PROGRAMME ERCIM 2014
KEYNOTE TALKS
PARALLEL SESSIONS
Parallel session B: | Saturday 06.12.2014 | 10:30 - 12:35 |
Session ES19 | Room: N1 |
Dependence models and copulas: Theory I | Saturday 06.12.2014 10:30 - 12:35 |
Chair: Fabrizio Durante |
Organizer: Fabrizio Durante |
E476: I. Gijbels | |
Estimation of a conditional copula under various settings | |
E540: W. Trutschnig | |
Some remarks on singular components of copulas | |
E1090: E. Di Bernardino, D. Rulliere | |
On tail dependence coeffcients of transformed multivariate Archimedean copulas | |
E246: I. Kojadinovic, A. Buecher, J. Quessy, T. Rohmer, J. Segers | |
Two nonparametric tests of copula constancy in multivariate time series | |
E243: G. Marra, R. Radice, M. Wojtys | |
Copula regression spline models for binary outcomes |
Session ES27 | Room: A1 |
Outliers and extremes in time series | Saturday 06.12.2014 10:30 - 12:35 |
Chair: Roland Fried |
Organizer: Roland Fried |
E1133: C. Klueppelberg | |
Recent developments of the COGARCH model | |
E104: S. Fischer, R. Fried, M. Wendler | |
A robust estimator of the tail index under short range dependence | |
E818: M. Wornowizki | |
Nonparametric two-sample tests based on divergences with special attention to extreme values | |
E1236: B. Spangl, S. Desmettre, D. Pupashenko, P. Ruckdeschel | |
Statistical models for dynamics in extreme value processes | |
E716: A. Mayo-Iscar, L. Garcia-Escudero, A. Gordaliza, C. Matran-Bea | |
TCLUST: Robust clustering based on trimming and restrictions |
Session ES35 | Room: B1 |
Threshold selection in statistics of extremes | Saturday 06.12.2014 10:30 - 12:35 |
Chair: Ivette Gomes |
Organizer: Ivette Gomes |
E259: M. Neves, I. Gomes, F. Figueiredo, D. Prata Gomes | |
Computer intensive procedures in threshold selection | |
E542: J. Picek | |
Selection of regression quantile threshold | |
E600: C. Scarrott, A. Akbar | |
Extreme value mixture modelling | |
E741: M. Brito, A. Moreira Freitas | |
Threshold selection and tail least squares type estimators | |
E778: J. Beirlant, I. Fraga Alves, I. Gomes, M. Meerschaert | |
Extreme value analysis for truncated and non-truncated Pareto-type distributions |
Session ES48 | Room: D1 |
Handling nuisance parameters: Advances towards optimal inference | Saturday 06.12.2014 10:30 - 12:35 |
Chair: Ioannis Kosmidis |
Organizer: Ioannis Kosmidis |
E027: K. Jochmans | |
Profile-score adjustments for incidental-parameter problems | |
E028: M. Weidner, M. Arellano | |
Incidental parameter bias in panel quantile regressions | |
E067: N. Sartori | |
Accurate likelihood inference with many nuisance parameters | |
E074: R. Bellio | |
Bias corrected parametric bootstrap | |
E604: I. Kosmidis | |
Effects of bias on inference in the presence of nuisance parameters: case studies and questions |
Session ES63 | Room: L1 |
Mixture models for modern applications I | Saturday 06.12.2014 10:30 - 12:35 |
Chair: Geoff McLachlan |
Organizer: Geoff McLachlan |
E763: A. Montanari, D. Calo, F. Bellini, R. Nania | |
A mixture model for the measurement of resonance production in heavy-ion collisions | |
E193: T. Lin, G. McLachlan, S. Lee | |
Extending mixtures of factor models using the restricted multivariate skew-normal distribution | |
E494: F. Chamroukhi | |
Model-based cluster and discriminant analysis for functional data | |
E621: L. Anderlucci, C. Viroli | |
Modeling multivariate longitudinal data in the presence of unobserved heterogeneity | |
E1114: C. Keribin, Y. Liu, Y. Rozenholc | |
Statistical quantification of genomic tumoral alterations with a mixture model |
Session ES67 | Room: C1 |
Small area estimation | Saturday 06.12.2014 10:30 - 12:35 |
Chair: Domingo Morales |
Organizer: Domingo Morales |
E194: T. Goicoa, M. Ugarte, J. Exteberria, A. F. Militino | |
Small area models for estimating temporal mortality trends by age and region | |
E515: E. Fabrizi, M. Ferrante, C. Trivisano | |
A multivariate model for the estimation of poverty gap in small areas | |
E652: D. Morales, Y. Marhuenda, I. Molina, J. Rao | |
The empirical best predictor in the two-fold nested error regression model | |
E673: M. Pratesi, F. Giannotti, C. Giusti, S. Marchetti, D. Pedreschi | |
The use of Big Data as covariates in area level small area models | |
E676: M. Lombardia, M. Boubeta, D. Morales | |
Small area estimation of poverty proportions under Poisson mixed models |
E265: E. Remy, S. Mercier, L. Bordes, E. Dautreme | |
A stochastic process for partial degradation data | |
E316: F. Spizzichino | |
Some probabilistic and statistical aspects of time-homogeneous load-sharing models | |
E618: A. Adekpedjou, W. De Mel, G. Zamba | |
Chi-square test based on random cells with recurrent events | |
E667: V. Couallier, K. Claudio, Y. Le Gat, J. Saracco | |
A multistate semi-Markov model with panel data for degradation analysis and water loss prediction of a water supply network | |
E1263: A. Franco-Pereira, M. Pardo | |
A test statistic for assessing a diagnostic marker |
Session ES80 | Room: M1 |
Advances in spatial functional data analysis | Saturday 06.12.2014 10:30 - 12:35 |
Chair: Elvira Romano |
Organizer: Elvira Romano |
E637: L. Raket, B. Markussen | |
Simultaneous modeling of phase and amplitude variation in functional data on high-dimensional domains | |
E654: S. Gattone | |
Smoothing based clustering for functional data | |
E529: T. Di Battista, F. Maturo, F. Fortuna | |
Spatial functional data analysis for biodiversity | |
E955: C. Rohrbeck | |
An approach for using monotonic regression in discrete spatial statistics | |
E852: E. Romano, J. Mateu, C. Diaz Avalos | |
Geographically weighted regression model for functional data spatially dependent |
Session ES94 | Room: I1 |
Statistics with actuarial/economic applications | Saturday 06.12.2014 10:30 - 12:35 |
Chair: Tim Verdonck |
Organizer: Tim Verdonck |
E466: M. Bergamelli | |
Robust estimation of real exchange rate process half-life | |
E485: T. Reynkens, M. Hubert, T. Verdonck, E. Schmitt | |
Sparse PCA for high-dimensional data with outliers | |
E692: F. Palacios Rodriguez, E. Di Bernardino, J. Fernandez-Ponce, M. Rodriguez-Grinolo | |
A new multivariate approach to Value-at-Risk measures | |
E619: D. Linders, W. Schoutens | |
Basket option pricing and implied correlation in a Levy copula model | |
E824: V. Asimit | |
Detecting the asymptotic dependence and independence via measures of association |
Session ES99 | Room: E1 |
Methods for semiparametric analysis of complex survival data | Saturday 06.12.2014 10:30 - 12:35 |
Chair: Liming Xiang |
Organizer: Liming Xiang |
E761: S. Chiou, G. Xu | |
Rank-based inference for semiparametric accelerated failure time model under length-biased sampling | |
E768: B. Li, Y. Chen, W. Wang | |
Marginal inference of recurrent events under competing risks | |
E1084: I. Ha, J. Jeong , Y. Lee | |
Frailty modelling approaches for semi-competing risks data via H-likelihood | |
E1109: V. Patilea, W. Li | |
A dimension reduction approach for conditional Kaplan-Meier estimators | |
E664: L. Xiang, S. Wang | |
Penalized empirical likelihood for sparse additive hazards regression with diverging number of covariates |
Session ES122 | Room: G1 |
Advances in latent variables | Saturday 06.12.2014 10:30 - 12:35 |
Chair: Paola Zuccolotto |
Organizer: Paola Zuccolotto |
E323: T. Rusch, P. Mair, K. Hornik | |
Scaling for structure with STOPS | |
E605: M. Maier, T. Rusch, P. Mair | |
Measuring change on latent variables using linear logistic models | |
E462: M. Iannario | |
A unified proposal for modelling ordinal data | |
E679: S. Giordano, R. Colombi | |
A multivariate CUB model | |
E1010: M. Meulders, J. Vermunt | |
Accounting for attribute non-attendance in the analysis of discrete choice experiments |
Session ES39 | Room: Q1 |
Bayesian semi- and nonparametric modelling I | Saturday 06.12.2014 10:30 - 12:35 |
Chair: Matteo Ruggiero |
Organizer: Antonio Lijoi |
E636: A. Guglielmi, R. Argiento | |
Bayesian principal curve clustering by NGG-mixture models | |
E311: M. Guindani, B. Nipoti, A. Jara | |
Bayesian nonparametric modeling of clustered survival data | |
E425: J. Arbel, I. Prunster | |
Moment-constrained Ferguson-Klass algorithm | |
E434: J. Soriano, L. Ma | |
Comparison of mixture models through locally tied stick-breaking processes | |
E711: S. Montagna, T. Johnson, T. Nichols | |
Functional Bayesian point process model for neuroimaging meta-analysis data |
Parallel session E: | Saturday 06.12.2014 | 14:35 - 16:15 |
Session ESI01 - Invited | Room: A1 |
Robustness against elementwise contamination | Saturday 06.12.2014 14:35 - 16:15 |
Chair: Peter Rousseeuw |
Organizer: Peter Rousseeuw |
E682: A. Alfons, V. Ollerer, C. Croux | |
A first step towards robust regression under elementwise contamination | |
E832: A. Leung, R. Zamar | |
Three-step robust regression for handling cell-wise and case-wise contamination | |
E856: S. Van Aelst, R. Zamar, F. Zhang | |
Robust least angle regression with categorical variables |
Session ES07 | Room: H1 |
Statistical methods for dependent sequences | Saturday 06.12.2014 14:35 - 16:15 |
Chair: Henryk Zaehle |
Organizer: Eric Beutner |
E209: J. Bardet, C. Tudor | |
Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process | |
E742: E. Beutner, H. Zahle | |
New methods for statistical functionals - with applications to weakly dependent sequences and long-memory processes | |
E428: J. Buchsteiner | |
Asymptotics of plug-in estimators under long-range dependence | |
E846: Z. Zhou | |
Inference of weighted V-statistics for non-stationary time series and its applications |
Session ES14 | Room: E1 |
Sufficiency and data reductions in regression | Saturday 06.12.2014 14:35 - 16:15 |
Chair: Efstathia Bura |
Organizer: Efstathia Bura |
E258: Y. Ma, L. Zhu | |
Semiparametric approach to dimension reduction | |
E264: K. Lee, B. Li, F. Chiaromonte | |
A general theory for nonlinear sufficient dimension reduction: formulation and estimation | |
E319: F. Chiaromonte, Y. Liu | |
Exploiting structure to reduce and integrate high dimensional, under sampled ``omics'' data | |
E844: A. Yao | |
Sufficient dimension reduction in functional regression |
Session ES20 | Room: P1 |
Change-point analysis | Saturday 06.12.2014 14:35 - 16:15 |
Chair: Serguei Dachian |
Organizer: Serguei Dachian |
E252: E. Gombay, A. Hussein, F. Li | |
Change detection for time series following generalized linear models | |
E267: P. Bertrand | |
Fast change point analysis with applications to physiological series | |
E404: Z. Praskova | |
Resampling methods in change point analysis | |
E397: S. Dachian | |
On limiting likelihood ratio processes encountered in statistical inference on the change-point location parameter |
Session ES41 | Room: B1 |
Robust estimation in extreme value theory | Saturday 06.12.2014 14:35 - 16:15 |
Chair: Armelle Guillou |
Organizer: Armelle Guillou |
E024: D. Dupuis | |
Robust conditional variance and value-at-risk estimation | |
E049: R. Molinari, S. Guerrier, M. Victoria-Feser, S. Orso | |
Bounded-influence robust estimation of copulas | |
E185: D. Vanpaemel, M. Hubert, G. Dierckx | |
Detecting influential data points for the Hill estimator in Pareto-type distributions | |
E920: D. Schell, J. Beran, M. Stehlik | |
On the harmonic moment tail index estimator |
Session ES50 | Room: G1 |
Directional statistics | Saturday 06.12.2014 14:35 - 16:15 |
Chair: Thomas Verdebout |
Organizer: Thomas Verdebout |
E335: C. Ley, E. Garcia-Portugues, D. Paindaveine, T. Verdebout | |
Improved kernel density estimation for directional data under rotational symmetry | |
E461: E. Garcia-Portugues, R. Crujeiras, I. Van Keilegom, W. Gonzalez-Manteiga | |
Bandwidth selection in nonparametric directional regression | |
E641: C. Rueda, M. Fernandez, S. Barragan | |
Two proposals for circular order aggregation | |
E892: M. Oliveira, R. Crujeiras, A. Rodriguez-Casal | |
CircSiZer for the assessment of significant features in nonparametric circular curve estimates |
Session ES60 | Room: D1 |
Simultaneous equation models controlling for unobserved confounding | Saturday 06.12.2014 14:35 - 16:15 |
Chair: Giampierro Marra |
Organizer: Giampierro Marra |
E344: M. McGovern, T. Barnighausen, G. Marra, R. Radice | |
On the assumption of joint normality in selection models: A flexible copula based approach for estimating HIV prevalence | |
E083: K. Wyszynski, G. Marra | |
Semi-parametric copula sample selection models for count response | |
E451: M. Wojtys, G. Marra | |
Asymptotics of penalized spline estimators in generalized sample selection model | |
E181: G. Galimberti, G. Marra, G. Soffritti | |
Semiparametric bivariate regression with non-gaussian dependent errors |
