13th
Workshop
on Stochastic Models, Statistics
and Their Applications
2017

SMSA2017 > Program

Program

The abstract booklet is online, which also contains the detailed program. You will receive a printed copy on arrival.

Time Table

Sessions

Plenary talk

Mon 13:00 - 14:00 in room 0'119 organized by Ansgar Steland

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Holger Dette :
    Statistical methodology for comparing curves

Plenary talk

Tue 11:30 - 12:30 in room 0'119 organized by Ansgar Steland

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Jana Jurečková :
    Empirical Regression Quantile Process in Analysis of Risk

Plenary talk

Wed 11:30 - 12:30 in room 0'119 organized by Ansgar Steland

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Allan Gut :
    Aspects on the Law of Large Numbers

Stochastic Models in Technology, Reliability, and Quality 1

Slot 1a Mon 14:30 - 16:30 in room 0'313 organized by Ansgar Steland

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Sonja Kuhnt (invited talk) :
    Sensitivity analysis and optimization of computer experiments with an application to a centrifugal compressor impeller

Marco Burkschat (invited talk) :
    Stochastic comparisons of systems based on sequential order statistics

Waltraud Kahle (invited talk) :
    Incomplete Repair in Degradation Processes: A Kijima-Type Approach

Hans Manner (invited talk) :
    Modeling and forecasting multivariate electricity price spikes

Nonparametric Regression and Density Estimation 1

Slot 1b Mon 14:30 - 16:30 in room 0'311 organized by Adam Krzyżak

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Harro Walk (invited talk) :
    Asymptotic normality of a nearest neighbor estimate of the second moment regression functional with an application to dimension reduction

Adam Krzyżak (invited talk) :
    Nonparametric regression estimation using hierarchical interaction models

Benedikt Bauer (invited talk) :
    On estimation of surrogate models for high-dimensional computer experiments

Panel Data

Slot 1c Mon 14:30 - 16:30 in room 0'310 organized by Bernd Droge

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Deniz Karaman Örsal (invited talk) :
    A panel cointegration rank test with structural breaks and cross-sectional dependence

Elena Semerikova (invited talk) :
    Forecasting Regional Unemployment With Spatial Panel Data Models

Marina Furdas (invited talk) :
    Local political budget cycles in a federation: Evidence from West German cities

Ulrich Rendtel (invited talk) :
    The temporal stability of initial nonresponse in panel surveys.

Analysis, Testing and Change Detection in High Dimensions 1

Slot 2a Mon 17:00 - 18:30 in room 0'313 organized by Ansgar Steland

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Dominic Edelmann (contributed talk) :
    Distance Correlation Screening for Detecting Nonlinear Associations in Ultrahigh Dimensional DNA Methylation Data

Philipp Otto (contributed talk) :
    Spatial change point models for automatical detection of tumors in CT scans

Piotr Sobczyk (contributed talk) :
    Dimension reduction with partially integrated penalized likelihood

Multivariate Distributions and Copula 1

Slot 2b Mon 17:00 - 18:30 in room 0'311 organized by Eckhard Liebscher

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F. Marta L. Di Lascio (invited talk) :
    A conditional copula-based technique to impute complex multivariate dependent data

Matthias Scherer (contributed talk) :
    Identifying misspecified tail-dependence / Bernoulli matrices in high-dimensions via linear programming

Piotr Jaworski (invited talk) :
    Limiting properties of the modified Conditional Value-at-Risk (CoVaR)

Statistics of Stochastic Processes 1

Slot 3a Tue 9:00 - 11:00 in room 0'313 organized by Markus Reiß

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Mark Podolskij (invited talk) :
    Statistical inference for the fractional stable motion

Markus Bibinger (invited talk) :
    The discontinuous leverage effect in contemporaneous price and volatility jumps

Mathias Trabs (invited talk) :
    Volatility estimation for stochastic PDEs using high-frequency observations

Jakob Söhl (invited talk) :
    Nonparametric Bernstein--von Mises theorems for discretely observed compound Poisson processes

Discrete-Valued Time Series 1

Slot 3b Tue 9:00 - 11:00 in room 0'311 organized by Christian Weiß

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Robert Jung (invited talk, 60 minutes) :
    Model Validation and Diagnostics for Discrete-Valued Time Series

Christian Weiß (invited talk) :
    A test procedure on the compounding structure of CP-INARCH models

Analysis, Testing and Change Detection in High Dimensions 2

Slot 3c Tue 9:00 - 11:00 in room 0'310 organized by Ansgar Steland

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Boris Darkhovsky (invited talk) :
    Model-free off-line change-points detection in vector time series via ε-complexity: theoretical results.

