference for data science Monday 18.12.2023   13:50 - 15:05
Chair: Chien-Ming Chi Organizer: Jinchi Lv
  B1613:  Y. Uematsu, P. Jiang, T. Yamagata
  Revisiting asymptotic theory for principal component estimators of approximate factor models
  B1408:  C.-M. Chi
  High-dimensional knockoffs inference for time series data
  B1371:  W. Sun
  Online inference for tensor models
Session EO436 Room: 458
High-dimensional statistics for complex data Monday 18.12.2023   13:50 - 15:05
Chair: Lu Xia Organizer: Zhengling Qi
  B1421:  L. Xia, A. Shojaie
  Statistical inference for high-dimensional generalized estimating equations
  B1431:  G. Yu
  Integrative nearest neighbor classifiers for block-missing multi-modal data
  B1460:  C. Ke
  Feature evaluation for ultrahigh dimensional survival data with applications to head and neck cancers
Session EO064 Room: Virtual R01
Recent topics in causal inference Monday 18.12.2023   13:50 - 15:05
Chair: Yumou Qiu Organizer: Yumou Qiu
  B1590:  P. Wu
  Identification and estimation of treatment effects on long-term outcomes in clinical trials with an external data
  B1903:  Y. Qiu
  Multiple bias calibration for valid statistical inference under non-ignorability
  B1926:  X. Xia
  Uniform inference for local conditional quantile treatment effect curve under high-dimensional covariates
Session EO076 Room: Virtual R02
Economic data analysis and statistical inference to unfold uncertainty Monday 18.12.2023   13:50 - 15:05
Chair: Subir Ghosh Organizer: Subir Ghosh
  B1541:  S. Sokullu, C. Muris, I. Botosaru
  Partial effects in time-varying linear transformation panel models with endogeneity
  B1666:  R. Pinto, M. Buchinsky
  The economics of monotonicity conditions: Exploring choice incentives in IV models
  A1550:  H. Kawakatsu
  Testing spanning in affine term structure models by least squares
Session EO222 Room: Virtual R03
Bayesian methods for temporal dependence in complex structures Monday 18.12.2023   13:50 - 15:05
Chair: Matthew Heiner Organizer: Matthew Heiner
  B1313:  X. Zheng, A. Kottas, B. Sanso
  Mixture modelling for temporal point processes with memory
  B1375:  D. Dahl, R. Warr, T. Jensen
  Dependent modeling of temporal sequences of random partitions
  B1321:  R. Warr
  Dependent random partitions by shrinking towards an anchor
Session EO344 Room: Virtual R04
The statistical challenges in model-based data science Monday 18.12.2023   13:50 - 15:05
Chair: Rotem Dror Organizer: Rotem Dror
  B0289:  S. Riezler
  Towards inferential reproducibility of machine learning research
  B1239:  C. Hardmeier
  Dealing with uncertainty in language-based AI
  B1327:  Y. Benjamini
  What is love? Describing emotions using prediction models
Session EC552 Room: 227
Machine learning for economics and finance Monday 18.12.2023   13:50 - 15:05
Chair: Muriel Perez Organizer: CFE-CMStatistics
  B1789:  J.J. Cai, R. Chen, M. Wainwright, L. Zhao
  Doubly high-dimensional contextual bandits: An interpretable model for joint assortment-pricing
  B1410:  C. Liu, S. Paterlini
  Stock price prediction using temporal graph model with value chain data
  B1821:  A. Teller, U. Pigorsch, C. Pigorsch
  Forecasting realized volatility of financial assets with limited historical data
Session EC555 Room: 335
Tree-based methods Monday 18.12.2023   13:50 - 15:05
Chair: Roman Hornung Organizer: CFE-CMStatistics
  B1427:  J. Goedhart, M. van de Wiel, T. Klausch
  Co-data learning for Bayesian additive regression trees
  B1440:  M. Loecher
  Debiasing SHAP scores in tree ensembles
  B1021:  M. Fokkema
  Fitting prediction rule ensembles with multiply-imputed data, and adaptive and relaxed lasso penalties.