Session ES65 | Room: L1 |
Goodness-of-fit tests | Saturday 06.12.2014 14:35 - 16:15 |
Chair: Simos Meintanis |
Organizer: Simos Meintanis |
E321: J. Allison, S. Meintanis, L. Santana | |
GoF tests for semi- and parametric hypotheses based on the probability weighted empirical characteristic function | |
E455: O. Thas, T. Suesse, J. Rayner | |
Goodness-of-fit tests for finite mixture distributions | |
E516: E. Taufer, S. Meintanis, J. Ngatchou-Wandji | |
Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function | |
E301: S. Meintanis, J. Swanepoel, N. Uskakov | |
Inference procedures for discrete-valued time series |
Session ES92 | Room: F1 |
Cure models and competing risks in survival analysis | Saturday 06.12.2014 14:35 - 16:15 |
Chair: Anouar El Ghouch |
Organizer: Ingrid Van Keilegom |
E417: M. Jacome Pumar, A. Lopez Cheda, R. Cao | |
Mixture cure models: a completely nonparametric approach | |
E950: C. Heuchenne, A. Beretta, P. Wilson | |
Cox proportional hazard cure models with time-varying covariates | |
E1022: S. Scolas, A. El Ghouch, C. Legrand | |
Variable selection in a flexible parametric mixture cure model with interval-censored data | |
E1259: J. Dauxois, S. Jomhoori, F. Yousefzadeh | |
Testing an ``exponential delay time model'' against a ``random sign censoring model'' in reliability |
Session ES101 | Room: M1 |
Functional regression models and applications | Saturday 06.12.2014 14:35 - 16:15 |
Chair: Ana M. Aguilera |
Organizer: Ana M. Aguilera |
E205: J. Goldsmith, V. Zipunnikov, J. Schrack | |
Generalized multilevel function-on-scalar regression and principal component analysis | |
E383: M. Aguilera-Morillo, M. Durban, A. Aguilera | |
P-spline smoothing for functional data with spatial dependence | |
E535: W. Gonzalez-Manteiga, J. Cuesta-Albertos, E. Garcia-Portugues, M. Febrero-Bande | |
Goodness-of-fit tests for the functional linear model based on random projections | |
E541: M. McLean, F. Scheipl, G. Hooker, S. Greven, D. Ruppert | |
Bayesian hierarchical additive models for sparse functional data |
Session ES129 | Room: I1 |
Statistical methods and applications | Saturday 06.12.2014 14:35 - 16:15 |
Chair: Luisa Cutillo |
Organizer: Luisa Cutillo |
E523: L. Cutillo, A. Carissimo, V. Belcastro, C. Angelini | |
Analysis of positively correlated counts by using a hierarchical Gamma Poisson model | |
E549: A. Luliano, A. Occhipinti, C. Angelini, I. De Feis, P. Lio | |
Pathways identification in cancer survival analysis by network-based Cox models | |
E427: A. Carissimo, L. Cutillo, I. De Feis | |
Validation of community robustness | |
E704: M. Carfora, L. Cutillo, A. Orlando | |
Analysis of two-way functional data: an application to the comparison of mortality ratio models |
Session ES77 | Room: O1 |
Contributions to classification and clustering | Saturday 06.12.2014 14:35 - 16:15 |
Chair: Agustin Mayo-Iscar |
Organizer: ERCIM 2014 |
E061: K. Ducinskas, L. Dreiziene | |
Multiclass classification of Gaussian spatial data based on pairwise discriminant functions | |
E1210: O. Dalmau, T. Alarcon, G. Gonzales | |
Kernel multilogit algorithm for multiclass classification | |
E536: B. Lafuente, J. Vilar | |
A fuzzy clustering for time series based on quantile autocovariances | |
E1135: M. Ferraro, M. Vichi | |
Fuzzy double k-means clustering for simultaneous classification of objects and variables |
Session ES29 | Room: N1 |
Dependence models and copulas: Theory II | Saturday 06.12.2014 14:35 - 16:15 |
Chair: Wolfgang Trutschnig |
Organizer: Fabrizio Durante |
E232: A. Palestini, M. Bernardi | |
Assignment of risk in a cost cooperative game induced by a modified Expected Shortfall | |
E906: E. de Amo | |
Characterization of copulas with given diagonal and opposite diagonal sections | |
E972: N. Kamnitui, T. Santiwipanon, S. Sumetkijakan | |
New measure of dependence from conditional variance | |
E1185: X. Dou, S. Kuriki, G. Lin, D. Richards | |
A class of B-spline copulas: dependence structure and estimation |
Session ES45 | Room: Q1 |
Bayesian semi- and nonparametric modelling II | Saturday 06.12.2014 14:35 - 16:15 |
Chair: Antonio Lijoi |
Organizer: Antonio Lijoi |
E079: L. Nieto-Barajas, A. Contreras-Cristan | |
A Bayesian nonparametric approach for time series clustering | |
E087: S. Wade, Z. Ghahramani | |
Bayesian feature allocation estimation | |
E221: I. Antoniano-Villalobos, M. Nazarov, S. Petrone | |
A nonparametric latent distance model for dynamic relational networks | |
E202: M. Zhou, O. Madrid-Padilla, J. Scott | |
Priors for random count matrices derived from a family of negative binomial processes |
Session ES06 | Room: C1 |
Big data analysis: Penalty, pretest and shrinkage estimation I | Saturday 06.12.2014 14:35 - 16:15 |
Chair: S. Ejaz Ahmed |
Organizer: S. Ejaz Ahmed |
E367: Y. Feng, P. Basu, J. Lv | |
Model selection in high-dimensional misspecified models | |
E342: V. Lyubchich, Y. Gel | |
A local ANOVA-type nonparametric test for trend synchronism in multiple time series | |
E625: A. Hussein, K. Tomanelli, S. Nkurunziza | |
Shrinkage estimation in an additive survival model | |
E895: J. Rao, J. Jiang, T. Ngyuen | |
Fence methods for gene set selection in microarray studies |
Parallel session F: | Saturday 06.12.2014 | 16:45 - 18:00 |
Session ES03 | Room: I1 |
Statistical modelling with R | Saturday 06.12.2014 16:45 - 18:00 |
Chair: Andreas Alfons |
Organizer: Andreas Alfons |
E876: M. Templ, B. Meindl | |
Methods and tools for the simulation of synthetic populations | |
E912: V. Oellerer, C. Croux | |
Sparse precision matrix estimation under elementwise contamination | |
E968: I. Wilms, C. Croux | |
Robust sparse canonical correlation analysis |
Session ES13 | Room: B1 |
High-dimensional causal inference | Saturday 06.12.2014 16:45 - 18:00 |
Chair: Marloes Maathuis |
Organizer: Peter Buehlmann |
E275: A. Hauser | |
Efficient score-based estimation of causal models by greedy search | |
E845: J. Peters, P. Buhlmann, J. Mooij | |
How good is my graph estimate? | |
E1052: A. Shojaie | |
Estimation of directed acyclic graphs from partial orderings |
Session ES33 | Room: L1 |
Statistical methods in high dimensions | Saturday 06.12.2014 16:45 - 18:00 |
Chair: Francesco Giordano |
Organizer: Francesco Giordano |
E674: G. De Luca, P. Zuccolotto | |
An extremes-based double clustering procedure for financial returns | |
E563: M. Restaino, A. Amendola, F. Giordano, M. Parrella | |
Relevant covariates in high dimensional regression: the case of business failure | |
E633: F. Giordano, S. Lahiri, M. Parrella | |
A multiple testing procedure in high dimensional nonparametric regression based on empirical likelihood |
Session ES36 | Room: M1 |
Statistics in functional and Hilbert spaces | Saturday 06.12.2014 16:45 - 18:00 |
Chair: Gil Gonzalez-Rodriguez |
Organizer: Gil Gonzalez-Rodriguez |
E346: E. Bongiorno, A. Goia | |
A clustering method for functional data | |
E396: A. Godichon | |
Efficient recursive estimation of the geometric median in Hilbert spaces: new results | |
E886: C. Preda, G. Saporta | |
PLS regression for multivariate functional data |
Session ES38 | Room: E1 |
Inference based on the Lorenz and Gini index of inequality | Saturday 06.12.2014 16:45 - 18:00 |
Chair: Francesca Greselin |
Organizer: Francesca Greselin |
E330: R. Zitikis, D. Qoyyimi | |
Gini and Lorenz in action: measuring the lack of increasingness in functions with applications in education and beyond | |
E543: A. Vernizzi, M. Monti, E. Raffinetti, E. Siletti | |
Decomposition of family incomes by income sources, geographical areas and the issue of negative income values | |
E825: C. Gigliarano, S. Figini, P. Muliere | |
Assessment and comparison of survival models using concentration indices |
Session ES53 | Room: Q1 |
Bayesian semi and nonparametric estimation in copula models | Saturday 06.12.2014 16:45 - 18:00 |
Chair: Brunero Liseo |
Organizer: Brunero Liseo |
E438: L. Ma | |
Scalable Bayesian model averaging through local information propagation | |
E379: L. Dalla Valle, C. Czado | |
Bayesian model selection of high-dimensional vine copulas | |
E597: A. Parisi, B. Liseo | |
Adaptive importance sampling methods for the multivariate skew-Student distribution and skew-t copula |
Session ES58 | Room: D1 |
Heuristic optimization and economic modelling | Saturday 06.12.2014 16:45 - 18:00 |
Chair: Peter Winker |
Organizer: Dietmar Maringer |
E702: D. Blueschke, I. Savin | |
No such thing like perfect hammer: comparing different objective function specifications for optimal control | |
E934: B. Al-sarray | |
Simulating particle swarm optimization for estimating likelihood function of ARMA(1,1) model | |
E973: M. van der Schans | |
A heuristic for completing covariance and correlation matrices |
Session ES78 | Room: G1 |
Directed and undirected graph models | Saturday 06.12.2014 16:45 - 18:00 |
Chair: Annie Qu |
Organizer: Annie Qu |
E467: X. Chen, M. Xu, W. Wu | |
Second-order inference for high-dimensional time series | |
E870: A. Qu, J. Wang, X. Shen, Y. Sun | |
Classification with unstructured predictors with an application to sentiment analysis | |
E967: J. Harezlak, M. Kundu | |
Regression trees for longitudinal data (LongCART) and their application in the biomarker neuroimaging study |
Session ES97 | Room: P1 |
Change-points in time series I | Saturday 06.12.2014 16:45 - 18:00 |
Chair: Daniel Vogel |
Organizer: Daniel Vogel |
E520: H. Dehling, M. Wendler, R. Fried | |
Robust change-point tests for time series | |
E489: M. Huskova, S. Hudecova, S. Meintanis | |
Structural changes in time series of counts | |
E617: A. Aue, R. Cheung, T. Lee, M. Zhong | |
Piecewise quantile autoregressive modeling for non-stationary time series |
Session ES103 | Room: N1 |
Tail dependence and marginals with heavy tails | Saturday 06.12.2014 16:45 - 18:00 |
Chair: Fabio Spizzichino |
Organizer: Fabio Spizzichino |
E745: M. Bernardi | |
Portfolio optimisation under switching dependence | |
E834: F. Durante | |
Singular copulas and tail dependence | |
E807: G. Torrisi | |
Large deviations of the interference in wireless communication models |
Session ES106 | Room: A1 |
Robust clustering with mixtures | Saturday 06.12.2014 16:45 - 18:00 |
Chair: Antonio Punzo |
Organizer: Antonio Punzo |
E843: F. Forbes, D. Wraith | |
Robust mixture modelling using skewed multivariate distributions with variable amounts of tailweight | |
E1213: B. Francis, F. Pennoni, S. Pandolfi, F. Bartolucci | |
Robust latent class analysis through outlier detection and modelling | |
E943: S. Chretien | |
Estimation of Gaussian mixture models via mixted nuclear/$\ell_\infty$/$\ell_1$-norm penalization |
Session ES116 | Room: H1 |
Intelligent data analysis for high dimensional systems | Saturday 06.12.2014 16:45 - 18:00 |
Chair: Debora Slanzi |
Organizer: Irene Poli |
E643: P. Brown, M. Ridout | |
Screening designs for factors with many levels in drug discovery | |
E689: M. Borrotti, L. Sartore, D. Slanzi | |
Intelligent control system model-based optimisation for energy saving | |
E703: D. De March, I. Poli | |
A multi-objective procedure for designing optimal static daylighting devices |
Session ES125 | Room: F1 |
Missing covariate information in survival analysis | Saturday 06.12.2014 16:45 - 18:00 |
Chair: Thomas Scheike |
Organizer: Thomas Scheike |
E062: T. Martinussen, T. Scheike, K. Holst | |
How to deal with missing covariate data in survival analysis | |
E314: L. Qi, Y. He, R. Chen, Y. Wang, X. Yang | |
A comparison of multiple imputation via chained equations and general location model for AFT models with missing covariates | |
E339: F. Ambrogi | |
Competing risks regression with missing data in the prognostic factors |
Session ES127 | Room: C1 |
Biostatistics, epidemiology and twin studies | Saturday 06.12.2014 16:45 - 18:00 |
Chair: Ayse Ulgen |
Organizer: Ayse Ulgen |
E302: S. Moeller, T. Scheike, K. Holst, J. Hjelmborg | |
Event and event-free concordance in twin studies | |
E1270: F. Van Lishout, F. Gadaleta, J. Moore, L. Wehenkel, K. Van Steen | |
gammaMAXT: a fast multiple-testing correction algorithm | |
E1272: A. Ulgen, L. Cantas, E. Iacovides, F. van der Meulen | |
High quality seawater in Cyprus: a fecal contamination survey |
Session ES153 | Room: O1 |
Multivariate statistics I | Saturday 06.12.2014 16:45 - 18:00 |
Chair: Christian Hennig |
Organizer: ERCIM 2014 |
E1127: K. Hirose, M. Yamamoto | |
Estimation of factor correlation in penalized likelihood factor analysis | |
E1132: P. Groenen | |
Global optimization of squared distance multidimensional scaling through the nuclear norm penalty | |
E116: N. Trendafilov | |
Common principal components estimation: A dynamical system approach |
