KEYNOTE TALKS


Keynote talk 1 Tuesday 01.8.2023 15:10 - 16:00 Room: 102
Fusion learning: Combining inferences from diverse data sources with heterogeneous data
Speaker: R. Liu  Co-authors: D. Liu, M.-G. Xie Chair: Yan Liu
Keynote talk 2 Thursday 03.8.2023 11:30 - 12:20 Room: 102
Network approaches in healthcare, business and social sciences
Speaker: M. So   Chair: Ana Colubi
Keynote talk 3 Thursday 03.8.2023 17:15 - 18:05 Room: 102
Sufficient dimension reduction meets two-sample regression estimation
Speaker: M. Hirukawa   Chair: Erricos Kontoghiorghes


PARALLEL SESSIONS


Parallel session A: EcoSta2023 Tuesday 01.8.2023 08:50 - 09:40

Session EV316 Room: Virtual R01
Functional data analysis Tuesday 01.8.2023   08:50 - 09:40
Chair: Long Nguyen Organizer: EcoSta
  E0263:  H. Yeon, X. Dai, S. Lopez Pintado
  Regularized halfspace depth for functional data
  E0266:  S. Kim, X. Dai, M. Kaiser
  A generalized functional linear model with spatial dependence
  E0729:  F. Alshahrani, Z. Kaid, Z.C. Elmezouar, A. Laksaci, R.M. Almarzoqi
  Functional data driven financial risk management: An application to the NASDAQ Index
Session EI053 Room: 604
Advances in econometrics and statistics Tuesday 01.8.2023   08:50 - 09:40
Chair: Donggyu Kim Organizer: Donggyu Kim
  E0163:  M.H. Seo, Y. Liao, Y. Shin, S. Lee
  Fast inference for quantile regression with tens of millions of observations
  E0164:  S. Wu, Y. Wang
  Reinforcement learning via nonparametric smoothing in a continuous-time stochastic setting
  E0890:  S. Lee, S.J. Jun
  Identifying the effect of persuasion
Session EO096 Room: 02
Personalized decision-making with longitudinal data Tuesday 01.8.2023   08:50 - 09:40
Chair: Yifan Cui Organizer: Yifan Cui
  E1275:  R. Zhan, V. Syrgkanis
  Post-episodic reinforcement learning inference
  E1291:  Y. Luo
  Dynamic assortment selection with position effects
  E1301:  H. Cai
  Towards trustworthy explanation: On causal rationalization
Session EO011 Room: 03
Modern analytical methods for biomedical research Tuesday 01.8.2023   08:50 - 09:40
Chair: Jiwei Zhao Organizer: Jiwei Zhao
  E0944:  J. Zhao
  Learning individualized minimal clinically important difference (iMCID) from high-dimensional data
  E1295:  C. Li
  Imaging mediation analysis for longitudinal outcomes
  E1067:  J. Cao
  Regional variation of length of stay in inpatient rehabilitation facilities and the market-level influencing factors
Session EO204 Room: 04
Advanced and practical Bayesian methods for biomedical research Tuesday 01.8.2023   08:50 - 09:40
Chair: Menggang Yu Organizer: Yuan Ji
  E0425:  Y. Li
  A uniform shrinkage prior in spatiotemporal Poisson models for count data
  E1164:  J. Yin, P. Noseworthy, X. Yao
  External control designs to incorporate real-world evidence with adaptive information borrowing
  E0748:  Y. Xu
  Statistical inference of selection coefficient from temporal allele frequencies
Session EO051 Room: Virtual R02
Recent advances in analysis of point process data Tuesday 01.8.2023   08:50 - 09:40
Chair: Kuang-Yao Lee Organizer: Kuang-Yao Lee
  E0342:  E.J. Zhang
  Latent network structure learning from high-dimensional multivariate point processes
  E0381:  B. Cai
  Learning human activity patterns using clustered point processes with active and inactive states
  E0423:  J. Sun, K.-Y. Lee
  Generalized functional linear model with a point process predictor
Session EO073 Room: 102
Spatial epidemiology Tuesday 01.8.2023   08:50 - 09:40
Chair: Pei-Sheng Lin Organizer: Pei-Sheng Lin
  E0331:  M. Kamenetsky, J. Zhu, R. Gangnon, J. Lee
  Regularized spatial and spatio-temporal cluster detection: Applications to breast cancer
  E0616:  T.-H. Wen, Y.-P. Lee
  Understanding the spread of infectious diseases in edge areas of hotspots
  E0918:  F.-C. Lin, S. Noble, G. Bell
  Minibus connectivity to brothels in Lilongwe, Malawi, and implications for STI clinic attendance
Session EO077 Room: 201
Nonparametric causal inference Tuesday 01.8.2023   08:50 - 09:40
Chair: Nilanjana Laha Organizer: Jason Xu
  E0231:  N. Hejazi, I. Diaz, D. Benkeser, M. van der Laan
  Efficient estimation of modified treatment policy effects based on the generalized propensity score
  E0867:  L. Liu
  New root-n consistent, numerically stable higher-order influence function estimators
  E1266:  N. Laha
  The optimal dynamic treatment regime using smooth surrogate losses
Session EO165 Room: 203
Recent statistical advances in biomedical sciences Tuesday 01.8.2023   08:50 - 09:40
Chair: Binyan Jiang Organizer: Yunpeng Zhao
  E0635:  X. Sun
  Zero-inflated smoothing spline for single-cell data
  E0643:  X. Li, Z. Guo
  Robust inference for federated meta-learning
  E0669:  Z. He
  Design of network-based studies to estimate individual and spillover effects and identify key influencer
Session EO018 Room: 503
Advances in nonparametric inference, fairness, and IV regression Tuesday 01.8.2023   08:50 - 09:40
Chair: Daoji Li Organizer: Daoji Li
  E0998:  P. Vossler, H. Elzayn, E. Black, N. Jo
  Estimating and implementing conventional fairness metrics with probabilistic protected features
  E1148:  M. Sharifvaghefi
  Optimal invariant tests in an instrumental variables regression with heteroskedastic and autocorrelated
  E0953:  H. Suzuki, N. Iwasa
  Improvement of gradient boosting using regularization and optimization algorithms
  E1334:  E. Demirkaya, L. Gao, J. Lv, Y. Fan, J. Wang, P. Vossler
  Optimal nonparametric inference with two-scale distributional nearest neighbors
Session EO032 Room: 506
Advanced statistical learning approaches in analyzing complex modern data Tuesday 01.8.2023   08:50 - 09:40
Chair: Xiwei Tang Organizer: Xiwei Tang
  E0474:  L. Liu
  Innovative precision medicine methods in subgroup identification for Alzheimers disease
  E0632:  J. Rodu, J. Rodu, X. Ma
  Recent advances in fast estimation of high-dimensional hidden Markov models
  E0704:  P. Ruan
  A multi-use graph neural network framework for single-cell multi-omics data
Session EO112 Room: 603
Nonparametric methods in finance and econometrics Tuesday 01.8.2023   08:50 - 09:40
Chair: Huanjun Zhu Organizer: Weixuan Zhu
  E1304:  M. Xiaoling
  Bayesian nonparametric portfolio selection with rolling maximum drawdown control
  E0698:  H. Zhu
  Robust M-estimation for high dimensional regression on large panel data
  E0772:  S. Ge
  Non-axis aligned space partitioning
Session EO212 Room: 605
Topics in statistical learning Tuesday 01.8.2023   08:50 - 09:40
Chair: Archer Yang Organizer: Archer Yang
  E0348:  G. Wang
  Using multi-source data to estimate subgroup effects in an external or external target population
  E0851:  C. Zheng
  Density-based clustering with kernel diffusion
  E1069:  C. Xu
  Feature screening with conditional rank utility for big-data classification
Session EO078 Room: 606
Recent developments in copula modeling Tuesday 01.8.2023   08:50 - 09:40
Chair: Pavel Krupskiy Organizer: Pavel Krupskiy
  E0563:  G. Geenens
  Towards a universal representation of statistical dependence
  E0639:  E. Acar, K. Zhao
  Conditional dependence models under covariate measurement error
  E1040:  P. Krupskiy, B. Nasri, B.N. Remillard
  On factor copula-based mixed regression models
Session EO170 Room: 701
Recent developments in degradation analysis and related topics I Tuesday 01.8.2023   08:50 - 09:40
Chair: Tsai-Hung Fan Organizer: Tsai-Hung Fan
  E0250:  Y.-S. Cheng, C.-Y. Peng
  Optimum test planning for heterogeneous Wiener processes
  E0665:  S.-L. Jeng
  Estimating the useful life of lithium-ion battery pack based on a mixed effect degradation model
  E0847:  Y. Huang
  Local influence on gamma process and trend gamma process
Session EO047 Room: 702
Statistics in neuroscience Tuesday 01.8.2023   08:50 - 09:40
Chair: Russell Shinohara Organizer: Russell Shinohara
  E0176:  R. Shinohara
  Beyond ComBat: Next-generation harmonization methods for multi-centre neuroimaging studies
  E0208:  J. Goldsmith
  Arguments for the biological and predictive relevance of the proportional recovery rule
  E0470:  E. Hector
  Partition learning for functional neuro connectivity
Session EO158 Room: 703
Advances in contemporary spatial and spatiotemporal data analysis Tuesday 01.8.2023   08:50 - 09:40
Chair: Shan Yu Organizer: Shan Yu
  E1230:  M. Kim, L. Wang, H.J. Wang
  Estimation and inference of quantile spatially varying coefficient models over complicated domains
  E1294:  S. Yu, Y. Shao
  Identifying localized dynamic changes in large-scale spatio-temporal data through generalized nonparametric regression
  E1311:  A. Safikhani
  Online change point detection in high-dimensional vector auto-regressive models
  E1336:  X. Li, M. Kosorok
  Functional individualized treatment regimes with imaging features
Session EO081 Room: 704
Design and analysis of complex experiments: Theory and applications Tuesday 01.8.2023   08:50 - 09:40
Chair: MingHung Kao Organizer: MingHung Kao
  E0315:  R.-B. Chen, F. Zhang, Y. Hung, X. Deng
  Indicator-based Bayesian variable selection for Gaussian process models in computer experiments
  E0750:  M. Kao
  Optimal designs for sparse functional data
  E0900:  F.K.H. Phoa, J.-W. Huang
  A systematic design construction and analysis for cost-efficient order-of-addition experiment
Session EO155 Room: 705
Recent advances in statistical methods and theory Tuesday 01.8.2023   08:50 - 09:40
Chair: Mengyu Xu Organizer: Mengyu Xu
  E0597:  J. Chung, Q. Zhang, C. Park
  Joint estimation of precision matrices for high-dimensional time series with long-memory
  E0674:  T. Zhang, H.-H. Huang
  Robust sufficient dimension reduction and sufficient variable selection via distance covariance
  E0769:  M. Xu, D. Zhang
  A High Dimensional Cramer-von Mises Test
Session EO062 Room: 708
Recent advance in neuroimaging studies Tuesday 01.8.2023   08:50 - 09:40
Chair: Yi Zhao Organizer: Yi Zhao
  E0534:  J. Kang
  Bayesian image mediation analysis
  E0657:  P.V. Redondo, R. Huser, H. Ombao
  Measuring cross-channel information transfer in the frequency domain through spectral transfer entropy
  E0866:  H. Shou
  Statistical challenges for large neuroimaging cohort studies
Session EO215 Room: 709
Current developments in industrial and applied statistics Tuesday 01.8.2023   08:50 - 09:40
Chair: Tsung-Jen Shen Organizer: Tsung-Jen Shen, Chang-Yun Lin
  E0466:  H.-L. Hsu
  Multi-output Gaussian process based on neural kernel learning and its prediction applications
  E0719:  C.-Y. Lin, K. Chatterjee
  Design construction and model selection for small mixture-process variable experiments with high-dimensional model terms
  E0551:  P. Yang
  A Bayesian approach to process optimization on data with multi-stratum structure
Parallel session B: EcoSta2023 Tuesday 01.8.2023 10:10 - 11:50

Session EO183 Room: 02
Advances of high-dimensional statistics in biological and biomedical research Tuesday 01.8.2023   10:10 - 11:50
Chair: Zhao Ren Organizer: Zhao Ren
  E0790:  Y. Zhang, Q. Liu
  Integrative structural learning of mixed graphical models via pseudo-likelihood
  E0957:  A. Ellingworth, W. Zhou, D. Ghosh, Z. Zhao
  A data adaptive nonparametric procedure to define and assess reproducibility across high-throughput studies
  E0487:  Z. Ren
  Heteroskedastic sparse PCA in high dimensions
  E0813:  Y. Xie
  Supervised capacity preserving mapping: A clustering guided visualization method for scRNAseq data
Session EO059 Room: 03
Modern statistical methods for data analysis Tuesday 01.8.2023   10:10 - 11:50
Chair: Kuo-Jung Lee Organizer: Kuo-Jung Lee
  E0471:  I.-C. Chen
  Marginal quantile regression for longitudinal data with time-dependent covariates and its applications
  E0501:  J.-R. Tsai, L. Ting-I
  Linear measurement models with replications in independent variable
  E0973:  C.-H. Chu
  Bayesian structure selection approaches for multiple binary responses via multi-task learning
  E1161:  H. Kang, Y. Mei, I. Lyu, K. Albert, B. Boyd, B. Landman, W. Taylor
  Fast Bayesian whole brain connectivity estimation by GPU-enhanced Gaussian processes
Session EO180 Room: 04
Recent advances in the analysis of censored data Tuesday 01.8.2023   10:10 - 11:50
Chair: Feng-Chang Lin Organizer: Sy Han Chiou
  E0542:  G. Kim
  Deep neural network based accelerated failure time models with high-dimensional data
  E0567:  P.-F. Su
  Response-adaptive randomization for recurrent and terminal events data with a composite endpoint
  E0984:  M.-Y. Huang, C. Huang
  Improved semiparametric estimation of the proportional rate model with recurrent event data
  E1217:  L.-P. Chen, G. Yi
  Variable selection and estimation for the average treatment effect with error-prone confounders
Session EO012 Room: Virtual R01
Spatial statistics Tuesday 01.8.2023   10:10 - 11:50
Chair: Kapil Gupta Organizer: Soutir Bandyopadhyay
  E0517:  K. Gupta, S. Deb
  Efficient divide-and-conquer approach for spatio-temporal modeling of real estate data
  E0518:  R. Guhaniyogi
  Bayesian multi-modal data integration
  E0519:  I. Sahoo
  Estimating atmospheric motion winds from satellite image data using space-time drift models
  E0520:  S. Dutta, D. Mondal
  Matrix-free conditional simulations of Gaussian fields on a regular lattice
Session EO187 Room: Virtual R02
Statistical methods in health research Tuesday 01.8.2023   10:10 - 11:50
