PROGRAMME ERCIM 2013
KEYNOTE TALKS
PARALLEL SESSIONS
| Parallel session D: | Saturday 14.12.2013 | 11:20 - 13:00 |
| Session ESI04 - Invited | Room: Beveridge |
| Statistical algorithms and software | Saturday 14.12.2013 11:20 - 13:00 |
| Chair: Stanley Azen |
Organizer: Ana Colubi |
| E449: K. Boudt, D. Ardia | |
| The peer performance of hedge funds | |
| E678: H. Turner, D. Firth, I. Kosmidis | |
| Generalized nonlinear models in R | |
| E1248: G. Montana | |
| Statistical algorithms for neuroimaging genetics studies |
| Session ES05 | Room: Russell |
| Optimum experimental designs for drug development and assessment | Saturday 14.12.2013 11:20 - 13:00 |
| Chair: Anthony C. Atkinson |
Organizer: Anthony C. Atkinson |
| E300: M. Lange, H. Schmidli | |
| Optimal design of clinical trials with biologics using dose-time-response models | |
| E323: L. Pronzato | |
| Covariate-adjusted response adaptive penalized optimal design | |
| E431: O. Sverdlov, W. Rosenberger, Y. Ryeznik | |
| Covariate-adjusted response-adaptive randomization designs for survival trials | |
| E782: B. Bogacka, K. Soeny, B. Jones | |
| Optimum dose regimen selection for a target drug concentration |
| Session ES07 | Room: Bloomsbury |
| Generalizations of empirical likelihood | Saturday 14.12.2013 11:20 - 13:00 |
| Chair: Patrice Bertail |
Organizer: Patrice Bertail |
| E784: S. Lahiri | |
| Empirical likelihood confidence sets for functional parameters | |
| E715: E. Gautherat, P. Bertail | |
| Empirical $\Phi$-divergence methods: A comparison | |
| E765: A. Chambaz | |
| Targeted learning | |
| E696: P. Bertail, E. Gautherat | |
| Empirical divergence minimizers for Hadamard differential functionals |
| Session ES43 | Room: Holden |
| Statistical inference for networks | Saturday 14.12.2013 11:20 - 13:00 |
| Chair: Sofia Olhede |
Organizer: Liza Levina |
| E430: P. Wolfe | |
| Recent results in statistical network analysis: A gentle introduction | |
| E081: D. Hunter, D. Vu, M. Schweinberger | |
| Model-based clustering of large networks | |
| E329: K. Rohe, T. Qin | |
| The blessing of transitivity in sparse and stochastic networks | |
| E703: Y. Zhao, C. Weko | |
| Maximum likelihood network estimates from social grouping behavior |
| Session ES47 | Room: Court |
| Robust statistical modeling | Saturday 14.12.2013 11:20 - 13:00 |
| Chair: Alfio Marazzi |
Organizer: Alfio Marazzi |
| E179: R. Maronna, V. Yohai | |
| Robust estimation with high finite-sample efficiency through distance-constrained maximum likelihood | |
| E322: I. Locatelli, A. Marazzi | |
| Robust estimators of the generalized loggamma regression model with censored observations | |
| E347: C. Agostinelli, A. Gagliardi | |
| Robustness issues in linear-circular regression models | |
| E421: R. Molinari, S. Guerrier, M. Victoria-Feser | |
| Robust generalized method of wavelet moments |
| Session ES92 | Room: Deller |
| Dimension reduction in mixture modelling | Saturday 14.12.2013 11:20 - 13:00 |
| Chair: Tsung-I Lin |
Organizer: Paul McNicholas |
| E048: W. Wang | |
| Maximum likelihood inference for mixtures of common factor analyzers with missing information | |
| E049: C. Lin, K. Ye, Y. Lo | |
| Genotype copy number variations using Gaussian mixture models: Theory and algorithms | |
| E091: C. Bouveyron | |
| Discriminative variable selection with the sparse Fisher-EM algorithm | |
| E601: Y. Tang, R. Browne, P. McNicholas | |
| Model based clustering of high-dimensional binary data |
| Session ES59 | Room: Chancellor's |
| Analysis of functional data | Saturday 14.12.2013 11:20 - 13:00 |
| Chair: Gil Gonzalez-Rodriguez |
Organizer: Hans-George Mueller |
| E854: J. Aston, P. Hadjipantelis, H. Mueller, J. Evans | |
| Unifying amplitude and phase analysis: An analysis of Mandarin Chinese | |
| E452: R. Lillo, E. Joseph, P. Galeano | |
| The Mahalanobis distance for functional data with applications to classification | |
| E1268: P. Delicado | |
| Spatial clustering for the temporal evolution of country population pyramids | |
| E327: C. Preda | |
| Categorical functional data |
| Session ES65 | Room: Woburn |
| Advances of rare variant analysis in large scale genetic association studies | Saturday 14.12.2013 11:20 - 13:00 |
| Chair: Taesung Park |
Organizer: Taesung Park |
| E077: K. van Steen, K. Bessonov, F. van Lishout, J. Moore | |
| Genomic MB-MDR for rare variant analysis | |
| E673: S. Lee, Y. Kim, J. Oh, M. Kwon, T. Park | |
| Residual-based MDR for detecting gene-gene interaction associated with the survival phenotype | |
| E746: T. Park, M. Kwon | |
| Gene-gene interaction analysis for rare variants | |
| E1231: F. Gadaleta, K. Bessonov, K. Chaichoompu, S. Pineda, K. van Steen | |
| Network-based omics integration framework: Overcoming the obstacle of high dimensional data |
| Session ES67 | Room: Senate |
| Bayesian semi- and nonparametric modelling I | Saturday 14.12.2013 11:20 - 13:00 |
| Chair: Antonio Lijoi |
Organizer: Igor Pruenster |
| E376: L. Ma | |
| Multi-resolution adaptive shrinkage in nonparametric inference | |
| E443: J. Lloyd | |
| Random function priors for exchangeable databases | |
| E219: T. Kunihama, D. Dunson | |
| Bayesian modeling of temporal dependence in large sparse contingency tables | |
| E599: T. Choi, P. Lenk, S. Lee | |
| Some thoughts on Bayesian inference for semiparametric regression models with shape-constraints |
| Session ES69 | Room: Gordon |
| Robust analysis of high-dimensional data | Saturday 14.12.2013 11:20 - 13:00 |
| Chair: Juan Romo |
Organizer: Juan Romo |
| E136: D. Paindaveine, G. van Bever | |
| Local depth for functional data | |
| E448: A. Cuevas, A. Cholaquidis, R. Fraiman | |
| Some geometric tools in functional data analysis | |
| E556: F. Ieva, R. Biasi, A. Paganoni, N. Tarabelloni | |
| Supervised learning from multivariate functional data | |
| E582: K. Mosler, P. Mozharovskyi | |
| DD-classification of functional data |
| Session ES70 | Room: Athlone |
| Spatial econometrics | Saturday 14.12.2013 11:20 - 13:00 |
| Chair: Anne Ruiz-Gazen |
Organizer: Anne Ruiz-Gazen |
| E417: N. Villa-Vialaneix, T. Laurent | |
| Permutation tests for labeled network analysis | |
| E561: C. Thomas-Agnan, F. Bonneu | |
| Spatial concentration of a marked point pattern with application to industrial location | |
| E596: V. Do, C. Thomas-Agnan, A. Vanhems | |
| Accuracy of areal interpolation methods | |
| E652: T. Laurent, I. Moussa | |
| Using indirect and feedback effects to measure geographic knowledge spillovers in French regions |
| Session ES73 | Room: Torrington |
| Recent advances in non- and semiparametric regression | Saturday 14.12.2013 11:20 - 13:00 |
| Chair: Melanie Schienle |
Organizer: Melanie Schienle |
| E192: A. Vanhems, M. Grasmair, O. Scherzer | |
| Nonparametric instrumental regression with non-convex constraints | |
| E303: M. Parey, R. Blundell, J. Horowitz | |
| Nonparametric estimation of a heterogeneous demand function under the Slutsky inequality restriction | |
| E396: H. Dette, M. Birke, N. Neumeyer, S. Volgushev | |
| Significance testing in quantile regression | |
| E463: E. Lee, H. Noh, B. Park | |
| Model selection via Bayesian information criterion for quantile regression models |
| Session ES80 | Room: Montague |
| Estimation for diffusion processes | Saturday 14.12.2013 11:20 - 13:00 |
| Chair: Frank van der Meulen |
Organizer: Frank van der Meulen |
| E783: N. Hansen | |
| Non-linear lasso and drift estimation for multivariate diffusions | |
| E432: Y. Pokern | |
| Non-parametric drift estimation for SDEs | |
| E718: M. Pollock, A. Johansen, G. Roberts | |
| Exact simulation of jump diffusions and unbiased estimation of irregular barrier crossing probabilities | |
| E262: F. van der Meulen, M. Schauer | |
| Simulation of diffusion bridges |
| Session ES84 | Room: 349 |
| Statistical analysis of neuroimaging data | Saturday 14.12.2013 11:20 - 13:00 |
| Chair: Mattias Villani |
Organizer: Mattias Villani |
| E534: M. Lindquist | |
| An fMRI-based biomarker for physical pain | |
| E711: M. van Gerven | |
| Bayesian connectomics | |
| E867: W. Penny, S. Kumar | |
| Modelling nonlinear parametric responses in fMRI data | |
| E1194: T. Nichols, J. Kang, T. Johnson | |
| Spatial Bayesian point process modelling of neuroimaging meta-analysis data |
| Session ES88 | Room: Bedford |
| Generalized linear models and beyond | Saturday 14.12.2013 11:20 - 13:00 |
| Chair: Achim Zeileis |
Organizer: Achim Zeileis |
| E377: I. Kosmidis, A. Zou | |
| Beyond Beta regression: modelling percentages and fractions in the presence of boundary observations | |
| E492: L. Walter | |
| Exposure-adjusted binary response models in a large portfolio of car insurance policies | |
| E642: C. Kleiber | |
| Beyond Poisson and negative binomial hurdle models | |
| E773: A. Zeileis | |
| Beyond binary GLMs: Exploring heteroskedastic probit and parametric link models |
| Session ES104 | Room: Jessel |
| Dependence models in environmental sciences | Saturday 14.12.2013 11:20 - 13:00 |
| Chair: Fabrizio Durante |
Organizer: Fabrizio Durante |
| E224: E. Di Bernardino, D. Rulliere | |
| Distortions of multivariate distribution functions and associated level curves: Applications in multivariate risk theory | |
| E237: M. Wiper, J. Carnicero, C. Ausin | |
| Non-parametric copulas for circular-linear and circular-circular data: An application to wind directions | |
| E242: R. Schefzik, T. Thorarinsdottir, T. Gneiting | |
| Physically coherent probabilistic weather forecasts via ensemble copula coupling | |
| E375: G. Salvadori | |
| Multivariate return period calculation via survival functions |
| Parallel session E: | Saturday 14.12.2013 | 14:30 - 16:10 |
| Session ESI03 - Invited | Room: Beveridge |
| Robust penalized methods | Saturday 14.12.2013 14:30 - 16:10 |
| Chair: Elvezio Ronchetti |
Organizer: Elvezio Ronchetti |
| E478: Y. She | |
| High-dimensional robust statistics through additive over-parameterization with shrinkage | |
| E646: M. Avella-Medina, E. Ronchetti | |
| The robust nonnegative garrote for generalized linear and additive models | |
| E752: C. Croux | |
| Robust regularized estimation in multivariate statistics |
| Session ES02 | Room: B30 |
| Statistical algorithms and software in R | Saturday 14.12.2013 14:30 - 16:10 |
| Chair: Andreas Alfons |
Organizer: Andreas Alfons |
| E489: E. Pircalabelu, G. Claeskens, L. Waldorp | |
| Model selection for graphical models using the focused information criterion: R-based software implementations | |
| E504: M. Koller | |
| Robust estimation of linear mixed effects models with the robustlmm package in R | |
| E622: R. Boubela, K. Kalcher, W. Huf, P. Filzmoser, E. Moser | |
| Highly parallelized algorithms for exploratory analysis of large functional MRI datasets in R | |
| E719: P. Schoonees | |
| Dual scaling methods for response style detection and purging in R |
| Session ES06 | Room: B36 |