Parallel session I: | Sunday 07.12.2014 | 08:45 - 10:25 |
Session ESI03 - Invited | Room: Sala Convegni |
Time series modeling and computation | Sunday 07.12.2014 08:45 - 10:25 |
Chair: Roland Fried |
Organizer: TSMC Track |
E210: L. Horvath, G. Rice | |
Testing for independence between functional time series | |
E861: R. Dahlhaus, J. Neddermeyer | |
Cointegration and phase synchronization: bridging two theories | |
E1073: A. Garcia-Ferrer, M. Bujosa, P. Poncela | |
Outliers detection in unobserved dynamic harmonic regression models |
E154: M. Mandel, B. Vakulenko-Lagun | |
The illness death model under left truncated and right censored data | |
E186: J. de Una-Alvarez, L. Meira-Machado | |
Nonparametric estimation of transition probabilities in the non-Markov illness-death model: a comparative study | |
E705: L. Azarang, T. Scheike, J. De Una-Alvarez | |
Direct modeling of regression effects for transition probabilities in the progressive illness-death model | |
E706: M. Rodriguez Girondo, J. de Una-Alvarez | |
Methods for testing the Markov condition in the illness-death model: a comparative study |
Session ES26 | Room: O1 |
Advances in cluster analysis | Sunday 07.12.2014 08:45 - 10:25 |
Chair: M. Brigida Ferraro |
Organizer: M. Brigida Ferraro |
E333: F. Palumbo, A. Iodice D'Enza, M. van de Velden | |
Factor clustering and visualization for categorical data | |
E436: C. Hennig | |
Flexible parametric bootstrap for testing homogeneity against clustering and assessing the number of clusters | |
E737: P. Murray, R. Browne, P. McNicholas | |
Mixtures of hidden truncation hyperbolic distributions | |
E553: B. Franczak, C. Tortora, R. Browne, P. McNicholas | |
Mixtures of skewed distributions with hypercube contours |
Session ES31 | Room: I1 |
Applications in engineering and economics | Sunday 07.12.2014 08:45 - 10:25 |
Chair: Carolina Garcia-Martos |
Organizer: Carolina Garcia-Martos |
E534: J. Mira-McWilliams, C. Gonzalez, I. Juarez | |
Variable importance assessment and prediction using regression trees: Application to electricity markets | |
E661: P. Munoz | |
Volatility transmission between European Energy markets and CO2 prices | |
E765: E. Caro, B. Martin-Sierra, C. Garcia-Martos, J. Morales Gonzalez | |
Optimal trading for wind power producers under uncertainty, using bootstraping techniques | |
E854: C. Garcia-Martos, C. Gonzalez-Fernandez, J. Mira-McWilliams | |
Extracting common trends from scram rates of nuclear power plants using Dynamic Factor Analysis |
Session ES32 | Room: G1 |
Directional statistics | Sunday 07.12.2014 08:45 - 10:25 |
Chair: Toshihiro Abe |
Organizer: Toshihiro Abe |
E779: G. Peccati | |
Limit theorems on the spherical Poisson space | |
E375: D. Marinucci, C. Durastanti, G. Peccati | |
Normal approximations for wavelet coefficients on spherical Poisson fields | |
E780: C. Durastanti, S. Bourguin, D. Marinucci, G. Peccati | |
Gaussian approximations for nonlinear statistics on spherical Poisson spaces | |
E595: G. Fay, C. Lacour, T. Pham Ngoc | |
Isotropy and homogeneity test on the sphere |
Session ES46 | Room: E1 |
Generalized additive models for location, scale and shape | Sunday 07.12.2014 08:45 - 10:25 |
Chair: Thomas Kneib |
Organizer: Thomas Kneib |
E1223: S. Lang | |
Bayesian structured additive distributional regression | |
E415: A. Mayr, M. Schmid | |
Boosting beyond the mean and permutation tests | |
E297: N. Klein, H. Herwartz, T. Kneib | |
Geoadditive stochastic frontier analysis - a distributional approach | |
E1075: T. Kneib, N. Klein | |
Simultaneous inference in structured additive conditional copula regression models |
Session ES49 | Room: B1 |
Statistical inference in high dimensions | Sunday 07.12.2014 08:45 - 10:25 |
Chair: Soumendra Lahiri |
Organizer: Soumendra Lahiri |
E199: K. Gregory, S. Lahiri, V. Baladandayuthapani | |
False discovery rate control for serially dependent test statistics | |
E1159: S. Sahoo, S. Lahiri | |
Boxplot and clustering using minimum volume ellipsoid | |
E1206: M. Caner, A. Kock | |
De-sparsified conservative lasso: uniform confidence regions for high dimensional models | |
E769: S. Lahiri, A. Chatterjee, S. Gupta | |
On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property |
Session ES54 | Room: N1 |
What is new in modeling and design of experiments | Sunday 07.12.2014 08:45 - 10:25 |
Chair: Raul Martin-Martin |
Organizer: Jesus Lopez-Fidalgo |
E262: J. Moler, A. Galbete, F. Plo | |
Randomization tests in response-adaptive designs | |
E161: V. Dragalin | |
Optimal design of experiments for dose-ranging studies based on joint continuous and binary endpoint | |
E032: D. Wiens | |
Robust model-based sampling designs | |
E109: C. Tommasi, J. Lopez-Fidalgo, R. Martin-Martin | |
Max-min optimal discriminating designs for several statistical models |
Session ES56 | Room: A1 |
Robust statistical modeling | Sunday 07.12.2014 08:45 - 10:25 |
Chair: Marco Riani |
Organizer: Alfio Marazzi |
E217: L. Ventura, N. Sartori, E. Ruli | |
Approximate Bayesian computation with robust estimating equations | |
E340: M. Avella Medina, E. Ronchetti | |
On robust generalized linear models with a diverging number of parameters | |
E388: D. Perrotta, A. Atkinson, A. Cerioli, M. Riani | |
Monitoring robust regression | |
E809: L. Greco, A. Farcomeni | |
A plug-in approach to sparse and robust Principal Component Analysis |
Session ES69 | Room: M1 |
Analysis of complex functional data | Sunday 07.12.2014 08:45 - 10:25 |
Chair: Hans-George Mueller |
Organizer: Hans-George Mueller |
E475: J. Chiou, Y. Chen, Y. Chen | |
Detecting changes in mean functions for a functional data sequence | |
E671: T. Krivobokova, S. Huckemann, F. Rehfeldt | |
Growth dynamics of adult stem cells | |
E1125: A. Arribas-Gil, J. Romo | |
Two dimensional representation of functional data for outlier detection | |
E522: A. Pini, K. Abramowicz, S. Sjostedt de Luna, L. Schelin, J. Strandberg, S. Vantini | |
A domain-selective functional ANCOVA for the study of knee movement |
Session ES75 | Room: C1 |
Recent advances in genetic association studies | Sunday 07.12.2014 08:45 - 10:25 |
Chair: Taesung Park |
Organizer: Taesung Park |
E184: F. Frommlet, B. Bodenstorfer, M. Bogdan | |
MOSGWA, a new software tool for model selection in GWAS | |
E687: K. Van Steen, K. Bessonov, R. Fouladi | |
Methodological aspects in integromics | |
E709: Y. Yoo, S. Bull, S. Kim, L. Sun | |
Multi-bin multi-marker method for genome-wide association analysis using clusters of SNPs in linkage disequilibrium | |
E805: S. Lee, M. Kwon, Y. Kim, T. Park | |
A comparative study on multifactor dimensionality reduction methods for the survival phenotype for detecting gene-gene interaction |
Session ES96 | Room: D1 |
Social network data analysis | Sunday 07.12.2014 08:45 - 10:25 |
Chair: Maria Prosperina Vitale |
Organizer: Maria Prosperina Vitale |
E608: A. Ferligoj, L. Kronegger, F. Mali, T. Snijders, P. Doreian | |
Scientific collaboration dynamics in a national scientific system | |
E651: V. Batagelj, S. Praprotnik | |
Ianus - a program for temporal network analysis based on calculus of temporal quantities | |
E713: D. De Stefano, G. Menardi | |
A density-based framework for clustering relational data | |
E730: M. Vitale, P. Doreian, M. La Rocca, G. Porzio | |
Resampling regression models in the presence of network effects |
Session ES108 | Room: Q1 |
Bayesian nonparametric and robustness | Sunday 07.12.2014 08:45 - 10:25 |
Chair: Judith Rousseau |
Organizer: Judith Rousseau |
E351: H. Rue | |
Robustifying model components: the choice of priors | |
E584: E. Vernet | |
Asymptotics for Bayesian nonparametric hidden Markov models with finite state space | |
E800: X. He, Y. Yang | |
Bayesian empirical likelihood for quantile regression | |
E828: C. Holmes | |
Robustness of statistical decisions to model approximation |
Session ES114 | Room: H1 |
Latent variables and feedback in graphical Markov models | Sunday 07.12.2014 08:45 - 10:25 |
Chair: Giovanni Marchetti |
Organizer: Mathias Drton |
E694: E. Stanghellini | |
On identifiability of causal effects in Bayesian networks | |
E750: J. Mooij, D. Janzing, B. Scholkopf | |
How structural equation models can arise from dynamical systems | |
E784: M. Maathuis | |
High-dimensional causal inference with latent variables | |
E812: M. Eichler | |
Trek separation and latent variable models for multivariate time series |
Session ES121 | Room: P1 |
Stochastic models for population dynamics | Sunday 07.12.2014 08:45 - 10:25 |
Chair: Manuel Mota |
Organizer: Manuel Molina |
E082: M. Molina, S. Ma, Y. Xing | |
Stochastic modeling through two-sex branching processes in a random environment | |
E326: O. Hyrien, S. Peslak, N. Yanev, J. Palis | |
Stochastic modeling of stress erythropoiesis using a two-type age-dependent branching process with immigration | |
E382: M. Mota, M. Gonzalez | |
Simulation study of X-inactivation in heterozygous females through branching processes | |
E797: M. Serra, S. Sagitov | |
Skeletons of near-critical Bienayme-Galton-Watson processes |
Session ES126 | Room: L1 |
Resampling tests | Sunday 07.12.2014 08:45 - 10:25 |
Chair: Arnold Janssen |
Organizer: Arnold Janssen |
E039: F. Pesarin, L. Salmaso | |
Permutation tests for equivalence and noninferiority | |
E125: A. Janssen | |
A survey about permutation methods for randomly censored survival data | |
E166: D. Dobler, M. Pauly | |
A data-dependent multiplier bootstrap applied to transition probability matrices of inhomogeneous Markov processes | |
E594: J. Romano, E. Chung | |
Permutation and randomization tests of parameters |
Session EP02 | Room: First floor Hall |
Poster session I | Sunday 07.12.2014 08:45 - 10:25 |
Chair: Francisco de Asis Torres-Ruiz |
Organizer: ERCIM 2014 |
E353: J. Linares-Perez, R. Caballero-Aguila, A. Hermoso-Carazo | |
Recursive filtering in sensor networks with random packet dropouts and random delays in the measurements | |
E355: A. Hermoso-Carazo, R. Caballero-Aguila, J. Linares-Perez | |
Estimation using measured outputs with random parameter matrices and one-step correlated random delays | |
E460: A. Moghimbeigi, A. Maghsoudi, M. Saidijam , A. Soltanian | |
Robust zero-inflated Poisson regression model for quantitative trait loci mapping | |
E670: B. Dadashova, B. Arena-Ramirez, J. Mira-McWilliams, F. Aparicio | |
Bayesian model selection methodology for road safety | |
E880: A. Martinez-Rodriguez, A. Conde-Sanchez, M. Olmo-Jimenez, J. Rodriguez-Avi, A. Saez-Castillo | |
Regression models for zero-truncated count data | |
E939: J. Cheng, N. Chan | |
Sample size issue of the Particle Monte Carlo EM algorithm | |
E992: A. Sezer, B. Yazici, E. Ozkip | |
Pairwise comparisons of 3 normal population means by the Bonferroni correction factor | |
E1053: M. Garcia-Ligero, A. Hermoso-Carazo, J. Linares-Perez | |
Estimation in stochastic systems with packet dropouts and cross-correlated measurement noises | |
E1085: F. Torres-Ruiz, P. Roman-Roman | |
Estimating the parameters of the Richards diffusion process via metaheuristic procedures | |
E556: L. Grassetti, G. Zaccomer | |
Spatial shift-share analysis using modified AMOEBA procedure |
Parallel session J: | Sunday 07.12.2014 | 10:55 - 13:00 |
Session ES04 | Room: O1 |
Classification and discriminant procedures for dependent data | Sunday 07.12.2014 10:55 - 13:00 |
Chair: Jose A. Vilar |
Organizer: Andres M. Alonso |
E098: M. Garcia-Magarinos, J. Vilar | |
A new dissimilarity-based approach to cluster categorical time series | |
E207: M. Corduas | |
Long memory time series classification by the AR metric | |
E226: E. Otranto, R. Gargano | |
Clustering financial assets in presence of a dominant market | |
E228: R. Pappada, F. Durante, N. Torelli | |
Clustering of time series via non-parametric tail dependence estimation | |
E583: A. Justel, M. Svarc | |
Sequential clustering procedure for functional data |
Session ES05 | Room: H1 |
Advances in spatio-temporal analysis | Sunday 07.12.2014 10:55 - 13:00 |
Chair: Tatiyana Apanasovich |
Organizer: Tatiyana Apanasovich |
E272: M. Frias Bustamante, M. Ruiz-Medina | |
Spatiotemporal estimation of long-range dependence ocean surface temperature maps | |
E482: X. Liu, S. Guillas, M. Lai | |
Spatial modelling with bivariate splines via SPDE for Gaussian fields | |
E794: R. Furrer | |
An asymptotic framework for multivariate tapering | |
E131: A. Majumdar | |
Bayesian modeling of skewed spatial distributions |
Session ES09 | Room: E1 |
Statistical inference for nonregular models | Sunday 07.12.2014 10:55 - 13:00 |
Chair: Natalia Bochkina |
Organizer: Natalia Bochkina |
E395: M. Jirak, A. Meister, M. Reiss | |
Adaptive function estimation in nonparametric regression with one-sided errors | |