Chair: Jeong Hoon Jang Organizer: Jeong Hoon Jang
  E0494:  I.-Y. Kwak
  Proformer: A hybrid macaron transformer model predicts expression values from promoter sequences
  E0548:  C. Chang, J. Heo, J. Kang, T. Kim
  Federated statistical learning with differential privacy
  E0574:  M.J. Ha
  A unified mediation analysis framework for integrative cancer proteogenomics with clinical outcomes
  E0594:  J.H. Jang
  Assessing intra- and inter-method agreement of functional data
Session EO114 Room: 102
Network, graphical model and mixture models Tuesday 01.8.2023   10:10 - 11:50
Chair: Wenlin Dai Organizer: Wenlin Dai
  E0292:  Z. Feng, X. Chen, H. Peng
  Estimation and order selection for multivariate exponential power mixture models
  E0395:  N. Zhang, M. Nanshan, J. Cao
  A joint estimation approach to sparse additive ordinary differential equations
  E0403:  Y. Wang
  Combining smoothing spline with conditional Gaussian graphical model for density and graph estimation
  E1046:  K. Yang, L. Qin, T. Tong, W. Guo, S. Zhao
  A comparison of two inconsistency detecting models for network meta-analysis
Session EO154 Room: 201
Advances in semiparametric methods for causal inference Tuesday 01.8.2023   10:10 - 11:50
Chair: Kendrick Li Organizer: Kendrick Li, Xu Shi
  E0862:  C. Park, E. Tchetgen Tchetgen
  Universal difference-in-differences
  E1103:  T. Ye
  Debiased multivariable Mendelian randomization
  E1105:  K. Li, X. Shi, W. Miao
  A novel continuum-of-resistance model and doubly robust for nonresponse adjustment with callback data
  E1127:  W. Miao
  Introducing the specificity score: A measure of causality beyond P value
Session EO189 Room: 203
Recent advances in network analyses Tuesday 01.8.2023   10:10 - 11:50
Chair: Hongmei Zhang Organizer: Hongmei Zhang, Xianzheng Huang
  E0743:  X. Huang, H. Zhang
  Detecting responsible nodes in differential Bayesian networks
  E0884:  E. Ogburn
  Causal inference for social network data
  E0916:  H. Zhang
  Comparing dependent directed Gaussian networks
  E0999:  M. Leung
  Unconfoundedness with network interference
Session EO242 Room: 503
Bayesian modeling and computation with behavioral and social applications Tuesday 01.8.2023   10:10 - 11:50
Chair: Xiaojing Wang Organizer: Xiaojing Wang
  E1277:  E. Conlon, Z. Wei
  Parallel Markov chain Monte Carlo for Bayesian hierarchical models with big data, in two stages
  E1285:  X. Wang, J. Sun, L. Yang, M.-H. Chen
  Variable selection in dynamic item response theory models via Bayes factors with a single MCMC output
  E1302:  P. Zhang
  Variational Bayesian inference for bipartite MMSBM with applications to collaborative filtering
  E1303:  W. Wu, Z. Hong
  Managers positive facial expressions and earnings quality
Session EO104 Room: 506
Trustworthy machine learning methods and applications Tuesday 01.8.2023   10:10 - 11:50
Chair: Jie Ding Organizer: Xuan Bi
  E0178:  L. Tang
  RISE: Robust individualized decision learning with sensitive variables
  E0920:  E. Lock
  Integrative regression and factorization of bidimensionally linked matrices
  E0924:  X. Tang
  Continuous-time recommender system for implicit feedback
  E0980:  G. Wang, J. Ding, Y. Yang
  Pruning deep neural networks from a sparsity perspective
Session EO207 Room: 603
Change points detection for time series Tuesday 01.8.2023   10:10 - 11:50
Chair: Likai Chen Organizer: Likai Chen
  E0378:  L. Chen, J. Li
  Adaptive two way change points detection
  E0675:  R. Wang, X. Shao, Y. Zhang
  Adaptive testing in high dimension
  E0939:  W.B. Wu
  Change point analysis with irregular signals: When did the COVID-19 pandemic start?
  E0165:  S. Chib
  Change points detection in VAR models
Session EO009 Room: 604
Recent advances in financial econometrics Tuesday 01.8.2023   10:10 - 11:50
Chair: Toshiaki Watanabe Organizer: Toshiaki Watanabe
  E0234:  C.W.-S. Chen, H.-Y. Hsu, T. Watanabe
  Tail risk forecasting of realized volatility CAViaR models
  E0571:  J. Nakajima
  Time-varying parameter local projections with stochastic volatility
  E0647:  M. Takahashi
  Analyzing intraday variation in price impact: A Bayesian SVAR approach with stochastic volatility estimation
  E0760:  T. Ishihara
  A realized multi-factor regression model with realized stochastic volatility
Session EO239 Room: 605
Analysis challenges for complex featured data Tuesday 01.8.2023   10:10 - 11:50
Chair: Wenqing He Organizer: Wenqing He
  E0434:  Y. Sun, Q. Shou, P. Gilbert, F. Heng, X. Qian
  Semiparametric additive time-varying coefficients model for longitudinal data with censored time origin
  E1193:  G. Yi
  Semiparametric methods for left-truncated and right-censored survival data with covariate measurement error
  E1194:  W. He
  Feature Screening with Large Scale and High Dimensional Censored Data
  E1178:  X. Zhao, X. Zhou, W. Su, C. Liu, Y. Jiao, J. Huang
  Deep generative estimation of conditional survival function
Session EO123 Room: 606
Nonstationary and high-dimensional time series: Solutions for challenges Tuesday 01.8.2023   10:10 - 11:50
Chair: Ansgar Steland Organizer: Ansgar Steland
  E0816:  K. Yata, A. Ishii, M. Aoshima
  Estimation of the strongly spiked eigenstructure in high-dimensional settings
  E0952:  A. Steland
  Inference and change-point testing of high-dimensional spectral density matrices: Beyond spectral averages
  E0987:  J. Vogler, V. Golosnoy
  Unrestricted maximum likelihood estimation of multivariate realized volatility models
  E0589:  J. Hirukawa
  Rank tests for randomness against time-varying MA alternative
Session EO172 Room: 701
Recent developments in degradation analysis and related topics II Tuesday 01.8.2023   10:10 - 11:50
Chair: Chien-Yu Peng Organizer: Tsai-Hung Fan
  E0930:  I.-C. Lee
  Planning of an accelerated degradation test
  E0959:  L. Huwang
  A new Phase II change-point detection control chart for monitoring and diagnostics of linear profiles
  E0995:  Y.-F. Wang
  Analysis of zero-increment degradation data
  E1317:  Y.-S. Dong, T.-H. Fan, C.-Y. Peng
  The first-passage-time moments for Hougaard Process and its Birnbaum-Saunders approximation
Session EO205 Room: 702
Topics in microbiome data analysis Tuesday 01.8.2023   10:10 - 11:50
Chair: Julia Fukuyama Organizer: Julia Fukuyama
  E0633:  M. Valdez Cabrera
  Statistical methods to analyze phylogenetic trees with non-identical leaf sets
  E0869:  T. Randolph, Y. Wang, A. Shojaie, P. Knight, J. Ma
  Generalized matrix decomposition regression and inference for two-way structured data
  E0913:  D. Mondal, A. Mukherjee
  Distance-based run tests from complex high-dimensional data
  E0857:  K. Sankaran
  Logistic-normal multinomial mediation analysis of microbiome community profiles
Session EO070 Room: 703
Statistical analysis for data with complex structures Tuesday 01.8.2023   10:10 - 11:50
Chair: Binyan Jiang Organizer: Jing Zeng, Binyan Jiang
  E0298:  J. Zhang
  Directed community detection with network embedding
  E0386:  B. Zhang
  Factor modelling for clustering high-dimensional time series
  E0432:  Y. Wu
  Longitudinal elastic shape analysis of surfaces
  E1144:  B. Jiang
  A two-way heterogeneity model for dynamic networks
Session EO093 Room: 704
Advanced developments in complex data analysis and experimental design Tuesday 01.8.2023   10:10 - 11:50
Chair: Ming-Chung Chang Organizer: Ming-Chung Chang
  E0221:  S.-H. Huang, K. Shedden, H.-W. Chang
  Inference for the dimension of a regression relationship using pseudo-covariates
  E0222:  S.-F. Tsai
  Generating optimal order-of-addition two-level factorial designs
  E0645:  C.-L. Sung
  Functional-input Gaussian processes with applications to inverse scattering problems
  E0352:  J. Liu
  Sufficient dimension reduction for Poisson regression
Session EO079 Room: 705
Statistical challenges for complex brain signals and images Tuesday 01.8.2023   10:10 - 11:50
Chair: Michele Guindani Organizer: Michele Guindani
  E1171:  M. Guindani
  A predictor-informed multi-subject Bayesian approach for dynamic functional connectivity
  E1186:  A. Mejia
  Accurate individualized functional brain connectivity and topography via ICA with empirical population priors
  E1191:  T. Johnson
  A Bayesian semi-parametric model for functional near-infrared spectroscopy data
  E0482:  J. Zhang
  Large-scale optimal transport and its application in biomedical research
Session EO197 Room: 708
Statistical methodologies for infinite dimensional data Tuesday 01.8.2023   10:10 - 11:50
Chair: Subhra Sankar Dhar Organizer: Subhra Sankar Dhar
  E0641:  D. Kurisu, T. Otsu
  Model averaging for global Frechet regression
  E0811:  S. Bhar
  Finite-dimensional realizations for stochastic PDEs
  E0863:  J. Li
  Statistical inference for mean function of longitudinal imaging data over complicated domains
  E0825:  S. Bhattacharjee, H.-G. Mueller
  Concurrent object regression
Session EO181 Room: 709
Statistical learning on complex data Tuesday 01.8.2023   10:10 - 11:50
Chair: Ting Li Organizer: Ting Li
  E0223:  R. Han
  A general pairwise comparison model for extremely sparse networks
  E0248:  J. Huang
  Wasserstein generative regression
  E0370:  T. Li
  Two-way node popularity model for directed and bipartite networks
  E0945:  L. Feng
  Sparse Kronecker product decomposition: A general framework of signal region detection in image regression
  E1337:  Y. Zheng
  A general semiparametric model for zero-inflated fractional data
Parallel session C: EcoSta2023 Tuesday 01.8.2023 13:20 - 15:00

Session EI003 Room: 102
New developments of Bayesian econometrics and statistics Tuesday 01.8.2023   13:20 - 15:00
Chair: Cathy W-S Chen Organizer: Cathy W-S Chen
  E0153:  T. Watanabe, J. Nakajima
  Time-varying parameter heterogeneous autoregressive model with stochastic volatility
  E0154:  R. Gerlach, V. Tendenan, C. Wang
  The Bayesian lasso for variable selection of realized measures in a realized EGARCH model
  E0155:  Y. Omori, N. Awaya
  Particle rolling MCMC with double-block sampling
Session EO044 Room: 02
High dimensional data analysis, copula estimation, and genetic statistics Tuesday 01.8.2023   13:20 - 15:00
Chair: Su-Yun Huang Organizer: Su-Yun Huang
  E0463:  X. Dou
  A parameterized empirical beta copula
  E0464:  C.-H. Kao
  An R package for QTL mapping and hotspot detection
  E0190:  H. Hung, S.-Y. Huang
  On the efficiency-loss free ordering-robustness of product-PCA
  E0408:  S.-H. Wang, K. Yata
  Contrastive principal component analysis in high dimension low sample size
Session EO057 Room: 03
The Stein method, limit theorems and applications Tuesday 01.8.2023   13:20 - 15:00
Chair: Zhuosong Zhang Organizer: Xiao Fang
  E0373:  Z. Zhang
  BerryEsseen bounds for generalized U-statistics
  E0561:  K. Balasubramanian
  Non-asymptotic rates for random forest prediction intervals via Stein's method
  E0693:  H. Yamagishi, N. Yoshida, Y. Mishura
  Asymptotic expansion of an estimator for the Hurst coefficient
  E1065:  S. Liu, X. Fang, Q.-M. Shao
  Cramer-type moderate deviation for quadratic forms with a fast rate
Session EO072 Room: Virtual R01
Recent advances in Gaussian process theory and applications Tuesday 01.8.2023   13:20 - 15:00
Chair: Cheng Li Organizer: Cheng Li
  E0309:  Y. Zhu
  Radial neighbors for provably accurate scalable approximations of Gaussian processes
  E0318:  F. Bachoc
  Maximum likelihood estimation for Gaussian processes under inequality constraints
  E0427:  N. Wu, D. Dunson
  Inferring manifolds from noisy data using Gaussian processes
  E0500:  S. Srivastava
  Distributed Bayesian varying coefficient modeling using a Gaussian process prior
Session EO225 Room: 503
Advances in Bayesian nonparametrics and model-based clustering Tuesday 01.8.2023   13:20 - 15:00
Chair: Beatrice Franzolini Organizer: Beatrice Franzolini
  E0630:  B. Betancourt
  Adaptive prior distributions for record linkage tasks
  E0680:  F. Gaffi, D. Durante, A. Lijoi, I. Pruenster
  Partially exchangeable stochastic block models for multilayer networks
  E0360:  M. Catalano
  Measuring the impact of the prior in Bayesian nonparametrics via optimal transport
  E0433:  A. Guglielmi
  Bayesian clustering of high-dimensional data via latent repulsive mixtures
  E0505:  A. Cremaschi, M. De Iorio, T. Wertz
  Repulsion, chaos and equilibrium in mixture models
Session EO195 Room: 506
Recent advances in statistical modeling Tuesday 01.8.2023   13:20 - 15:00
Chair: Eftychia Solea Organizer: Eftychia Solea
  E0283:  J. Virta, A. Artemiou
  Poisson PCA for matrix count data
  E0457:  K. Kim
  On sufficient graphical model
  E0598:  A.-N. Soale, Y. Dong, C. Chen
  A concave pairwise fusion approach to multiresponse regression clustering
  E0808:  S.S. Dhar, D. Mukherjee
  Nonparametric estimation for IID paths of SDE perturbed by Levy noise
Session EO074 Room: 603
Fiscal and monetary policies Tuesday 01.8.2023   13:20 - 15:00
Chair: Etsuro Shioji Organizer: Etsuro Shioji
  E0661:  H. Morita, T. Ono, R. Matsumoto
  Central bank information effects in Japan: The role of uncertainty channel
  E0371:  A. Rogantini Picco, L. Melosi, F. Zanetti, H. Morita
  The signaling effects of fiscal announcements
  E0684:  T. Sekine
  Dark matter of Japanese government bonds
  E0496:  E. Shioji
  Yield curve control under attack: Where do the pressures come from?