| Software for design and analysis of experiments with many factors | Saturday 14.12.2013 14:30 - 16:10 |
| Chair: Rosemary A. Bailey |
Organizer: Rosemary A. Bailey |
| E066: R. Bailey | |
| Desmond Patterson and the design key | |
| E124: H. Monod | |
| Automatic and flexible generation of regular factorial designs and its implementation in R | |
| E623: M. Chatfield, S. Bate | |
| An algorithm for constructing a mixed model using the experimental design | |
| E640: H. Grossmann | |
| A tool for automating the analysis of variance of orthogonal designs |
| Session ES18 | Room: G16 |
| Statistical methods for non-precise data I | Saturday 14.12.2013 14:30 - 16:10 |
| Chair: Ana B. Ramos-Guajardo |
Organizer: Angela Blanco-Fernandez |
| E420: M. Garcia-Barzana, A. Colubi, E. Kontoghiorghes | |
| Lasso estimation of a multiple linear regression model for interval data | |
| E647: A. Shapiro | |
| Adjusting the analytic hierarchy process for fuzziness: A risk assessment context | |
| E1146: R. Seri | |
| Effects of discretization on the construction of confidence sets for geometric problems | |
| E1159: A. Blanco-Fernandez, A. Ramos-Guajardo, A. Colubi | |
| Testing the equality of two-paired distributions through the fuzzy representation |
| Session ES53 | Room: B20 |
| On some issues in cluster analysis | Saturday 14.12.2013 14:30 - 16:10 |
| Chair: Geoff McLachlan |
Organizer: Geoff McLachlan |
| E041: C. Hennig | |
| Measurement of quality in cluster analysis | |
| E373: C. Tortora, P. McNicholas | |
| A study comparing different (mixture and non-mixture) approaches to clustering high-dimensional data | |
| E401: J. Chen, G. McLachlan | |
| Mixtures of dynamic factor models | |
| E740: A. Mayo-Iscar, L. Garcia-Escudero, A. Gordaliza, C. Matran | |
| New advances related to the application of trimming and restrictions in model based clustering |
| Session ES55 | Room: B29 |
| Estimation and testing in conditionally heteroscedastic time series | Saturday 14.12.2013 14:30 - 16:10 |
| Chair: Simos Meintanis |
Organizer: Simos Meintanis |
| E301: M. Huskova, S. Hudecova, S. Meintanis | |
| Tests for time series of counts based on the probability generating function | |
| E413: B. Ebner, B. Klar, S. Meintanis | |
| Fourier inference for stochastic volatility models with heavy-tailed innovations | |
| E615: V. Dalla, Y. Bassiakos, S. Meintanis | |
| Fourier-type inference for GARCH models with heavy-tailed innovations | |
| E304: S. Meintanis, C. Francq | |
| Test for spherical symmetry in multivariate GARCH models |
| Session ES91 | Room: B35 |
| Computational methods in biomedical research | Saturday 14.12.2013 14:30 - 16:10 |
| Chair: Joyce Niland |
Organizer: Joyce Niland |
| E849: M. Mittlboeck, H. Heinzl | |
| Time-to-event endpoint definition and required sample size | |
| E881: J. Longmate | |
| Implementing broader notions of optimality for statistical planning of biomedical studies | |
| E889: M. Schimek, E. Budinska, V. Svendova | |
| How to find consolidated top elements in omics ranked lists: Novel computational and graphical techniques | |
| E1028: K. Kafadar, P. Prorok | |
| Effect of length biased sampling and overdiagnosis on survival from screen-detected disease |
| Session ES63 | Room: B34 |
| Dimension reduction | Saturday 14.12.2013 14:30 - 16:10 |
| Chair: Hannu Oja |
Organizer: Hannu Oja |
| E159: E. Liski, K. Nordhausen, H. Oja, D. Tyler | |
| Estimation of dimension reduction subspace in PCA | |
| E562: K. Nordhausen, J. Miettinen, H. Oja, S. Taskinen | |
| Separation of uncorrelated stationary time series using SOBI | |
| E739: E. Bura, A. Barbarino | |
| Sufficient dimension reduction for dynamic factor models | |
| E899: D. Vogel, D. Tyler | |
| Robust estimators in Gaussian graphical models |
| Session ES90 | Room: G15 |
| Predictive learning | Saturday 14.12.2013 14:30 - 16:10 |
| Chair: Roberta Siciliano |
Organizer: Roberta Siciliano |
| E631: S. Amodio, A. D'Ambrosio, W. Heiser | |
| Combining clustering of preference rankings with unfolding and vector models | |
| E691: G. Frasso, A. D'Ambrosio, R. Siciliano | |
| Model-free probability distance clustering of time series | |
| E829: M. de Rooij | |
| The latent class distance association model | |
| E1191: C. Conversano, F. Mola | |
| Sequential automatic search of subsets of classifiers in multiclass classification |
| Session ES85 | Room: B18 |
| Directional statistics I | Saturday 14.12.2013 14:30 - 16:10 |
| Chair: Christophe Ley |
Organizer: Christophe Ley |
| E363: J. Kent | |
| Parallel transport on manifolds | |
| E196: T. Hamelryck | |
| Probabilistic models of protein structure: From theory to applications | |
| E094: T. Verdebout, C. Ley | |
| Optimal tests for circular reflective symmetry about the median direction | |
| E524: S. Barragan, C. Rueda, M. Fernandez, S. Peddada | |
| Inference on circular orders with application to cell cycle gene expression data |
| Session ES123 | Room: B33 |
| Bayesian semi- and nonparametric modelling II | Saturday 14.12.2013 14:30 - 16:10 |
| Chair: Li Ma |
Organizer: Igor Pruenster |
| E785: L. Nguyen | |
| An optimal transport based theory of hierarchical Bayesian inference | |
| E790: W. Kruijer, J. Rousseau | |
| Bayesian semi-parametric estimation of the long-memory parameter under FEXP-priors | |
| E234: B. Szabo, A. van der Vaart, H. van Zanten | |
| Confidence in nonparametric Bayesian credible sets | |
| E184: P. de Blasi, A. Canale | |
| Posterior consistency of nonparametric location-scale mixtures for multivariate density estimation |
| Session EP01 | Room: Macmillan |
| Poster session I | Saturday 14.12.2013 14:30 - 16:10 |
| Chair: Ayse Ulgen |
Organizer: ERCIM 2013 |
| E162: S. Vale, F. Camoes | |
| Socio-economic, demographic and health behaviour heterogeneity as determinants of self-medication | |
| E308: T. Yen, Y. Yen | |
| Structural variable selection via nested spike and slab priors | |
| E407: A. Marin, J. Roldan | |
| Global hypothesis test to compare the likelihood ratios of multiple binary tests with ignorable missing data | |
| E736: M. Odejar | |
| Plain MCMC forecasts and data augmentation imputed data for item non-response for endogenously allocated categories | |
| E801: T. Okubo | |
| Scaling human choice behaviour using Bayesian multidimensional scaling model | |
| E870: P. Ziegelmann | |
| Using inverse probability weighting and generalized linear models to estimate cost with time censored data | |
| E893: M. Rivas-Lopez, J. Rodriguez-Diaz, S. Martin-Chaves | |
| Optimality in small-sample inference for models with correlated observations | |
| E1272: P. Paoullis, E. Kontoghiorghes | |
| Solving augmented systems using a block-updating generalized QR decomposition |
| Parallel session F: | Saturday 14.12.2013 | 16:40 - 18:45 |
| Session ES13 | Room: Jessel |
| Model assessment | Saturday 14.12.2013 16:40 - 18:45 |
| Chair: M. Dolores Jimenez-Gamero |
Organizer: Alejandra Cabana |
| E052: N. Loperfido | |
| Testing skew-normality against scale mixing of skew-normals | |
| E109: A. Leucht, J. Kreiss, M. Neumann | |
| A model-specification test for GARCH(1,1) processes | |
| E153: A. Cabana, E. Cabana, A. Arratia | |
| Modeling stationary data by classes of generalized Ornstein-Uhlenbeck processes | |
| E487: J. Pardo-Fernandez, M. Jimenez-Gamero, A. El Ghouch | |
| Tests of homogeneity of variance functions in nonparametric regression | |
| E766: N. Martin, J. Alonso-Revenga | |
| Adjustment of overdispersion models using loglinear models |
| Session ES14 | Room: Deller |
| Model selection in statistical learning | Saturday 14.12.2013 16:40 - 18:45 |
| Chair: Gilles Celeux |
Organizer: Gilles Celeux |
| E405: J. Baudry, M. Cardoso, G. Celeux, M. Amorim, A. Ferreira | |
| Enhancing the selection of a number of clusters in model-based clustering with external qualitative variables | |
| E461: C. Keribin, V. Brault | |
| Model selection with untractable likelihood | |
| E553: A. Celisse | |
| Optimal cross-validation in density estimation | |
| E624: T. van Erven | |
| On MDL and frequentist statistics | |
| E743: J. Marin, N. Pillai, C. Robert, J. Rousseau | |
| Relevant statistics for Bayesian model choice |
| Session ES16 | Room: Senate |
| Nonparametric and robust statistics | Saturday 14.12.2013 16:40 - 18:45 |
| Chair: Andreas Christmann |
Organizer: Andreas Christmann |
| E402: R. Hable, K. Strohriegl | |
| Qualitatively robust estimation for stochastic processes | |
| E566: G. Boente, A. Vahnovan | |
| Robust estimators under a semi-functional partly linear model | |
| E629: S. van Aelst, G. Willems, R. Zamar | |
| Robust and efficient residual scale estimators | |
| E1047: B. Sriperumbudur, K. Fukumizu, A. Gretton, R. Kumar, A. Hyvarinen | |
| Density estimation in infinite dimensional exponential families | |
| E1055: S. Morgenthaler | |
| The Kullback-Leibler divergence and model uncertainty |
| Session ES17 | Room: Russell |
| Spatial clustering | Saturday 14.12.2013 16:40 - 18:45 |
| Chair: Peter Congdon |
Organizer: Peter Congdon |
| E085: S. Speakman, S. Somanchi, E. McFowland, D. Neill | |
| Penalized fast subset scanning | |
| E155: A. Murray, T. Grubesic, R. Wei | |
| Spatial cluster detection and interpretation | |
| E214: D. Lee, C. Anderson, N. Dean | |
| Identifying clusters in Bayesian disease mapping | |
| E280: R. Assuncao, E. Rodrigues, G. Pappa, R. Miranda, W. Meira | |
| Dealing with missing spatial locations in social networks for epidemiological purposes | |
| E227: P. Congdon | |
| Local join counts for spatial clustering in disease risk: Simulations and a real data application |
| Session ES29 | Room: Montague |
| Modeling and forecasting in power markets | Saturday 14.12.2013 16:40 - 18:45 |
| Chair: Carolina Garcia-Martos |
Organizer: Carolina Garcia-Martos |
| E200: V. Dordonnat | |
| Weather variables scenarios and simulation for electricity markets risk management | |
| E483: E. Larsen, P. Pinson | |
| Demand response impact on price development in a smart grid context | |
| E515: A. Gianfreda, D. Bunn, D. Chen | |
| Nonlinear power price forecasting with wind effects | |
| E914: G. Anastasiades, P. McSharry | |
| Quantile forecasting of wind power using variability indices | |
| E749: C. Garcia-Martos, F. Nogales, E. Caro | |
| Optimal risk management in the energy context |
| Session ES32 | Room: Holden |
| Bias reduction in statistics of extremes | Saturday 14.12.2013 16:40 - 18:45 |
| Chair: Ivette Gomes |
Organizer: Ivette Gomes |
| E758: F. Caeiro, I. Gomes | |
| Computational study of a bootstrap algorithm for the adaptive estimation of the extreme value index | |
| E297: S. Girard, L. Gardes, E. Deme | |
| Estimation of the second order parameter for heavy-tailed distributions | |
| E514: L. Cavalcante, M. Brito, A. Freitas | |
| Bias corrected estimators for estimating high order quantiles | |
| E621: C. Zhou, L. de Haan, C. Mercadier | |