E063: M. Reiss | |
Efficient estimation of functionals in one-sided nonparametric models | |
E332: B. Knapik, B. Kleijn | |
Efficiency in irregular models: semiparametric posterior limits | |
E501: T. Saegusa, J. Wellner | |
Non-regular general semiparametric models under two-phase sampling | |
E487: N. Bochkina, P. Green | |
The Bernstein-von Mises theorem and misspecified nonregular models |
Session ES11 | Room: F1 |
Modeling dependence for multivariate time to events data | Sunday 07.12.2014 10:55 - 13:00 |
Chair: Roel Braekers |
Organizer: Roel Braekers |
E052: K. Holst | |
The liability threshold model for censored twin data | |
E053: T. Scheike | |
Modelling dependence for bivariate lifetimes | |
E198: F. Eriksson, T. Scheike | |
Additive gamma frailty models with applications to competing risks in related individuals | |
E928: P. Volf | |
On identification of a parametric competing risk model | |
E1087: R. Braekers, L. Prenen, L. Duchateau | |
Using nested Archimedean copula functions to model associations in hierarchically clustered survival data |
Session ES15 | Room: L1 |
Model specification tests | Sunday 07.12.2014 10:55 - 13:00 |
Chair: M. Dolores Jimenez-Gamero |
Organizer: Alejandra Cabana |
E100: K. Ghoudi, B. Remillard | |
Tests of randomness for time series | |
E239: E. Gonzalez-Estrada, J. Villasenor Alva | |
The Levy characterization and its application in testing for normal distributions | |
E240: J. Villasenor Alva, E. Gonzalez-Estrada | |
A non-bootstrap test for gamma distributions | |
E263: N. Neumeyer, H. Noh, I. Van Keilegom | |
Testing for validity of a transformation regression model | |
E358: J. Ngatchou-Wandji, T. Seck Cheikh, L. Gane Samb | |
Inference in poverty indices: An empirical processes approach |
Session ES22 | Room: N1 |
Dependence models and copulas: Theory III | Sunday 07.12.2014 10:55 - 13:00 |
Chair: Fabrizio Durante |
Organizer: Fabrizio Durante |
E136: G. Puccetti, R. Wang | |
General extremal dependence concepts | |
E293: P. Jaworski | |
Quantile regression from copula perspective | |
E324: J. Swanepoel, N. Veraverbeke, P. Janssen | |
Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals | |
E356: R. Cerqueti, F. Spizzichino | |
Random times to assets' defaults and comparisons among exotic options | |
E377: F. Di Lascio, S. Giannerini, A. Reale | |
A conditional copula-based technique to impute complex dependent data |
Session ES24 | Room: D1 |
Component-based multilayer path models | Sunday 07.12.2014 10:55 - 13:00 |
Chair: Cristian Preda |
Organizer: Vincenzo Esposito Vinzi |
E230: P. Kroonenberg | |
Three-mode analysis of multimode covariance matrices | |
E877: L. Trinchera, P. Dolce, V. Esposito Vinzi, A. Hero | |
NIPALS algorithms for Kronecker structured covariance matrices | |
E650: A. Tenenhaus, L. Le Brusquet | |
Regularized generalized canonical correlation analysis extended to three way data | |
E245: M. Hanafi, Z. El Hadri | |
New procedure based on alternative least squares for estimating parameters of a recursive path analysis model | |
E882: P. Dolce, C. Davino, V. Esposito Vinzi | |
Quantile PLSPM versus classical PLSPM: methods, performances and interpretations |
Session ES25 | Room: B1 |
Multivariate extremes | Sunday 07.12.2014 10:55 - 13:00 |
Chair: Michael Falk |
Organizer: Michael Falk |
E331: J. Wadsworth, J. Tawn, A. Davison, D. Elton | |
Modelling across extremal dependence classes | |
E350: C. Dombry, M. Ribatet, S. Stoev | |
Concurrence probabilities for spatial extremes | |
E557: S. Engelke, J. Ivanovs, Z. Kabluchko, M. Schlather | |
Markov particle systems and Levy driven Brown-Resnick processes | |
E708: M. Zott, M. Falk | |
On generalized max-linear models in max-stable random fields | |
E740: J. Nolan, A. Fougeres, C. Mercadier | |
Computational methods for multivariate extreme value distributions |
Session ES82 | Room: A1 |
Robustness in survey sampling | Sunday 07.12.2014 10:55 - 13:00 |
Chair: Anne Ruiz-Gazen |
Organizer: Anne Ruiz-Gazen |
E278: A. de Moliner, H. Cardot, C. Goga | |
Robust estimation of a mean electricity curve by sampling | |
E503: D. Haziza, C. Favre-Martinoz, J. Beaumont | |
On the external consistency property for domain estimation in the presence of influential units | |
E611: C. Favre-Martinoz, D. Haziza, N. Tzavidis | |
Robust inference for GLM and GLMM in finite population | |
E613: L. Dumitrescu | |
Robust small area estimation under semi-parametric models | |
E631: T. Schmid, N. Tzavidis, R. Munnich, R. Chambers | |
Bias-corrected outlier robust small domain predictors under spatial correlation |
Session ES83 | Room: M1 |
Data on manifolds and manifold data | Sunday 07.12.2014 10:55 - 13:00 |
Chair: Laura Sangalli |
Organizer: Laura Sangalli |
E554: J. Kent | |
Statistical methods for projective shape analysis | |
E717: A. Bowman, L. Vittert, S. Katina | |
Representations and analysis of manifold data | |
E837: B. Colosimo, E. del Castillo | |
Geodesic Gaussian processes for the reconstruction of 3D noisy surfaces | |
E933: K. Kim, I. Dryden, H. Le | |
Principal nested spheres analysis of molecular dynamics data | |
E965: A. Srivastava | |
Metric-based registration and analysis of objects (curves, surfaces, and images) |
Session ES87 | Room: I1 |
Data science and theory | Sunday 07.12.2014 10:55 - 13:00 |
Chair: M. Brigida Ferraro |
Organizer: Roberta Siciliano |
E841: A. D'Ambrosio, C. Iorio, G. Frasso, R. Siciliano | |
Fuzzy probabilistic-distance clustering of time and numerical series modeled by penalized spline | |
E891: M. Cannas, C. Conversano, F. Mola, E. Sironi | |
A semi-parametric model for clustering hospitals by similarity in patients' outcome: a study of cesarean sections rates in Sardinia | |
E1138: T. Wilderjans, E. Ceulemans, I. Van Mechelen | |
Data fusion of heterogeneous data by means of simultaneous matrix/array factorization: overview and challenges | |
E993: A. Morineau, T. Huynh, R. Marion-Gallois, Y. De Rycke | |
The statistical swarming method and its validation | |
E848: R. Biswas | |
Binary sentiment classification of documents |
Session ES95 | Room: Q1 |
Bayesian inference for big data | Sunday 07.12.2014 10:55 - 13:00 |
Chair: Mattias Villani |
Organizer: Mattias Villani |
E900: M. Quiroz, M. Villani, R. Kohn | |
Speeding up MCMC by efficient data subsampling | |
E887: A. Posekany, S. Fruhwirth-Schnatter | |
Yin Yang sampling | |
E1028: C. Grazian, C. P. Robert, M. Banterle | |
Delayed acceptance with prefetching | |
E1295: R. Kohn | |
Efficient variational Bayes inference for generalized linear mixed models with large datasets |
Session ES115 | Room: C1 |
Electricity load forecasting | Sunday 07.12.2014 10:55 - 13:00 |
Chair: Jean-Michel Poggi |
Organizer: Jean-Michel Poggi |
E180: Y. Goude, P. Gaillard | |
Statistical models for electricity load forecasting at different scales | |
E114: D. Amberti | |
Control forecasting performance over time: An application of control charts to the energy sector | |
E138: M. Mougeot, D. Picard, V. Lefieux, L. Teyssier-Maillard | |
Sparse functional regression for intra day load curve forecasting | |
E139: J. Cugliari, A. Antoniadis, X. Brossat, J. Poggi | |
A prediction interval for a function-valued forecast model. Application to electricity load curves | |
E167: A. Philippe | |
Construction of an informative hierarchical prior for a small sample with the help of historical data and application |
Session ES123 | Room: G1 |
Sparsity and network | Sunday 07.12.2014 10:55 - 13:00 |
Chair: Gareth Peters |
Organizer: Sofia Olhede |
E089: Y. Yu, Y. Feng, R. Samworth | |
Fused community detection | |
E144: E. Wit, F. Abegaz | |
Sparse high-dimensional networks | |
E213: S. Robin, P. Latouche | |
Bayesian model averaging of stochastic block models to estimate the graphon function | |
E413: N. Verzelen, E. Arias-Castro | |
Community detection in sparse random networks | |
E1218: H. Nagata, H. Shimodaira | |
Bootstrap method for networks and its properties in random graphs |
Parallel session K: | Sunday 07.12.2014 | 14:45 - 16:25 |
Session ESI04 - Invited | Room: Sala Convegni |
Statistical analysis of event times | Sunday 07.12.2014 14:45 - 16:25 |
Chair: Thomas Scheike |
Organizer: SAET Track |
E867: Y. Sun, P. Gilbert | |
Analysis of stratified mark-specific proportional hazards models with missing marks, with an application | |
E1033: F. Louzada, F. Louzada | |
Mechanistic survival regression models in the presence of long-term survival | |
E1304: J. Goeman | |
Variable selection and deselection in Cox models, with confidence |
Session ES01 | Room: N1 |
OODA-Tree structured data objects | Sunday 07.12.2014 14:45 - 16:25 |
Chair: Ana M. Aguilera |
Organizer: Ana M. Aguilera |
E593: M. Owen, S. Cleary, A. Feragen, D. Vargas | |
Principal components analysis in tree-space | |
E422: T. Nye | |
Brownian motion, bridges and inference in phylogenetic tree space | |
E507: B. Jain | |
Learning on graphs | |
E785: R. Yoshida | |
kdetrees: nonparametric estimation of phylogenetic tree distributions |
Session ES08 | Room: I1 |
Statistics for imprecise-valued data | Sunday 07.12.2014 14:45 - 16:25 |
Chair: Angela Blanco-Fernandez |
Organizer: Angela Blanco-Fernandez |
E1276: R. Seri | |
Statistical tests for inclusion/exclusion of Aumann means | |
E1283: M. Garcia-Barzana, A. Colubi, P. Camblor, J. Quiros | |
Mediterranean diet: an interval-valued approach | |
E1285: A. Blanco-Fernandez, A. Ramos-Guajardo | |
Multi-sample test for the equality of real-valued distributions based on the fuzzy representation | |
E1155: A. Capotorti, G. Figa-Talamanca | |
SMART fuzzy weighted averages of fuzzy numbers |
Session ES28 | Room: C1 |
Recent advances in statistical genetics | Sunday 07.12.2014 14:45 - 16:25 |
Chair: Florian Frommlet |
Organizer: Florian Frommlet |
E188: A. Futschik, T. Hotz, A. Munk, H. Sieling | |
Multiscale DNA partitioning: Statistical evidence for segments | |
E445: M. Bogdan, F. Frommlet, P. Szulc, H. Tang | |
Model selection approach for genome wide association studies in admixed populations | |
E566: D. Speed, M. Johnson, D. Balding | |
Using mixed model analysis to describe and predict complex traits | |
E776: T. Park, I. Huh, M. Kwon, W. Yu | |
Unified gene-gene interaction analysis of multiple phenotypes |
Session ES40 | Room: H1 |
New approaches in spatial statistics | Sunday 07.12.2014 14:45 - 16:25 |
Chair: Tatiyana Apanasovich |
Organizer: Serge Guillas |
E736: J. Mateu, J. Gonzalez, U. Hahn | |
An ANOVA-type procedure for replicated spatio-temporal point patterns | |
E788: I. Manolopoulou, S. Guillas, P. Moonen | |
Flexible modelling of turbulent in-flows using radial basis functions | |
E820: F. Lindgren | |
Computational methods for spatially Markovian stochastic PDEs | |
E1284: L. Sangalli | |
Modeling space anisotropy and non-stationarity via Partial Differential Equations |
Session ES42 | Room: P1 |
Bayesian analysis of graphical models | Sunday 07.12.2014 14:45 - 16:25 |
Chair: Michele Guindani |
Organizer: Michele Guindani |
E134: M. Scutari, A. Bentley, I. Mackay | |
Genotype-environment effects analysis using Bayesian networks | |
E312: Y. Ji | |
Zodiac: A comprehensive depiction of genetic interactions in cancer by integrating TCGA data | |
E538: S. Kundu, V. Baladandayuthapani, B. Mallick | |
Bayesian regularized graphical model estimation in high dimensions | |
E1266: K. Do, F. Stingo, T. Chekouo, J. Doecke | |
miRNA-target gene regulatory networks: a Bayesian approach to biomarker selection with application to kidney cancer |
Session ES44 | Room: L1 |
Model-based clustering for categorical and mixed-type data | Sunday 07.12.2014 14:45 - 16:25 |
Chair: Antonio Punzo |
Organizer: Salvatore Ingrassia |
E096: J. Jacques, C. Biernacki | |
Model-based clustering of multivariate ordinal data relying on a stochastic binary search algorithm | |
E177: C. Viroli, S. Cagnone | |
A multivariate latent variable model for analysing longitudinal mixed data | |
E770: Y. Tang, R. Browne, P. McNicholas | |
A partial membership clustering of categorical data | |
E786: M. Ranalli, R. Rocci | |
Mixture models for mixed-type data through a pairwise likelihood approach |
Session ES51 | Room: Q1 |
Bayesian semi- and nonparametric modelling III | Sunday 07.12.2014 14:45 - 16:25 |
Chair: Li Ma |
Organizer: Antonio Lijoi |
E775: S. Tokdar | |
Multivariate regression with additive Gaussian processes and its applications | |
E216: S. Liverani | |
Recent advances for profile regression models in the R package PReMiuM | |
E225: M. Fall | |
A Bayesian nonparametric approach to reconstruction of dynamic and clinical PET data | |
E208: A. Canale, D. Dunson | |
Multiscale Bernstein polynomials for densities |
