Program
The abstract booklet is online, which also contains the detailed program. You will receive a printed copy on arrival.Time Table
09:00
10:00
11:00
12:00
13:00
14:00
15:00
16:00
17:00
18:00
19:00
20:00
21:00
10:00
11:00
12:00
13:00
14:00
15:00
16:00
17:00
18:00
19:00
20:00
21:00
09:00
10:00
11:00
12:00
13:00
14:00
15:00
16:00
17:00
18:00
19:00
20:00
21:00
10:00
11:00
12:00
13:00
14:00
15:00
16:00
17:00
18:00
19:00
20:00
21:00
Sessions
Plenary talk
Mon 13:00 - 14:00 in room 0'119 organized by Ansgar StelandHolger Dette :
Statistical methodology for comparing curves
Plenary talk
Tue 11:30 - 12:30 in room 0'119 organized by Ansgar StelandJana Jurečková :
Empirical Regression Quantile Process in Analysis of Risk
Plenary talk
Wed 11:30 - 12:30 in room 0'119 organized by Ansgar StelandAllan 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 StelandSonja 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 KrzyżakHarro 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 DrogeDeniz 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 StelandDominic 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 LiebscherF. 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 ReißMark 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 WeißRobert 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 StelandBoris 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 DöringMarc 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 ReißNakahiro 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 WeißPedro 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 BrunnerMariusz 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-RafajlowiczSzymon 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 ReißStefan 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 WeißHee-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 StelandMarkus 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 ReißYoann 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 SimianDana 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 PawlakTeresa 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 SchmidManuel 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 SimianLivia 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 GöbAndrea 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 PaulyEdgar 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 KnappEvgenii 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 KrzyżakMatthias 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 CoadSteve 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 StelandMarie 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 DickhausWerner 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 JaworskiAnouar 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 ln,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 BrunnerOlivier 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 SzajowskiAiko 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 MeisterAlois 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 ZielTamsin 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 ZwanzigSilvelyn 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 BurkschatHitoshi 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 EckardtTermen 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 StummerMichel 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)