| Adapting extreme value statistics to financial time series: Bias correction and serial dependence | |
| E275: I. Gomes | |
| A reduced-bias mean-of-order-p Value-at-Risk estimator |
| Session ES33 | Room: Bloomsbury |
| Statistics in functional and Hilbert spaces | Saturday 14.12.2013 16:40 - 18:45 |
| Chair: Gil Gonzalez-Rodriguez |
Organizer: Gil Gonzalez-Rodriguez |
| E046: J. Zhang, M. Cheng, C. Tseng, H. Wu | |
| An Fmax-test for one-way ANOVA for functional data | |
| E090: J. Cuesta-Albertos | |
| Random projections and functional data analysis | |
| E277: G. James | |
| Functional graphical models | |
| E369: S. Lopez Pintado | |
| On extensions of the band depth to multivariate functional data | |
| E409: C. Ritz | |
| An application of functional singular component analysis in human nutrition |
| Session ES35 | Room: Gordon |
| Regularization methods and algorithms | Saturday 14.12.2013 16:40 - 18:45 |
| Chair: Patrick J. F. Groenen |
Organizer: Patrick J. F. Groenen |
| E814: A. Tenenhaus, M. Tenenhaus | |
| Regularized generalized canonical correlation analysis for multiblock and multigroup data analysis | |
| E834: G. van den Burg, P. Groenen | |
| Flexible multiclass support vector machines: An approach using iterative majorization and Huber hinge errors | |
| E836: K. van Deun, I. van Mechelen, J. Westerhuis, A. Smilde | |
| Weighted sparse PCA | |
| E1176: R. de Vlaming, P. Groenen | |
| Genetic risk scores using ridge regression | |
| E958: I. Wilms, C. Croux | |
| Sparse CCA using sparse multivariate alternating regression |
| Session ES95 | Room: Athlone |
| Discrete-valued time series | Saturday 14.12.2013 16:40 - 18:45 |
| Chair: Robert Jung |
Organizer: Robert Jung |
| E238: M. Silva | |
| Multivariate models for integer-valued time series | |
| E243: S. Holan, G. Wu, C. Wikle | |
| Hierarchical Bayesian spatio-temporal Conway-Maxwell Poisson models with dynamic dispersion | |
| E251: I. Pereira, R. Nicolette, M. Scotto | |
| Periodic self-excited threshold integer-valued autoregressive processes with periodic structure | |
| E685: D. Matteson | |
| Forecasting periodic discrete-valued time series | |
| E650: R. Jung | |
| Modelling count conditional distributions: Methodology and applications |
| Session ES44 | Room: Bedford |
| Semi and non parametric Bayesian methods for complex models | Saturday 14.12.2013 16:40 - 18:45 |
| Chair: Brunero Liseo |
Organizer: Brunero Liseo |
| E464: M. Guindani, B. Nipoti, A. Jara | |
| Bayesian nonparametric modeling of stratified survival data | |
| E535: A. Guglielmi, R. Argiento, A. Cremaschi | |
| Cluster analysis of curved-shaped data with species-sampling mixture models | |
| E537: A. Tancredi | |
| Approximate Bayesian inference for discretely observed continuous-time multi-state models | |
| E688: J. Rousseau, S. Donnet, V. Rivoirard, C. Scricciolo | |
| Frequentist properties of empirical Bayes approaches |
| Session ES45 | Room: Court |
| Construction of experimental designs | Saturday 14.12.2013 16:40 - 18:45 |
| Chair: Jesus Lopez-Fidalgo |
Organizer: Jesus Lopez-Fidalgo |
| E144: A. Donev, L. Brown, C. Sammut-Powell | |
| Construction of experimental designs for estimating models with flexible regressors | |
| E171: W. Mueller, M. Hainy, H. Wynn | |
| Approximate Bayesian computation design | |
| E172: H. Wynn | |
| Optimal design for smooth supersaturated models | |
| E423: H. Maruri | |
| Sequential augmentation of designs | |
| E664: A. Ruseckaite, P. Goos, D. Fok | |
| Bayesian D-optimal choice designs for mixtures |
| Session ES100 | Room: Chancellor's |
| Random forests and related methods: theory and practice | Saturday 14.12.2013 16:40 - 18:45 |
| Chair: Jean-Michel Poggi |
Organizer: Jean-Michel Poggi |
| E207: R. Genuer, S. Arlot | |
| Analysis of purely random forests bias | |
| E532: P. Geurts | |
| Variable importances in forests of randomized trees: some theory and application to gene network inference | |
| E194: W. Rudnicki, M. Kursa, M. Wrzesien, W. Paja | |
| Random forest for feature selection | |
| E132: J. Josse, F. Husson, V. Audigier | |
| Imputation methods in mixed datasets: Random forests versus PCA | |
| E258: M. Kursa | |
| Random ferns: A random forest variant for special operations |
| Session ES76 | Room: Torrington |
| Mathematical aspects of copulas I | Saturday 14.12.2013 16:40 - 18:45 |
| Chair: Fabrizio Durante |
Organizer: Fabrizio Durante |
| E195: O. Grothe | |
| Dependence in multivariate Levy processes revisited | |
| E265: W. Trutschnig | |
| Very singular copulas | |
| E318: P. Jaworski | |
| Nonlinear modelling: Copulas versus econometrics | |
| E638: F. Di Lascio, S. Giannerini | |
| A multivariate technique based on conditional copula for the imputation of complex dependent data | |
| E223: I. Kojadinovic, A. Buecher | |
| Asymptotics and multiplier bootstrap of the sequential empirical copula process under strong mixing |
| Session ES81 | Room: Woburn |
| Cure models and competing risks in survival analysis | Saturday 14.12.2013 16:40 - 18:45 |
| Chair: Ingrid Van Keilegom |
Organizer: Ingrid Van Keilegom |
| E107: V. Bremhorst, P. Lambert | |
| Flexible Bayesian cure survival models | |
| E306: M. Pauly | |
| Resampling-based inference with the Aalen-Johansen estimator of cumulative incidence functions of competing risks | |
| E591: A. Latouche, M. Moreno | |
| Regression modelling with missing causes of death: Assessing the sensitivity of inferences to missingness assumptions | |
| E671: M. Nicolaie, C. Legrand | |
| Vertical modeling: Analysis of competing risks data with a cured proportion | |
| E803: I. van Keilegom, A. Bertrand, C. Legrand | |
| The SIMEX method for correcting the bias in a survival cure model with mismeasured covariates |
| Session ES109 | Room: 349 |
| Contributions in biostatistics and bioinformatics | Saturday 14.12.2013 16:40 - 18:45 |
| Chair: Giovanni Montana |
Organizer: ERCIM 2013 |
| E1053: M. Emily, C. Friguet | |
| Biological marker selection for detecting gene-gene interaction in genome-wide association studies | |
| E1033: T. Kernane, H. Elmaroufy, S. Becheket, A. Ouddadj | |
| Bayesian inference for stochastic SIR epidemic model | |
| E1030: J. Gertheiss | |
| ANOVA for ordinally scaled factors | |
| E1006: N. Hanayama, K. Murotani, Y. Shikata | |
| A study of upper limit of human longevity using the extreme value theory in Japan | |
| E1118: L. Grassetti, L. Rizzi | |
| Health care expenditures and time to death: Focus on a cardio vascular cohort |
| Parallel session G: | Sunday 15.12.2013 | 08:45 - 10:25 |
| Session ES08 | Room: Senate |
| Optimal design for medical applications | Sunday 15.12.2013 08:45 - 10:25 |
| Chair: Stefanie Biedermann |
Organizer: Stefanie Biedermann |
| E215: M. Moerbeek | |
| Optimal designs for trials with survival endpoints in discrete time | |
| E616: M. Konstantinou, S. Biedermann, A. Kimber | |
| Optimal designs for survival data | |
| E468: J. Lopez-Fidalgo, M. Rivas-Lopez, R. del Campo | |
| Designing experiments for accelerated failure time models | |
| E677: L. Hampson, C. Jennison | |
| Optimal group sequential tests for survival data |
| Session ES99 | Room: Gordon |
| Multivariate survival analysis | Sunday 15.12.2013 08:45 - 10:25 |
| Chair: Jacobo de Una |
Organizer: Roel Braekers |
| E333: M. Mandel, Y. Rinott | |
| Estimation from cross-sectional samples under bias and dependence | |
| E538: T. Emura, K. Yoshihiko | |
| Statistical inference based on the nonparametric maximum likelihood estimator under double-truncation | |
| E594: R. Betensky, D. Simon, M. Austin | |
| Computationally simple estimation and improved efficiency for special cases of double truncation | |
| E692: C. Moreira, J. de Una-Alvarez, R. Braekers | |
| Nonparametric estimation of a distribution function from doubly truncated data under dependence |
| Session ES22 | Room: Athlone |
| Statistics in biomedicine | Sunday 15.12.2013 08:45 - 10:25 |
| Chair: M. Brigida Ferraro |
Organizer: M. Brigida Ferraro |
| E024: C. Mollica, L. Tardella | |
| Mixture of extended Plackett-Luce ranking models for epitope mapping in bioassay experiments | |
| E139: F. Martella, A. Maruotti | |
| Hidden Markov of factor analyzers for biclustering of microarray time course data in multiple conditions | |
| E567: J. Houwing-Duistermaat | |
| Integrative approaches for modeling of omics and genetic data in epidemiological studies | |
| E811: M. Guarracino, M. Ferraro | |
| Supervised classification for rare variant calling in next generation sequencing pooled experiments |
| Session ES25 | Room: Russell |
| Statistical methodology for network data | Sunday 15.12.2013 08:45 - 10:25 |
| Chair: Jason Wyse |
Organizer: Nial Friel |
| E186: P. Latouche, S. Robin | |
| Estimation of posterior graph functions in networks using stochastic block models | |
| E771: G. Kauermann, S. Thiemichen | |
| Random and nonparametric effects in exponential random graph models | |
| E1108: J. Wyse, N. Friel, P. Latouche | |
| Clustering bipartite networks using collapsed latent block models | |
| E1160: J. Koskinen | |
| Using semiparametric copulas for assessing overall goodness-of-fit to network data |
| Session ES27 | Room: Jessel |
| Statistical process control | Sunday 15.12.2013 08:45 - 10:25 |
| Chair: Axel Gandy |
Organizer: Axel Gandy |
| E393: S. Knoth | |
| Incorporating parameter uncertainty into the setup of EWMA control charts monitoring normal variance | |
| E852: J. Kvaloy, A. Gandy | |
| Adjusting for estimation error in control charts via bootstrap methods | |
| E873: G. Ross | |
| A class of Dirichlet process priors for nonparametric multiple change point detection | |
| E1262: A. Gandy | |
| Implementing Bayesian monitoring through Monte Carlo methods |
| Session ES93 | Room: Torrington |
| Cluster-weighted modelling | Sunday 15.12.2013 08:45 - 10:25 |
| Chair: Salvatore Ingrassia |
Organizer: Salvatore Ingrassia |
| E274: A. Punzo | |
| Flexible model-based clustering via the cluster-weighted approach | |
| E378: S. Dang, A. Punzo, S. Ingrassia, P. McNicholas | |
| Mixtures of cluster-weighted models with latent factor analyzer structure | |
| E379: U. Dang, S. Ingrassia, P. McNicholas | |
| A family of multiple response parsimonious cluster-weighted models | |
| E683: G. Vittadini, P. Berta | |
| Heterogeneity and healthcare structures effectivenes: The proposal of a cluster-weighted multilevel model | |
| E705: A. Gordaliza, L. Garcia-Escudero, F. Greselin, S. Ingrassia, A. Mayo-Iscar | |
| Robustness and asymptotics properties of trimmed cluster-weighted restricted modeling |
| Session ES38 | Room: Chancellor's |
| Bayesian nonparametric regression | Sunday 15.12.2013 08:45 - 10:25 |
| Chair: George Karabatsos |
Organizer: George Karabatsos |
| E1240: A. Lijoi | |
| Nonparametric prior specification through mean functionals | |
| E541: S. Wade, I. Antonio Villalobos, S. Walker | |
| A Bayesian nonparametric regression model with normalized weights | |