Session EO196 Room: 604
Recent advances in methodological econometrics Tuesday 01.8.2023   13:20 - 15:00
Chair: Chu-An Liu Organizer: Chu-An Liu
  E0685:  Y.-C. Chen
  Long memory and structural breaks in testing the implied-realized volatility relation
  E0305:  C.-A. Liu, T.-C. Lin
  Model averaging prediction for possibly nonstationary autoregressions
  E0613:  Y.-M. Yen, M. Huber, Y.-C. Hsu
  Robust estimation of the quantile mediation treatment effect with machine learning
  E0453:  H.H. Kwok
  Nonlinear least squares, model selection, and model averaging for social interaction models
Session EO086 Room: 605
Statistical theory for stochastic processes Tuesday 01.8.2023   13:20 - 15:00
Chair: Teppei Ogihara Organizer: Teppei Ogihara
  E0389:  T. Ogihara
  Asymptotically efficient estimation for diffusion processes with nonsynchronous observations
  E0526:  Y. Uehara, L. Mercuri, H. Masuda
  Quasi-likelihood analysis for Student-Levy regression
  E0610:  T. Takabatake
  Asymptotically efficient estimation for mixed fractional Brownian motion under high-frequency observations
  E0806:  F. Chen
  Estimating Hawkes processes from observations of a sample path at discrete times points
Session EO075 Room: 606
Developments in time series modelling and inference Tuesday 01.8.2023   13:20 - 15:00
Chair: Feiyu Jiang Organizer: Feiyu Jiang
  E0437:  Y. Lin, Y. Tu
  Transformed cointegration models with partially linear additivity
  E0627:  X. Yu, M. Kejriwal, L. Nguyen
  Multistep forecast averaging with stochastic and deterministic trends
  E0510:  C. Yu, K. Zhu, F. Jiang, D. Li
  Matrix GARCH model: Inference and applications
  E0710:  K. Song
  Estimation based on martingale difference divergence
Session EO111 Room: 701
Network data analysis Tuesday 01.8.2023   13:20 - 15:00
Chair: Frederick Kin Hing Phoa Organizer: Frederick Kin Hing Phoa
  E0755:  C.-H. Yeang
  Inferring associations along the causal chains in a network
  E0819:  T.-J. Yen
  Link prediction by exploring common neighborhoods
  E0826:  W.-C. Liu
  Quantifying biodiversity from network perspectives
  E1010:  C.-H. Huang, F.K.H. Phoa
  A uniform placement of alters on spherical surface for ego-centric network with community structure and alter attributes
Session EO064 Room: 702
Statistical models for complex brain imaging data Tuesday 01.8.2023   13:20 - 15:00
Chair: Shuo Chen Organizer: Shuo Chen
  E0253:  X. Luo, Y. Zhao, B. Caffo, B. Wang
  Covariance outcome modelling via covariate assisted principal regression
  E0312:  S. Simpson
  Regression frameworks for brain network distance metrics
  E0672:  H.-H. Huang
  Statistical modeling for positronium lifetimeimage reconstruction using time-of-flight positron emission tomography
  E0859:  D. Hong
  Graph neural network for fMRI and EEG brain data analysis
Session EO056 Room: 703
Recent developments in design of experiments Tuesday 01.8.2023   13:20 - 15:00
Chair: Jian-Feng Yang Organizer: Min-Qian Liu
  E0191:  F. Sun
  Group-orthogonal subsampling for big data linear mixed models
  E0192:  X. He
  Efficient Kriging using designs with low fill distance and high separation distance
  E0195:  Y. Tang
  Schematic array and its modification
  E0206:  J.-F. Yang
  The order-of-addition experiments on the adjacency relationship
Session EO121 Room: 704
Skew distributions on the circle and their applications Tuesday 01.8.2023   13:20 - 15:00
Chair: Tomoaki Imoto Organizer: Tomoaki Imoto
  E0450:  Y. Miyata, T. Shiohama, T. Abe
  A cylindrical hidden Markov model based on skewed circular distributions
  E0504:  Y. Tsuruta
  Data-based bin width selection for rose diagram
  E0609:  T. Imoto
  New family of a toroidal distribution whose marginal and conditional distributions are skewed
  E0792:  H. Ogata, T. Shiohama
  A skew transition distribution modeling for higher-order circular Markov processes
Session EO238 Room: 705
Spatial statistics Tuesday 01.8.2023   13:20 - 15:00
Chair: Debashis Mondal Organizer: Debashis Mondal
  E0874:  S. Chatterjee, S. Sharma
  A graph neural network approach for spatial statistical modeling
  E0880:  S. Mukherjee, Z. Niu, B. Bhattacharya, G. Michailidis, S. Halder
  High dimensional logistic regression under network dependence
  E0903:  K. Khan
  Spatial confounding in spatial linear mixed models
  E0909:  X. Chang
  Additive dynamic models for correcting numerical model outputs
Session EO240 Room: 708
Advances in functional data analysis and their applications Tuesday 01.8.2023   13:20 - 15:00
Chair: Hidetoshi Matsui Organizer: Hidetoshi Matsui
  E0497:  T. Wakayama, S. Sugasawa
  Spatiotemporal factor models for functional data with application to population map forecast
  E0815:  Y. Terada, H. Matsui
  On smoothing for spatial functional data
  E0843:  M. Yamamoto, T. Anzai, K. Takahashi
  A functional generalized additive model-based scan statistic for disease cluster detection
  E0849:  Y. Araki
  Functional mixture cure model and its application
Session EO166 Room: 709
High-dimensional/spatial time series analysis: Theory and applications Tuesday 01.8.2023   13:20 - 15:00
Chair: Yasumasa Matsuda Organizer: Yasumasa Matsuda
  E0689:  K. Sawaya, Y. Uematsu, M. Imaizumi
  Estimation of single index models in moderately high dimension
  E0692:  R. Dai, Y. Uematsu, Y. Matsuda
  Estimation of large covariance matrices with mixed factor structure
  E0818:  S.I.-M. Ko
  Asset pricing with co-search interaction
  E0694:  Y. Matsuda, R. Iwafuchi
  Deep learning for multivariate volatility forecasting in high-dimensional financial time series
Session EC321 Room: 04
Multi-state and Cox models Tuesday 01.8.2023   13:20 - 15:00
Chair: Russell Shinohara Organizer: EcoSta
  E0233:  W.W. Wong, Z. Feng
  A Bayesian approach for chronic hepatitis C prevalence estimation to improve the accuracy of economic evaluation
  E0289:  J. Kim
  Risk factors and transitional probability of clinical events in Korean CKD patients using the multi-state model
  E1196:  C.-C. Chen, P.-F. Su
  Tensor association test in Cox regression model
  E1199:  J.-Y. Hung, P.-F. Su
  Synthesizing auxiliary subgroup restricted mean survival information to obtain efficient estimation for Cox model
Session EC261 Room: 201
Methodological statistics and econometrics Tuesday 01.8.2023   13:20 - 15:00
Chair: Tadao Hoshino Organizer: EcoSta
  E0276:  N. Stegehuis, F. Blasques
  A score-driven filter for time-varying regression models with endogenous regressors
  E0362:  Z. Li
  Model selection in panel data model with large number of fixed effects
  E1258:  H. Klyne, R.D. Shah
  Doubly robust estimation of average partial effects
  E0516:  T. Kaji, J. Cao
  Assessing heterogeneity in treatment effects
Session EC329 Room: 203
Time series I Tuesday 01.8.2023   13:20 - 15:00
Chair: Kaiji Motegi Organizer: EcoSta
  E0328:  C.T. Ng, Y. Wu, Y. Li
  Threshold models for high-dimensional nonlinear time series
  E1158:  Y. Zhang
  Measuring accordance movement between time series by Kendalls tau
  E0369:  C.Y. Yau
  Burn-in selection in simulating time series
  E1322:  M. Guo
  Forecasting and change point test for nonlinear heteroscedastic time series based on support vector regression
Parallel session E: EcoSta2023 Tuesday 01.8.2023 16:30 - 18:35

Session EV257 Room: 701
Financial econometrics (virtual) Tuesday 01.8.2023   16:30 - 18:35
Chair: Toshiaki Watanabe Organizer: EcoSta
  E1035:  Y. Rao
  Uncertainty and volatility: A Markov-switching GARCH-MIDAS approach
  E1250:  R. Bouillot, B. Candelon, I. Kynigakis
  Real-time indicator of financial fragmentation in the euro area
  E1052:  L. Garcia-Jorcano, M. Caporin, J.-A. Jimenez-Martin
  Diversifying risk parity portfolios with high-frequency principal components
  E1252:  J.-B. Hasse, S. Siagh, C. Lecourt
  Institutional stock-bond portfolios rebalancing and financial stability
  E0200:  F. Loria
  Understanding growth-at-risk: A Markov-switching approach
Session EO138 Room: 02
Learning methods for latent structures Tuesday 01.8.2023   16:30 - 18:35
Chair: Long Nguyen Organizer: Long Nguyen
  E0350:  M.-N. Tran, P. Tseng, R. Kohn
  Particle variational Bayes
  E0489:  Y. Wang
  Harnessing geometric signatures in causal representation learning
  E0695:  N.P.M. Ho
  Convergence rates for softmax gating Gaussian mixtures of experts
  E0739:  P. De Blasi, M.F. Gil-Leyva Villa
  Gibbs sampling for mixtures in order of appearance: The ordered allocation sampler
  E0891:  B. Aragam
  Difficulties and nonstandard minimax rates in nonparametric latent variable models and representation learning
Session EO148 Room: 03
Innovative design and analysis methods for optimizing healthcare Tuesday 01.8.2023   16:30 - 18:35
Chair: Nina Deliu Organizer: Nina Deliu
  E0741:  X. Liu, N. Deliu, B. Lauren, B. Chakraborty
  Dealing with zero-inflated count data in mobile health
  E0723:  M.S. Tackney
  Missing data: A key challenge for digital outcomes in clinical trials
  E0766:  T. Burnett
  Bayes optimal decision-making in adaptive enrichment clinical trials
  E0754:  X. Wang, N. Deliu, Y. Narita, B. Chakraborty
  SMART-EXAM: Incorporating participants welfare into sequential multiple assignment randomized trials
  E0858:  C. Chiavenna, F. Trentini, C.R. Borriello, M. Ercolanoni, G. Preziosi, P. Colacioppo, D. Cereda, A. Melegaro
  Unravelling timing and determinants of childhood vaccination: The Italian case
Session EO234 Room: 04
Recent advancements in reliability and quantile modeling Tuesday 01.8.2023   16:30 - 18:35
Chair: Tony Sit Organizer: Tony Sit
  E0965:  M.H. Ling
  On reliability analysis of one-shot device testing data with defects
  E1125:  T. Sit
  On interquantile smoothness of censored quantile regression with induced smoothing
  E1306:  J. Chen
  The gender wage gap over the life cycle: Evidence from Japan
  E1307:  C.W. Chu, T. Sit
  Censored interquantile regression model with time-dependent covariates
  E1323:  P.S.B. Chan
  Statistical inference for lifetimes of one-shot devices with gamma frailty components
Session EO094 Room: Virtual R01
Extreme value analysis for complex data Tuesday 01.8.2023   16:30 - 18:35
Chair: Gilles Stupfler Organizer: Gilles Stupfler
  E0824:  J. Hachem, G. Stupfler, A. Daouia
  A de-randomization argument for estimating extreme value parameters of heavy tails
  E0873:  M. Oesting, J. Lederer
  Extremes in high dimensions: Methods and scalable algorithms
  E0892:  P. Hubner, J. Hambuckers
  Hedge funds systemic risks: Which factors matter?