Session EC540 Room: 357
Mixture models Monday 18.12.2023   13:50 - 15:05
Chair: Andriette Bekker Organizer: CFE-CMStatistics
  B1728:  M. Bee
  Specification and estimation of mixtures with dynamic weights
  B1777:  S. Pal, C. Heumann
  Flexible multivariate mixture models: A comprehensive approach for modeling mixtures of non-identical distributions
  B1782:  A.M. Di Brisco, R. Ascari, S. Migliorati, A. Ongaro
  A comprehensive R package for regression models with bounded continuous and discrete responses
Session EC460 Room: 401
Time series Monday 18.12.2023   13:50 - 15:05
Chair: Qianqian Zhu Organizer: CFE-CMStatistics
  B1393:  M. Faymonville, C. Jentsch, C. Weiss
  Goodness-of-fit testing for INAR models
  B1546:  N. Zakiyeva
  High-dimensional functional time series prediction model solved with a mixed integer optimization method
  B1843:  A. Braumann, J.-P. Kreiss, M. Meyer
  Bootstrap convergence rates for the max of an increasing number of autocovariances and -correlations under stationarity
Session EC475 Room: 403
Robust statistics Monday 18.12.2023   13:50 - 15:05
Chair: Annamaria Bianchi Organizer: CFE-CMStatistics
  B1696:  M. Zhelonkin
  Probabilistic forecasting of binary outcomes in the presence of outliers
  B1713:  D. Konen
  Multivariate geometric quantiles: PDE aspects, Kolmogorov's distance, and linear universality
  B1931:  X. Gao
  Robust multi-task feature learning with adaptive Huber regressions
Session EC551 Room: 444
Software Monday 18.12.2023   13:50 - 15:05
Chair: Tianxi Li Organizer: CFE-CMStatistics
  B1218:  J. Lyrvall, R. Di Mari, Z. Bakk, J. Oser, J. Kuha
  multilevLCA: An R package for single-level and multilevel latent class analysis with covariates
  B1718:  F.F. Queiroz, S. Ferrari
  PLreg: an R package for modeling bounded continuous data
  B1365:  M. Signorelli
  Pencal: An R package for the dynamic prediction of survival with many longitudinal predictors
Session EC547 Room: 446
Causal inference Monday 18.12.2023   13:50 - 15:05
Chair: Dennis Dobler Organizer: CFE-CMStatistics
  B1255:  D. Ham, C. Doss, T. Westling
  Inference for a log-concave counterfactual density
  B1647:  M. Simnacher, X. Xu, H. Park, C. Lippert, S. Greven
  Deep nonparametric conditional independence tests for images
  B1622:  J. Bodik, V. Chavez-Demoulin
  Structural restrictions in local causal discovery: Identifying direct causes of a target variable
Session EC461 Room: 455
Multivariate statistics Monday 18.12.2023   13:50 - 15:05
Chair: Marie Kratz Organizer: CFE-CMStatistics
  B0241:  J. Bauer
  Hierarchical variable clustering using singular value decomposition
  B1455:  S. Kawano, T. Fukushima, J. Nakagawa, M. Oshiki
  Integrative multivariate regression analysis via penalization
  B1803:  E. Gautherat, P. Bertail, E.M. Issouani
  New bounds for self-normalized sums in high dimensional settings
Parallel session O: CFE Monday 18.12.2023 13:50 - 15:05

Session CO144 Room: 236
Advances in time series econometrics Monday 18.12.2023   13:50 - 15:05
Chair: Alain Hecq Organizer: Gianluca Cubadda, Alain Hecq
  A0552:  B. Guardabascio, G. Cubadda, S. Grassi
  The time-varying multivariate autoregressive index model
  A1249:  A. Hecq, D. Velasquez-Gaviria
  High-order spectral estimation for mixed causal-non-causal and invertible-noninvertible (MARMA) models
  A0759:  F. Giancaterini, G. Cubadda, A. Hecq