| E748: S. Walker, C. Holmes | |
| Geometric averaging of models | |
| E540: G. Karabatsos | |
| Bayesian nonparametric predictive approaches for causal inference |
| Session ES39 | Room: Holden |
| Scaling problems in statistics | Sunday 15.12.2013 08:45 - 10:25 |
| Chair: Thomas Kneib |
Organizer: Thomas Kneib |
| E113: S. Freytag | |
| Exploring technological and biological frontiers for the identification of genetic disease factors | |
| E310: J. Radny, K. Meyer | |
| Plant invasions as a scaling problem in ecology | |
| E459: H. Herwartz | |
| Hospital efficiency under prospective reimbursement schemes: An empirical assessment for the case of Germany | |
| E682: B. Saefken | |
| Scaling problems in model choice and variable selection |
| Session ES50 | Room: Montague |
| Computational approaches in financial economics | Sunday 15.12.2013 08:45 - 10:25 |
| Chair: Dietmar Maringer |
Organizer: Dietmar Maringer |
| E404: B. Fastrich | |
| Updating views by learning from the others: Dynamically combining asset allocation strategies | |
| E475: S. Paterlini, D. Ferrari, M. Giuzio | |
| Sparse and robust portfolio selection by penalized $q$-entropy minimization | |
| E201: J. Zhang, D. Maringer | |
| Transition variable selection for regime-switching recurrent reinforcement learning | |
| E815: S. Deininger, D. Maringer | |
| Estimating time series models with heuristic methods: The case of economic parity conditions |
| Session ES64 | Room: Bedford |
| Independent component analysis | Sunday 15.12.2013 08:45 - 10:25 |
| Chair: Davy Paindaveine |
Organizer: Davy Paindaveine |
| E031: R. Samworth, M. Yuan | |
| Independent component analysis via nonparametric maximum likelihood estimation | |
| E235: H. Oja, J. Miettinen, K. Nordhausen, S. Taskinen | |
| Independent component analysis based on fourth moments - FOBI and JADE | |
| E676: H. Gutch, F. Theis | |
| On infinite-dimensional independent component analysis |
| Session ES66 | Room: Bloomsbury |
| Time series analysis | Sunday 15.12.2013 08:45 - 10:25 |
| Chair: Alessandra Luati |
Organizer: Cira Perna |
| E315: B. Guardabascio, M. Ventura, A. Girardi | |
| Nowcasting raw industrial production series: The role of survey data | |
| E735: M. Parrella, Q. Yao, B. Dou | |
| On spatial models for multivariate time series analysis | |
| E626: A. Cardinali | |
| GMM inference for costationary systems and efficient covariance estimation for locally stationary processes | |
| E1211: N. Huang, P. Fryzlewicz | |
| Large precision matrix estimation via pairwise tilting |
| Session ES102 | Room: 349 |
| Japan Statistical Society: Statistics for stochastic differential equations | Sunday 15.12.2013 08:45 - 10:25 |
| Chair: Masayuki Uchida |
Organizer: Masayuki Uchida |
| E408: Y. Koike | |
| Intraday periodicity and lead-lag effects in financial markets | |
| E479: T. Ogihara, N. Yoshida | |
| Maximum likelihood type estimation and Bayes type estimation for nonsynchronously observed diffusion processes | |
| E547: H. Masuda | |
| Stable quasi-likelihood: Methodology and computational aspects | |
| E832: N. Yoshida | |
| Inference for volatility: Some theoretical aspects |
| Session ES79 | Room: Court |
| Robust analysis of complex data | Sunday 15.12.2013 08:45 - 10:25 |
| Chair: Stefan Van Aelst |
Organizer: Stefan Van Aelst |
| E317: P. Slock, S. van Aelst, M. Salibian-Barrera | |
| A fast algorithm for S-estimation in robust heteroscedastic regression | |
| E666: K. Vakili, M. Hubert, P. Rousseeuw, T. Verdonck | |
| A deterministic algorithm for LTS | |
| E772: I. Gijbels, Y. Andriyana, A. Verhasselt | |
| P-splines quantile regression in varying coefficient models | |
| E848: D. Benoit, S. van Aelst, D. van den Poel | |
| Robust analysis of choice data |
| Session ES83 | Room: Woburn |
| Semi-and-non parametric functional data analysis | Sunday 15.12.2013 08:45 - 10:25 |
| Chair: Aldo Goia |
Organizer: Philippe Vieu |
| E581: S. Vantini, A. Pini | |
| The interval wise error rate for functional data: The interval testing procedure in action | |
| E445: L. Delsol, C. Louchet | |
| Functional kernel smoothing methods applied to segment hyperspectral images | |
| E574: J. Park, N. Brunel | |
| Functional data analysis for three-dimensional curves using Frenet-Serret framework | |
| E442: A. Goia, P. Vieu | |
| A partitioned single functional index model |
| Session ES86 | Room: Deller |
| Advances in quantile regression | Sunday 15.12.2013 08:45 - 10:25 |
| Chair: Stanislav Volgushev |
Organizer: Stanislav Volgushev |
| E033: K. Kato | |
| Estimation in functional linear quantile regression | |
| E296: C. Leng, X. Tong | |
| Censored quantile regression via Box-Cox transformations under conditional independence | |
| E753: W. Wu | |
| Quantile curve estimation for locally strictly stationary processes | |
| E756: A. El Ghouch, H. Noh, I. van Keilegom | |
| Semiparametric conditional quantile estimation through copula-based multivariate models |
| Parallel session J: | Sunday 15.12.2013 | 10:55 - 12:10 |
| Session ES10 | Room: B18 |
| Advances on robust analysis of functional data and complex structures | Sunday 15.12.2013 10:55 - 12:10 |
| Chair: Graciela Boente |
Organizer: Graciela Boente |
| E047: M. Febrero-Bande, M. Oviedo de la Fuente | |
| Functional regression models with temporal and/or spatial dependence | |
| E342: Y. Zhou, J. Marron | |
| High dimension low sample size asymptotics of robust PCA | |
| E828: J. Romo, N. Mingotti, R. Lillo | |
| Robust lasso variable selection for functional data |
| Session ES12 | Room: B36 |
| High-dimensional statistics | Sunday 15.12.2013 10:55 - 12:10 |
| Chair: Thomas Kneib |
Organizer: Peter Buehlmann |
| E332: R. Shah, N. Meinshausen | |
| Large-scale regression with sparse data | |
| E742: N. Stadler, S. Mukherjee | |
| Two-sample testing in high-dimensional models | |
| E995: R. Dezeure, P. Buehlmann, L. Meier | |
| hdi: High-dimensional inference |
| Session ES30 | Room: B20 |
| Advances in dynamic modelling and computational inference | Sunday 15.12.2013 10:55 - 12:10 |
| Chair: Richard Gerlach |
Organizer: Richard Gerlach |
| E185: A. Prokhorov, D. Liu | |
| Sparse sieve MLE | |
| E441: L. Gruber, C. Czado | |
| Bayesian model selection of regular vine copulas | |
| E627: R. Targino, G. Peters, G. Sofronov, P. Shevchenko | |
| Optimal insurance purchase strategies via multiple optimal stopping time rules |
| Session ES129 | Room: B30 |
| Directional statistics II | Sunday 15.12.2013 10:55 - 12:10 |
| Chair: Thomas Verdebout |
Organizer: Christophe Ley |
| E835: E. Garcia-Portugues, R. Crujeiras, W. Gonzalez-Manteiga | |
| Central limit theorems for directional and linear data with applications | |
| E092: C. Ley, C. Sabbah, T. Verdebout | |
| A new concept of quantiles for directional data | |
| E544: Y. Swan, T. Verdebout, C. Ley | |
| The Le Cam methodology for directional data |
| Session ES54 | Room: B34 |
| Goodness-of-fit tests | Sunday 15.12.2013 10:55 - 12:10 |
| Chair: Simos Meintanis |
Organizer: Simos Meintanis |
| E294: E. Taufer, S. Meintanis | |
| Characterizations and goodness-of-fit tests for multivariate normal and Cauchy distributions | |
| E702: S. Papadopoulos, G. Papadopoulos | |
| Estimation and goodness-of-fit tests on stress test models for banks | |
| E495: M. Jimenez-Gamero, A. Batsidis, M. Alba-Fernandez | |
| Fourier methods for model selection |
| Session ES71 | Room: B33 |
| Spatial functional data analysis | Sunday 15.12.2013 10:55 - 12:10 |
| Chair: Laura Sangalli |
Organizer: Laura Sangalli |
| E526: S. Guillas, M. Lai, J. Gaudart, B. Ettinger | |
| Population density estimation over complex domains using bivariate splines | |
| E648: L. Azzimonti, L. Sangalli, P. Secchi | |
| Spatial regression with PDE penalization | |
| E1253: E. Romano, A. Balzanella | |
| A new depth measure for ordering spatially dependent functional data |
| Session ES87 | Room: B35 |
| Nonparametric copula models | Sunday 15.12.2013 10:55 - 12:10 |
| Chair: Stephen Walker |
Organizer: Stephen Walker |
| E587: H. Kazianka | |
| Bayesian copula-based spatial modeling using penalized splines | |
| E894: M. Smith | |
| Copula modelling of dependence in multivariate time series | |
| E1181: R. Silva, A. Kalaitzis | |
| Flexible sampling for the Gaussian copula extended rank likelihood model |
| Session ES111 | Room: B29 |
| Computational statistics I | Sunday 15.12.2013 10:55 - 12:10 |
| Chair: Niels Richard Hansen |
Organizer: ERCIM 2013 |
| E871: T. Sakata, T. Sumi, M. Miyazaki | |
| Estimation of the typical ranks of $2 \times 2 \times \cdots \times 2$ tensors through intrinsic dimension estimators | |
| E1204: M. Neves, D. Prata Gomes | |
| Challenges in extremal index estimation through computer intensive procedures | |
| E887: M. Giordan, R. Wehrens | |
| A comparison of computational approaches for MLE of the Dirichlet parameters on high dimensional data | |
| E858: D. Kosiorowski | |
| Two depth based strategies for robust estimation of a predictive distribution of a data stream |
| Session ES127 | Room: G16 |
| Contributions to statistics in actuarial sciences | Sunday 15.12.2013 10:55 - 12:10 |
| Chair: M. Dolores Martinez Miranda |
Organizer: ERCIM 2013 |
| E454: Y. Lu, C. Gourieroux | |
| Love and death: A Freund model with frailty | |
| E335: F. R Hasinavonizaka, . Lalaharison, D. Guegan | |
| Distorted bimodal distributions using an inverse $S$-shaped distortion function | |
| E1238: V. D Amato, E. Di Lorenzo, M. Sibillo | |
| De-risking strategy: Modeling buy-in |
| Session ES118 | Room: G15 |
| The econometrics of business cycle: Some recent developments | Sunday 15.12.2013 10:55 - 12:10 |
| Chair: Mateusz Pipien |
Organizer: ERCIM 2013 |
| E779: L. Lenart, M. Pipien | |
| Discrete spectrum and subsampling in testing business cycle similarity | |
| E781: B. Mazur | |
| A Bayesian approach to business cycle synchronization: Testing for common almost periodic fluctuations | |
| E913: M. Pipien, B. Mazur | |
| Almost-periodicity in TVP-GARCH models for long series of daily financial returns |
| Parallel session L: | Sunday 15.12.2013 | 14:40 - 16:20 |
| Session ES19 | Room: B33 |
| Biostatistics and bioinformatics | Sunday 15.12.2013 14:40 - 16:20 |
| Chair: Maria De Iorio |
Organizer: Maria De Iorio |
| E653: G. Baio | |
| Bayesian models for cost-effectiveness analysis in the presence of structural zeros | |
| E1001: T. Ebbels | |
| Bayesian deconvolution and quantitation of NMR metabolic profiles with BATMAN | |
| E1169: G. Rosner, M. Yajima, D. Telesca, P. Mueller | |
| A Bayesian model for population pharmacogenetics | |
| E1237: P. Mueller | |
| Subgroup reporting using nonparametric Bayesian inference |
| E256: G. Marcoulides | |
| A heuristic procedure for finite structural equation mixture models | |
| E302: R. Sabatier, C. Reynes | |
| A multiway discriminant analysis: STATIS-LDA | |
| E470: X. Bry, C. Trottier, F. Mortier | |