Session ES79 | Room: D1 |
Counting processes | Sunday 07.12.2014 14:45 - 16:25 |
Chair: Paula R. Bouzas |
Organizer: Paula R. Bouzas |
E146: D. Morina Soler, G. Casanovas, A. Navarro | |
Multivariate survival models with common baseline risk under event dependence and unknown number of previous episodes | |
E270: A. Cebrian | |
Modelling and generating dependent nonhomogenous point processes | |
E400: N. Ruiz-Fuentes, P. R. Bouzas, C. Montes-Gijon | |
Self-exciting process with phase-type intensity: simulation and estimation | |
E528: P. R. Bouzas, N. Ruiz-Fuentes, J. Ruiz-Castro | |
Forecasting compound Cox processes |
Session ES90 | Room: A1 |
Robust and nonparametric methods | Sunday 07.12.2014 14:45 - 16:25 |
Chair: Stefan Van Aelst |
Organizer: Stefan Van Aelst |
E287: K. Facevicova, K. Hron, M. Templ, V. Todorov | |
Robust exploratory data analysis of compositional tables | |
E295: Y. Yang, H. Wang, X. He | |
Posterior inference in Bayesian quantile regression with asymmetric Laplace likelihood | |
E454: G. Boente, D. Rodriguez, P. Vena | |
Robust estimators in a generalized partly linear regression model under mononicity constraints | |
E1018: W. Van den Bossche, M. Hubert, P. Rousseeuw | |
Robust estimation of multivariate scatter with fixed center |
Session ES105 | Room: G1 |
Flexible models for directional data | Sunday 07.12.2014 14:45 - 16:25 |
Chair: Shogo Kato |
Organizer: Christophe Ley |
E336: C. Jones | |
Families of unimodal distributions on the circle | |
E630: S. Kato, P. McCullagh | |
Some properties of a family of distributions on the sphere related to the Mobius transformation | |
E748: T. Verdebout, C. Ley | |
Skew-rotationally symmetric distributions on hyperspheres and optimal goodness-of-fit tests | |
E345: T. Abe, C. Ley, A. Koudou | |
Linear-circular models and their properties |
Session ES117 | Room: B1 |
High-dimensional Bayesian modeling | Sunday 07.12.2014 14:45 - 16:25 |
Chair: Jaeyong Lee |
Organizer: Jaeyong Lee |
E403: B. Clarke, A. Dobra, J. Clarke, C. Valdes | |
Using a subclass of log-linear models to search for dependencies among bacterial genomes with metagenomic NGS data | |
E829: F. Liang, B. Li | |
Prediction and model selection for multi-task learning | |
E211: M. Kyung, J. Gill, M. Ghosh, G. Casella | |
Penalized regression, standard errors, and Bayesian lassos | |
E866: J. Scott, W. Tansey | |
False discovery rate smoothing |
Session ES119 | Room: M1 |
High-dimensional data analysis | Sunday 07.12.2014 14:45 - 16:25 |
Chair: Juan Romo |
Organizer: Juan Romo |
E634: A. Paganoni, F. Ieva, N. Tarabelloni | |
Robust statistics for multivariate functional data: depth measures in cardiovascular disease prediction | |
E656: P. Rousseeuw, M. Hubert, P. Segaert | |
Classification of multivariate functional data based on depth | |
E726: S. Dabo, S. Guillas, C. Ternynck | |
Efficiency in functional nonparametric models with autoregressive errors | |
E1060: M. Romanazzi | |
On the cosine of von Mises-Fisher distributions with statistical applications |
Session ES132 | Room: O1 |
Computational statistics I | Sunday 07.12.2014 14:45 - 16:25 |
Chair: Sonja Kuhnt |
Organizer: ERCIM 2014 |
E999: M. Iida, N. Niki | |
Run-time model for a class of parallel probabilistic statistical computations on graphical processing units | |
E1019: K. Adachi, N. Trendafilov | |
Sparse SEM: computational identification of inter-factor relations in confirmatory factor analysis | |
E1147: M. Ivanov, S. Kuhnt | |
Parallelized EGO optimization of a sheet metal forming process via block additive Sobol index decomposition | |
E1170: P. Paoullis, E. Kontoghiorghes | |
Solving augmented systems using a block-updating generalized QR decomposition |
Session ES37 | Room: F1 |
Change-points in time series II | Sunday 07.12.2014 14:45 - 16:25 |
Chair: Daniel Vogel |
Organizer: Daniel Vogel |
E080: M. Wendler, O. Sharipov, J. Tewes | |
Nonparametric method for change point detection in functional time series | |
E416: S. Weber, C. Kirch | |
Sequential change-point procedures based on estimating functions | |
E764: S. Schwaar | |
Change-point test and estimator based on estimation functions | |
E1151: P. Galeano, D. Wied | |
Dating multiple change points in the correlation matrix |
Session ES130 | Room: E1 |
Non-parametric and semi-parametric methods | Sunday 07.12.2014 14:45 - 16:25 |
Chair: Leopold Simar |
Organizer: Valentin Zelenyuk |
E288: V. Zelenyuk, B. Park, L. Simar | |
A nonparametric approach to dynamic discrete choice models | |
E294: J. Chen, J. Gao | |
Semiparametric model selection in panel data models with deterministic trending and cross-sectional dependence | |
E502: C. Parmeter, D. Henderson, L. Su | |
Nonparametric threshold regression: Estimation and inference | |
E569: L. Simar, D. Li, V. Zelenyuk | |
Generalized nonparametric smoothing with mixed discrete and continuous data |
Session EP01 | Room: First floor Hall |
Poster session II | Sunday 07.12.2014 14:45 - 16:25 |
Chair: Cristian Gatu |
Organizer: ERCIM 2014 |
E990: B. Yazici, S. Mankir | |
Generalized $p$ values in regression analysis | |
E1040: L. Santana, J. Allison | |
On a data-dependent choice of the tuning parameter appearing in certain goodness-of-fit tests | |
E1083: B. Cobo, R. Arnab, M. Rueda, A. Arcos | |
Resampling methods for randomized response techniques | |
E1078: M. Martinez, C. Bazzoli, F. Letue | |
Modelling finger force produced from different tasks using linear mixed models with lme R function | |
E1072: M. Hainy, W. Mueller, H. Wagner | |
Likelihood-free simulation-based optimal design with an application to spatial extremes | |
E1096: I. Oyenuga, B. Oyejola, V. Oni, J. Olajide | |
Statistical modelling of quarterly record of rainfall distribution in South West Nigeria | |
E1110: T. Sakata, K. Okusa, H. Sakamoto, Y. Yoshinaga, T. Onishi | |
Estimation of running distance of top tennis players from video images and its applications | |
E1247: W. Isaka, K. Okusa, T. Kamakura | |
Frontal view gait analysis using weighted center of gait silhouette based on the scale registration | |
E1296: J. Kysely, E. Plavcova | |
Application of circulation type classification in analysis of links between atmospheric circulation and precipitation | |
E1309: G. Perdona, H. Souza, F. Louzada, F. Peria | |
The exponentiated modified Weibull long term hazard model in the context of breast cancer |
Session EP03 | Room: First floor Hall |
Poster session III | Sunday 07.12.2014 14:45 - 16:25 |
Chair: Cristian Gatu |
Organizer: ERCIM 2014 |
E1134: M. Rivas-Lopez, J. Lopez-Fidalgo, R. Del Campo | |
D-optimal designs for AFT models with Type I and random censoring | |
E1144: M. Kampert, J. Meulman | |
rCOSA: a software package for clustering objects on subsets of attributes | |
E1146: C. Bazzoli, S. Lambert-Lacroix | |
A comparison of methods for analysing logistic regression models with both clinical and genomic variables | |
E1158: J. Martin Jimenez, L. Naranjo, C. Perez, Y. Campos-Roca, A. Rubio | |
A Bayesian probit regression-based approach to address recording replications in the diagnosis of Parkinson’s disease | |
E1168: Y. Akimoto, K. Okusa, T. Kamakura | |
Statistical analysis of human respiration based on complex signals with Doppler radar | |
E1169: T. Sakumura, Y. Akimoto, K. Okusa, T. Kamakura | |
Functional data analysis of running data by 3D-motion capture | |
E1226: C. Scricciolo | |
Bayesian adaptation | |
E1190: I. Barranco-Chamorro, J. Moreno-Rebollo, J. Mayor-Gallego, M. Jimenez-Gamero | |
Influence diagnostics under a model-based approach in survey sampling | |
E1271: K. Kang, C. Park, Y. Jeon | |
A nonparametric kernel approach to interval-valued data analysis | |
E1143: A. Borges, I. Sousa, L. Castro | |
Longitudinal analysis of tumor markers CA 15-3 and CEA of breast cancer patients from Braga's hospital |
Parallel session M: | Sunday 07.12.2014 | 16:55 - 19:00 |
Session ES18 | Room: H1 |
Statistical methods for spatial epidemiology | Sunday 07.12.2014 16:55 - 19:00 |
Chair: Peter Congdon |
Organizer: Peter Congdon |
E284: C. DiMaggio | |
Small-area spatioemporal analysis of pedestrian injuries in New York City 2001-2010 | |
E371: S. Kuriki, K. Takahashi, H. Hara | |
Exact calculation of multiplicity-adjusted p-values of scan statistics in spatial epidemiology | |
E486: Y. MacNab | |
Data cloning in Bayesian disease mapping | |
E505: P. Congdon | |
Geographic variation in population attributable fractions: adjusting for spatial confounding | |
E731: A. Biggeri, L. Cecconi, D. Catelan | |
Bayesian geostatistical models for veterinary parasitological surveys under informative sampling | |
E759: C. Lagazio, D. Catelan, A. Biggeri | |
Profiling high risk areas in spatial surveillance |
Session ES23 | Room: N1 |
Dependence models and copulas: Applications | Sunday 07.12.2014 16:55 - 19:00 |
Chair: Wolfgang Trutschnig |
Organizer: Fabrizio Durante |
E1277: M. Sordo, A. Suarez-Llorens, A. Bello | |
Comparison of conditional distributions in portfolios of dependent risks | |
E366: B. Poignard, J. Fermanian | |
Dynamic correlation matrices based on vines | |
E568: E. Foscolo | |
Impulse response analysis in a nonlinear world | |
E723: L. Catania, M. Bernardi | |
Switching GAS Copula models for systemic risk assessment | |
E231: R. Torres Diaz, R. Lillo, H. Laniado | |
Directional multivariate Value at Risk and copulas |
Session ES30 | Room: A1 |
Advances in robust data analysis | Sunday 07.12.2014 16:55 - 19:00 |
Chair: Luis A. Garcia-Escudero |
Organizer: Luis A. Garcia-Escudero |
E471: V. Todorov, D. Kepplinger, S. Upadhyaya | |
Industrial development and well-being of population: Robust regression with compositional data | |
E514: L. Garcia-Escudero, A. Gordaliza, A. Mayo-Iscar | |
Parameters selection in robust clustering | |
E588: A. Bianco, P. Spano | |
Robust estimation in partially linear errors-in-variables models | |
E735: M. Riani, L. Garcia-Escudero, A. Gordaliza, A. Mayo-Iscar, A. Cerioli | |
Finding the number of groups in model-based clustering through the restricted likelihood | |
E192: A. Garcia-Perez | |
A Von Mises approximation for the small sample distribution of the asymmetrically trimmed mean. Applications |
Session ES34 | Room: B1 |
Regression models for extreme values | Sunday 07.12.2014 16:55 - 19:00 |
Chair: Stephane Girard |
Organizer: Stephane Girard |
E045: H. Wang, D. Li | |
Estimation of extreme conditional quantiles through power transformation | |
E058: K. Knight | |
Lawson's algorithm and estimation of extreme conditional quantiles | |
E075: L. Gardes, G. Stupfler | |
Estimation of the conditional tail index in presence of random covariates | |
E140: J. Jureckova | |
Averaged extreme regression quantile | |
E076: A. Daouia, H. Noh, B. Park | |
Data envelope fitting with constrained polynomial splines |
Session ES52 | Room: G1 |
Recent developments in the design of experiments | Sunday 07.12.2014 16:55 - 19:00 |
Chair: Chang-Yun Lin |
Organizer: Chang-Yun Lin |
E033: C. Lin | |
Optimal blocked orthogonal arrays | |
E292: M. Kao | |
Recent developments in optimal experimental designs for functional MRI | |
E468: P. Yang, C. Lin | |
Response surface methodology using split-plot definitive screening designs | |
E645: R. Fontana | |
Algorithms for factorial designs generation | |
E1035: S. Ghosh | |
Computational complexity in determining efficient fractional factorial designs in presence of model uncertainty | |
E1273: W. Li, S. Barone, A. Lombardo, D. Zou | |
Design and analysis of discrete choice experiments for models with response time |
Session ES55 | Room: F1 |
New software developments for competing risks and multi-state models | Sunday 07.12.2014 16:55 - 19:00 |
Chair: Luis Meira-Machado |
Organizer: Luis Meira-Machado |
E037: T. Gerds | |
Fitting regression models to interval-censored observations of illness-death models in R | |
E055: M. Pohar Perme | |
An overview of multistate modeling with R | |
E086: H. Reulen | |
Sparse multistate modelling | |
E111: L. de Wreede, M. Fiocco, J. Schetelig, H. Putter | |
The mstate package for non- and semi-parametric multi-state models, applied to a treatment success model | |
E744: T. Bluhmki, M. Schumacher, H. Stephan, J. Beyersmann, A. Allignol | |
Application of multistate models in hospital epidemiology: a software perspective |
Session ES70 | Room: M1 |
Nonparametric functional data analysis | Sunday 07.12.2014 16:55 - 19:00 |
Chair: Alicia Nieto-Reyes |
Organizer: Alicia Nieto-Reyes |
E291: H. Mueller, K. Chen , P. Delicado | |
Modeling repeated functional data, with applications to trajectories of fertility | |
E389: R. Lillo, D. Valencia, J. Romo | |
Correlation median for functions | |
E519: H. Matsui | |