  E0948:  G. Stupfler, A. Daouia, A. Usseglio-Carleve
  Inference for extremal regression with dependent heavy-tailed data
  E0990:  M. Schiavone, S. Padoan, S. Rizzelli
  Marginal expected shortfall inference under multivariate regular variation
Session EO226 Room: Virtual R02
Asymptotic statistics for stochastic processes Tuesday 01.8.2023   16:30 - 18:35
Chair: Masayuki Uchida Organizer: Masayuki Uchida
  E1080:  N. Yoshida
  Quasi-likelihood analysis and estimation for a degenerate diffusion process
  E0872:  K. Kamatani
  Scaling limit of Markov chain/process Monte Carlo methods
  E0351:  M. Uchida, Y. Tonaki, Y. Kaino
  Parametric estimation for discretely observed linear parabolic SPDEs in two space dimensions
  E1026:  M. Trabs, R. Altmeyer, F. Hildebrandt
  Parameter estimation for linear SPDEs: Discrete observations within the local approach
Session EO063 Room: 102
Emerging statistical approaches to improve the development of cultivars Tuesday 01.8.2023   16:30 - 18:35
Chair: Hiroyoshi Iwata Organizer: Hiroyoshi Iwata, Reka Howard
  E0788:  A. Onogi
  A Bayesian model for genomic prediction using metabolic networks
  E1187:  H. Iwata, T.-S. Chen, C. Sato, M. Yamasaki, C.H. Kim, A. Abe, H. Shimono
  Bayesian optimization of genotype and environment interaction
  E1190:  K. Hamazaki, H. Iwata, T. Mary-Huard
  Development of a novel GWAS method to detect QTL effects interacting with discrete and continuous genetic architecture
  E1219:  G. Morota
  Quantitative genetic analysis of metabolites in rice
  E1221:  R. Howard, S. Ray, D. Jarquin
  Comparing artificial-intelligence techniques with parametric prediction models for predicting soybean traits
Session EO247 Room: 503
Inference and prediction in Bayesian nonparametrics Tuesday 01.8.2023   16:30 - 18:35
Chair: Marta Catalano Organizer: Marta Catalano
  E0985:  M.F. Gil-Leyva Villa, R. Mena, P. De Blasi
  Bayesian nonparametric inference by means of stick-breaking priors with dependent lenght variables
  E0364:  M. Beraha
  Random measure priors in Bayesian frequency recovery from sketches
  E0687:  Y. Kim
  Bayesian analysis for functional ANOVA model
  E0778:  A. Lijoi, F. Gaffi, I. Pruenster
  Nonparametric priors with fixed mean distributions
  E0367:  G. Rebaudo, F. Ascolani, A. Lijoi, G. Zanella
  Clustering consistency with Dirichlet process mixtures
Session EO176 Room: 506
Mathematics of data science Tuesday 01.8.2023   16:30 - 18:35
Chair: Dingxuan Zhou Organizer: Dingxuan Zhou
  E0966:  J. Cai
  SStaGCN: Simplified stacking based graph convolutional networks
  E1004:  X. Zhou
  Value-gradient based formulation of optimal control problem and machine learning algorithm
  E1061:  S.-B. Lin
  Lifting the veil: Unlocking the power of depth in Q-learning
  E1056:  D. Zhou
  Theory of structured deep neural networks
  E1062:  L. Shi, Z. Zhang, D. Zhou
  Classification with deep neural networks
Session EO036 Room: 603
Current developments in quantitative finance Tuesday 01.8.2023   16:30 - 18:35
Chair: Rogemar Mamon Organizer: Rogemar Mamon
  E0608:  H. Xiong, R. Xu, W. Jiang, R. Mamon
  An enhanced neural network approach for agricultural index insurance design
  E0911:  Y. Zhao
  Optimal commissions and subscriptions in mutual aid platforms
  E1074:  M. Rodrigo
  Pricing formulas for perpetual American options with general payoffs
  E1101:  T.K. Siu
  Bayesian nonlinear expectation for time series modelling and its application to Bitcoin
  E1049:  R. Mamon
  A signal-processing approach in cyber risk valuation
Session EO026 Room: 604
Bayesian computation for complex models Tuesday 01.8.2023   16:30 - 18:35
Chair: David Nott Organizer: David Nott
  E0255:  R. Laoiza Maya, D. Nibbering
  Efficient variational approximations for state space models
  E0441:  X. Tong
  Sampling with constraints
  E0549:  C. Drovandi, J. Bon, D. Nott, D. Warne
  Bayesian score calibration for approximate models
  E0550:  D. Han, D. Han, K. Lee, Y. Chung, T. Choi, G. Kobayashi
  Semiparametric Bayesian two-stage meta-analysis for association between ambient temperature and new cases of COVID-19
  E0962:  M. Quiroz, T. Goodwin, R. Kohn
  Fast Bayesian estimation of dynamic linear regression models for semi long memory time series
Session EO089 Room: 605
Recent advances in time series modeling Tuesday 01.8.2023   16:30 - 18:35
Chair: George Michailidis Organizer: George Michailidis
  E0666:  S. Karmakar
  Inference for nonstationary timeseries using optimal Gaussian approximation with explicit construction
  E0702:  Y.-C. Hung
  Nonpivotal Granger causality tests based on vector autoregressive models
  E0804:  A. Kaul
  Inference on the change point under a high dimensional covariance shift
  E0850:  S. Trimborn, K. Zhang
  Influencer detection in market sectors via sparse network analysis
  E0895:  G. Michailidis
  A general framework for network autoregressive processes
Session EO076 Room: 606
Progress in learning and modelling of complex time series and spatial data Tuesday 01.8.2023   16:30 - 18:35
Chair: Zudi Lu Organizer: Zudi Lu
  E0384:  Z. Lu, L. Wang, M. Kyriakou
  Estimation of threshold dynamic regression for cross-sectional dependent panel time series
  E0479:  F. Ge, R. Peng, Z. Lu
  Generalising dynamic semiparametric averaging forecasting for time series with discrete-valued response
  E0524:  F. Akashi
  Robust reduced rank estimation for low-rank vector AR models
  E0658:  A. Gupta, M.H. Seo
  Robust inference on infinite and growing dimensional time series regression
  E0731:  S. Wu, Z. Lu
  Predictive models for time series by deep structured learning
Session EO020 Room: 702
Multivariate problems for structured dependent data I Tuesday 01.8.2023   16:30 - 18:35
Chair: Matus Maciak Organizer: Michal Pesta, Matus Maciak
  E0418:  S. Hudecova
  Semi-continuous time series with volatility clustering
  E0845:  C. Pretorius, H. Roodt
  Self-normalising change-point detection procedures for high-dimensional data
  E0291:  M. Pesta, M. Huskova
  Regime changes, I-phenomena, and unsupervised learning
  E0768:  I. Mizera
  Hockey is a cruel game: Empirical Bayes woes in predicting productivity of hockey players
  E0290:  J. Kalina
  Testing exchangeability of multivariate distributions
Session EO122 Room: 703
Spatial and spatio-temporal methods Tuesday 01.8.2023   16:30 - 18:35
Chair: Hsin-Cheng Huang Organizer: Hsin-Cheng Huang
  E0535:  N.-J. Hsu, C.-C. Lin
  Changes in extreme rainfall in Taiwan
  E0506:  Y.-S. Chin, N.-J. Hsu, H.-C. Huang
  Nonstationary Gaussian scale mixtures for spatial extremes
  E0523:  S. Kim, C.Y. Lim, Y. Rho
  Spatio-temporal analysis of dependent risk with an application to cyberattacks data
  E0559:  S. Tzeng, B.-Y. Chen, H.-C. Huang
  Contiguous segmentation of second-order non-stationary spatial processes
  E0538:  H.-C. Huang, C.-S. Chen, Y.-H. Chiou
  Nonstationary spatial modeling, estimation, and prediction using a divide-and-conquer approach
Session EO312 Room: 704
Statistical design and modeling for life and climate sciences Tuesday 01.8.2023   16:30 - 18:35
Chair: Andreas Futschik Organizer: Andreas Futschik
  E0590:  W. Mueller, A. Pazman, M. Hainy
  A convex approach to optimum design of experiments with correlated observations
  E0564:  H. Kishino, R. Nakamichi, S. Kitada
  Genetic adaptations in the population history of Arabidopsis thaliana
  E0546:  A. Futschik
  A new approach for estimating the largest mean in a Gaussian mixture model with applications in population genetics
  E0749:  Y. Wang
  Haplotype reconstruction via Bayesian linear models with unknown design
  E0612:  B. Clarke, A. Pilkington, D. Diepeveen
  Robustifying an exact test for heteroscedasticity in a two-way layout in variety frost trials with a covariate
Session EO015 Room: 705
Recent advances in high-dimensional data analysis Tuesday 01.8.2023   16:30 - 18:35
Chair: Kazuyoshi Yata Organizer: Kazuyoshi Yata
  E0786:  K. Egashira, K. Yata, M. Aoshima
  Asymptotic behaviors of k-means under high dimensional settings
  E0588:  T. Nakagawa, H. Watanabe, M. Hyodo
  Kick-one-out-based variable selection method for Euclidean distance-based classifier in high-dimensional settings
  E0814:  Y. Umezu
  Sure screening for interaction effect in generalized linear models
  E0707:  T. Nishiyama, M. Hyodo
  Linear hypothesis testing on mean vectors for factor model in high-dimensional settings
  E0462:  Y. Akama
  Correlation matrix of factor model: Fluctuation of largest eigenvalue, scaling of bulk eigenvalues, and stock market
Session EO178 Room: 709
New topics in mathematical statistics Tuesday 01.8.2023   16:30 - 18:35
Chair: Yoshihide Kakizawa Organizer: Yoichi Nishiyama
  E0507:  K. Fujimori, K. Tsukuda
  The Dantzig selector for semiparametric models of stochastic processes
  E0569:  K. Tsukuda, S. Matsuura
  A study on estimation in multivariate allometric regression
  E0709:  K. Kawamoto, Y. Goto, K. Tsukuda
  Evaluating the error probability of the spectral clustering algorithm in the allometric extension model
  E0712:  Y. Takagi
  Estimation of $n$ in the binomial $(n,p)$ distribution with both parameters unknown
  E0722:  Y. Kakizawa
  Higher-order density derivative estimation for nonnegative data
Session EC324 Room: 201
Applied econometrics I Tuesday 01.8.2023   16:30 - 18:35
Chair: Chong Dae Kim Organizer: EcoSta
  E1021:  H. Han, P. Pan
  Exploring house price momentum in the US after the subprime mortgage crisis
  E1096:  H. Chen, H. Nishino
  Bayesian multi-population Lee-Carter model applied to Japanese mortality data
  E1077:  C.D. Kim
  An analysis of increased mortgage interest rates on the housing market in Germany using the BSTS Model
  E0265:  A. Shrivastava, M. Sahoo, T. Sonna, J.M. Anthony
  Measuring contagion effects of crude oil prices on sectoral stock price indices in India
  E1248:  C.-C. Chiu, L.-J. Kao, T.K. Liu
  Analyzing market response to SFCR in European insurance with topic modeling and deep learning methods
Session EC319 Room: 203
Mixed models Tuesday 01.8.2023   16:30 - 18:35
Chair: Pavlo Mozharovskyi Organizer: EcoSta
  E0216:  X. Ning, F. Hui, A. Welsh
  Asymptotic results for penalised quasi-likelihood estimation in generalised linear mixed models
  E0355:  Z. Lyu
  Increasing sample size asymptotic for two-way crossed mixed effect model
  E1072:  K. Momoki, T. Yoshida
  Mixed effects models for large sized clustered extremes
  E1090:  E. Yanchenko
  The R2D2 prior for generalized linear mixed models
  E1098:  A. Gutierrez Vargas, M. Vandebroek, M. Meulders
  MixTasteNet: A neural-embedded mixed logit model
Session EC317 Room: 708
Functional data analysis Tuesday 01.8.2023   16:30 - 18:35
Chair: Alexander Petersen Organizer: EcoSta
  E1239:  X. Li
  Functional adaptive double-sparsity estimator for functional linear regression with multiple functional covariates
  E0459:  J.M. Jeon, G. Van Bever
  Additive regression with general imperfect variables
  E0531:  K. Yu, J. Taylor
  Riemannian functional regression and reproducing kernel tensor Hilbert spaces
  E0615:  Y. Lim
  Functional principal component analysis for partially observed elliptical process
  E1159:  R. Rocci, S.A. Gattone
  Simultaneous clustering and dimensionality reduction of functional data
Parallel session F: EcoSta2023 Wednesday 02.8.2023 08:15 - 10:20

Session EO252 Room: 03
Recent advances in statistical theory and methods Wednesday 02.8.2023   08:15 - 10:20
Chair: Arlene Kyoung Hee Kim Organizer: Arlene Kyoung Hee Kim
  E0359:  H. Lim, A.K.H. Kim
  Unpaired regression for a discrete response via Poisson quantiles matching
  E0767:  Y. Kim, H. Chung
  A comprehensive framework for investigating multiple latent class variables
  E0522:  H. Kim
  Variable selection for AUC-optimizing classification in diverging dimensions
  E0334:  K.-Y. Bak, J.Y. Koo
  Nonparametric reduced-rank estimation of multiple regression functions
  E0696:  T. Choi, S. Park, H. Cho, S. Choi
  Interval-censored linear quantile regression
Session EO008 Room: 04
Recent advances in causal inferences Wednesday 02.8.2023   08:15 - 10:20
Chair: Zheng Zhang Organizer: Wei Huang
  E0172:  Y. Zhang
  A conditional linear combination test with many weak instruments
  E0224:  L. Wang, D. Tang, D. Kong, L. Wang
  The synthetic instrument
  E1273:  Z. Guo
  Causal inference with invalid instruments: Exploring nonlinear treatment models with machine learning
  E1293:  W. Huang, Z. Zhang, H. Hou, C. Ai
  Nonparametric Uniform Inference for General Heterogeneous Treatment Effect Models and Measurement Errors