| Supervised component generalized linear regression | |
| E763: G. Russolillo | |
| Beyond the measurement scale: The non-metric partial least squares approach |
| Session ES23 | Room: G16 |
| Fuzzy clustering | Sunday 15.12.2013 14:40 - 16:20 |
| Chair: M. Brigida Ferraro |
Organizer: M. Brigida Ferraro |
| E248: L. Garcia-Escudero, H. Fritz, A. Mayo-Iscar | |
| Robust constrained fuzzy clustering | |
| E400: M. Ilic | |
| Fuzzy clustering induced correlation for feature extraction in lower dimension spaces | |
| E1021: A. Ramos-Guajardo, P. Giordani | |
| Multi-sample fuzzy clustering approach for random fuzzy sets | |
| E727: C. Borgelt, C. Braune, C. Doell, R. Kruse | |
| Ensemble detection in parallel spike train data using protoclusters |
| Session ES34 | Room: B18 |
| Clustering methods for functional data | Sunday 15.12.2013 14:40 - 16:20 |
| Chair: Aurea Grane |
Organizer: Aurea Grane |
| E040: J. Jacques, C. Preda | |
| Model-based clustering for multivariate functional data | |
| E072: A. Fischer | |
| Quantization and clustering with Bregman divergences | |
| E166: V. Vitelli, D. Floriello, P. Secchi | |
| Sparse clustering of functional data | |
| E456: J. Berrendero, A. Cuevas, J. Torrecilla | |
| Supervised classification for Gaussian processes |
| Session ES37 | Room: B29 |
| Algorithms for robust statistical procedures | Sunday 15.12.2013 14:40 - 16:20 |
| Chair: Mia Hubert |
Organizer: Mia Hubert |
| E374: A. Alfons, C. Croux, P. Filzmoser | |
| Robust maximum association estimators and an extension for sparsity | |
| E497: D. Perrotta, M. Riani, A. Cerioli | |
| The forward search for very large datasets | |
| E530: R. Fried, H. Dehling, M. Wendler | |
| A robust procedure for shift detection in time series | |
| E654: T. Verdonck, M. Hubert, O. Yorulmaz | |
| A fast algorithm for robust SUR |
| Session ES41 | Room: G15 |
| Matrix algorithms and HPC for large scale data analysis I | Sunday 15.12.2013 14:40 - 16:20 |
| Chair: Costas Bekas |
Organizer: Efstratios Gallopoulos |
| E822: M. Mahoney | |
| Leveraging as a paradigm for statistically informed large-scale computation | |
| E794: I. Koutis | |
| Fast SDD solvers via sampling by approximate leverage scores | |
| E833: A. Stathopoulos, L. Wu, J. Laeuchli, V. Kalantzis, E. Gallopoulos | |
| Using ILU to estimate the diagonal of the inverse of a matrix | |
| E869: C. Bekas, E. Gallopoulos, V. Kalantzis, A. Curioni | |
| Accelerating parallel data uncertainty quatification by solving linear systems with multiple right-hand sides |
| Session ES48 | Room: B34 |
| Graphical modeling | Sunday 15.12.2013 14:40 - 16:20 |
| Chair: Giovanni Marchetti |
Organizer: Giovanni Marchetti |
| E351: C. Tarantola, I. Ntzoufras | |
| MCMC strategies for the analysis of discrete graphical models of marginal independence | |
| E1178: N. Wermuth | |
| Traceable regressions: Their graphs, structures and implications | |
| E610: A. Roverato, M. Lupparelli | |
| Log-mean linear parameterization of discrete multivariate regression chain graph models |
| Session ES56 | Room: B36 |
| Non-Gaussian mixture model-based classification | Sunday 15.12.2013 14:40 - 16:20 |
| Chair: Paul McNicholas |
Organizer: Paul McNicholas |
| E043: T. Lin, H. Ho, C. Lee | |
| Flexible mixture modelling using the multivariate skew-Student's $t-$normal distribution | |
| E328: G. McLachlan, S. Lee | |
| On mixtures of skew factor models | |
| E546: P. Murray, R. Browne, P. McNicholas | |
| Mixtures of common skew-t factor analyzers | |
| E1007: R. Browne, P. McNicholas | |
| A mixture of generalized hyperbolic distributions |
| Session ES78 | Room: B30 |
| Methods in statistical modelling | Sunday 15.12.2013 14:40 - 16:20 |
| Chair: Heather Turner |
Organizer: Heather Turner |
| E063: D. Cole, R. Choquet, B. Hubbard | |
| A hybrid symbolic-numerical method for determining model structure | |
| E312: H. Skaug | |
| The Laplace approximation powered by automatic differentiation | |
| E358: M. Crowther, P. Lambert | |
| A general framework for parametric survival analysis | |
| E424: J. Einbeck, L. Evers | |
| Data visualization (and beyond) with local principal curves and manifolds |
| Session ES124 | Room: B20 |
| Bayesian semi- and nonparametric modelling III | Sunday 15.12.2013 14:40 - 16:20 |
| Chair: Igor Pruenster |
Organizer: Igor Pruenster |
| E457: E. Barat, Z. Naulet, J. Rousseau | |
| Coherent states stochastic expansion for quantum homodyne tomography | |
| E804: Y. Kim | |
| Bayesian analysis for monotone hazard ratio | |
| E649: B. Nipoti, S. Favaro | |
| Asymptotic estimators for discovery probabilities | |
| E525: R. Guhaniyogi, D. Dunson | |
| Large scale nonparametric Bayesian manifold regression |
| Session EP02 | Room: Macmillan |
| Poster session II | Sunday 15.12.2013 14:30 - 16:20 |
| Chair: Francisco Torres-Ruiz |
Organizer: ERCIM 2013 |
| E1018: I. Garcia-Garrido, J. Linares-Perez, R. Caballero-Aguila, A. Hermoso-Carazo | |
| Recursive filtering algorithm in systems with correlated random measurement matrices | |
| E1024: F. Torres-Ruiz, A. Barrera-Garcia, P. Roman-Roman | |
| On a generalized class of logistic diffusion processes | |
| E1025: P. Roman-Roman, E. Poza-Cruz, F. Torres-Ruiz | |
| A diffusion process related to a logistic curve with multiple inflexion points | |
| E1069: M. Martinez, E. Holian | |
| An alternative estimation approach to fit a heterogeneity linear mixed model | |
| E1070: A. Saez-Castillo, A. Conde-Sanchez, S. Khazraee | |
| Fitting over and under-dispersed count data with the hyper-Poisson regression model | |
| E1072: J. Linares-Perez, R. Caballero-Aguila, A. Hermoso-Carazo, I. Garcia-Garrido | |
| Linear and quadratic estimators based on covariances with multiple fading measurements | |
| E1080: A. Alonso, P. de Zea Bermudez, M. Scotto | |
| Comparing generalized Pareto models fitted to extreme observations: An application to the largest temperatures in Spain | |
| E1270: H. Bolfarine, A. Garay | |
| Bayesian analysis of the log-linear Birnbaum-Saunders model |
| Session EP03 | Room: Macmillan |
| Poster session III | Sunday 15.12.2013 14:40 - 16:20 |
| Chair: Francisco Torres-Ruiz |
Organizer: ERCIM 2013 |
| E1091: I. Barranco-Chamorro, F. Osorio-Baeza | |
| Influence diagnostics for censored data | |
| E1116: A. Lopez-Montoya, M. Gamiz-Perez, M. Martinez-Miranda | |
| Building the structure function of reliability systems using statistical regression tools | |
| E1143: E. Ozkip, B. Yazici, A. Sezer | |
| A simulation study for testing equality of unbalanced several gamma means | |
| E998: M. Raheem, K. Samson | |
| On choosing an appropriate regression model in presence of multicolinearity | |
| E1185: K. Kang, S. Jeong | |
| Variance function estimation in nonparametric regression models with multiple covariates | |
| E1196: S. Arai | |
| Multiple correspondence analysis for educational test items | |
| E484: G. Stamou, C. Michalopoulou, M. Symeonaki | |
| An attitude scaling application of fuzzy sets to profile analysis |
| Parallel session N: | Sunday 15.12.2013 | 16:50 - 18:55 |
| Session ESI01 - Invited | Room: Beveridge |
| Statistical learning | Sunday 15.12.2013 16:50 - 18:55 |
| Chair: Stefan Van Aelst |
Organizer: Xuming He |
| E415: G. Michailidis | |
| Structured sparsity in large scale vector autoregressive models | |
| E605: A. Christmann | |
| On consistency, robustness, and bootstrap of some regularized kernel methods | |
| E1078: P. Li | |
| BigData: Statistical techniques for processing massive, high-dimensional data |
| Session ES03 | Room: Deller |
| Resampling procedures for dependent data | Sunday 15.12.2013 16:50 - 18:55 |
| Chair: Andres M. Alonso |
Organizer: Andres M. Alonso |
| E057: V. Reisen, G. Franco, C. Levy-Leduc | |
| Local bootstrap for robust spectral analysis | |
| E065: A. Jach, T. McElroy | |
| Subsampling inference for the autocorrelations of GARCH processes | |
| E263: W. Gonzalez-Manteiga, J. Zubelli, A. Monsalve-Cobis | |
| A goodness-of-fit test for stochastic volatility models | |
| E455: C. Velasco, I. Lobato | |
| Identification and estimation of general ARMA models | |
| E568: D. Sznajder, I. Gijbels | |
| Resampling copula under stochastic monotonicity |
| Session ES97 | Room: Bloomsbury |
| Estimating and modeling functionals in multistate models | Sunday 15.12.2013 16:50 - 18:55 |
| Chair: Hein Putter |
Organizer: Jan Beyersmann |
| E103: J. Beyersmann | |
| A competing risks approach for nonparametric estimation of transition probabilities in a non-Markov illness-death model | |
| E276: A. Titman | |
| Computationally simple state occupancy probability estimates for multi-state models under interval censoring | |
| E289: H. Reulen, T. Kneib | |
| Boosting multi state models | |
| E477: M. Rodriguez-Girondo, J. de Una-Alvarez | |
| Methods for testing the Markov condition in the illness-death model | |
| E770: H. Putter, M. Klinten Grand | |
| Regression models for expected length of stay |
| Session ES15 | Room: Senate |
| Robustness issues in complex structured models | Sunday 15.12.2013 16:50 - 18:55 |
| Chair: Andrea Cerioli |
Organizer: Andrea Cerioli |
| E385: A. Atkinson, M. Riani, A. Cerioli | |
| Monitoring methods of robust regression | |
| E170: B. Nielsen, S. Johansen | |
| Asymptotic analysis of the forward search | |
| E502: F. Torti, M. Riani, A. Cerioli | |
| On consistency factors and efficiency of robust S-estimators | |
| E679: A. Maruotti | |
| A general framework for robust fitting of hidden Markov models | |
| E791: E. del Barrio, P. Alvarez Esteban, J. Cuesta-Albertos, C. Matran | |
| A test for approximate stochastic order based on trimming |
| Session ES89 | Room: Montague |
| Statistics and data analysis for industry and engineering | Sunday 15.12.2013 16:50 - 18:55 |
| Chair: Antonio D'Ambrosio |
Organizer: Antonio D'Ambrosio |
| E611: M. Giorgio, M. Guida, G. Pulcini | |
| Modeling of increasing age- and state-dependent degradation processes: a new closed form Markovian solution | |
| E819: J. de Rooi, A. Bottger, P. Eilers | |
| Penalized decomposition of K$\alpha$1, K$\alpha$2 X-ray diffraction profiles | |
| E1234: R. Siciliano, M. Aria, F. Mauriello | |
| Synthetic resampling algorithm for response class imbalance in supervised learning with categorical and numerical predictors | |
| E550: I. Iervolino, M. Giorgio, E. Chioccarelli | |
| Stochastic modelling of degradation in civil structures | |
| E1232: R. Martin, I. Lazakis, S. Barbouchi | |
| Investigating sensitivity analysis methods for application to an offshore wind operations and maintenance cost model |
| Session ES24 | Room: Athlone |
| Statistical quality control: Theory and practice | Sunday 15.12.2013 16:50 - 18:55 |
| Chair: Fernanda Figueiredo |
Organizer: Fernanda Figueiredo |
| E422: E. Carolino, I. Barao | |
| Robust methods in acceptance sampling – PART II | |
| E498: P. Ramos, M. Cabral Morais, A. Pacheco | |