  Comparative analysis of multivariate mixed causal and non-causal process representations
Session CO375 Room: 256
Data Analysis and Optimization in Communication and Social Networks Monday 18.12.2023   13:50 - 15:05
Chair: Alexander Semenov Organizer: Alexander Semenov
  A0570:  P. Zheng
  A proof-of-concept study of electricity transacting platform for residential prosumers
  A0608:  T. Pimenova, V. Kolycheva, A. Semenov, D. Grigoriev
  The impact of news, experts and public sentiment on art prices: An empirical analysis
  A1316:  A. Semenov, A. Skrobotov, P. Radchenko, A. Prokhorov
  Change point detection in time series using mixed integer programming
Session CO128 Room: 257
Advances in macroeconometric methods Monday 18.12.2023   13:50 - 15:05
Chair: Aristeidis Raftapostolos Organizer: Aubrey Poon
  A0975:  Y. Wang
  Inflation target at risk: A time-varying parameter distributional regression
  A0924:  C. Martinez Hernandez
  Inflation forecasting in persistent times: Revisiting the role of aggregation
  A0994:  A. Raftapostolos, G. Koop, S. McIntyre, J. Mitchell
  Monthly GDP growth estimates for the US states
  A0616:  E. Bobeica, M. Banbura, C. Martinez Hernandez
  What drives core inflation? The role of supply shocks
Session CO362 Room: 258
News and the economy Monday 18.12.2023   13:50 - 15:05
Chair: Michele Modugno Organizer: Michele Modugno
  A0350:  N. Kroner
  Inflation and attention: Evidence from the market reaction to macro announcements
  A0383:  B. Kisacikoglu, R. Gurkaynak, M. Kerssenfischer, J. Wright
  News and noise shape international yield curves
  A0422:  M. Modugno, B. Palazzo
  Macroeconomic news and real activity
Session CO391 Room: 260
Advances in risk measures estimation Monday 18.12.2023   13:50 - 15:05
Chair: Carlos Trucios Organizer: Carlos Trucios
  A0224:  A. Rubesam, M. Zevallos, R. Branco
  Forecasting realized volatility: Does anything beat linear models?
  A0463:  H. Veiga, J.M. Marin
  Forecasting value-at-risk and expected shortfall: A comparison study
  A0693:  C. Trucios
  Forecasting risk measures in high-dimensional portfolios
Session CO293 Room: 261
The macroeconomics of climate change Monday 18.12.2023   13:50 - 15:05
Chair: Marco Maria Sorge Organizer: Marco Maria Sorge
  A0278:  A. Sardone
  Net zero: distributional effects and optimal share of subsidies and transfers
  A1824:  M.M. Pisa, F.S. Lucidi, A. Franconi
  Temperature forecast errors in the Euro Area
  A0597:  M. Waldinger, M. Flueckiger, H. Rainer
  The power of youth Fridays for future climate protests and adults political behavior
Session CO205 Room: 262
Spectral analysis and long memory: Applications to macroeconomics Monday 18.12.2023   13:50 - 15:05
Chair: Alexander Meyer-Gohde Organizer: Alexander Meyer-Gohde
  A1916:  A. Meyer-Gohde
  Inflation expectations and the inflation target: A case of long memory
  A1924:  V. Less, P. Sibbertsen
  Testing for multiple structural breaks in multivariate long memory regression models
  A1529:  M. Al Sadoon
  The spectral approach to linear rational expectations models
Session CC515 Room: 259
Risk analysis Monday 18.12.2023   13:50 - 15:05
Chair: Juan-Angel Jimenez-Martin Organizer: CFE
  A1754:  M. Hronec, J. Barunik
  Quantile maximizer in action
  A1827:  J. Picek, J. Jureckova
  Estimation of conditional value-at-risk in linear model
  A0242:  M.R. Nieto Delfin, L.J. Espinosa Rios
  Bayesian neural networks applied to credit risk