Alexandra Piryatinska (invited talk) :
    Model-free off-line change-points detection in vector time series via ε-complexity: simulation and application

Ewaryst Rafajłowicz (invited talk) :
    Rule-based method of spike detection and suppression

Ewa Skubalska-Rafajłowicz (invited talk) :
    Dimensionality reduction by random projection: to orthogonalize or not to orthogonalize ?

Survival Analysis

Slot 3d Tue 9:00 - 11:00 in room 0'307 organized by Maik Döring

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Marc Ditzhaus (invited talk) :
    Tests for proportional hazards under censored data

Arnold Janssen (invited talk) :
    Multivariate Survival Analysis for random right censorship models

Winfried Stute (invited talk) :
    Empirical Martingale Spaces with Applications

Maik Döring (invited talk) :
    Reliability Prediction using Regression Models

Statistics of Stochastic Processes 2

Slot 4a Tue 13:30 - 15:30 in room 0'313 organized by Markus Reiß

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Nakahiro Yoshida (invited talk) :
     Limit order book modeling and quasi likelihood analysis

Eva Löcherbach (invited talk) :
    Absolute continuity of the invariant measure in systems of interacting neurons.

Ester Mariucci (invited talk) :
    Wasserstein distances between discretely observed Lévy processes

Randolf Altmeyer (invited talk) :
    Estimating occupation time functionals

Discrete-Valued Time Series 2

Slot 4b Tue 13:30 - 15:30 in room 0'311 organized by Christian Weiß

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Pedro Puig (invited talk) :
    Seeing the unseen: INAR(1) models with under-reported data

Maria Eduarda Silva (contributed talk) :
    Modelling Time Series of Counts under Censoring or Truncation

Isabel Pereira (contributed talk) :
    Periodic INAR(1) models based on the signed thinning operator

Andreas Löpker (contributed talk) :
    Time reversal and perfect simulation for the INAR(1) autoregressive process

Nonparametric Methods 1

Slot 4c Tue 13:30 - 15:30 in room 0'310 organized by Edgar Brunner, Ansgar Steland, Wolfgang Kössler Chair: Edgar Brunner

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Mariusz Bieniek (contributed talk, 40 minutes) :
    Uniqueness of characterization of continuous distributions by single regression of generalized order statistics

Tom Berrett (contributed talk, 40 minutes) :
    Efficient multivariate entropy estimation via k-nearest neighbour distances

Charlotte Dion (contributed talk, 40 minutes) :
    Nonparametric estimation in a multiplicative censoring model

High-Dimensional Problems in Engineering

Slot 4d Tue 13:30 - 15:30 in room 0'307 organized by Ewa Skubalska-Rafajlowicz

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Szymon Datko (invited talk) :
    Outlier Detection in High-Dimensional Data -- Applied for Open-Set Text Classification

Agata Migalska (invited talk) :
    Testing for Image Symmetries: An Information Theoretic Approach

Przemysław Śliwiński (invited talk) :
    Hammerstein system nonlinearity recovery by standard and aggregative estimates

Nicolas Fischer (contributed talk) :
    Statistical investigation of the required space for inland vessels

Statistics of Stochastic Processes 3

Slot 5a Tue 16:00 - 18:00 in room 0'313 organized by Markus Reiß

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Stefan Roth (contributed talk) :
    An Inverse Problem for Infinitely Divisible Moving Average Random Fields

Richard Chen (contributed talk) :
    Model-Free Approaches to Discern Non-Stationary Noise in High-Frequency Data

Carsten Chong (contributed talk) :
    Volatility estimation for stochastic PDEs and related processes

Émeline Schmisser (contributed talk) :
    Nonparametric estimation of the coefficients of a jump diffusion