Selection of variable and classification boundary by functional logistic regression | |
E665: J. Loubes, H. Lescornel | |
Registration of distributions with Wasserstein distance | |
E738: F. Scheipl, J. Gertheiss, S. Greven | |
Additive mixed models for generalized functional data |
Session ES76 | Room: D1 |
Statistical methods for insurance and finance | Sunday 07.12.2014 16:55 - 19:00 |
Chair: Cira Perna |
Organizer: Cira Perna |
E448: M. Russolillo, G. Giordano, S. Haberman | |
The three-way Lee-Carter model to detect the leading causes of death | |
E792: V. Passannante, V. D'Amato, M. Sibillo | |
Mortality for causes-specific deaths in Mortgage Life Insurance | |
E793: A. Orlando, E. Di Lorenzo, M. La Rocca, M. Sibillo, C. Perna | |
Some remarks on predictive accuracy in survival forecasting | |
E959: I. Gollini, J. Rougier | |
Rapidly bounding the exceedance probabilities of high aggregate losses | |
E859: C. Pizzi, M. Corazza | |
Some critical insights on the unbiased efficient frontier a la Bodnar $\&$ Bodnar |
Session ES93 | Room: I1 |
Inference under imprecise knowledge | Sunday 07.12.2014 16:55 - 19:00 |
Chair: Barbara Vantaggi |
Organizer: Barbara Vantaggi |
E236: E. Somersalo, D. Calvetti, O. Ernst | |
Estimation of numerical model discrepancy in inverse problems by particle methods | |
E183: P. Rigo, P. Berti, E. Dreassi | |
Compatibility of conditional distributions | |
E562: D. Petturiti, B. Vantaggi | |
The role of finite additivity in multiple prior Bayesian inference using a 2-mononotone prior capacity | |
E642: G. Coletti, M. Baioletti, D. Petturiti, V. Poggioni | |
Similarity measures taking into account the power of interactions among attributes | |
E368: G. Sanfilippo, N. Pfeifer, A. Gilio | |
Probabilistic inference and syllogisms |
Session ES102 | Room: Q1 |
Bayesian networks in official statistics | Sunday 07.12.2014 16:55 - 19:00 |
Chair: Paola Vicard |
Organizer: Paola Vicard |
E392: M. Scanu, P. Vicard | |
Bayesian networks for official statistics purposes: focus on data integration | |
E282: I. Tsamardinos, S. Triantafillou, L. Vincenzo, A. Roumpelaki | |
Advances in integrative causal analysis and connections to statistical matching | |
E577: R. Kenett, L. Dalla Valle | |
On increasing information quality (InfoQ) by calibration of official statistics | |
E449: M. Mezzini, D. Marella, P. Vicard | |
Correcting measurement errors with Bayesian networks when the variables are continuous and discrete | |
E329: F. Musella, D. Marella, P. Vicard | |
Bayesian network structural learning for complex survey data |
Session ES113 | Room: C1 |
Advances in ordinal and preference data | Sunday 07.12.2014 16:55 - 19:00 |
Chair: Jose Fernando Vera |
Organizer: Antonio D'Ambrosio |
E128: M. Manisera, P. Zuccolotto | |
Modelling ``don't know'' responses in rating scales | |
E249: F. Ricci Tersenghi, P. Contucci, E. Panizzi, A. Sirbu | |
A new dimension for democracy: egalitarianism in the rank aggregation problem | |
E318: S. Amodio, A. D'Ambrosio, R. Siciliano | |
A heuristic algorithm for the consensus ranking problem | |
E732: J. Vera | |
A three-way structural equation multidimensional scaling model | |
E971: A. Piscitelli, A. Morrone | |
The effects of objective and subjective conjoint vulnerabilities on life satisfaction |
Session ES120 | Room: P1 |
Change-point detection, dependence modelling and related issues | Sunday 07.12.2014 16:55 - 19:00 |
Chair: Ivan Kojadinovic |
Organizer: Ivan Kojadinovic |
E298: D. Vogel, M. Wendler | |
Change-point tests based on $U$-quantiles | |
E751: S. Volgushev, X. Shao | |
From non-sequential to sequential | |
E677: A. Buecher, J. Segers | |
Extreme value copula estimation based on block maxima of a multivariate stationary time series | |
E317: B. Berghaus, A. Buecher | |
Goodness-of-fit tests for multivariate copulas under strong mixing based on a dependent multiplier bootstrap | |
E660: O. Lopez, J. Fermanian | |
A single-index model for conditional copula modeling |
Session ES124 | Room: E1 |
Survival and reliability | Sunday 07.12.2014 16:55 - 19:00 |
Chair: Juan Eloy Ruiz-Castro |
Organizer: Juan Eloy Ruiz-Castro |
E432: E. Strzalkowska-Kominiak, A. Grane | |
Goodness-of fit for randomly censored data based on maximum correlation | |
E612: G. Cortese | |
Inference based on local likelihoods for regression models of non-proportional hazards and excess hazards | |
E343: C. Wells | |
Matrix transformations in the analysis of systems subject to repairable and nonrepairable failures | |
E827: R. Rollins, A. Marshall, K. Cairns, E. McLoone, S. Chamney | |
The discrete conditional phase-type model to predict, and plan for, retinopathy of prematurity | |
E244: J. Ruiz-Castro, M. Zenga | |
A discrete piecewise multi-state model in survival: application to breast cancer |
Parallel session N: | Monday 08.12.2014 | 08:45 - 10:05 |
Session ES145 | Room: O1 |
Dimensionality reduction and variable selection | Monday 08.12.2014 08:45 - 10:05 |
Chair: Hannu Oja |
Organizer: ERCIM 2014 |
E1046: J. Virta, K. Nordhausen, H. Oja | |
Supervised dimension reduction based on moments | |
E1086: M. Svarc, R. Fraiman, Y. Gimenez | |
Seeking relevant information from a statistical model | |
E1299: J. Brynjarsdottir, M. Berliner | |
Dimension-reduced modeling of spatio-temporal processes | |
E952: M. Poncela Blanco, P. Poncela Blanco | |
Wind power forecast combination through dimension reduction techniques |
Session ES148 | Room: M1 |
Discrete statistics | Monday 08.12.2014 08:45 - 10:05 |
Chair: Wicher Bergsma |
Organizer: ERCIM 2014 |
E909: K. Bel, R. Paap | |
A multivariatie model for multinomial choices | |
E1104: S. Doehler | |
Some step-up procedures that control the false discovery rate for discrete tests | |
E1112: I. Castro-Conde, S. Doehler, J. de Una-Alvarez | |
An SGoF-type multiple test method for discrete data | |
E1249: A. Sachlas, S. Bersimis | |
A technique to simultaneously monitor bivariate random variables defined on contingency tables |
Session ES57 | Room: H1 |
Recent applications of graphical Markov models | Monday 08.12.2014 08:45 - 10:05 |
Chair: Nanny Wermuth |
Organizer: Nanny Wermuth |
E099: J. Hardt | |
Long term effects of emotional parentification | |
E306: R. Nemeth, T. Rudas | |
Discrete graphical models in social mobility research | |
E575: J. Whittaker | |
Triangular symmetric elements of the entropy in graphical modelling | |
E739: F. Mealli, B. Pacini, E. Stanghellini | |
Identification of principal causal effects using additional outcomes in concentration graphs |
Session ES151 | Room: N1 |
Dependence in applied statistics and data analysis | Monday 08.12.2014 08:45 - 10:05 |
Chair: Concepcion Ausin |
Organizer: ERCIM 2014 |
E840: C. Tarantola, L. Dalla Valle, M. De Giuli, C. Manelli | |
Default probability estimation via pair copula constructions | |
E1029: A. Dartsch, R. Weissbach | |
Modeling dependencies in clustered binomial data | |
E1175: C. Ausin, M. Gomez, C. Dominguez | |
Copula-based models for the analysis of glacier discharge at King George Island, Antarctica | |
E1208: K. Herrmann, I. Gijbels | |
Sums of dependent random variables and portfolio selection via copula modeling |
Session ES68 | Room: F1 |
Markov processes | Monday 08.12.2014 08:45 - 10:05 |
Chair: Sebastian Engelke |
Organizer: ERCIM 2014 |
E957: P. Ramirez Cobo, E. Carrizosa | |
Maximum likelihood estimation in the two-state Markovian arrival process | |
E162: L. Machado, A. Araujo, J. Roca-Pardinas | |
Estimation of the transition probabilities in the illness-death model | |
E1198: M. Marino, M. Alfo', N. Tzavidis | |
Modelling unobserved heterogeneity in quantile regression for longitudinal data | |
E1054: S. Bersimis, A. Sachlas | |
Monitoring side effects in phase II comparative clinical trials |
Session ES155 | Room: P1 |
Multivariate modelling | Monday 08.12.2014 08:45 - 10:05 |
Chair: Apostolos Batsidis |
Organizer: ERCIM 2014 |
E911: S. Mazur, T. Bodnar, Y. Okhrin | |
Distribution of the product of singular Wishart matrix and normal vector | |
E1248: E. Di Nardo | |
Taking advantage of a symbolic representation of non-central Wishart distributions | |
E932: W. Nisar, C. Tudur-Smith, R. Kolamunnage-Dona | |
Semi-parametric approaches for modelling of time-to-event outcomes | |
E1111: N. Loperfido, C. Franceschini | |
Linear transformations to symmetry |
Session ES84 | Room: Q1 |
Bayesian methods I | Monday 08.12.2014 08:45 - 10:05 |
Chair: Pierpaolo De Blasi |
Organizer: ERCIM 2014 |
E903: S. Fu, G. Corani | |
Hierarchical Bayesian LASSO for a negative binomial regression | |
E944: S. van der Pas, B. Kleijn, A. van der Vaart | |
The horseshoe estimator: posterior concentration around nearly black vectors | |
E1080: D. Calvetti, E. Somersalo | |
Bayesian flux balance analysis for a complex model of brain cellular metabolism | |
E1128: A. Chu, R. Chung, M. So | |
Bayesian analysis of randomized response data |
Session ES131 | Room: E1 |
Methodological statistics I | Monday 08.12.2014 08:45 - 10:05 |
Chair: Jean-Marc Bardet |
Organizer: ERCIM 2014 |
E899: D. Bagkavos, P. Patil, A. Wood | |
Measures of asymmetry based on a necessary/necessary and sufficient conditions for symmetry | |
E1055: R. Murtas, P. Dawid, M. Musio | |
Bounds for the probability of causation: a new formulation in Mediation Analysis | |
E961: M. Chvostekova | |
A univariate multiple use calibration | |
E1137: J. Tsuchida, H. Yadohisa | |
Two-mode three-way asymmetric MDS using the log linear model |
Session ES139 | Room: A1 |
Contributions to robust data analysis | Monday 08.12.2014 08:45 - 10:05 |
Chair: Jana Jureckova |
Organizer: ERCIM 2014 |
E558: P. Coretto | |
Robust estimation in high-dimensional datasets | |
E1268: A. Bathke, S. Harrar, A. Ellis, M. Pauly, F. Konietschke, W. Burchett | |
Making sense of multivariate data that isn't normal | |
E1051: J. Visek | |
Robust regression with constraints under heteroscedasticity and broken orthogonality condition |
Session ES133 | Room: I1 |
Applied statistics and data analysis I | Monday 08.12.2014 08:45 - 10:05 |
Chair: Thomas Kneib |
Organizer: ERCIM 2014 |
E931: R. Kolamunnage-Dona | |
Impact of unknown dropout reasons on estimation of treatment effect: application to MAGNETIC trial | |
E1214: I. Bianchini, R. Argiento, E. Lanzarone | |
Two Bayesian approaches to estimate aortic stiffness from patient-specific CTA images | |
E806: P. Requena, V. D'Amato | |
Modeling a longevity index for Spanish population | |
E1224: E. Duarte, B. de Sousa, C. Cadarso-Suarez, T. Kneib, V. Rodrigues | |
Performance of structured additive regression models (STAR) when dealing with complex breast cancer screening data |
Session ES138 | Room: C1 |
Contributions to biostatistics and bioinformatics | Monday 08.12.2014 08:45 - 10:05 |
Chair: Kim-Anh Do |
Organizer: ERCIM 2014 |
E532: M. Alvarez Hernandez, A. Martin Andres | |
One-tailed asymptotic inferences for the difference of proportions | |
E782: G. Paux, A. Dmitrienko | |
Mediana: R package for power evaluation in clinical trials with multiplicity adjustment methods | |
E940: J. Hu, X. Fan | |
Inference of gene regulatory relationship in C.elegans embryo | |
E235: A. Kalivodova, K. Hron, P. Filzmoser | |
PLS-DA for metabolomical (compositional) data using the logratio approach |
Session ES61 | Room: D1 |
Mixture models for modern applications II | Monday 08.12.2014 08:45 - 10:05 |
Chair: Geoff McLachlan |
Organizer: Geoff McLachlan |
E863: C. Ambroise | |
Model selection in overlapping stochastic block models | |
E1061: Y. Wei, P. McNicholas | |
Mixture model averaging for clustering | |
E1211: K. Okada, S. Mayekawa | |
Maximum likelihood estimation in a hybrid logistic model | |
E1017: D. Boehning | |
A flexible ratio regression approach for zero-truncated capture-recapture counts |
Session ES134 | Room: L1 |
Statistical inference I | Monday 08.12.2014 08:45 - 10:05 |
Chair: Jochen Einbeck |
Organizer: ERCIM 2014 |
E913: H. Masuda, S. Eguchi | |
On quasi BIC for general LAQ model | |
E969: S. Gugushvili, P. Spreij, F. van der Meulen | |
Decompounding: a non-parametric Bayesian approach | |
E1062: T. Gueuning, G. Claeskens | |
Construction of confidence intervals for high-dimensional single-index models | |
E1183: A. Verhasselt, M. Ahkim | |
Testing for constancy in varying coefficient models |
Session ES137 | Room: G1 |
Contributions to network and spatial data analysis | Monday 08.12.2014 08:45 - 10:05 |
Chair: Vladimir Batagelj |
Organizer: ERCIM 2014 |
E958: A. Caimo, A. Mira | |
Efficient Bayesian computation for exponential random graph models | |
E1004: P. Zappa, D. Vu, C. Liberati, A. Lomi | |
Specifying and estimating relational event models with time-weighted statistics: an application to the interbank market | |