Parallel session P: CMStatistics Monday 18.12.2023 15:35 - 17:15

Session EO115 Room: 227
Computational methods for option pricing Monday 18.12.2023   15:35 - 17:15
Chair: Diego Ronchetti Organizer: Diego Ronchetti
  B0186:  Y. Dillschneider, R. Maurer
  GMM estimation of stochastic volatility models using transform-based moments of derivatives prices
  B0354:  B. Claassen, D. Ronchetti
  Nonparametric estimation of non-anticipative optimization strategies
  B0831:  J. Dalderop
  Efficient estimation of pricing kernels and market-implied densities
  B1002:  P. Orlowski, M. Fournier, K. Jacobs
  Modeling conditional factor risk premia implied by index option returns
Session EO322 Room: 335
Algebraic statistics Monday 18.12.2023   15:35 - 17:15
Chair: Carlos Amendola Organizer: Carlos Amendola, Marta Nai Ruscone
  B0983:  O. Marigliano, E. Riccomagno
  Algebraic model invariants for compositional data
  B1187:  P. Misra, L. Solus, A. Markham, D. Deligeorgaki
  Marginal independence structures underlying Bayesian networks
  B1190:  B. Hollering, M. Drton, J. Wu
  Identifiability of cyclic linear structural equation models via algebraic matroids
  B0562:  A. Grosdos, F. Roettger, J. Coons
  Huesler-Reiss extremal graphical models
Session EO104 Room: 340
Topics on mixture models and related models Monday 18.12.2023   15:35 - 17:15
Chair: Konstantinos Perrakis Organizer: Konstantinos Perrakis
  B1222:  G. Chavez Martinez, A. Agarwal, A. Khalili, E. Ahmed
  Sparse estimation in Markov regime-switching models
  B1093:  J. Greve
  The use of Riordan arrays for the hyperparameter choice of prior distributions with consistent EPPFs
  B0694:  Y. Zhang, J. Einbeck
  A multivariate response model for data with correlation structures
  B1074:  K. Perrakis, P. Papastamoulis
  Bayesian finite mixtures of regressions with random covariates
Session EO082 Room: 348
Statistical inference for high-dimensional and network data Monday 18.12.2023   15:35 - 17:15
Chair: Marianna Pensky Organizer: Marianna Pensky
  B1184:  D. De Canditiis
  The adaptive Lasso estimator of AR(p) time series with applications to INAR(p) and Hawkes processes
  B1185:  I. De Feis
  A network-constrain Weibull AFT model for biomarker discovery
  B1242:  A. Plaksienko, C. Angelini, D. De Canditiis
  Jewel 2.0: An improved joint estimation method for multiple Gaussian graphical models
  B1636:  T. Zhang
  Theoretical guarantees for sparse principal component analysis based on the elastic net
Session EO267 Room: 350
Statistical inference for functional connectivity in neuroimaging Monday 18.12.2023   15:35 - 17:15
Chair: Simon Vandekar Organizer: Simon Vandekar
  B0279:  B. Risk, J. Ran, B. Risk, D. Benkeser
  Nonparametric motion adjustment in studies of functional connectivity alterations in autistic children
  B0634:  Y. Zhao
  Density-on-density regression
  B0655:  S. Davenport
  FDP control in multivariate linear models using the bootstrap
  B0248:  X. Ma, S. Kundu
  High-dimensional measurement error models for Lipschitz losses with application to functional connectivity
Session EO390 Room: 351
Bayesian models and computations for complex bio-environmental data Monday 18.12.2023   15:35 - 17:15
Chair: Francesco Denti Organizer: Francesco Denti
  B0341:  A. Fasano, D. Durante
  Posterior inference in the sequential probit model with applications to medical data
  B0398:  S. Paganin, J. Miller