Discrete-Valued Time Series 3

Slot 5b Tue 16:00 - 18:00 in room 0'311 organized by Christian Weiß

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Hee-Young Kim (contributed talk) :
    Modeling Zero Inflation in Count Data Time Series with Bounded Support

Annika Homburg (contributed talk) :
    Evaluating Approximations of Count Data Distributions

Tobias Möller (contributed talk) :
    A Full ARMA Model for Counts with Bounded Support

Sebastian Schweer (contributed talk) :
    A Goodness‐of‐Fit Test for Integer‐Valued Autoregressive Processes

Analysis, Testing and Change Detection in High Dimensions 3

Slot 5c Tue 16:00 - 18:00 in room organized by Ansgar Steland

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Markus Pauly (invited talk) :
    Inference for High-Dimensional Split-Plot-Designs

Taras Bodnar (invited talk) :
    Exact and Asymptotic Tests on a Factor Model in Low and Large Dimensions with Applications

Nestor Parolya (invited talk) :
    Power Analysis of Tests on Independence of Large Dimensional Variables

Grzegorz Żak (contributed talk) :
    Heavy-tailed - based approach for signals modeling in application to technical diagnostics

Statistics of Stochastic Processes 4

Slot 6a Wed 9:00 - 11:00 in room 0'313 organized by Markus Reiß

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Yoann Potiron (contributed talk) :
    Efficient asymptotic variance reduction when estimating volatility in high frequency data

Fabian Mies (contributed talk) :
    Nonparametric gaussian inference for stable processes

Jorge Alberto Achcar (contributed talk) :
    An application of non-homogeneous Poisson process in presence of change-points

Machine Learning 1

Slot 6b Wed 9:00 - 11:00 in room 0'311 organized by Dana Simian

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Dana Simian (invited talk) :
    Autonomous watermark identification based on machine learning techniques

Milan Tuba (invited talk) :
    Support Vector Machine Optimized by Fireworks Algorithm for Handwritten Digits Recognition

Detlef Streitferdt (invited talk) :
    Ontology-based Decisions in Software Engineering

Alina Barbulescu (invited talk) :
    On the relationship between the statistical properties of the time series and goodness of fit of GRNN models, with application to financial data

Nonparametric and Semiparametric Testing

Slot 6c Wed 9:00 - 11:00 in room 0'310 organized by Mirek Pawlak

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Teresa Ledwina (invited talk) :
    Validation of positive expectation dependence

Hajo Holzmann (invited talk) :
    Adaptive estimation in sup-norm for semiparametric conditional location-scale mixtures

Ulrich Stadtmüller (invited talk) :
    Statistical tests for signal models

Piotr Kruczek (contributed talk) :
    Bootstrap method applied to estimators of tempered stable distribution parameters

Stochastic Models in Technology, Reliability, and Quality 2

Slot 7a Wed 13:30 - 15:30 in room 0'313 organized by Ansgar Steland, Wolfgang Schmid Chair: Wolfgang Schmid

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Manuel Cabral Morais (invited talk, 45 minutes) :
    GARCH processes and the phenomenon of misleading and unambiguous signals

Sven Knoth (invited talk, 45 minutes) :
    CUSUM-Shewhart charts for monitoring normal variance

Jong-Min Kim (contributed talk) :
    Statistical Process Control Chart by Copula Condition Distributions

Machine Learning 2

Slot 7b Wed 13:30 - 15:30 in room 0'311 organized by Dana Simian

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Livia Sangeorzan (invited talk) :
    Text Classification Systems: JavaScript versus WEKA implementation approach

Florentin Bota (invited talk) :
    Stochastic Dynamics in Ultimatum Game simulation

Patrick Jähnichen (invited talk) :
    Gaussian Process Dynamic Mixture Models

Florian Dumpert (contributed talk) :
    Statistical Properties of Localized Support Vector Machines

ENBIS

Slot 7c Wed 13:30 - 15:30 in room 0'310 organized by Rainer Göb

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Andrea Ahlemeyer-Stubbe (invited talk) :
    How to produce predictive models on an assembly line

Alessandro Di Bucchianico (invited talk) :
    Monitoring a Wind Turbine by Combining Sensor Data

Alberto Pasanisi (invited talk) :
    Data, methods and tools in support of smart and sustainable cities planning: an insight