Session EO139 Room: Virtual R01
Recent advances in the analysis of data with complex structures Wednesday 02.8.2023   08:15 - 10:20
Chair: Yuhang Xu Organizer: Xin Wang, Yuhang Xu
  E0239:  J. Mu, L. Jin
  On spatial generalized autoregressive conditional heteroskedasticity varying coefficient models
  E0241:  Y. Xu, T. Vu, Y. Qiu
  Shifting-corrected regularized regression for 1H NMR metabolomics identification and quantification
  E0242:  X. Wang, X. Zhang, Z. Zhu
  Clustered coefficient regression models for Poisson process with an application to seasonal warranty claim data
  E0387:  J. Zhang, J. Bailer, A. Helling
  Comparing methods for determining power priors based on different congruence measures
  E0420:  S. Kim, S.K. Lee, M.-O. Kim, H. Hong
  Longitudinal disparity decomposition under the varying-coefficient framework
Session EO090 Room: Virtual R02
Estimation of eigenvectors and covariance matrices in high dimensions Wednesday 02.8.2023   08:15 - 10:20
Chair: Lisa Goldberg Organizer: Lisa Goldberg
  E0304:  S. Jung
  James-Stein Estimator of moderately-spiked leading eigenvector
  E0758:  S. Begusic
  Issues in large covariance matrix estimation for portfolio risk prediction
  E1227:  L. Goldberg, A. Kercheval, H. Gurdogan
  James-Stein for eigenvectors with applications to constrained optimization
  E1232:  Y. Lee
  Optimal regularization of the first principal component
  E1257:  A. Shkolnik
  Beyond James-Stein estimation for PCA
Session EO052 Room: 102
Recent developments in estimation methods: Theory and applications Wednesday 02.8.2023   08:15 - 10:20
Chair: Zhihua Su Organizer: Zhihua Su
  E1011:  D. Eck
  Comparing baseball players across eras via the novel full house model
  E1015:  B. Karmakar, G. Mukherjee, W. Kar
  Penalized synthetic control method for truncated data with latent clustering
  E1031:  W. Qian, S. Ding
  Nonconvex-regularized integrative sufficient dimension reduction for multi-source data
  E1044:  A. Linero, A. Ting
  Estimating heterogeneous causal mediation effects with bayesian decision tree ensembles
  E1286:  Z. Su, K. Khare
  Response variable selection in multivariate linear regression
Session EO050 Room: 201
Weighting and dynamic approaches to causal inference Wednesday 02.8.2023   08:15 - 10:20
Chair: Luke Keele Organizer: Luke Keele
  E0270:  J. Zubizarreta, A. Chattopadhyay, C. Morris
  Balanced and robust randomized treatment assignments: The finite selection model
  E0274:  L. Keele
  Approximate balancing weights for clustered observational study designs
  E0593:  J. Roy, A. Oganisian
  Bayesian nonparametric methods for longitudinal mediation with informative continuous-time treatment decisions
  E0599:  A. Oganisian, J. Roy
  Bayesian semiparametric models for informatively timed, dynamic treatments with incomplete covariate trajectories
  E0894:  A. Spieker
  Longitudinal causal analysis of HIV antiretroviral therapy effects on weight gain
Session EO169 Room: 203
Causal machine learning with high dimensional modeling Wednesday 02.8.2023   08:15 - 10:20
Chair: Tiffany Tang Organizer: Zhe Fei
  E0682:  K. Kato, Z. Goldfeld, R. Sadhu
  Limit theorems for semidiscrete optimal transport maps
  E0498:  L. Gao, Y. Fan, J. Lv, E. Demirkaya, P. Vossler, J. Wang
  Optimal nonparametric inference with two-scale distributional nearest neighbors
  E0566:  Z. He
  GhostKnockoff inference empowers identification of putative causal variants in genome-wide association studies
  E0604:  T. Tang, A. Agarwal, A. Kenney, Y.S. Tan, B. Yu
  MDI+: A flexible feature importance framework for random forests
  E0514:  Z. Fei
  Prediction intervals with high dimensional models: With applications in LASSO and deep neural networks
Session EO227 Room: 503
Advances in Bayesian theory and computing Wednesday 02.8.2023   08:15 - 10:20
Chair: Antonio Lijoi Organizer: Antonio Lijoi
  E0414:  B. Franzolini, M. De Iorio
  Conditional partial exchangeability: A probabilistic framework for multi-view clustering
  E0486:  F. Camerlenghi, A. Colombi, R. Argiento, L. Paci
  Dependent nonparametric priors based on finite point processes
  E0797:  I. Ohn
  Adaptive variational Bayes
  E0865:  S. Mano
  Modeling exchangeable sequences by mixture of mixture and its application
  E0870:  S. Sugasawa, T. Wakayama, G. Kobayashi
  Bayesian spatio-temporal clustering of functional data
Session EO193 Room: 506
Recent advances at the intersection of statistics and machine learning Wednesday 02.8.2023   08:15 - 10:20
Chair: Yichen Cheng Organizer: Yichen Cheng
  E0310:  S.L.L. Tan
  Analytic natural gradient updates for Cholesky factor in Gaussian variational approximation
  E0407:  M. Chen
  Predictive modeling of transcription-wide association studies via statistical learning methods
  E0354:  N.M. Nguyen, M.-N. Tran, D. Nott, C. Drovandi
  Wasserstein Gaussianization and efficient variational Bayes for robust Bayesian synthetic likelihood
  E0678:  Y. Cheng
  A Bayesian semi-supervised approach to keyphrase extraction
  E1048:  P. Tseng, M.-N. Tran
  Convergence results of numerically estimated JKO scheme
Session EO128 Room: 603
Applied mathematics, statistics, and AI in portfolio optimization Wednesday 02.8.2023   08:15 - 10:20
Chair: Chi Seng Pun Organizer: Chi Seng Pun
  E0508:  D. Zhu, C.S. Pun
  The constrained Dantzig-type estimator: An application to selection of high-dimensional portfolios
  E0529:  N.S. Lesmana, C.S. Pun
  Equilibrium Control Learning under Cumulative Prospect Theory: Quantile Regression Meets Reinforcement Learning
  E0624:  K. Park, D. Bartl, A. Neufeld
  Sensitivity of robust optimization problems with ambiguity on semimartingale differential characteristics
  E0917:  Y. Lee
  Portfolio selection based on anomaly detection using GANs
  E1270:  J. Tang
  Understanding the difficulty of achieving dynamic optimality in time inconsistent problems
Session EO030 Room: 604
Recent advances in time series econometrics Wednesday 02.8.2023   08:15 - 10:20
Chair: Kaiji Motegi Organizer: Kaiji Motegi
  E0490:  X. Cai
  Time-varying ambiguity shocks and business cycles
  E0587:  W. Zhang
  Can NFTs risk hedge other traditional assets after the COVID19 pandemic?
  E0547:  S.Y. Hong
  Comparing factor models with conditioning information
  E0341:  K. Maung
  Estimating high-dimensional Markov-switching VARs
  E0169:  K. Motegi, J. Dennis
  Midastar: Threshold autoregression with data sampled at mixed frequencies
Session EO216 Room: 605
Stochastic frontier and productivity analysis with panel data applications Wednesday 02.8.2023   08:15 - 10:20
Chair: Kai Sun Organizer: Kai Sun
  E0268:  K. Sun, S. Kumbhakar
  A single-index smooth-coefficient stochastic frontier model
  E0544:  T. Wang, K. Sun
  A semiparametric stochastic frontier model with two-way fixed effects and nonparametric inefficiency function
  E0926:  K. Du, K. Sun
  Bank efficiency and credit risk: Evidence from the commercial banks in China
  E1116:  F.K. Alemayehu, S. Kumbhakar, K. Sun
  Leveraging innovation for improved service productivity: Insights from endogenous stochastic frontier analysis
  E1188:  Z. Hou
  Revisiting the public capital productivity puzzle
  E1332:  J. Zhou
  Oil shock, policy uncertainty and stock return: An analysis based on the Bart method
Session EO149 Room: 606
Recent advances in time series and change-point analysis Wednesday 02.8.2023   08:15 - 10:20
Chair: Chun Yip Yau Organizer: Chun Yip Yau
  E0426:  Y. Li, C.T. Ng, C.Y. Yau
  GARCH-type factor model
  E0448:  T.F. Ma, F. Wang, J. Zhu, A. Ives, K. Lewinska
  Scalable semiparametric spatio-temporal regression for large data analysis
  E0513:  W.L. Ng
  Inference for multiple change-points in piecewise locally stationary time series
  E0586:  S.H.I. Leung
  Weighted kernel estimators for forecasting under breaks
  E0699:  G. Yuan
  Generalized multivariate threshold autoregressive models with linearly partitioned threshold space
Session EO177 Room: 702
Recent development in network data analysis Wednesday 02.8.2023   08:15 - 10:20
Chair: Yichuan Zhao Organizer: Chenlei Leng
  E0388:  Y. Ma, W. Lan, C. Leng, T. Li, H. Wang
  Supervised centrality via sparse spatial autoregression
  E0438:  W. Wang
  Spectral analysis on networks with covariates
  E0451:  D. Xia
  Higher-order accurate two-sample network inference and network hashing
  E0558:  W. Lan
  Testing stochastic block models via the maximum sampling entry-wise deviation
  E0885:  C.M. Le
  Variational inference: Posterior threshold improves network clustering accuracy in sparse regimes
Session EO107 Room: 703
Trustworthy and efficient machine learning Wednesday 02.8.2023   08:15 - 10:20
Chair: Yao Li Organizer: Yao Li
  E0332:  Y. Li, J. Lavond, M. Cheng
  Trusted aggregation (TAG): Model filtering backdoor defense in federated learning
  E0333:  R. Lai
  Learning manifold-structured data using deep neural networks: Theory and applications
  E0343:  J. Zheng, H. Huang, Y. Yi, Y. Li, S.-C. Lin
  Barycenter estimation of positive semi-definite matrices with Bures-Wasserstein distance
  E0620:  P. Morala, R. Lillo, I. Ucar, J.A. Cifuentes
  Improving neural networks interpretability and trustworthiness using polynomials and feature interactions
  E0783:  G. Chen
  Learning to make adherence-aware recommendations
Session EO198 Room: 704
Bayesian structure discovery Wednesday 02.8.2023   08:15 - 10:20
Chair: Sameer Deshpande Organizer: Sameer Deshpande
  E0368:  W. van den Boom, A. Beskos, M. De Iorio
  The G-Wishart weighted proposal algorithm: Efficient posterior computation for Gaussian graphical models
  E0936:  S. Deshpande
  The multivariate spike-and-slab LASSO: Algorithms, asymptotics, and inference
  E0938:  R. Bai
  Bayesian modal regression based on mixture distributions
  E0941:  J. Datta, A. Bhadra, S. Banerjee, K. Sagar
  Structure learning with global-local prior-penalty dual
  E0943:  M. Xu
  Identifying interpretable latent structures in factor analysis
Session EO109 Room: 705
Novel methods, algorithms and theory for high-dimensional data Wednesday 02.8.2023   08:15 - 10:20
Chair: Qing Mai Organizer: Qing Mai
  E0174:  J. Zeng, Q. Mai
  Robust estimation of central subspace under high-dimensional and elliptical-contoured design
  E0228:  Y. Ke
  Learning high dimensional multi-response linear models with quantum optimization
  E0376:  B. Wang, Q. Tang, Y. Gu
  fastkqr: A fast algorithm for kernel quantile regression
  E0392:  N. Wang
  Statistical analysis for a penalized EM algorithm in high dimensional mixture linear regression model
  E0978:  Q. Song
  Optimal false discovery control of minimax estimators
Session EO083 Room: 708
Novel statistical approaches to brain signals and images Wednesday 02.8.2023   08:15 - 10:20
Chair: Hernando Ombao Organizer: Hernando Ombao
  E0967:  D. Bolin
  Gaussian random fields on networks and metric graphs
  E0975:  C.-M. Ting, J. Skipper, F. Noman, S. Small, H. Ombao
  Low-rank and sparse decomposition for brain functional connectivity in naturalistic fMRI data
  E1106:  J. Kornak, K. Young, E. Friedman, K. Bakas, H. Ombao
  Bayesian image analysis in Fourier space for neuroimaging
  E1262:  S. Jiao, R. Frostig, H. Ombao
  Filtrated common functional principal component analysis of multi-group functional data
  E0942:  R. Krafty, H. Fu, L. Tang, O. Rosen, A. Hipwell, T. Huppert
  Covariate-guided mixture of multivariate time series experts for interpretable analysis of fNIRS data
Session EO228 Room: 709
Statistical ML in cybersecurity Wednesday 02.8.2023   08:15 - 10:20
Chair: Lekha Patel Organizer: Fletcher Christensen
  E0229:  F. Sanna Passino, A. Mantziou, D. Ghani, P. Thiede, R. Bevington, N. Heard
  Unsupervised attack pattern detection in honeypot data using Bayesian topic modelling
  E0595:  M. Eren, J. Moore, E. Skau, E. Moore, M. Bhattarai, G. Chennupati, B. Alexandrov
  General-purpose unsupervised cyber anomaly detection via non-negative tensor factorization
  E0634:  K. Shuler, A. Foss, C. Ting, T. Bauer, R. Field
  Statistical properties of compression analytics
  E0706:  F. Christensen, E. Schwertner-Watson, L. Patel, G. Huerta, D. McGeehan
  Multi-attribute utility elicitation for real-time network anomaly detection
  E0888:  T. McCormick, S. Wilkins-Reeves
  Local estimation and testing of latent network curvature
Session EC323 Room: 02
Data mining and education Wednesday 02.8.2023   08:15 - 10:20
Chair: Brenda Betancourt Organizer: EcoSta
  E1025:  T.-C. Cheng
  Mining and modeling the attendance of performing arts activities