E1216: M. Cattelan, C. Varin | |
Marginal modelling of spatial clustered binary data | |
E1260: K. Turkman, A. Turkman, P. de Zea Bermudez, P. Pereira, P. Miranda, P. Viterbo | |
Combining observed-simulated extreme wind speeds for generating risk maps for electric grid disruptions in Portugal |
Session ES135 | Room: B1 |
Contributions to statistics of extremes and applications | Monday 08.12.2014 08:45 - 10:05 |
Chair: Jan Beirlant |
Organizer: ERCIM 2014 |
E1136: I. Gomes | |
A note on a diagnostic for selecting the threshold in statistics of univariate extremes | |
E1172: S. Girard, G. Stupfler | |
On the asymptotic behaviour of extreme geometric quantiles | |
E1274: J. Jeon | |
Clustering for regional time trend in the nonstationary heavy-tailed distribution | |
E051: A. Guillou, C. Dutang, Y. Goegebeur | |
Robust and bias-corrected estimation of extreme failure sets |
Parallel session O: | Monday 08.12.2014 | 10:35 - 12:15 |
Session ESI02 - Invited | Room: Sala Convegni |
Statistics of extremes and applications | Monday 08.12.2014 10:35 - 12:15 |
Chair: Armelle Guillou |
Organizer: SEA Track |
E150: H. Rootzen | |
Multivariate peaks over thresholds modelling | |
E257: R. Davis, T. Mikosch, I. Cribben, Y. Zhao | |
The extremogram: a measure of extremal dependence for univariate and multivariate time series | |
E410: A. Davison, P. Asadi, S. Engelke | |
Max-stable processes on river networks |
Session ES16 | Room: Q1 |
Bayesian semiparametric inference | Monday 08.12.2014 10:35 - 12:15 |
Chair: Taeryon Choi |
Organizer: Taeryon Choi |
E103: P. De Blasi, S. Walker | |
Bayesian asymptotics under the sup-$L_1$ distance in nonparametric conditional density estimation | |
E478: L. Lin, D. Dunson | |
Shape constrained regression using Gaussian process projections | |
E518: J. Shi, Y. Cheng, J. Serradilla, J. Eyre | |
Nonlinear mixed-effects GP functional regression models with applications to motion data | |
E802: Y. Kim, M. Chae, B. Kleijn | |
The semiparametric Bernstein-von Mises theorem for location model with Dirichlet process mixture of normal densities |
Session ES43 | Room: E1 |
Statistical analysis of fMRI data | Monday 08.12.2014 10:35 - 12:15 |
Chair: Michele Guindani |
Organizer: Michele Guindani |
E164: T. Johnson, Z. Liu, V. Berrocal | |
A spatially adaptive CAR model with application to pre-surgical fMRI data | |
E452: I. Cribben, Y. Yu | |
Time varying connectivity models for brain imaging data | |
E615: M. Fiecas, I. Cribben | |
The graphical modeling and longitudinal analysis of fMRI data | |
E602: E. Erhardt, E. Allen, E. Damaraju, S. Plis, T. Eichele, V. Calhoun | |
Tracking whole-brain connectivity dynamics in the resting state |
Session ES59 | Room: D1 |
Computational approaches in financial economics | Monday 08.12.2014 10:35 - 12:15 |
Chair: Dietmar Maringer |
Organizer: Dietmar Maringer |
E564: P. Kremer, B. Craig, M. Gorenflo, S. Paterlini | |
Understanding banking networks from optimal portfolio choices | |
E565: W. Li, U. Hommel, S. Paterlini | |
Credit risk dependence in the European corporate sector | |
E447: M. Giuzio, S. Paterlini | |
Optimal diversification in portfolio selection | |
E937: A. Mandes | |
Order placement in a continuous double auction agent based model |
Session ES71 | Room: M1 |
Applications of functional data analysis | Monday 08.12.2014 10:35 - 12:15 |
Chair: Alicia Nieto-Reyes |
Organizer: Alicia Nieto-Reyes |
E607: P. Reiss, L. Huang, H. Chen, T. Tarpey | |
Functional data analysis and neurodevelopmental brain mapping | |
E640: A. Tolver, H. Sorensen, M. Halling Thomsen | |
A functional mixed model for 3D-acceleration signals of trotting horses | |
E757: J. Park, C. Lee | |
A functional mixed model approach to house prince index modelling | |
E836: S. Tavakoli, V. Panaretos | |
Dynamics of DNA minicircles in motion via Fourier analysis of functional time series |
Session ES72 | Room: B1 |
Bind source separation: Statistical principles | Monday 08.12.2014 10:35 - 12:15 |
Chair: Hannu Oja |
Organizer: Hannu Oja |
E596: K. Nordhausen, H. Oja, P. Filzmoser, C. Reimann | |
Blind source separation for spatial compositional data | |
E712: D. Matteson, R. Tsay | |
Independent component analysis via distance covariance | |
E849: S. Taskinen, J. Miettinen, K. Nordhausen, H. Oja | |
Separation of uncorrelated stationary time series using autocovariance matrices | |
E1131: J. Miettinen, K. Nordhausen, H. Oja, S. Taskinen | |
Deflation-based FastICA with adaptive choices of nonlinearities |
Session ES73 | Room: P1 |
Statistical models for the health care assessment | Monday 08.12.2014 10:35 - 12:15 |
Chair: Anna Paganoni |
Organizer: Anna Paganoni |
E441: G. Garavaglia, C. Mazzali | |
Study of heart failure hospitalizations using administrative data - first results from HFdata project | |
E795: F. Ieva, C. Jackson, L. Sharples | |
Exploiting the use of large administrative databases in epidemiology: multi-state models for times to hospitalizations and death in Heart Failure | |
E626: S. Galimberti, M. Valsecchi | |
Multivariate permutation test to compare survival curves for matched data | |
E753: M. Bonetti, P. Cirillo | |
Modeling medical malpractice claims: an example from Italy |
Session ES64 | Room: G2 |
Theoretical econometric advances in financial risk measurement | Monday 08.12.2014 10:35 - 12:15 |
Chair: Melanie Schienle |
Organizer: Melanie Schienle |
E440: P. Malec, M. Bibinger, N. Hautsch, M. Reiss | |
Estimating the spot covariation of asset prices - statistical theory and empirical evidence | |
E483: C. Conrad, K. Loch | |
Anticipating long-term stock market volatility | |
E590: N. Parolya, T. Bodnar, Y. Okhrin | |
Estimation of expected utility portfolios for large dimensional data | |
E747: C. Walsh, M. Vogt | |
Local stationary multiplicative modelling |
Session ES86 | Room: A1 |
Outlier and anomaly detection in modern data settings | Monday 08.12.2014 10:35 - 12:15 |
Chair: Roland Fried |
Organizer: Robert Serfling |
E189: F. Angiulli | |
Outlier detection: efficient algorithms and definitions for specific settings | |
E182: V. Colla, S. Cateni, M. Vannucci | |
Outlier detection methods applied to industrial context | |
E142: E. Muller | |
Subspace search for outlier detection and description | |
E1091: R. Fried, K. Fokianos, T. Liboschik | |
An R package for the analysis of outliers and interventions in count time series |
Session ES100 | Room: H1 |
The theory of graphical Markov models: Recent developments | Monday 08.12.2014 10:35 - 12:15 |
Chair: Giovanni Marchetti |
Organizer: Giovanni Marchetti |
E072: K. Sadeghi | |
Unifying graphs and separation criteria in graphical Markov models | |
E443: M. Lupparelli, A. Roverato | |
Log-mean linear link function for discrete regression graph models | |
E733: P. Zwiernik, C. Uhler | |
Linear covariance models and their likelihood geometry | |
E766: R. Evans | |
Causal models with hidden variables |
Session ES104 | Room: L1 |
Particle filtering | Monday 08.12.2014 10:35 - 12:15 |
Chair: Geir Olve Storvik |
Organizer: Geir Olve Storvik |
E348: N. Whiteley, A. Lee, K. Heine | |
Particle filtering under interaction constraints | |
E363: C. Nemeth | |
Parameter estimation in state space models using particle approximations of the score vector | |
E398: A. Johansen | |
Exact approximation within particle filters | |
E241: G. Storvik, R. Marques | |
Estimation of static parameters using particle filters and a block independence approximation |
Session ES107 | Room: N1 |
Designing experiments with unavoidable and healthy correlation | Monday 08.12.2014 10:35 - 12:15 |
Chair: Jesus Lopez-Fidalgo |
Organizer: Jesus Lopez-Fidalgo |
E112: J. Rodriguez-Diaz, M. Rivas-Lopez, S. Martin-Chaves | |
Optimal designs for random blocks model using corrected criteria | |
E572: R. Schwabe, U. Grasshoff | |
Optimal design for repeated measures | |
E115: E. Riccomagno, M. Caccia, E. Saggini | |
Trajectory selection for reconstruction and optimization of performance function in UMV | |
E979: E. Perrone | |
An approach on design of experiments by using copulas |
Session ES109 | Room: I1 |
Astrostatistics | Monday 08.12.2014 10:35 - 12:15 |
Chair: Simon Wilson |
Organizer: Simon Wilson |
E693: E. Kuruoglu, Y. Chen, H. So, D. Herraz Munoz | |
Estimation of cosmic microwave background radiation in the presence of point sources | |
E881: J. McEwen, M. Buettner, B. Leistedt, H. Peiris, P. Vandergheynst, Y. Wiaux | |
Spin scale-discretized wavelets on the sphere for the analysis of CMB polarization | |
E883: K. Knuth, B. Placek | |
EXONEST: the Bayesian exoplanetary explorer | |
E1215: J. Wyse, S. Wilson | |
Bayesian ICA-based source separation of Cosmic Microwave Background by a discrete functional approximation |
Session ES111 | Room: C1 |
SAE and inequalities measurement | Monday 08.12.2014 10:35 - 12:15 |
Chair: Monica Pratesi |
Organizer: Monica Pratesi |
E653: N. Tzavidis, . Weidenhammer, T. Schmid, N. Salvati | |
Domain prediction for discrete (count) and continuous outcomes using micro-simulation via quantiles | |
E662: F. Gagliardi, G. Betti, A. Lemmi, V. Verma | |
SAS routines for variance estimation of poverty measures at regional level | |
E858: L. Secondi, S. Marchetti, T. Laureti | |
Small area estimates for consumption expenditure in Italy | |
E904: I. Brunetti, D. Fiaschi | |
Occupational mobility between generations: a theoretical model with an application to Italy |
Session ES112 | Room: F1 |
Recent developments in latent variable models | Monday 08.12.2014 10:35 - 12:15 |
Chair: Angela Montanari |
Organizer: Angela Montanari |
E456: G. McLachlan | |
A latent variable model for clustering data with structure | |
E458: S. Ranciati, C. Viroli, E. Wit | |
Modelling multiple ChIP-seq experiments via a Markov random field model with spatio-temporal dependencies | |
E533: M. Farne | |
Regularized covariance matrix estimation via composite minimization | |
E628: A. Maruotti, J. Bulla, F. Lagona, M. Picone, F. Martella | |
Parsimonious hidden Markov models for clustering multivariate time series |
Session ES154 | Room: O1 |
Multivariate statistics II | Monday 08.12.2014 10:35 - 12:15 |
Chair: Guang Cheng |
Organizer: ERCIM 2014 |
E1074: S. Columbu, M. Bottai | |
Quantiles of multivariate response variables: conditional concordance of quantile regression residuals | |
E1140: P. Curtis, H. Maruri-Aguilar | |
Designs for multi-wave experiments with history-matching | |
E1129: M. Mert, P. Filzmoser, K. Hron | |
Error propagation of compositional data transformations | |
E1244: P. Brito, P. Filzmoser, K. Hron | |
Statistical analysis of interval compositional data |
Parallel session R: | Monday 08.12.2014 | 14:50 - 16:30 |
Session ES02 | Room: C1 |
Big data analysis: Penalty, pretest and shrinkage estimation II | Monday 08.12.2014 14:50 - 16:30 |
Chair: S. Ejaz Ahmed |
Organizer: S. Ejaz Ahmed |
E174: A. Vidyashankar | |
Post model selection inference in high-dimensional problems | |
E446: Y. Li, K. He, J. Zhu | |
Modeling time-varying effects for high-dimensional covariates: a new Gateaux-differential boosting approach | |
E579: E. Ahmed, X. Gao | |
A tale of underfitted model: submodel selection and post-estimation | |
E864: B. Nan, H. Shu | |
Generalized thresholding estimation of large covariance/correlation matrix for temporal data |
Session ES10 | Room: A1 |
Robust methods on functional data and complex structures | Monday 08.12.2014 14:50 - 16:30 |
Chair: Graciela Boente |
Organizer: Graciela Boente |
E304: A. Rehage, S. Kuhnt | |
An angle-based functional depth measure for shape outlier detection | |
E524: A. Nieto-Reyes, R. Duque, D. Gomez, C. Bravo | |
Application of the random Tukey depth to restrictive clustering | |
E352: G. Cohen Freue, M. Salibian-Barrera | |
Sparse robust regression estimators | |
E463: D. Rodriguez, G. Boente, M. Sued | |
Test among populations based on the spatial sign operator |
Session ES21 | Room: O1 |
Biostatistics and bioinformatics | Monday 08.12.2014 14:50 - 16:30 |
Chair: Alexandros Beskos |
Organizer: Maria De Iorio |
E322: W. Sun | |
Optimal screening and adaptive testing of sparse signals | |
E506: M. Pavlou, G. Ambler, S. Seaman, M. De Iorio, R. Omar | |
Penalised regression methods for risk prediction in low-dimensional data with few events | |
E1254: T. Coolen, A. Coolen, A. Shalabi, M. Inoue, J. Watkins, E. de Rinaldis | |
Bayesian clinical classification from high-dimensional data: signatures versus variability | |
E570: A. Beskos, A. Jasra, A. Persing, D. Balding, M. De Iorio | |
A simulation approach for change-points on phylogenetic trees |
Session ES47 | Room: M1 |
Functional data analysis | Monday 08.12.2014 14:50 - 16:30 |