Nonparametric Methods 2

Slot 7d Wed 13:30 - 15:30 in room 0'307 organized by Edgar Brunner, Ansgar Steland, Wolfgang Kössler Chair: Markus Pauly

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Edgar Brunner (invited talk, 60 minutes) :
    Ranks and Pseudoranks - Paradoxical Results of Rank Procedures in Case of Unequal Sample Sizes -

Frank Konietschke (invited talk) :
    Asymptotic Permutation Tests in General Factorial Designs

Dennis Dobler (invited talk) :
    Resampling-based inference for the Wilcoxon-Mann-Whitney effect in survival analysis for possibly tied data

Stochastic Models in Technology, Reliability, and Quality 3

Slot 8a Wed 16:00 - 18:00 in room 0'313 organized by Ansgar Steland Chair: Guido Knapp

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Evgenii Sovetkin (contributed talk) :
    Electroluminescence Image Analysis and Suspicious Areas Detection

Andreas Sommer (contributed talk) :
    Multistage acceptance sampling plans for nonparametric quality control under dependent sampling designs

Hans-J. Lenz (invited talk) :
    Vagueness, Imprecision, Belief and Tax Fraud Investigation

Johannes Rauh (contributed talk) :
    Confidence Intervals for Standardized Mortality Ratios

Nonparametric Regression and Density Estimation 2

Slot 8b Wed 16:00 - 18:00 in room 0'311 organized by Adam Krzyżak

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Matthias Hansmann (invited talk) :
    Estimation of conditional distribution functions from data with additional measurement errors

Mirosław Pawlak (invited talk) :
    Weighted Nearest Neighbor Estimates for Nonlinear Time Series

Sequential Experimental Design

Slot 8c Wed 16:00 - 18:00 in room 0'310 organized by Steve Coad

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Steve Coad (invited talk) :
    A Combined Criterion for Dose Optimisation in Early Phase Clinical Trials

Maroussa Zagoraiou (invited talk) :
    Inadequacy of the classical statistical test under response-adaptive randomization procedures

Andrea Ghiglietti (invited talk) :
    A functional urn model for CARA designs

Peter Jacko (invited talk) :
    A Bayesian Adaptive Design for Clinical Trials in Rare Diseases

Analysis, Testing and Change Detection in High Dimensions 4

Slot 9a Thu 9:00 - 11:00 in room 0'313 organized by Ansgar Steland

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Marie Hušková (invited talk, 45 minutes) :
    Change point detection with multivariate observations based on characteristic functions

Zuzana Prášková (invited talk, 45 minutes) :
    Change point problem in dynamic panel data

Martin Wendler (contributed talk) :
    Bootstrap and Change-Point Detection in Functional Time Series and Random Fields

Simultaneous Statistical Inference

Slot 9b Thu 9:00 - 11:00 in room 0'311 organized by Thorsten Dickhaus

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Werner Brannath (invited talk) :
    Simultaneous Confindence Intervals for Graphical Multiple Tests

Sebastian Döhler (invited talk) :
    A modified Benjamini-Hochberg procedure for discrete data

Helmut Finner (invited talk) :
    From higher criticism tests and local levels of GOF tests to confidence bounds for the proportion of true nulls

Florian Frommlet (invited talk) :
    Asymptotic Bayes Optimality under Sparsity Revisited

Multivariate Distributions and Copula 2

Slot 9c Thu 9:00 - 11:00 in room 0'310 organized by Eckhard Liebscher Chair: Piotr Jaworski

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Anouar El Ghouch (invited talk) :
    Semiparametric copula quantile regression for complete or censored data

Wolf-Dieter Richter (invited talk) :
    Star-shaped distributions. A survey of recent results.