  E1203:  C.H. Foo
  Growth parameter estimation: A multiple mark and recapture analysis
  E0625:  S.-W. Hung
  Analyzing successive knowledge sharing in virtual communities
  E0344:  M. Smet
  Determinants of early career teachers retention intention: Evidence from a multilevel model
  E0921:  S. Pais
  The use of video in the teaching of statistics after the Covid19 pandemic: A case study with tourism students
Session EC320 Room: 701
Forecasting in applications Wednesday 02.8.2023   08:15 - 10:20
Chair: Rogemar Mamon Organizer: EcoSta
  E1213:  R. Lacaza
  Forecasting Philippine economic growth using mixed frequency data: MIDAS versus MF-DLFM
  E0226:  M. Costa, D. Magueta, S. Espadilha
  Modeling and forecasting of sales in fuel retail market: The factors that boost a fuel station's sales
  E0235:  M. Monteiro, D. Neves, M.J. Felicio
  Forecasting tyre sales: Competitive models to improve inventory in a small business
  E0285:  A.M. Goncalves, S. Lima, M. Costa
  Time series forecasting approaches to retail sales in EU Countries: Portugal and its major trading partners
  E0986:  T. Supapakorn, S. Intarapak, W. Vuthipongse
  Forecasting of expenditures from foreign tourists traveling to Thailand
Parallel session G: EcoSta2023 Wednesday 02.8.2023 10:50 - 12:30

Session EV253 Room: 701
Time series and spatial statistics (virtual) Wednesday 02.8.2023   10:50 - 12:30
Chair: Kun Chen Organizer: EcoSta
  E0282:  D. Cheng
  Multiple testing of local extrema for detecting change points under nonstationary Gaussian noise
  E1197:  P. Chen
  Vector error correction models with stationary and nonstationary variables
  E0324:  R. Liu, X. Chen, Z. Shang
  Statistical inference with stochastic gradient methods under $\phi$-mixing data
  E1263:  J.M. Loh, G. Luan
  Inference for spatial autoregressive models using stochastic gradient descent
Session EI002 Room: 102
Mathematical statistics and time series analysis Wednesday 02.8.2023   10:50 - 12:30
Chair: Yan Liu Organizer: Yan Liu
  E0161:  Y. Nishiyama
  A stochastic maximal inequality and its applications
  E0963:  N.H. Chan
  Statistical Inference for Glaucoma Detection
  E1023:  Y. Feng
  Learning from similar linear representations: Adaptivity, minimaxity, and robustness
Session EO124 Room: 02
New developments in microbiome research Wednesday 02.8.2023   10:50 - 12:30
Chair: Julia Fukuyama Organizer: Gen Li
  E0249:  E. Smirnova
  Quantifying major sources of technical variability in microbiome sequencing lab protocols
  E0439:  T. Wang, R. Jiang, X. Zhan
  A flexible zero-inflated Poisson-Gamma model with application to microbiome sequence count data
  E0458:  Y. Hu
  Testing microbiome associations with survival times
  E1137:  L. Shenhav
  Context-aware dimensionality reduction of microbial ecosystem dynamics
Session EO019 Room: 03
New advances in statistical learning for image, process and clinical data Wednesday 02.8.2023   10:50 - 12:30
Chair: Tiejun Tong Organizer: Tiejun Tong
  E0301:  L. Chen, J. Liu
  Understanding differential item functioning using process data
  E0582:  J. Wei, P. He, T. Tong
  Estimating the reciprocal of a binomial proportion
  E0937:  Z. Li
  Introduction to differencing method and the application in testing no effect
  E1076:  M. Liu, Y. Yang, Z. Shang
  Scalable statistical inference in non-parametric least squares
Session EO308 Room: 04
Optimal experimental designs: Recent advances and applications Wednesday 02.8.2023   10:50 - 12:30
Chair: Saumen Mandal Organizer: Saumen Mandal
  E1079:  L. Wang
  Complex innovative design pilot program and a potential proposal
  E0640:  K. Hunter, K. Porter, L. Miratrix
  PUMP: Estimating power when adjusting for multiple outcomes in multi-level experiments
  E0812:  S. Mandal, X. Zheng
  Optimal designs for matching adjusted indirect comparison
  E0823:  S. Ghosh
  An algorithm for searching optimal variance component estimators in linear mixed models
Session EO028 Room: Virtual R01
New challenges for complex and large-scale data Wednesday 02.8.2023   10:50 - 12:30
Chair: Yichuan Zhao Organizer: Yichuan Zhao
  E0279:  Q. Wang, X. Cai
  An efficient variance estimator for cross-validation under partition-sampling
  E0591:  J. Zhang
  Two tools for preliminary data analysis: Entropic plots for tail identification and heatmap for variable clustering
  E0950:  H.-W. Chang
  A non-smoothing framework for inference on functional means
  E0997:  Y. Zhao
  Jackknife empirical likelihood inference for the accelerated failure time model
Session EO140 Room: Virtual R02
Recent developments for modeling high-dimensional and complex data Wednesday 02.8.2023   10:50 - 12:30
Chair: Wenbo Wu Organizer: Wenbo Wu
  E1281:  R. Widjaja
  On partial envelop approach for modeling spatial-temporally dependent data
  E1287:  W. Wu
  On sufficient variable screening using log odds ratio filter
  E1289:  D. Li
  Reproducible learning for accelerated failure time models via deep knockoffs
  E1298:  Y. Bao, H. Dai, W. Liang
  Distributed instrumental variable analysis in three UK studies
Session EO185 Room: 201
Recent advances in causal inference and missing data Wednesday 02.8.2023   10:50 - 12:30
Chair: BaoLuo Sun Organizer: BaoLuo Sun
  E0976:  X. Shi
  Double negative control inference in test-negative design studies of vaccine effectiveness
  E0168:  Y.-T. Huang
  Nonparametric mediation analysis: Beyond the mean
  E0762:  Z. Liu
  A novel penalized inverse-variance weighted estimator for Mendelian randomization with applications to COVID-19 outcomes
  E1128:  W. Li
  Sparse causal mediation analysis with unmeasured mediator-outcome confounding
Session EO202 Room: 203
Statistical advances in genetic epidemiology Wednesday 02.8.2023   10:50 - 12:30
Chair: Debashree Ray Organizer: Debashree Ray
  E0251:  N. Zhao
  Integrative analysis of multiple microbiome studies
  E0372:  D. Ray
  Meta-analysis in family-based study of disease subtypes
  E0446:  I. Ionita-Laza
  Knockoff-based statistics for the identification of putative causal loci in genetic studies
  E0887:  J. Witte
  Polygenic risk score methods to improve disease screening
Session EO164 Room: 503
Recent advances in design and analysis of complex experiments Wednesday 02.8.2023   10:50 - 12:30
Chair: Luke Keele Organizer: Xinwei Deng
  E0326:  M.-C. Chang
  Supervised stratified subsampling: An approach to big data predictive analytics
  E0720:  C. Shi, H. Xu
  A projection space-filling criterion and related optimality results
  E1089:  W. Zheng
  Thompson sampling with discrete support
  E1107:  Y. Li
  A maximin $\Phi_{p}$-efficient design for multivariate generalized linear models
Session EO249 Room: 506
Statistics on manifolds Wednesday 02.8.2023   10:50 - 12:30
Chair: Tomonari Sei Organizer: Tomonari Sei
  E0929:  N. Deb
  Sinkhorn diffusion and Wasserstein mirror gradient flows
  E0727:  T.L.J. Ng, A. Zammit Mangion
  Mixture of normalizing flows for spherical density estimation
  E0799:  Y. Takazawa, T. Sei
  Theoretical properties of log-concave projections in CAT(0) orthant space
  E1034:  K. Yano, T. Sei
  Minimum information dependence modeling for mixed-domain data analysis
Session EO014 Room: 603
Statistical analysis in crime, insurance and production Wednesday 02.8.2023   10:50 - 12:30
Chair: Boris Choy Organizer: Boris Choy
  E0659:  J. Wang
  The effect of parole supervision on recidivism in New South Wales, Australia
  E0671:  T. Fung, J. Wang
  Modelling COVID and crime in the US as hierarchical time series
  E0690:  S. Gao, B. Choy, J. Gao
  Loss reserving using geometric processes
  E1245:  B. Choy
  Stochastic frontier analysis with scale mixtures of normal distributions
Session EO048 Room: 604
Recent developments on panel data analysis Wednesday 02.8.2023   10:50 - 12:30
Chair: Wendun Wang Organizer: Wendun Wang
  E0400:  X. Zhang, W. Wang, X. Zhang
  Asymptotic properties of the synthetic control method
  E0461:  X. Leng
  Panel quantile regression for extreme risk
  E0721:  Y. Sun, X. Leng
  Debiased inference for nonlinear panel maximum-likelihood models with two-way fixed effects
  E1012:  K. Miao, L. Su, X. Lu
  Estimation of heterogeneous panel data models with an application to program evaluation
Session EO108 Room: 605
New advances in Gaussian process modeling and computer experiments Wednesday 02.8.2023   10:50 - 12:30
Chair: Chih-Li Sung Organizer: Chih-Li Sung
  E1086:  L. Kang
  Dimension reduction for Gaussian process models via convex combination of kernels
  E0614:  M. Tan
  Multi-fidelity Gaussian process modeling with boundary information
  E1016:  W. Wang
  Sobolev calibration of imperfect computer models
  E1055:  L. Ding
  Scalable and efficient computation of additive Gaussian processes with applications to Bayesian optimization
Session EO129 Room: 606
Econometric modeling with time series Wednesday 02.8.2023   10:50 - 12:30
Chair: Tao Wang Organizer: Tao Wang
  E0237:  S. Wang, Y. Tu
  Model averaging factor-augmented quantile regressions with smooth structural change
  E0391:  T. Wang
  Kernel mode-based varying coefficient models with nonstationary regressors
  E1290:  B. Antoine, O. Boldea, N. Zaccaria
  Inference in linear models with structural changes and mixed identification strength
  E1108:  E. Kurozumi
  Fluctuation-type monitoring test for explosive behavior
Session EO098 Room: 702
Dynamic topological data analysis on time series data Wednesday 02.8.2023   10:50 - 12:30
Chair: Moo K Chung Organizer: Moo K Chung
  E0475:  M.K. Chung
  Topological state-space estimation of dynamically changing functional human brain networks
  E0557:  H. Ombao, A. El Yaagoubi Bourakna, M.K. Chung, S. Jiao
  Spectral topological data analysis for EEG brain signals
  E0904:  J.-H. Jung
  Topological data analysis of time-series data
  E1283:  Y. Wang, J. Yin
  Topological clustering and inference on heat-diffusion estimates of persistence diagrams
Session EO103 Room: 703
Advances in network data analysis Wednesday 02.8.2023   10:50 - 12:30
Chair: Guodong Li Organizer: Philip Yu
  E0541:  G. Li
  An efficient tensor regression for high-dimensional data
  E0267:  J. Gu, P. Yu
  Joint latent space models for ranking data and social network
  E0951:  P. Yu, Y. Zhuang, C. Wang
  Preference matrix completion with multiple network views based on graph neural networks
Session EO088 Room: 704
Ecological statistics modeling Wednesday 02.8.2023   10:50 - 12:30
Chair: Wen-Han Hwang Organizer: Wen-Han Hwang
  E0705:  Y. Wang, I. Flint, P. Vesk, N. Golding, A. xia
  Saturated pairwise interaction Gibbs point process as a joint species distribution model
  E0841:  M. Schofield
  Estimating population size: The importance of model and estimator choice
  E0853:  W.-H. Hwang
  Nc-mixture occupancy models
  E1168:  C. Ling
  Spatio-temporal joint modelling on moderate and extreme air pollution in Spain
Session EO065 Room: 705
Theory and methods for high-dimensional and complex data Wednesday 02.8.2023   10:50 - 12:30
Chair: Anuradha Roy Organizer: Anuradha Roy
  E0390:  T. Abe, M. Kuroda
  Simple EM algorithm for Cauchy-type distributions
  E0397:  A. Ishii, K. Yata, M. Aoshima
  Quadratic classifiers for high-dimensional noisy data
  E0528:  F. Maturo, A. Porreca
  Supervised classification of high-dimensional data through functional data augmentation and random forest
  E0575:  T. Kim, I. Kim, K.-A. Lee
  Weighted conditional network testing for multiple high-dimensional correlated data sets
Session EO250 Room: 708
New statistical methods in neuroimaging Wednesday 02.8.2023   10:50 - 12:30
Chair: John Kornak Organizer: John Kornak
  E0476:  J. Harezlak, L. Xiao
  Biclustering multivariate longitudinal data: Application to white matter recovery trajectories after sport-related mTBI
  E1115:  D. Tudorascu
  Linear effect of inter-scanner variability: Insights from paired cross-scanner T1-weighted images in elderly subjects
  E1180:  A. El Yaagoubi Bourakna, M.K. Chung, H. Ombao
  Causality-based topological ranking of brain regions during epileptic seizure
  E1264:  A. Scheffler, R. Guhaniyogi, R. Gutierrez
  Bayesian multi-object data integration in the study of primary progressive aphasia
Session EO244 Room: 709
The art and science of predictive modeling: From theory to practice Wednesday 02.8.2023   10:50 - 12:30
Chair: Le Zhou Organizer: Boxiang Wang
  E0399:  Q. Mai, J. Li
  Model-based low-rank tensor clustering
  E0429:  J. Ding
  A unified framework for understanding and quantifying model privacy in adversarial machine learning
  E0568:  G. Yu