  Improved detection of allelic imbalance using biologically informed priors
  B0418:  M. Russo
  Bayesian bi-clustering for temporally heterogeneous high-dimensional longitudinal data
  B0430:  A. Sottosanti, D. Risso
  Sparse Bayesian clustering of gene expression profiles in spatial transcriptomic experiments
Session EO280 Room: 352
Causal discovery, image analysis, regression, and social conflicts Monday 18.12.2023   15:35 - 17:15
Chair: Yang Ni Organizer: Samiran Sinha, Tapabrata Maiti
  B1293:  S. Chatterjee
  A Bayesian framework for studying climate anomalies and social conflicts
  B1958:  T. Ghosh
  A robust kernel machine framework for assessing differential expression of multi sampled single cell data
  B1960:  K. Gregory, D. Nordman
  Least angle regression inference
  B1376:  Y. Ni
  Causal discovery from multivariate functional data
Session EO138 Room: 354
Recent advances in multivariate analysis and dimension reduction Monday 18.12.2023   15:35 - 17:15
Chair: Yeonhee Park Organizer: Yeonhee Park
  B0196:  H. Moradi Rekabdarkolaee
  Dimension reduction for spatially correlated data using envelope
  B0180:  J. Wang, L. Ma, H. Chen, L. Liu
  Semiparametrically efficient method for enveloped central space
  B1507:  Z. Su, S. Chakraborty, Z. Su
  A comprehensive Bayesian framework for envelope models
  B0179:  Y. Park, Z. Su, D. Chung
  Envelope-based partial least squares with application to cytokine-based biomarker analysis for COVID-19
Session EO399 Room: 355
Recent advancements in transfer learning Monday 18.12.2023   15:35 - 17:15
Chair: Abolfazl Safikhani Organizer: Abolfazl Safikhani
  B1051:  H. Li
  Transfer learning with random coefficient ridge regression with applications in genomics
  B1430:  L. Zhang
  Transfer learning with spurious correlations
  B1465:  Z. Li, Y. Shen, J. Ning
  Accommodating time-varying heterogeneity in risk estimation under the Cox model: A transfer learning approach
  B1682:  A. Safikhani
  Transfer learning for time series models
Session EO353 Room: 356
Recent advances in design of experiments Monday 18.12.2023   15:35 - 17:15
Chair: Vasiliki Koutra Organizer: Vasiliki Koutra
  B0623:  H. Merila
  Multi-fidelity Bayesian optimization in high-dimensional settings
  B0985:  N. Stevens
  General additive network effect models: A framework for the design and analysis of experiments on networks
  B1180:  Q. Liu, Y. Li, S. Yang
  A representative sampling method for peer encouragement designs in network experiments
  B1640:  A. Overstall
  Bayesian optimal designs for misspecified models
Session EO074 Room: 357
Extreme value analysis Monday 18.12.2023   15:35 - 17:15
Chair: Gilles Stupfler Organizer: Gilles Stupfler
  B0782:  A. Daouia, S. Padoan, G. Stupfler
  Extreme expectile estimation for short-tailed data
  B0961:  I. Scheffel, M. Oesting
  Long range dependence in extreme value analysis
  B1186:  J. Hachem, A. Daouia, G. Stupfler
  A de-randomization argument for estimating extreme value parameters of heavy tails
  B1343:  S. Padoan, S. Rizzelli, C. Dombry
  Asymptotic theory for Bayesian inference and prediction: From the ordinary to a conditional peaks-over-threshold method
Session EO085 Room: 401
Statistical theory and computation for stochastic process models Monday 18.12.2023   15:35 - 17:15
Chair: Hiroki Masuda Organizer: Hiroki Masuda
  B0347:  E. Guidotti, N. Yoshida
  Asymptotic expansion formulas for diffusion processes based on the perturbation method