Klaus Müller (invited talk) :
    Exact distributions of order statistics from continuous l_n,p-symmetric sample distributions

Eckhard Liebscher (invited talk) :
    Modeling and statistical inference of copulas based on Frank's family

Nonparametric Methods 3

Slot 10a Thu 11:30 - 13:30 in room 0'313 organized by Edgar Brunner, Ansgar Steland, Wolfgang Kössler Chair: Edgar Brunner

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Olivier Thas (invited talk, 60 minutes) :
    Estimation in the Probabilistic Index Model

Chunpeng Fan (invited talk, 60 minutes) :
    Rank Repeated Measures Analysis of Covariance

Optimal Decision in Changepoint Models

Slot 10b Thu 11:30 - 13:30 in room 0'311 organized by Krzysztof Szajowski

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Aiko Kurushima (invited talk) :
    Full-information Best Choice Problem with Unknown Change Point in Value Distribution of Options

Krzysztof Szajowski (invited talk) :
    Bayesian game on disordered process

Marek Skarupski (invited talk) :
    A Quality Control Chart design based on optimal stopping rules

Functional Data Analysis

Slot 10c Thu 11:30 - 13:30 in room 0'310 organized by Alexander Meister

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Alois Kneip (invited talk, 40 minutes) :
    Registration to Low-Dimensional Function Spaces

Moritz Jirak (invited talk, 40 minutes) :
    General Eigenexpansions

Alexander Meister (invited talk, 40 minutes) :
    Nonparametric density estimation for intentionally corrupted functional data

Energy Statistics

Slot 11a Fri 9:00 - 11:00 in room 0'313 organized by Florian Ziel

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Tamsin Lee (invited talk) :
    Clustering electricity customers

Stephen Haben (invited talk) :
    Short Term Load Forecasts of Low Voltage Level Networks

Kevin Berk (invited talk) :
    Modeling Electricity Load with Inhomogeneous Markov Switching Models

Florian Ziel (invited talk) :
    Load Forecasting Using Lasso Based Time Series Methods

Errors-in-Variables Models

Slot 11b Fri 9:00 - 11:00 in room 0'311 organized by Silvelyn Zwanzig

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Silvelyn Zwanzig (invited talk) :
    On a LASSO-type estimator in errors-in-variables models

Rauf Ahmad (invited talk) :
    On the risk of LASSO-type estimators in errors-in-variables models

Katarina Fetisova (contributed talk) :
    Towards a flexible statistical modelling by latent factors for evaluation of simulated climate forcing effects

Miscellaneous

Slot 11c Fri 9:00 - 11:00 in room 0'310Chair: Marco Burkschat

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Hitoshi Koyano (contributed talk) :
    Optimal String Clustering Based on a Statistical Theory on a Topological Monoid of Strings

Christoph Stahr (contributed talk) :
    Parameter estimation via failure times of coherent systems based on sequential order statistics

Fritjof Freise (contributed talk) :
    Asymptotic Optimality of an Adaptive Wynn Algorithm in Binary Response Models

Nadine Berner (contributed talk) :
    Probabilistic investigation of complex dynamic systems in the presence of stochastic events

Graphical Models and Network Analysis

Slot 12a Fri 11:30 - 13:30 in room 0'313 organized by Matthias Eckardt

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Termen Shafie (invited talk) :
    Tracing Dependencies in Multivariate Networks

Osvaldo Anacleto (invited talk) :
    Dynamic graphical models for samples of network time series

Vanessa Didelez (invited talk) :
    Causal reasoning for events in continuous time

Anna Gottard (invited talk) :
    Learning non-linear graphical models

Distance-based Statistical Methods

Slot 12b Fri 11:30 - 13:30 in room 0'311 organized by Wolfgang Stummer

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Michel Broniatowski (invited talk, 40 minutes) :
    Estimating divergences through weighted bootstrap

Wolfgang Stummer (invited talk, 40 minutes) :
    A New Method of Robust Statistics

Anna-Lena Kißlinger (invited talk, 40 minutes) :
    A New Information-Geometric Method of Change Detection