  Completely pivotal estimation in multivariate response linear regression models
  E1054:  A. Yang
  Flexible regularized estimating equations: Some new perspectives
Parallel session H: EcoSta2023 Wednesday 02.8.2023 14:00 - 15:40

Session EV285 Room: Virtual R01
Applied econometrics and statistics Wednesday 02.8.2023   14:00 - 15:40
Chair: Marica Manisera Organizer: EcoSta
  E1032:  I. van de Werve, S.J. Koopman
  Finding the European crime drop using a panel data model with stochastic trends
  E1150:  M. Bosupeng
  A time-varying causality approach for Botswana's trade balance and its determinants
  E1143:  T.-H. Ke, H.-C. Huang, H.-Y. Shih
  Exploratory data analysis of innovation momentum: The application of semiconductor industry granted patents
Session EI004 Room: 102
Advances in Bayesian nonparametrics Wednesday 02.8.2023   14:00 - 15:40
Chair: Michele Guindani Organizer: Michele Guindani
  E0156:  I. Pruenster, B. Franzolini, A. Lijoi, G. Rebaudo
  Nonparametric priors for partially exchangeable data: dependence structure and borrowing of information
  E0157:  J. Lee
  Post-processed posteriors for high-dimensional covariances
  E0158:  L. Nguyen
  Inverse bounds and posterior contraction of the latent mixing measures
Session EO171 Room: 02
Joint modelling of multi-outcome data Wednesday 02.8.2023   14:00 - 15:40
Chair: Christiana Charalambous Organizer: Christiana Charalambous
  E0280:  R. Miao, C. Charalambous
  A general joint latent class model of longitudinal and survival data with covariance modelling
  E0717:  T. Chekouo
  A two-level copula joint model for joint analysis of longitudinal and competing risks data
  E0983:  C. Ma, J. Pan
  Modeling past event feedback through biomarker dynamics in the multistate event analysis for cardiovascular disease data
  E1130:  C. Charalambous, R. Miao
  Joint models for multi-outcome data and covariance structures via a Bayesian approach
Session EO251 Room: 03
Advanced statistical methods for biomedical data Wednesday 02.8.2023   14:00 - 15:40
Chair: Eunjee Lee Organizer: Eunjee Lee
  E0649:  J.Y. Park
  A fast and powerful spatial-extent inference for testing variance components in reliability and heritability studies
  E0703:  S. Kim, E. Lee
  A deep attention LSTM embedded aggregation network for multiple histopathological images
  E0779:  M. Miranda, J. Morris
  A fully Bayesian tensor basis model for multi-subject task fMRI data
  E0796:  L. Bantis, J. Tsimikas
  On optimal biomarker cutoffs accounting for misclassification costs in diagnostic trilemmas
Session EO307 Room: 04
Survival analysis and biomedical statistics Wednesday 02.8.2023   14:00 - 15:40
Chair: Dongdong Li Organizer: Takeshi Emura
  E0245:  C.-M. Chen
  The mean residual life model for the survival data with covariate measurement errors: Application to stage 5 CKD data
  E0673:  L. Xiang
  Mean residual life based illness-death model for semicompeting risks data
  E0642:  T. Emura, H. Michimae
  Bayesian ridge regression for survival data based on a vine copula based prior
  E0932:  M. Peng
  Estimating optimal treatment regimes in semi-supervised framework
Session EO091 Room: Virtual R02
Statistical methods and dependence in space and/or time Wednesday 02.8.2023   14:00 - 15:40
Chair: Moritz Jirak Organizer: Moritz Jirak
  E1084:  M. Lopes
  Dimension-free rates of bootstrap approximation for spectral statistics in high-dimensional PCA
  E1162:  M. Wahl
  A kernel-based analysis of Laplacian eigenmaps
  E1265:  J. Brutsche, A. Rohde
  Sharp adaptive similarity testing with pathwise stability for ergodic diffusions
  E1278:  M. Jirak
  Weak dependence and optimal quantitative self-normalized central limit theorems
Session EO150 Room: 201
Causal inference in observational studies Wednesday 02.8.2023   14:00 - 15:40
Chair: Yeonseung Chung Organizer: Yeonseung Chung
  E1029:  C. Kim
  Bayesian additive regression trees model for high-dimensional potential confounders
  E1117:  S. Bong, K. Lee, F. Dominici
  Differential recall bias in self-reported risk factors in observational studies
  E1198:  K. Kim, E. Kennedy, L. Wasserman
  Causal clustering
  E1308:  W. LEE
  Causal inference in environmental epidemiology research with large-size retrospective cohort data
Session EO145 Room: 203
Recent advances on quantile and tail analysis Wednesday 02.8.2023   14:00 - 15:40
Chair: Qian Xiao Organizer: Ting Zhang
  E0230:  Y. Zhao
  Whittle estimation based on the extremal spectral density of a heavy-tailed random field
  E0803:  W. Wu, S.S. Dhar
  Comparing time varying regression quantiles under shift invariance
  E0993:  Y. Hou
  Panel quantile regression for extreme risk
  E1003:  D. Li
  Systemic and systematic risks driven marginal expected shortfall
Session EO223 Room: 503
Bayesian modelling with mixture models Wednesday 02.8.2023   14:00 - 15:40
Chair: Cheng Li Organizer: Tommaso Rigon
  E0618:  F. Barile, B. Nipoti, S. Lunagomez
  Flexible modelling of heterogeneous populations of networks: A Bayesian nonparametric approach
  E0860:  C. Del Sole, A. Lijoi, I. Pruenster
  Hierarchically dependent mixture hazard rates for modelling competing risks
  E0882:  A. Zito, T. Rigon, D. Dunson
  Bayesian nonparametric modelling of latent partitions via Stirling-gamma priors
  E0886:  C.-L. Hsu, T. Rigon, D. Dunson
  Joint species distribution modeling with mixture models
Session EO046 Room: 506
Statistical learning in finance Wednesday 02.8.2023   14:00 - 15:40
Chair: Li-Hsien Sun Organizer: Li-Hsien Sun
  E0734:  C.-L. Kao, T. Pang, C.-D. Fuh
  Kullback-Leibler divergence and Akaike information criterion in general hidden Markov models
  E1042:  L.-H. Sun, M.-H. Hsieh, D.-H. Kuo
  Change point detection through copula-based Markov models
  E1095:  C. Chao, M.-E. Wu, M.-H. Hsieh
  A Method for Quantify the Characteristics of Voltaties on Financial Assets by using Fuzzy
  E1059:  C. Chang, T. Emura, S.-F. Huang
  Estimation of threshold boundary regression models
Session EO055 Room: 604
Econometrics and statistics for the digital asset economy Wednesday 02.8.2023   14:00 - 15:40
Chair: Jeffrey Chu Organizer: Stephen Chan, Jeffrey Chu
  E0745:  B. Hadji Misheva
  A time series approach to explainability for neural netswith applications to risk-management and fraud detection
  E0763:  Y. Chen
  Zigzag filtration curve based supra-hodge convolution networks for dynamic ethereum token networks forecasting
  E0791:  J. Chu
  The financial impact of war on cryptocurrencies
  E0838:  S. Chan
  Stylized facts of decentralized finance (DeFi)
Session EO134 Room: 606
Recent developments in time-series and econometrics Wednesday 02.8.2023   14:00 - 15:40
Chair: Shih-Feng Huang Organizer: Shih-Feng Huang
  E0316:  J. Yang
  An asymptotic behaviour of a finite-section of the optimal causal filter
  E0488:  L.-C. Lin, S.-W. Charng
  LIMOS--LightGBM interval Merton one-period-portfolio selection
  E0521:  H.-C. Wong, C.-K. Ing, W.-J. Tsay
  Consistent autoregressive spectral estimates under GARCH-type noises
  E0167:  S.-F. Huang
  Hysteretic multivariate Bayesian structural GARCH model with soft information
Session EO119 Room: 703
New directions in time series analysis Wednesday 02.8.2023   14:00 - 15:40
Chair: Sumanta Basu Organizer: Sumanta Basu
  E0817:  S. Lahiry, S. Basu, D. Mukherjee, K. Karpman
  Exploring financial networks using quantile regression and Granger causality
  E0878:  M. Bhattacharjee
  Asymptotic of large autocovariance matrices
  E0753:  S. Deb
  Using t-SNE in analyzing multivariate time series data
  E0898:  M. Duker
  High-dimensional latent Gaussian count time series
  E0830:  A. Betken, H. Dehling, A. Schnurr, I. Nuessgen, J. Woerner, J. Buchsteiner, A. Betken
  Ordinal pattern based time series analysis
Session EO136 Room: 705
Recent advances of high-dimensional data analysis Wednesday 02.8.2023   14:00 - 15:40
Chair: Jin-Ting Zhang Organizer: Jin-Ting Zhang
  E0201:  T. Zhu, J.-T. Zhang
  A further study on Chen-Qin's test for two-sample Behrens-Fisher problems for high-dimensional data
  E0243:  J.-T. Zhang, J.-T. Zhang, T. Zhu
  A fast and accurate kernel-based independence test
  E0273:  D. Huang, F. Wang, D. Rubin, S. Kou
  Catalytic priors: Using synthetic data to specify prior distributions in Bayesian analysis
  E0676:  T. Yu, P. Li, B. Chen, J. Qin
  Maximum profile binomial likelihood estimation for the semiparametric Box--Cox power transformation model
Session EO179 Room: 708
Snapshot on current functional data methodologies Wednesday 02.8.2023   14:00 - 15:40
Chair: Frederic Ferraty Organizer: Frederic Ferraty
  E0499:  D. Telesca
  Covariate adjusted mixed membership models for functional data
  E0580:  F. Scheipl, M. Hermann
  Geometric and topological perspectives on unsupervised functional data analysis
  E0724:  J. Song
  Functional predictor selection and its nonasymptotic behavior
Session EO151 Room: 709
Recent advances in panel data econometrics Wednesday 02.8.2023   14:00 - 15:40
Chair: Takahide Yanagi Organizer: Takahide Yanagi
  E0217:  Y. Wang
  Low-rank panel quantile regression: Estimation and inference
  E0179:  S. Ishimaru
  What do we get from two-way fixed effects regressions? Implications from numerical equivalence
  E0478:  A.A. Pua, M. Fritsch, J. Schnurbus
  Using extreme bounds analysis to assess reproducibility
  E0196:  Y.L. Cheung
  Fixed-T estimation of matrix-valued factor models
Session EC303 Room: 603
Empirical finance Wednesday 02.8.2023   14:00 - 15:40
Chair: Feiyu Jiang Organizer: EcoSta
  E1122:  C.F.C. Chu, P.K.D. Chan
  Simulation of high-fidelity limit order book data with machine learning model for Asia exchange markets
  E1207:  M. Jennings, C. Zhang, A. Cartea, M. Cucuringu
  A similarity-based approach to covariance forecasting
Session EC300 Room: 605
Macroeconometrics Wednesday 02.8.2023   14:00 - 15:40
Chair: Caleb Miles Organizer: EcoSta
  E0444:  J. Ma, Y. Han
  Estimating the interest rate trend in a shadow rate term structure model
  E0654:  S. Streicher, A. Rathke
  Improving output gap estimation: A bottom-up approach
  E0852:  B.D.T. Nguyen, T.T.H. Nguyen
  Macroprudential stress testing: A proposal for the United States fund sector
  E1176:  L. Donayre, I. Panovska
  The speed of state-level recoveries
Session EC289 Room: 701
Applied statistics Wednesday 02.8.2023   14:00 - 15:40
Chair: Wendun Wang Organizer: EcoSta
  E0307:  S. Lee, J. Lim
  Censored experiments for computing the average run length
  E0810:  T.-Y. Lin
  Comparing product quality using a distribution-wise index
  E1018:  B. Yin, K. Hayakawa
  The mean group estimators for multi-level autoregressive models with intensive longitudinal data
  E1132:  U. Dang, W. Tu, S. Dang
  Gaussian mixture models for changepoint detection
Session EC271 Room: 702
Networks and graphical models Wednesday 02.8.2023   14:00 - 15:40
Chair: Boris Choy Organizer: EcoSta
  E1001:  P.H. Cheng
  Assessing weather risk: A non-parametric test for network independence with distance covariance
  E1163:  T.K.H. Nguyen, D. Risso, M. Chiogna, K. Van Den Berge
  Structure learning of graphical models for count data, with applications to single-cell RNA sequencing
  E1313:  K. Fu, J. Hu
  Two-sample test for stochastic block models via maximum entry-wise deviation
  E1214:  T. Yang, J. Suzuki
  Extension of LiNGAM to functional data
Session EC260 Room: 704
Computational statistics and econometrics Wednesday 02.8.2023   14:00 - 15:40
Chair: David Nott Organizer: EcoSta
  E0728:  D. Li
  A minibatch Gibbs sampler for scalable large-scale Bayesian inference on latent variable models
  E1120:  J. Hou-Liu, R. Browne
  Generalized linear models for massive data via doubly-sketching
  E1182:  A. Sharp, R. Browne
  Maximum contribution to the likelihood: An estimation approach for stochastic expectation-maximization algorithm
  E1282:  C. Meng
  Efficient algorithms for large-scale optimal transport problems
Parallel session I: EcoSta2023 Wednesday 02.8.2023 16:10 - 17:50

Session EO200 Room: 02
Advances in time series econometrics Wednesday 02.8.2023   16:10 - 17:50
Chair: Jihyun Kim Organizer: Jihyun Kim
  E0207:  Y.-K. Kim, J. Kim
  Instrumental factor models for high-dimensional functional data
  E0212:  S. Lee
  A trajectories-based approach to measuring intergenerational mobility
  E0213:  W.-K. Seo, M. Nielsen, D. Seong
  Inference on nonstationarity and common stochastic trends in high-dimensional or functional time series
  E0219:  B. Kwak, A. Kriwoluzky, O. Holtemoeller
  Is there an information channel of monetary policy?