| Strategies to reduce the probability of a misleading signal | |
| E767: S. Bersimis | |
| Monitoring non-industrial processes | |
| E861: A. Figueiredo, F. Figueiredo | |
| The STATIS methodology in statistical quality control | |
| E862: F. Figueiredo, I. Gomes, S. Chakraborti | |
| The total median and the total range statistics in phase I control charts |
| Session ES26 | Room: Gordon |
| Matrix algorithms and HPC for large scale data analysis II | Sunday 15.12.2013 16:50 - 18:55 |
| Chair: Costas Bekas |
Organizer: Efstratios Gallopoulos |
| E809: M. Berry, D. Koessler | |
| Identifying users of social networks from their data footprint: An application of large-scale matrix factorizations | |
| E519: E. Acar, A. Lawaetz, M. Rasmussen, R. Bro | |
| Data fusion based on coupled matrix and tensor factorizations | |
| E775: K. Gallivan, C. Baker, P. van Dooren | |
| On incremental deterministic methods for dominant space estimation for large data sets | |
| E1260: S. Vavasis, N. Gillis | |
| Fast projection methods for robust separable nonnegative matrix factorization | |
| E900: E. Kontopoulou, D. Zeimpekis, E. Gallopoulos | |
| Experiments with randomized algorithms in the text to matrix generator toolbox |
| Session ES31 | Room: Jessel |
| Stochastic systems biology | Sunday 15.12.2013 16:50 - 18:55 |
| Chair: Colin Gillespie |
Organizer: Colin Gillespie |
| E247: C. Gillespie | |
| Stochastic simulation of chemically reacting systems using multi-core CPUs | |
| E721: C. Barnes | |
| A method for exploring the structural robustness of stochastic biological networks | |
| E904: H. Koeppl | |
| Statistical inference of cellular behavior from heterogeneous single-cell data | |
| E036: T. Kypraios | |
| Fast approximate Bayesian computation for discretely observed Markov models using a factorised posterior distribution | |
| E316: C. Sherlock, A. Golightly, A. Thiery | |
| The delayed-acceptance particle marginal random walk Metropolis |
| Session ES40 | Room: Court |
| Dependence modelling: Theory and practice | Sunday 15.12.2013 16:50 - 18:55 |
| Chair: Ivan Kojadinovic |
Organizer: Ivan Kojadinovic |
| E023: M. Falk | |
| On idempotent $D$-norms | |
| E246: J. Segers, A. Buecher, S. Volgushev | |
| When uniform weak convergence fails: Empirical processes for dependence functions via epi- and hypographs | |
| E095: V. Chavez-Demoulin, T. Vatter | |
| Generalized additive modelling for conditional copulas | |
| E741: A. Buecher, I. Kojadinovic | |
| Nonparametric tests for constancy of a copula | |
| E029: M. Hofert, M. Maechler | |
| Computational statistics in copula modeling: Why and how |
| Session ES52 | Room: Bedford |
| Advances in compositional data analysis and related methods I | Sunday 15.12.2013 16:50 - 18:55 |
| Chair: Karel Hron |
Organizer: J. Antoni Martin-Fernandez |
| E859: J. Martin-Fernandez, J. Palarea-Albaladejo, K. Hron | |
| Zeros in compositional count data sets: The geometric Bayesian-multiplicative imputation | |
| E080: M. Gallo | |
| N-way partial least squares for compositional data | |
| E389: J. Palarea-Albaladejo, J. Martin-Fernandez | |
| Left-censoring problems in compositional data sets | |
| E863: M. Comas-Cufi, G. Mateu-Figueras, J. Martin-Fernandez | |
| Compositional entropies in model based clustering | |
| E940: K. Hruzova, K. Hron, M. Templ, P. Filzmoser, G. Monti | |
| Classical and robust principal component analysis for density functions using Bayes spaces |
| Session ES60 | Room: Torrington |
| Design of experiment in industry | Sunday 15.12.2013 16:50 - 18:55 |
| Chair: Kalliopi Mylona |
Organizer: Kalliopi Mylona |
| E082: D. Woods, C. Marley, S. Lewis | |
| Designed experiments for semi-parametric models and functional data with a case-study in tribology | |
| E508: P. Goos, D. Palhazi Cuervo, R. Kessels, K. Sorensen | |
| Optimal design of choice experiments with partial profiles | |
| E659: A. Pinho, L. Ho, C. Vivacqua | |
| Minimum setup criterion to select designs with hard-to-change factors | |
| E680: E. Delgado-Marquez, M. Amo-Salas, J. Lopez-Fidalgo | |
| Optimal experimental design in the mine industry | |
| E722: H. Evangelaras, C. Peveretos | |
| Efficient blocking of orthogonal arrays with two and three levels based on design classification criteria |
| Session ES62 | Room: Chancellor's |
| Applications of functional data analysis | Sunday 15.12.2013 16:50 - 18:55 |
| Chair: Alicia Nieto-Reyes |
Organizer: Alicia Nieto-Reyes |
| E037: J. Goldsmith, T. Kitago | |
| Assessing the effect of stroke on motor control using Bayesian penalized function-on-scalar regression | |
| E272: P. Secchi, A. Menafoglio | |
| Kriging complex data for environmental applications: A critical inquiry into the functional approach | |
| E366: M. Aguilera-Morillo, A. Aguilera | |
| Improving the quality of biscuit production: Application of different functional data analysis approaches | |
| E668: M. Hubert, P. Segaert | |
| Depth-based classification of multivariate functional data | |
| E419: G. Geenens | |
| Nonparametric functional methods for online signature recognition |
| Session ES68 | Room: Woburn |
| Inference for counting processes | Sunday 15.12.2013 16:50 - 18:55 |
| Chair: Paula R. Bouzas |
Organizer: Paula R. Bouzas |
| E121: S. Dachian, Y. Kutoyants | |
| Hypotheses testing: Poisson versus self-exciting | |
| E249: A. Dassios | |
| A dynamic contagion process with applications to finance \& insurance | |
| E598: X. He, X. Zhao, X. Tong | |
| Semiparametric partially linear varying coefficient models with recurrent events | |
| E429: N. Ruiz-Fuentes, P. Bouzas | |
| Characterizing self-exciting processes: Simulations driven by phase-type distributions | |
| E595: P. Bouzas, N. Ruiz-Fuentes | |
| Inference of a Cox process by FDA |
| Session ES82 | Room: 349 |
| Statistics in actuarial sciences | Sunday 15.12.2013 16:50 - 18:55 |
| Chair: Tim Verdonck |
Organizer: Tim Verdonck |
| E208: V. Asimit | |
| Tail dependence versus measures of association | |
| E228: E. Valdez, J. Vadiveloo, U. Dias | |
| Life insurance policy termination and survivorship | |
| E471: A. Tsanakas, P. Millossovich | |
| Sensitivity analysis of internal risk models | |
| E555: M. Martinez-Miranda, J. Nielsen, S. Sperlich, R. Verrall | |
| Continuous chain ladder: Reformulating a classical insurance problem | |
| E747: K. Antonio | |
| Micro level stochastic loss reserving for general insurance |
| Session ES103 | Room: Holden |
| Beyond conditional independence | Sunday 15.12.2013 16:50 - 18:55 |
| Chair: Tamas Rudas |
Organizer: Tamas Rudas |
| E250: W. Bergsma | |
| Nonparametric testing of conditional independence | |
| E786: I. Shpitser, T. Richardson, J. Robins, R. Evans | |
| Learning structure in discrete nested Markov models | |
| E467: A. Klimova, T. Rudas | |
| Extended relational models | |
| E440: M. Studeny | |
| On Bayesian network structure learning methods based on an integer linear programming approach | |
| E528: T. Rudas, A. Klimova | |
| Independence on non-product spaces |
| Session ES125 | Room: Russell |
| Bayesian semi- and nonparametric modelling IV | Sunday 15.12.2013 16:50 - 18:55 |
| Chair: Yongdai Kim |
Organizer: Igor Pruenster |
| E578: N. Bochkina | |
| Convergence of posterior distribution in inverse problems with non-Gaussian noise | |
| E435: J. Johndrow, A. Bhattacharya, D. Dunson | |
| Bayesian tensor decompositions for categorical data with many levels | |
| E760: K. Palla, D. Knowles, Z. Ghahramani | |
| A model for reversible Markov chains | |
| E239: S. Favaro, M. Lomeli, Y. Teh | |
| Sampling sigma-stable Poisson-Kingman mixture models |
| Parallel session O: | Monday 16.12.2013 | 08:45 - 10:25 |
| Session ES04 | Room: G21A |
| Stochastic approximation for big data | Monday 16.12.2013 08:45 - 10:25 |
| Chair: Christoforos Anagnostopoulos |
Organizer: Christoforos Anagnostopoulos |
| E1250: D. Leslie, S. Perkins | |
| Abstract stochastic approximation for online statistical algorithms | |
| E1259: S. Singh | |
| Parameter estimation for hidden Markov models with intractable likelihoods | |
| E1263: N. Kantas | |
| Gradient free parameter estimation for hidden Markov models with intractable likelihoods | |
| E1264: T. Sharia | |
| Truncated stochastic approximation with moving bounds |
| Session ES28 | Room: Bloomsbury |
| Advances in robust data analysis | Monday 16.12.2013 08:45 - 10:25 |
| Chair: Agustin Mayo |
Organizer: Luis A. Garcia-Escudero |
| E586: A. Nieto-Reyes, J. Cabrera | |
| Detection of outliers in megavariate data | |
| E731: F. Greselin, L. Garcia-Escudero, A. Gordaliza, S. Ingrassia, A. Mayo-Iscar | |
| A robust approach in cluster weighted modeling | |
| E097: A. Garcia-Perez | |
| Advances in the small sample distribution of the trimmed mean | |
| E769: P. Coretto | |
| Covariance matrix estimation: Robustness and dimensionality |
| Session ES36 | Room: Woburn |
| Bayesian approaches to integrative genomics | Monday 16.12.2013 08:45 - 10:25 |
| Chair: Michele Guindani |
Organizer: Michele Guindani |
| E062: M. Vannucci, F. Stingo, M. Guindani, V. Calhoun | |
| An integrative Bayesian modeling approach to imaging | |
| E283: F. Stingo, C. Peterson, M. Vannucci, Y. Ni, V. Baladandayuthapani | |
| Bayesian approaches for high-dimensional biological networks | |
| E474: S. Mukherjee | |
| Dissecting high-dimensional phenotypes with Bayesian sparse factor analysis of genetic covariance matrices | |
| E716: C. Holmes | |
| Computational decision theory to explore posterior models in cancer genomics |
| Session ES51 | Room: Montague |
| Semiparametric estimation of simultaneous equation models | Monday 16.12.2013 08:45 - 10:25 |
| Chair: Giampierro Marra |
Organizer: Giampierro Marra |
| E141: T. Kneib | |
| Bayesian latent Gaussian simultaneous equation models | |
| E372: T. Yee | |
| Bivariate response vector generalized additive models | |
| E533: M. Wojtys, G. Marra | |
| Generalized sample selection model | |
| E299: R. Radice, G. Marra, M. Wojtys | |
| Copula regression spline models for binary outcomes |
| Session ES101 | Room: Bedford |
| New perspectives on functional data analysis | Monday 16.12.2013 08:45 - 10:25 |
| Chair: Elvira Romano |
Organizer: Elvira Romano |
| E521: R. Ignaccolo, M. Franco Villoria | |
| Uncertainty evaluation in functional kriging with external drift | |
| E878: D. Nerini, C. Mante, P. Monestiez | |
| Some extensions of FDA when dealing with particular curves | |
| E1029: T. Ogden, X. Cai, E. Greene | |
| Sparse principal component analysis for multilevel functional data | |
| E1242: L. Sangalli, M. Wilhelm | |
| Modelling binomial, Poisson and gamma observations spatially distributed over irregularly shaped domains |
| Session ES72 | Room: Gordon |
| Advances and issues in credit scoring | Monday 16.12.2013 08:45 - 10:25 |
| Chair: Gilbert Saporta |
Organizer: Gilbert Saporta |
| E451: F. Camillo, C. Liberati | |