  B0441:  L. Mercuri
  yuima.law: A class for the mathematical description of the noise in YUIMA
  B0747:  S. Nakakita
  Langevin-type sampling algorithm for non-log-concave non-smooth distributions
  B0916:  K. Kamatani, G. Roberts, J. Bierkens
  Scaling of piecewise deterministic Monte Carlo for anisotropic targets
Session EO099 Room: 403
Innovative statistical methods for quality control Monday 18.12.2023   15:35 - 17:15
Chair: Manuela Cazzaro Organizer: Manuela Cazzaro, Claudio Giovanni Borroni
  B0487:  P. Qiu, X. Xie
  Transparent sequential learning for monitoring sequential processes
  B0801:  G. Pandolfo, I. Cascos, B. Sinova
  Statistical process control and the joint monitoring of multivariate data through the zonoid region parameter depth
  B1142:  K. Bourazas, K. Fokianos, C. Panayiotou, M. Polycarpou
  Online change point detection with adaptive learning for multivariate processes
  B0669:  C.G. Borroni, M. Cazzaro, P.M. Chiodini
  Change-point control charts in the presence of a tail-shift of the underlying distribution
Session EO220 Room: 404
Optimal transport and statistics (virtual) Monday 18.12.2023   15:35 - 17:15
Chair: Nabarun Deb Organizer: Bodhisattva Sen
  B0295:  N. Garcia Trillos
  Optimal transport based denoising
  B0987:  T. Manole, S. Balakrishnan, L. Wasserman
  Minimax goodness-of-fit testing in Wasserstein distance
  B1258:  A.-A. Pooladian, V. Divol, J. Niles-Weed
  Minimax estimation of discontinuous optimal transport maps: The semi-discrete case
  B1905:  N. Deb
  Wasserstein mirror gradient flows as the limit of the Sinkhorn algorithm
Session EO180 Room: 414
Recent advances in change point detection Monday 18.12.2023   15:35 - 17:15
Chair: Likai Chen Organizer: Likai Chen
  B1061:  X. Zhang, T. Dawn
  Sequential gradient descent and quasi-Newton's method for change-point analysis
  B1147:  Y. Xie, H. Wang
  Non-parametric distribution-free CUSUM for online change-point detection
  B1158:  L. Chen, M.F.C. Haddad, J. Li, H. Zou
  Adaptive MOSUM: Inference for change points in high-dimensional time series
  B1167:  W. Wang
  Inference of many regression discontinuity estimators for panel data
Session EO101 Room: 424
Statistical methods for single-cell and spatial biology (virtual) Monday 18.12.2023   15:35 - 17:15
Chair: Aaron Molstad Organizer: Aaron Molstad
  B1413:  R. Bacher
  scLANE: single-cell linear adaptive negative-binomial expression testing
  B1466:  B. Guo, L. Weber, S. Hicks
  Scalable count-based models for unsupervised detection of spatially variable genes
  B1603:  Y. Ma
  Accurate and efficient integrative reference-informed spatial domain detection for spatial transcriptomics
  B1614:  D. Risso, A. Sottosanti, S. Castiglioni
  Biologically-informed gene clustering for spatial transcriptomics
Session EO318 Room: 442
Variable selection and estimation in high dimensions (virtual) Monday 18.12.2023   15:35 - 17:15
Chair: Emre Demirkaya Organizer: Emre Demirkaya
  B0425:  R. Li, J. Wen, S. Yang, C.D. Wang, Y. Jiang
  Feature-splitting algorithms for ultrahigh dimensional quantile regression
  B0462:  S. Shekhar, A. Ramdas
  Sequential change detection via backward confidence sequences
  B0611:  L. Gao, Y. Fan, J. Lv
  ARK: robust knockoffs inference with coupling
  B0612:  Y. Luo, W. Fithian, L. Lei
  FDR estimation for variable selection methods
Session EO380 Room: 444