Chair: Alois Kneip |
Organizer: Alois Kneip |
E119: D. Liebl, A. Kneip | |
Conditional functional data analysis on random domains: Exploring Germany's Energiewende | |
E495: A. Meister | |
Optimal classification and nonparametric regression for functional data | |
E591: A. Kneip, H. Wagner | |
Registration and functional principal components | |
E722: J. Johannes | |
Functional linear instrumental regression |
Session ES62 | Room: D1 |
High-frequency data statistics: Advances in methodology | Monday 08.12.2014 14:50 - 16:30 |
Chair: Hiroki Masuda |
Organizer: Hiroki Masuda |
E152: S. Iacus, L. Mercuri | |
Simulation and inference of CARMA Levy models and the yuima package | |
E203: M. Bibinger, L. Winkelmann | |
Common price and volatility jumps in noisy high-frequency data | |
E325: K. Kamatani, M. Uchida | |
Hybrid multi-step estimators for stochastic differential equations based on sampled data | |
E500: N. Yoshida | |
Asymptotic expansion of functionals of high frequency data and their applications |
Session ES81 | Room: L1 |
Inference in models for categorical data | Monday 08.12.2014 14:50 - 16:30 |
Chair: Tamas Rudas |
Organizer: Tamas Rudas |
E060: A. Klimova, T. Rudas, C. Uhler | |
Faithfulness of discrete distributions to graphs and hypergraphs | |
E283: A. Forcina, R. Colombi | |
A latent class model for ecological inference for the estimation of voters transitions | |
E303: W. Bergsma, A. van der Ark, M. Croon | |
Maximum augmented empirical likelihood estimation of categorical marginal models for large sparse contingency tables | |
E513: T. Rudas | |
On directionally collapsible parameterizations of multivariate binary distributions |
Session ES85 | Room: N1 |
Spatial dependence for object data | Monday 08.12.2014 14:50 - 16:30 |
Chair: Piercesare Secchi |
Organizer: Piercesare Secchi |
E384: D. Pigoli, A. Menafoglio, P. Secchi | |
Spatial prediction for mildly non Euclidean data | |
E696: S. Sjostedt de Luna, K. Abramowicz, P. Arnqvist, P. Secchi, S. Vantini, V. Vitelli | |
Functional clustering methods for dependent misaligned curves with applications to climate reconstruction | |
E707: A. Menafoglio, G. Petris | |
On the measures of spatial dependence for Hilbert data: how much are you ready to pay for a kriging prediction? | |
E725: S. Vantini, P. Secchi, P. Zanini | |
``La citta che sale'': a modern view of the city of Milan through mobile-network data |
Session ES89 | Room: B1 |
Robust statistics in R | Monday 08.12.2014 14:50 - 16:30 |
Chair: Valentin Todorov |
Organizer: Valentin Todorov |
E200: G. Millo | |
Robust standard errors for panel data: a general framework | |
E390: M. Di Palma, V. Todorov, M. Gallo | |
Robust multiway analysis of compositional data in R | |
E889: M. Maechler, M. Di Palma, V. Todorov | |
Robust multivariate covariance estimation: a comparison | |
E1257: F. Greselin, S. Ingrassia, L. Garcia-Escudero, A. Gordaliza, A. Mayo-Iscar | |
Robust model estimation, through trimming and constraints, for mixtures of factor analyzers |
Session ES91 | Room: P1 |
Bayesian nonparametrics and MCMC | Monday 08.12.2014 14:50 - 16:30 |
Chair: Frank van der Meulen |
Organizer: Frank van der Meulen |
E490: M. Pratola, H. Chipman, E. George, R. McCulloch | |
Nonparametric heteroscedastic regression modeling, Bayesian regression trees and MCMC sampling | |
E910: S. Sniekers, A. van der Vaart | |
Bayesian credible sets in the fixed design model for polished tail functions | |
E897: A. Cerquetti | |
Bayesian nonparametric estimation of Tsallis diversity indices under Gnedin-Pitman priors | |
E409: F. van der Meulen, M. Schauer | |
Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals |
Session ES98 | Room: E1 |
Advances in quantile regression | Monday 08.12.2014 14:50 - 16:30 |
Chair: Stanislav Volgushev |
Organizer: Stanislav Volgushev |
E387: T. Kley, S. Volgushev, H. Dette, M. Hallin | |
Quantile-based spectral analysis: asymptotic theory and computation | |
E635: D. Chetverikov, B. Larsen, C. Palmer | |
IV quantile regression for group-level treatments, with an application to the effects of trade on the distribution of wages | |
E697: C. Lamarche, E. Battistin, E. Rettore | |
Latent structures and quantiles of the treatment effect distribution | |
E839: G. Cheng, S. Volgushev | |
Quantile regression for extraordinarily large data |
Session ES118 | Room: Q1 |
Current issues in Bayesian nonparametrics | Monday 08.12.2014 14:50 - 16:30 |
Chair: Yongdai Kim |
Organizer: Yongdai Kim |
E253: B. Szabo, J. Rousseau | |
On the general understanding of the empirical Bayes method | |
E477: T. Choi, P. Lenk, S. Jo, H. Kim | |
Generalized partially additive Bayesian spectral analysis regression models | |
E1262: I. Castillo | |
Multiscale Bayes in density estimation and Polya tree priors | |
E1288: B. Kleijn | |
Testability and consistency |
Session ES144 | Room: I1 |
Statistical methods for processes in engineering and industry | Monday 08.12.2014 14:50 - 16:30 |
Chair: Christine Mueller |
Organizer: Christine Mueller |
E097: M. Cabral Morais, S. Paulino, S. Knoth | |
On ARL-unbiased c-charts for i.i.d. and INAR(1) Poisson counts | |
E145: M. Doering, S. Bobrowski, H. Chen, U. Jensen, W. Schinkoethe | |
Reliability prediction using regression models | |
E580: K. Losch, F. Balle, K. Schladitz, C. Redenbach | |
Stochastic modeling of engineering materials for prediction of spatial mechanical characteristics | |
E472: C. Mueller | |
Data depth for autoregression with application to crack growth |
Parallel session S: | Monday 08.12.2014 | 16:55 - 18:15 |
Session ES140 | Room: A1 |
Contributions to robustness and outlier identification | Monday 08.12.2014 16:55 - 18:15 |
Chair: Matthias Templ |
Organizer: ERCIM 2014 |
E229: J. De Klerk | |
Iterative identification of multiple time series outliers using singular spectrum analysis and outlier maps | |
E1043: S. Liebscher, T. Kirschstein, M. Kloss | |
Outlier identification and productivity analysis on the Farm Accountancy Data Network (EU-FADN – DG AGRI) | |
E1289: M. Zhelonkin, V. Chavez-Demoulin | |
On the robustness of risk measures |
Session ES146 | Room: E1 |
Regression models | Monday 08.12.2014 16:55 - 18:15 |
Chair: Adrian Bowman |
Organizer: ERCIM 2014 |
E853: S. Kuhnt, E. Riccomagno, N. Rudak | |
Identifiability of regression models from noisy design by numerical algebraic fans | |
E941: E. Fiserova, K. Hron | |
Linear regression model with compositional response | |
E1124: Y. Goldberg, M. Gorfine, Y. Ritov | |
A quantile regression model for failure time data with time-dependent covariates | |
E1001: P. Foschi | |
Some results on Partial Least Squares regression, shrinkages and DoF |
Session ES152 | Room: L1 |
Statistical inference II | Monday 08.12.2014 16:55 - 18:15 |
Chair: Gil Gonzalez-Rodriguez |
Organizer: ERCIM 2014 |
E638: A. Abdel-Hamid | |
A Poisson-half-logistic model: properties, estimation and Bayes prediction under progressive type-II censoring | |
E907: H. Fujisawa, T. Kanamori | |
Affine invariant divergences with applications to robust statistics | |
E945: E. Akdeniz Duran | |
Difference-based weighted mixed Liu estimator in semiparametric partial linear models | |
E947: B. Surucu, K. Bayramoglu | |
Inference for univariate and bivariate interval censored data |
Session ES88 | Room: Q1 |
Bayesian methods II | Monday 08.12.2014 16:55 - 18:15 |
Chair: Sara Wade |
Organizer: ERCIM 2014 |
E842: G. Shahtahmassebi, R. Moyeed | |
Bayesian modelling ultra-high frequency financial data via particle filters | |
E1150: G. Watanabe, W. Strawderman | |
Stochastic domination in predictive density estimation for ordered normal means under $ \alpha$-divergence loss | |
E1195: V. Vitelli, O. Sorensen, A. Frigessi, E. Arjas | |
Bayesian inference from ranks with applications in genomics | |
E1217: R. Argiento, I. Bianchini, A. Guglielmi | |
A truncation algorithm for normalized RMI mixtures |
Session ES110 | Room: N1 |
Contributions to dependence models and copulas | Monday 08.12.2014 16:55 - 18:15 |
Chair: Irene Gijbels |
Organizer: ERCIM 2014 |
E092: L. Frattarolo, D. Guegan, M. Billio | |
Multivariate normalized rank reflection symmetry of copula functions | |
E153: L. Fernandez, M. Scherer | |
Simulating Levy-frailty copulas built from an $\alpha$-stable Levy subordinator | |
E983: T. Vatter, V. Chavez-Demoulin | |
Generalized additive models for conditional dependence structures | |
E1024: M. Nai Ruscone, S. Osmetti | |
Modelling the dependence in multivariate longitudinal data by pair copula decomposition |
Session ES156 | Room: O1 |
Cluster-based methods | Monday 08.12.2014 16:55 - 18:15 |
Chair: Enea Bongiorno |
Organizer: ERCIM 2014 |
E1026: S. Elsheikh, D. Zhou, A. Fish , R. Chakrabarti | |
Non-Euclidean cluster analysis for covariance matrices with applications to diffusion tensor data | |
E1098: B. Arishige, H. Yadohisa | |
Clusterwise sparse principal component regression | |
E1034: H. Abe, K. Tanioka, H. Yadohisa | |
Reduced k-means for multivalued quantitative symbolic variables | |
E1038: K. Uno, K. Adachi | |
Fixed factor analysis with clustering observations |
Session ES143 | Room: M1 |
Contributions on functional data and time series | Monday 08.12.2014 16:55 - 18:15 |
Chair: Pedro Galeano |
Organizer: ERCIM 2014 |
E274: K. Hron, A. Menafoglio, M. Templ, K. Hruzova, P. Filzmoser | |
Simplicial principal component analysis for density functions in Bayes spaces | |
E855: D. Kosiorowski, D. Mielczarek, J. Rydlewski, M. Snarska | |
Aspects of functional data analysis in short term prediction of non-stationary economic time series | |
E1200: P. Kynclova, P. Filzmoser, K. Hron | |
Application of T-spaces in modeling compositional time series | |
E1233: P. De Santis, C. Drago | |
Modelling systematic risk asymmetry of the American Real Estate securities |
Session ES136 | Room: B1 |
Contributions to high-dimensional data analysis | Monday 08.12.2014 16:55 - 18:15 |
Chair: Ana Colubi |
Organizer: ERCIM 2014 |
E936: C. Zheng, D. Ferrari | |
A bootstrap approach to construct high-dimensional variable selection confidence sets | |
E1207: H. Maruri, S. Lunagomez, P. Curtis | |
Persistence of terms in lasso | |
E1227: L. Waldorp | |
Desparsified lasso for nodewise graph estimation using a shrinkage estimator | |
E838: V. Avagyan, A. Alonso, J. Nogales | |
Improving the graphical lasso estimation for the precision matrix through roots of the sample covariance matrix |
Session ES142 | Room: G1 |
Contributions to ordinal and preference data | Monday 08.12.2014 16:55 - 18:15 |
Chair: Tamas Rudas |
Organizer: ERCIM 2014 |
E1220: C. Mollica, L. Tardella | |
Bayesian mixture of Plackett-Luce models for partially ranked data | |
E976: S. Bacci, F. Bartolucci, C. Pigini | |
Misspecification test for finite mixture logistic models for clustered binary and ordered responses | |
E1057: D. Molina, A. Arcos, M. Rueda, M. Ranalli | |
Estimation for discrete response variables in dual frame surveys |
Session ES147 | Room: F1 |
Methodological statistics II | Monday 08.12.2014 16:55 - 18:15 |
Chair: Tommaso Proietti |
Organizer: ERCIM 2014 |
E133: B. Holcblat, S. Groenneberg | |
Econometric inference theories and multiple use of the same data | |
E1058: V. Mameli, M. Musio, A. Dawid | |
Estimation in first order moving average models using the Hyvarinen scoring rule | |
E1177: M. Jimenez-Gamero | |
Empirical characteristic function tests for GARCH innovation distribution using multipliers | |
E981: M. Matilainen, K. Nordhausen, H. Oja | |
Blind source separation for multivariate conditionally heteroscedastic time series |
Session ES150 | Room: I1 |
Applied statistics and data analysis II | Monday 08.12.2014 16:55 - 18:15 |
Chair: Ivette Gomes |
Organizer: ERCIM 2014 |
E1203: F. Figueiredo, A. Figueiredo, M. Gomes | |
Evaluation of sampling plans by bootstrapping | |
E616: M. Yudaeva, N. Hovanov, D. Kolesov | |
Imprecise event trees framework for evaluation of Russian economy perspectives | |
E1232: K. Vehkalahti, R. Sund | |
Survo R - editorial computing environment for data analysis | |
E1310: P. Wijayatunga | |
Balancing Scores in Causal Effect Estimation with Observational Data |
Session ES149 | Room: D1 |
Computational statistics II | Monday 08.12.2014 16:55 - 18:15 |
Chair: Stephane Chretien |
Organizer: ERCIM 2014 |
E777: A. Batsidis, P. Economou, G. Tzavelas | |
Tests of fit for the lognormal distribution | |
E956: C. Swanepoel, M. Cockeran | |
Bias reduction studies in non-parametric regression with applications | |
E1088: J. Einbeck, D. Bonetti | |
A study of online and batch-wise updating of the EM algorithm for Gaussian mixtures | |
E1307: J. Mareckova | |
Detecting change points with a fusion penalty |