Alphabetical List of Invited Speakers

• Randolf Altmeyer (Humboldt-Universität zu Berlin)
• Rauf Ahmad (Uppsala University)
• Alina Bărbulescu (Higher College of Technology, Sharjah)
• Markus Bibinger (Philipps-Universität Marburg)
• Taras Bodnar (Humboldt-Universität zu Berlin)
• Malgorzata Bogdan (University of Wrocław)
• Bogdan Ćmiel (AGH Univerity, Kraków)
• Bota Florentin (Babeş-Bolyai University, Cluj-Napoca)
• Werner Brannath (Universität Bremen)
• Michel Broniatowski (Universite Pierre et Marie Curie Paris)
• Edgar Brunner (University of Göttingen)
• Marco Burkschat (RWTH Aachen University)
• Boris Darkhovsky (National Research University Higher School of Economics, Moscow)
• Szymon Datko (Wrocław)
• Vanessa Didelez (Leibniz Institute, University of Bremen)
• Dennis Dobler (Ulm University)
• Helmut Finner (Deutsches Diabetes-Zentrum Düsseldorf)
• Matthias Fischer (Friedrich-Alexander-Universität Erlangen-Nürnberg)
• Florian Frommlet (Medizinische Universität Wien)
• Anouar El Ghouch (Université catholique de Louvain)
• Andrea Ghiglietti (University of Milan)
• Anna Gottard (University of Florence)
• Stephen Haben (University of Oxford)
• Daniel Hlubinka (Charles University Prague)
• Hajo Holzmann (Philipps-Universität Marburg)
• Marie Hušková (Charles University of Prague)
• Peter Jacko (Lancaster University)
• Patrick Jähnichen (Humboldt-Universität zu Berlin)
• Piotr Jaworski (University of Warsaw)
• Arnold Janssen (Heinrich Heine University Düsseldorf)
• Carsten Jentsch (Universität Mannheim)
• Moritz Jirak (TU Braunschweig)
• Robert Jung (Universität Hohenheim)
• Waltraud Kahle (Otto-von-Guericke-Universität Magdeburg)
• Anna-Lena Kißlinger (University of Erlangen-Nürnberg)
• Alois Kneip (Universität Bonn)
• Sven Knoth (Helmut-Schmidt-Universität Hamburg)
• Sebastian Köhler (Hochschule Darmstadt)
• Frank Konietschke (University of Texas at Dallas)
• Adam Krzyzak (Concordia University, Montreal)
• Sonja Kuhnt (TU Dortmund/FH Dortmund)
• Alexander Kukush (Taras Shevchenko National University of Kyiv)
• A. Kurushima (Tokyo)
• Teresa Ledwina (University of Wrocław)
• Tamsin Lee (University of Oxford)
• Hans-Joachim Lenz (Freie Universität Berlin)
• Eckhard Liebscher (HS Merseburg)
• Friedrich Liese (University of Rostock)
• Francesca Marta Lilja Di Lascio (Free University of Bozen-Bolzano)
• Hans Manner (University of Cologne)
• Eva Löcherbach (Université de Cergy-Pontoise)
• Ester Mariucci (Leiden University)
• Agata Migalska
• Klaus Müller (Universität Rostock)
• Osvaldo Anacleto (University of Edinburgh)
• Nestor Parolya (University of Hannover)
• Markus Pauly (University of Ulm)
• Mirek Pawlak (University of Manitoba, Winnipeg)
• Alexandra Piryatinska (San Francisco State University)
• Mark Podolskij (Aarhus University)
• Zuzanna Praskova (Charles University of Prague)
• Ewaryst Rafajlowicz (Wrocław University of Technology)
• Ulrich Rendtel (Freie Universität Berlin)
• Wolf-Dieter Richter (Universität Rostock)
• Mathieu Rosenbaum (École Polytechnique, Université Paris-Saclay)
• Livia Sangeorzan (University Transilvania of Braşov)
• Matthias Scherer (TU München)
• Termeh Shafie (University of Konstanz)
• Dana Simian (Lucian Blaga University, Sibiu)
• Marek Skarupski (Wrocław University of Technology)
• Ewa Skubalska-Rafajłowicz (Wrocław University of Technology)
• Piotr Sliwinski (Wrocław)
• Jakob Söhl (TU Delft)
• Ulrich Stadtmüller (Ulm University)
• Florin Stoica (Lucian Blaga University, Sibiu)
• Detlef Streitferdt (Ilmenau University of Technology)
• Winfried Stute (Giessen University)
• Krzystof Szajowski (Wrocław University of Technology)
• Olivier Thas (Gent University)
• Mathias Trabs (University of Hamburg)
• Milan Tuba (University of Belgrade)
• Harro Walk (Universität Stuttgart)
• Nakahiro Yoshida (University of Tokyo)
• Adam Zagdanski (Wrocław University of Technology)
• Maroussa Zagoraiou (University of Calabria, Arcavacata)