| Satisfaction, human values and other intangible dimensions as drivers of new credit scoring models | |
| E684: S. Tuffery | |
| Penalized and ensemble methods in scoring | |
| E686: J. Crook, M. Leow | |
| A two stage mixture model for predicting EAD | |
| E755: A. Guizani, B. Souissi, S. Benammou, G. Saporta | |
| Reject inference techniques and semi supervised methods implemented in the process for granting credit |
| Session ES74 | Room: 349 |
| Time series extremes | Monday 16.12.2013 08:45 - 10:25 |
| Chair: Johan Segers |
Organizer: Johan Segers |
| E282: A. Janssen | |
| Extremal properties of stochastic volatility models | |
| E416: S. Volgushev, H. Dette, M. Hallin, T. Kley | |
| On copulas, quantiles, ranks and spectra: An L1-approach to spectral analysis | |
| E564: H. Drees | |
| Statistical analysis of extremal serial dependence of time series |
| Parallel session P: | Monday 16.12.2013 | 10:55 - 13:00 |
| Session ESI02 - Invited | Room: Senate |
| Theoretical perspectives in computational statistics | Monday 16.12.2013 10:55 - 13:00 |
| Chair: Alastair Young |
Organizer: Alastair Young |
| E098: A. Jasra | |
| Some recent advances in the theory of particle filters | |
| E924: G. Roberts, P. Fearnhead, K. Latuszynski, G. Sermaidis | |
| Continuous sequential importance sampling and estimation for stochastic processes | |
| E989: A. Young, T. DiCiccio, T. Kuffner | |
| Effects of high-dimensional nuisance parameters on parametric inference |
| Session ES120 | Room: B02 |
| Models and goodness-of-fit tests | Monday 16.12.2013 10:55 - 13:00 |
| Chair: Wenceslao Gonzalez-Manteiga |
Organizer: ERCIM 2013 |
| E927: A. Eideh | |
| Goodness of fit tests under informative sampling design | |
| E963: A. Hazra | |
| An exact Kolmogorov-Smirnov test for the binomial distribution with unknown probability of success | |
| E198: J. Wallin, D. Bolin | |
| Spatial matern fields generated by non-Gaussian noise | |
| E1039: K. Podgorski, I. Rychlik, J. Wallin | |
| Slepian model for moving averages driven by a non-Gaussian noise | |
| E1197: A. Corbellini, A. Mahdavi | |
| Robust correlation coefficient goodness-of-fit test for the extreme value distribution | |
| E1157: B. Gregorutti, B. Michel, P. Saint-Pierre | |
| On the effect of the correlation on the variable selection using random forest |
| Session ES01 | Room: B18 |
| High dimensional data analysis: Past, present and future | Monday 16.12.2013 10:55 - 13:00 |
| Chair: S. Ejaz Ahmed |
Organizer: S. Ejaz Ahmed |
| E088: X. Gao | |
| The KLAN for complex grouped variable selection | |
| E175: J. Rao, J. Jiang, T. Nguyen | |
| Invisible fence methods for the identification of differentially expressed gene sets | |
| E383: A. Hussein, M. Al-Momani, S. Ahmed | |
| Efficient estimation in high dimensional spatial regression models | |
| E580: P. Munoz, A. Lopez | |
| Complex Bayesian space-time models: Some tools for their efficient development | |
| E394: S. Ahmed, X. Gao | |
| Shrinkage estimation for high dimensional data analysis |
| Session ES09 | Room: B29 |
| Statistical methods for non-precise data II | Monday 16.12.2013 10:55 - 13:00 |
| Chair: Angela Blanco-Fernandez |
Organizer: Angela Blanco-Fernandez |
| E565: B. Sinova, M. Casals, M. Gil | |
| Symmetry of the fuzzy-valued mean and median of symmetric random fuzzy numbers | |
| E590: S. de la Rosa de Saa, P. Filzmoser, M. Lubiano | |
| Analyzing the effect of the scientific background in ``Likertizing'' fuzzy rating responses to a questionnaire | |
| E630: G. Coletti, B. Vantaggi | |
| Generalized probabilistic inference, membership functions and measures of fuzzy sets | |
| E632: B. Vantaggi, M. Di Zio | |
| Coherence for statistical matching with misclassification | |
| E1151: S. Mirzaei Yeganeh, R. Viertl | |
| Fuzzy indicators: An application for measuring sustainable development |
| E102: L. Doyen | |
| Semi-parametric estimation of imperfect preventive maintenance effects and intrinsic wear-out. | |
| E425: L. Bordes, M. Avendano, M. Pardo, V. Patilea | |
| Cox regression for data sets containing a part of current status data | |
| E437: E. Beutner, L. Bordes | |
| Semiparametric inference for ARA models | |
| E589: J. Dauxois, L. Bordes, P. Joly | |
| Semiparametric inference for lifetime data with competing risks, additive risks and different mechanisms of missingness | |
| E972: P. Saint-Pierre, O. Lopez | |
| Kaplan-Meier integrals for bivariate survival data |
| Session ES94 | Room: B33 |
| Outliers and structural changes in time series | Monday 16.12.2013 10:55 - 13:00 |
| Chair: Roland Fried |
Organizer: Roland Fried |
| E418: M. Messer, M. Kirchner, J. Schiemann, J. Roeper, R. Neininger, G. Schneider | |
| A multiple filter test for change point detection in renewal processes with varying variance | |
| E436: M. Borowski, R. Fried | |
| Robust online-detection of structural changes in uni- and multivariate time series | |
| E491: S. Grimm, C. Erlwein-Sayer, P. Ruckdeschel, J. Sass | |
| Modelling asset prices within an HMM: Investment strategies including assets and bonds | |
| E496: P. Ruckdeschel, B. Spangl | |
| Robust filtering and extreme value statistics for hydrological data | |
| E710: E. Schmitt, M. Hubert, B. de Ketelaere, M. Reis, T. Rato | |
| A systematic comparison of statistical process monitoring methods for high-dimensional, time-dependent processes |
| E218: K. Hron, K. Facevicova, O. Vencalek | |
| Statistical analysis of compositional tables in coordinates | |
| E507: G. Monti, S. Migliorati, K. Hron, K. Hruzova, E. Fiserova | |
| Simplicial regression: a useful tool in ecological risk assessment | |
| E925: J. Egozcue , V. Pawlowsky-Glahn, D. Lovell | |
| On compositional association | |
| E476: V. Todorov, K. Hruzova, K. Hron, P. Filzmoser | |
| Compositional data analysis of the resource efficiency in manufacturing | |
| E1127: M. Mert, P. Filzmoser, K. Hron | |
| Sparse principal balances for high-dimensional compositional data |
| Session ES58 | Room: B30 |
| New methods for growth processes | Monday 16.12.2013 10:55 - 13:00 |
| Chair: Christine Mueller |
Organizer: Christine Mueller |
| E220: T. Nummi, N. Mesue | |
| Analysis of multivariate growth curves with cubic smoothing splines | |
| E388: S. Hermann | |
| Prediction of growth curves: A Bayesian estimation approach | |
| E453: C. Kustosz, C. Mueller | |
| Depth based estimators with application to crack growth | |
| E857: T. Magdalinos | |
| Wald tests under matrix normalisation | |
| E501: C. Mueller | |
| Prediction intervals of crack growth |
| Session ES61 | Room: B35 |
| Nonparametric functional data analysis | Monday 16.12.2013 10:55 - 13:00 |
| Chair: Alicia Nieto-Reyes |
Organizer: Alicia Nieto-Reyes |
| E035: R. Serfling, U. Wijesuriya | |
| Exploratory nonparametric functional data analysis using the spatial depth approach | |
| E350: S. Greven, S. Brockhaus, F. Scheipl, T. Hothorn | |
| Boosting functional regression models | |
| E510: A. Kneip, D. Poss, P. Sarda | |
| Functional regression with points of impact | |
| E750: D. Blanke | |
| Functional estimation in continuous time | |
| E1156: V. Patilea | |
| Nonparametric checks of the effect of functional covariates |
| Session ES75 | Room: G15 |
| Methods for handling missing data | Monday 16.12.2013 10:55 - 13:00 |
| Chair: Shaun Seaman |
Organizer: Shaun Seaman |
| E110: R. Keogh, I. White | |
| Using multiple imputation to improve analysis of case-control studies nested within cohorts | |
| E656: D. Farewell, C. Huang | |
| Covariance modelling in longitudinal data with informative observation | |
| E117: S. Seaman, J. Bartlett, I. White | |
| Multiple imputation of missing covariates with non-linear effects and interactions: An evaluation of statistical methods | |
| E203: J. Bartlett, S. Seaman, I. White, J. Carpenter | |
| Multiple imputation of covariates by fully conditional specification: Accommodating the substantive model | |
| E269: D. Jackson | |
| Using the number of contact attempts to model non-ignorable missing outcome data |
| Session ES107 | Room: G16 |
| Applied statistics and data analysis | Monday 16.12.2013 10:55 - 13:00 |
| Chair: John Aston |
Organizer: ERCIM 2013 |
| E907: A. Menafoglio, A. Guadagnini, P. Secchi | |
| Functional compositional Kriging of particle-size curves in heterogeneous aquifers | |
| E1017: A. Dematteo, S. Clemencon, N. Vayatis, M. Mougeot | |
| Sloshing in the shipping industry: Risk modeling through multivariate heavy-tail analysis | |
| E1162: Y. Han, E. Come, L. Ouhekllou | |
| Sparse count data regression for predicting bicycle usage in a large-scale bicycle sharing system | |
| E729: C. Vivacqua, L. Lee Ho, A. Pinho | |
| Design alternatives for experiments with hard-to-change mixed-level factors | |
| E918: C. Conigliani, A. Manca, A. Tancredi | |
| Prediction of patient reported outcome measures via multivariate ordered probit models | |
| E1217: W. Cheng | |
| Social media data mining using statistical learning |
| Session ES77 | Room: B20 |
| Mathematical aspects of copulas II | Monday 16.12.2013 10:55 - 13:00 |
| Chair: Wolfgang Trutschnig |
Organizer: Fabrizio Durante |
| E1054: J. Swanepoel, P. Janssen, N. Veraverbeke | |
| Some new properties of the Bernstein estimator of a copula density | |
| E231: J. Gonzalez-Barrios, M. Hernandez-Cedillo | |
| Sample $d$-copula of order $m$ | |
| E720: E. Foscolo | |
| Inference on copula-based correlation structure models | |
| E823: F. Spizzichino | |
| Some classes of copulas related with target-based utilities | |
| E667: S. Sumetkijakan, P. Ruankong | |
| Essential closures |
| Parallel session Q: | Monday 16.12.2013 | 14:30 - 15:50 |
| Session ES112 | Room: B35 |
| Computational statistics II | Monday 16.12.2013 14:30 - 15:50 |
| Chair: Michael Berry |
Organizer: ERCIM 2013 |
| E1085: R. Buergin, G. Ritschard | |
| Tree-based method for varying coefficients in ordinal regression models with random effects | |
| E1224: M. Cosbuc, C. Gatu, E. Kontoghiorghes | |
| An efficient algorithm for estimating block recursive simultaneous equations model | |
| E993: M. Philipp, T. Rusch, K. Hornik, C. Strobl | |
| A framework for measuring the stability of recursive partitioning results | |
| E1210: A. Koloydenko, J. Lember, U. Mat | |
| HMM-based learning with generalised hidden path estimators |
| Session ES49 | Room: B30 |
| Contributions to nonparametric and robust statistics | Monday 16.12.2013 14:30 - 15:50 |
| Chair: Peter Rousseeuw |
Organizer: ERCIM 2013 |
| E1129: J. Gastwirth, M. Lyon, L. Cheung, B. Dumbacher | |
| The advantages of utilizing group means in estimating the Lorenz curve and Gini index from grouped data | |
| E1130: J. Zelinka | |
| Generalized kernel estimates | |
| E1132: Z. Praskova, O. Chochola | |
| Robust procedures for detection changes in linear models | |
| E1271: J. Antoch | |
| Robust and nonparametric procedures in change point detection |
| Session ES113 | Room: B34 |
| Statistical inference I | Monday 16.12.2013 14:30 - 15:50 |
| Chair: Michael Falk |
Organizer: ERCIM 2013 |
| E985: M. Cattelan, N. Sartori | |
| Empirical and simulated adjustments of composite likelihood ratio statistics | |
| E1171: M. Kateri, U. Kamps | |
| Inference in step-stress models: Cumulative exposure vs. tampered failure rate | |
| E1087: Y. Lee | |
| Partial mean processes with generated regressors: Continuous treatment effects and nonseparable models | |
| E1071: P. Sur, G. Shmueli, S. Bose, P. Dubey | |
| Modelling bimodal discrete data using COM-Poisson mixtures |
| Session ES114 | Room: B33 |
| Multivariate statistics I | Monday 16.12.2013 14:30 - 15:50 |
| Chair: Robert Serfling |
Organizer: ERCIM 2013 |
| E278: F. Marques | |
| The multisample block-diagonal equicorrelation and equivariance test: A near-exact approach | |
| E974: S. Aulbach, M. Falk | |
| Testing for a $\delta$-neighborhood of a generalized Pareto copula | |
| E1050: K. Adachi, N. Trendafilov | |
| A new sparse PCA procedure via decomposing PCA loss function | |
| E1187: K. Hirose, S. Kim, Y. Kano, M. Imada, M. Yoshida, M. Matsuo | |
| Maximum likelihood factor analysis with a large number of missing values |
| Session ES115 | Room: B18 |
| Bayesian methods | Monday 16.12.2013 14:30 - 15:50 |
| Chair: Ajay Jasra |
Organizer: ERCIM 2013 |
| E381: M. Papathomas, S. Richardson | |
| The Dirichlet process clustering model to assist the investigation of high order interactions and graphical linear models | |
| E844: M. Castro, V. Lachos, D. Galvis | |
| Bayesian semiparametric linear mixed: Effects models with normal/independent distributions | |
| E1104: N. Depraetere, M. Vandebroek | |
| A comparison of variational approximations for fast inference in mixed logit models | |
| E1111: P. de Zea Bermudez, K. Turkman, A. Turkman | |
| Approximate Bayesian computation for bilinear processes |
| Session ES46 | Room: G16 |
| Contributions to statistical algorithms and software in R | Monday 16.12.2013 14:30 - 15:50 |
| Chair: Cristian Gatu |
Organizer: ERCIM 2013 |
| E222: N. Nooraee, G. Molenberghs, E. van den Heuvel | |
| GEE for longitudinal ordinal data: Comparing R-repolr, R-ordgee, SAS-GENMOD, SPSS-GENLIN | |
| E886: R. Wehrens, P. Franceschi | |
| Biomarker selection for omics data | |
| E898: A. Cebrian, J. Abaurrea, J. Asin | |
| NHPoisson: An R package for fitting and validating nonhomogeneous Poisson processes | |
| E1099: C. Minuesa, M. Gonzalez, I. del Puerto | |
| Nonparametric inference for controlled branching processes: Expectation-maximization algorithm |
| Session ES121 | Room: B36 |
| Contributions in time series analysis I | Monday 16.12.2013 14:30 - 15:50 |
| Chair: Marc Hallin |
Organizer: ERCIM 2013 |
| E279: A. Piryatinska, B. Darkhovsky | |
| Model-free detection of structural breaks in time series | |
| E949: A. Alj, K. Jonasson, G. Melard | |
| The exact quasi-likelihood estimation of time-dependent VARMA models | |
| E950: M. Akinyemi, G. Boshnakov | |
| Mixture autoregressive models and financial risk | |
| E1020: D. Kugiumtzis | |
| Detection of structural changes using an information causality measure |
| Session ES96 | Room: B02 |
| Contributions to graphical models | Monday 16.12.2013 14:30 - 15:50 |
| Chair: Daniel Vogel |
Organizer: ERCIM 2013 |
| E584: K. Panayidou | |
| Tree entropy for variable selection | |
| E1003: M. Bramati | |
| Social network analysis and Bayesian networks: Taxonomy of environmental contrasts | |
| E994: C. Oates, S. Mukherjee | |
| Bayesian estimation of multiple graphical models |
| Session ES126 | Room: G15 |
| Contributions in statistical modelling | Monday 16.12.2013 14:30 - 15:50 |
| Chair: Eric Beutner |
Organizer: ERCIM 2013 |
| E920: N. Sartori, R. Bellio, C. Di Caterina | |
| Monte Carlo modified likelihood for panel data models | |
| E965: M. Bee, G. Espa, D. Giuliani | |
| Approximate maximum likelihood estimation of the autologistic model | |
| E1105: F. Pennoni, F. Bartolucci, G. Vittadini | |
| Causal effect of the degree programs on the work path of the graduates in the multivariate latent Markov model | |
| E1011: A. Gottard | |
| Using data cloning for estimating a Bradley-Terry model at the presence of informative cluster size |
| Session ES108 | Room: B20 |
| Contributions on high-dimensional statistics | Monday 16.12.2013 14:30 - 15:50 |
| Chair: Richard Samworth |
Organizer: ERCIM 2013 |
| E941: T. Honda, M. Cheng, J. Li, H. Peng | |
| Nonparametric independence screening and structural identification for ultra-high dimensional longitudinal data | |
| E971: T. Gebru, N. Trendafilov | |
| Sparse linear discriminant analysis in high-dimensions: A review | |
| E1126: F. Giordano, S. Lahiri, M. Parrella | |
| GRID for variable selection in high dimensional regression |
| Session ES131 | Room: B29 |
| Contributions to optimal designs | Monday 16.12.2013 14:30 - 15:50 |
| Chair: Alexander Donev |
Organizer: ERCIM 2013 |
| E970: J. Vidal-Sanz, M. Esteban-Bravo, A. Leszkiewicz | |
| Optimal experimental designs for nonlinear analysis: Solving the conundrum | |
| E1180: N. Youssef | |
| Approximate Bayesian adaptive optimal design for computer experiments | |
| E1241: A. Boukouvalas, D. Cornford, M. Stehlik | |
| Optimal design for correlated processes with input-dependent noise | |
| E977: F. Miller, E. Fackle Fornius, H. Nyquist | |
| Maximin efficient designs for estimating the interesting part of a dose-effect curve |
| Parallel session R: | Monday 16.12.2013 | 16:20 - 17:40 |
| Session ES119 | Room: Gordon |
| Computational statistics III | Monday 16.12.2013 16:20 - 17:40 |
| Chair: Gil Gonzalez-Rodriguez |
Organizer: ERCIM 2013 |
| E1142: L. Geppert, K. Ickstadt | |
| Frequentist and Bayesian regression analysis of very large data sets in R | |
| E339: S. Huda | |
| D-minimax second-order designs over hypercubes for extrapolation and restricted interpolation regions | |
| E206: M. Poblador | |
| A control chart design for monitoring autocorrelated processes with multiple exogenous inputs under model uncertainty | |
| E1212: A. Sirchenko | |
| A cross-nested ordered probit model with an application to policy interest rate |
| Session ES122 | Room: Montague |
| Contributions in time series analysis II | Monday 16.12.2013 16:20 - 17:40 |
| Chair: Soumendra Lahiri |
Organizer: ERCIM 2013 |
| E956: A. Shelef | |
| A Gini-based test for unit root | |
| E1092: C. Cordeiro, M. Neves | |
| A bootstrap contribution in forecasting | |
| E1123: A. Baxevani, K. Podgorski | |
| Laplace moving average processes and their spectral representation | |
| E1199: A. Olivares Nadal, E. Carrizosa, P. Ramirez-Cobo | |
| A robust autoregressive forecasting method for the newsvendor problem |
| Session ES105 | Room: Bedford |
| Multivariate statistics II | Monday 16.12.2013 16:20 - 17:40 |
| Chair: Piercesare Secchi |
Organizer: ERCIM 2013 |
| E810: R. Calabrese, S. Osmetti | |
| Predicting bivariate binary rare events responses using generalised extreme value regression model and copula function | |
| E1061: H. Frick, C. Strobl, A. Zeileis | |
| Assessing answer patterns in questionnaire/item response data using mixtures of Rasch models | |
| E1086: A. Martinez-Ruiz | |
| Wold approach for nonlinear PLS mode B structural models | |
| E1119: M. Yamamoto, K. Hayashi | |
| Clustering of multivariate binary data via penalized latent class analysis with dimension reduction |
| Session ES116 | Room: 349 |
| Methodological statistics | Monday 16.12.2013 16:20 - 17:40 |
| Chair: Joseph L. Gastwirth |
Organizer: ERCIM 2013 |
| E827: K. Knight | |
| The penalized analytic centre estimator | |
| E1097: J. Carcamo, S. Nieto, A. Baillo | |
| The convergence of the reverse integrated empirical process in $L_p$ with applications | |
| E1219: L. Xiang, X. Ma | |
| Semiparametric mixture cure transformation models for clustered interval-censored survival data | |
| E1041: D. Bolano, A. Berchtold | |
| Hidden mixture transition distribution (MTD) model: General framework and model selection criteria |
| Session ES98 | Room: Woburn |
| Contributions to computational approaches in financial economics | Monday 16.12.2013 16:20 - 17:40 |
| Chair: Efstathia Bura |
Organizer: ERCIM 2013 |
| E079: Y. Dominicy, P. Ilmonen, D. Veredas | |
| A multivariate Hill estimator | |
| E946: C. Oesch | |
| An agent-based model for market impact | |
| E1060: R. Neck, D. Blueschke, V. Blueschke-Nikolaeva | |
| Optimal macroeconomic policies for nonlinear econometric models with rational expectations | |
| E1206: A. Witt, J. Nagler, M. Kersting, T. Geisel | |
| Correlation networks: Processes, time series and surrogate data |
| Session ES130 | Room: G21A |
| Copulas | Monday 16.12.2013 16:20 - 17:40 |
| Chair: Fabio Spizzichino |
Organizer: ERCIM 2013 |
| E118: P. Lambert | |
| Spline estimation of conditional copulas | |
| E156: R. van den Akker, J. Segers, B. Werker | |
| Semiparametric Gaussian copula models: Geometry and efficient rank-based estimation | |
| E1195: H. Tsukahara | |
| Smoothing out pseudo-observations for copula models | |
| E988: G. Mazo, F. Forbes, S. Girard | |
| A copula to handle tail dependence in high dimension |
| Session ES57 | Room: Beveridge |
| Contributions to robust statistics | Monday 16.12.2013 16:20 - 17:40 |
| Chair: Christophe Croux |
Organizer: ERCIM 2013 |
| E193: V. Lachos | |
| Nonlinear mixed-effects models and diagnostics for censored HIV viral loads with CD4 measurement error | |
| E883: S. Shahriari, S. Faria, A. Goncalves | |
| A robust version of least angle regression | |
| E1056: J. Visek | |
| Significance of explanatory variables for the robustified least squares | |
| E957: V. Oellerer, A. Alfons, C. Croux | |
| The shooting S-estimator: Robust regression in the independent contamination model |
| Session ES128 | Room: Bloomsbury |
| Contributions in functional data analysis | Monday 16.12.2013 16:20 - 17:40 |
| Chair: Serge Guillas |
Organizer: ERCIM 2013 |
| E1015: H. Shang | |
| Bayesian bandwidth estimation for a nonparametric functional regression model | |
| E1147: C. Sguera, P. Galeano, R. Lillo | |
| Spatial depth-based outlier detection for functional data | |
| E1198: A. Park, S. Guillas | |
| Functional principal fitted component regression models using penalized B-splines | |
| E908: A. Rackauskas | |
| On a maximal increment of partial sums |
| Session ES106 | Room: Senate |
| Statistical inference II | Monday 16.12.2013 16:20 - 17:40 |
| Chair: Wicher Bergsma |
Organizer: ERCIM 2013 |
| E1141: M. Ferraro, A. Colubi, G. Gonzalez-Rodriguez | |
| Checking linearity for a multivariate regression model | |
| E1016: S. Nieto, A. Baillo, J. Carcamo | |
| A test for the validity of the hnbue assumption based on an L1 distance | |
| E937: C. Muller, T. Kim | |
| A test for endogeneity in conditional quantiles | |
| E1046: G. Watanabe, N. Shinozaki | |
| Estimation of two ordered normal means with known covariance matrix and its numerical analysis |