Session EO099 Room: 03
High dimensional regression in biomedical applications Wednesday 02.8.2023   16:10 - 17:50
Chair: Johan Lim Organizer: Johan Lim
  E0287:  X. Wang, Y. Cheng, Y. Xia
  Bayesian multi-task learning for medicine recommendation based on online patient reviews
  E0533:  S. Katayama
  High dimensional tests on multivariate regressions under confounding
  E0935:  S. Park, J. Lim, X. Wang, T. Wang
  Selection problems in multiple instance learning
  E0996:  O. Ozturk, O. Kravchuk, R. Jarrett
  Models for cluster randomised designs using ranked set sampling
Session EO025 Room: 04
Survival analysis with medical and health data science Wednesday 02.8.2023   16:10 - 17:50
Chair: Takeshi Emura Organizer: Takeshi Emura
  E0244:  Z. Zhang
  A bivariate time-varying copula joint model for longitudinal measurements and time-to-event data
  E0515:  H.-W. Lin
  Statistical methods for integrating longitudinal and cross sectional data: A real case study
  E0844:  N. Taketomi, K. Yamamoto, C. Chesneau, T. Emura
  Parametric distributions for survival analysis, a review and historical sketch
  E0940:  D. Li
  Distributed Cox proportional hazards regression using summary-level information
Session EO135 Room: Virtual R01
Bayesian non-parametric modelling with applications Wednesday 02.8.2023   16:10 - 17:50
Chair: Andrea Cremaschi Organizer: Andrea Cremaschi
  E0335:  X. Miscouridou
  Cox-Hawkes: Doubly stochastic spatiotemporal Poisson processes
  E1030:  R. Argiento, L. Paci, E. Filippi-Mazzola
  Model-based clustering for categorical data via Hamming distance
  E0502:  M. De Iorio, W. van den Boom, A. Beskos
  Bayesian learning of graph substructures
  E0925:  G. Page, J.J. Quinlan Binelli, M. Castro
  Joint random partition models for multivariate change point analysis
Session EO100 Room: Virtual R02
Machine learning theory and robustness Wednesday 02.8.2023   16:10 - 17:50
Chair: Yiming Ying Organizer: Yiming Ying, Andreas Christmann
  E1039:  Z.-C. Guo, X. Guo, L. Shi
  Convergence analysis for functional online learning algorithms
  E1110:  H. Koehler
  Lp-consistency of regularized kernel methods and its connection to risk consistency
  E1179:  D. Xiang
  Mathematical foundations of outcome weighted learning in precision medicine
  E1280:  Y. Ying
  Generalization analysis for contrastive deep representation learning
Session EO201 Room: 201
Treatment effect heterogeneity and related topics Wednesday 02.8.2023   16:10 - 17:50
Chair: Seojeong Jay Lee Organizer: Seojeong Jay Lee
  E0329:  F. Yu
  Tests for heterogeneous treatment effect
  E0339:  D. Kim, P. Pal
  Nonparametric estimation of sponsored search auctions and impacts of ad quality on search revenue
  E0716:  S.J. Lee, V. Panchenko, W. Tian
  Synthetic controls with multiple outcomes: estimating the effects of NPIs in the COVID-19 Pandemic
  E0764:  J. Choi
  How does a better design improve the OLS regression?
Session EO222 Room: 203
Advances in graphical models Wednesday 02.8.2023   16:10 - 17:50
Chair: Federico Camerlenghi Organizer: David Rossell
  E0527:  D. Sulem, V. Rivoirard, J. Rousseau
  Scalable variational Bayes methods for interacting point processes
  E0660:  A. Avalos Pacheco, A. Lazzerini, M. Lupparelli, F. Stingo
  Bayesian inference of multiple Ising models for heterogeneous data
  E0732:  M. Lupparelli, L. La Rocca, A. Roverato
  An ANOVA-like decomposition of logistic regression parameters
  E1043:  G. Consonni, F. Castelletti, M. Della Vedova
  Causal inference for categorical graphical models
Session EO143 Room: 503
Recent advances in Bayesian methods: Prediction and causal inference Wednesday 02.8.2023   16:10 - 17:50
Chair: Kenichiro McAlinn Organizer: Kenichiro McAlinn
  E1234:  V. Pena
  Comparing two multivariate stochastic volatility models
  E1260:  K. Takanashi, K. McAlinn
  Inadmissibility and transience
  E1274:  M. Kato, A. Fukuda, K. Takanashi, K. McAlinn, A. Ohda, M. Imaizumi
  Synthetic control methods through predictive synthesis
  E1276:  K. McAlinn, K. Takanashi, S. Sugasawa
  Bayesian causal synthesis for meta-inference on heterogeneous treatment effects
Session EO313 Room: 603
Financial modelling in changing market conditions Wednesday 02.8.2023   16:10 - 17:50
Chair: Christina Erlwein-Sayer Organizer: Christina Erlwein-Sayer
  E0735:  F. Woebbeking, N. Packham
  Correlation scenarios and correlation stress testing
  E0807:  C. Erlwein-Sayer, S. Grimm, T. Sayer
  HMM-enhanced LSTM for electricity spot price prediction
  E0842:  N. Packham
  Risk factor detection with methods from explainable ML
  E0417:  A. Petukhina
  Blockchain characteristics and systematic risk: A neural network based factor model for cryptocurrencies
Session EO082 Room: 604
New advances in time series econometrics: Theory and applications Wednesday 02.8.2023   16:10 - 17:50
Chair: Kun Chen Organizer: Kun Chen
  E0363:  H.-H. Huang, S.-H. Yu, C.-K. Ing
  Negative moment bounds for autocovariance matrices of stationary processes driven by conditional heteroscedastic errors
  E1118:  Y. Tao
  Does digital finance upgrade trickle-down consumption effect in China?
  E1091:  R. Huang
  Sparse causal dynamic linear regression
  E1075:  K. Chen, N.H. Chan, C.-K. Ing, H.-H. Huang
  Consistent order selection for ARFIMA processes
Session EO246 Room: 605
Estimation, inference and forecasting in panel data analysis Wednesday 02.8.2023   16:10 - 17:50
Chair: Xiaoyi Han Organizer: Xiaoyi Han
  E0700:  C. Yahui, H. Xiaoyi, Z. Jiajun
  GMM and root estimations of spatial dynamic panel data models with unknown heteroskedasticity and dominant units
  E0713:  N. Liu
  Uniform inference for nonparametric panel model with fixed effects
  E0784:  C.S.H. Wang
  Return and volatility forecasting in mixed panels
  E0981:  X. Han, Y. Xu, Y. Huang, L. Fan, M. Xu, S. Gao
  Seeding efficient large-scale public health interventions in diverse spatial-social networks
Session EO199 Room: 606
Complex time series Wednesday 02.8.2023   16:10 - 17:50
Chair: Feiyu Jiang Organizer: Wai-keung Li
  E0366:  K. Lu, H. Yuan, Y. Guo, G. Li
  HAR-Ito models and their high-dimensional statistical inference
  E0449:  K. Wei, Y. Xia
  Test of serial dependence or cross dependence for time series with underreporting
  E0483:  K. Zhu
  Quantiled conditional variance, skewness, and kurtosis by Cornish-Fisher expansion
  E1172:  W.-K. Li
  Testing for innovation symmetry in multivariate generalized autoregressive conditional heteroskedastic models
Session EO237 Room: 701
Statistics in sports Wednesday 02.8.2023   16:10 - 17:50
Chair: Marica Manisera Organizer: Paola Zuccolotto, Marica Manisera
  E0622:  C. Ekstrom, A.K. Jensen
  Having a ball: Evaluating scoring streaks and game excitement using in-match trend estimation
  E0530:  A. Macis, M. Sandri, M. Manisera, P. Zuccolotto
  Evaluating the risk of injury in NBA players
  E0353:  C. Ley, F. Felice, A. Groll
  Statistically enhanced learning for better predictions
  E0664:  U. Brefeld
  Pattern recognition in elite soccer with only a few labeled situations
Session EO306 Room: 702
Recent developments in spectral image data analysis Wednesday 02.8.2023   16:10 - 17:50
Chair: Yunlong Feng Organizer: Yunlong Feng
  E0232:  A. Khmaladze
  Assessment of Raman hyperspectral data from proteins
  E0271:  A. Marinoni
  Boosting climate change adaptation and mitigation by integrated remote sensing image analysis
  E0876:  A. Valm
  Improved spectral unmixing of highly complex biological fluorescence images using a priori knowledge
  E0954:  F. Kizel
  Novel approaches for hyperspectral sensor-based BRDF measurement
Session EO067 Room: 703
Spatial and network econometrics Wednesday 02.8.2023   16:10 - 17:50
Chair: Tadao Hoshino Organizer: Tadao Hoshino
  E0584:  C.-S. Hsieh
  Unequally sampled networks: Biases and corrections
  E0686:  D. Murakami, S. Sugasawa
  Sub-model aggregation for scalable spatially varying coefficient modeling
  E0864:  Z. Yang, X. Meng
  Spatial panel data models with time-varying network structures and multi-dimensional fixed effects
  E0394:  T. Hoshino
  Causal inference and interpretation of linear social interaction models with endogenous networks
Session EO068 Room: 705
Recent advances in large-scale data analysis Wednesday 02.8.2023   16:10 - 17:50
Chair: Xiaojun Mao Organizer: Xiaojun Mao
  E0382:  X. Wang
  Composite smoothed quantile regression
  E1310:  X. Zhang
  Robust personalized federated learning with sparse penalization
  E1318:  Y. Zhang
  An efficient tensor regression for high-dimensional data
  E1319:  Z. Wang, X. Mao, J.K. Kim
  Functional calibration under non-probability survey sampling
Session EO023 Room: 708
High-dimensional and spatial functional data Wednesday 02.8.2023   16:10 - 17:50
Chair: Alexander Petersen Organizer: Alexander Petersen
  E0269:  E. Solea
  Joint estimation of heterogeneous non-Gaussian functional graphical models with fully and partially observed curves
  E0336:  A. Datta
  Graphical Gaussian processes for high-dimensional multivariate spatial data
  E0958:  H.L. Shang, Y. Sun, C.F. Jimenez Varon
  Forecasting high-dimensional functional time series: Application to sub-national age-specific mortality
  E0971:  L. Shao, F. Yao
  Robust functional data analysis for discretely observed data
Session EO120 Room: 709
Advances in time series, random forests and causal inference Wednesday 02.8.2023   16:10 - 17:50
Chair: Hiroshi Shiraishi Organizer: Hiroshi Shiraishi
  E0170:  X. Zeng, Y. Kakizawa
  ADCINAR(1) process and bias-correction of some estimators
  E0460:  H. Shiraishi, T. Nakamura, R. Suzuki
  Asymptotic property for generalized random forests
  E0525:  T. Nakamura
  Variable importance measure for generalized random forest
  E0573:  C. Benard
  Variable importance for random forests: Inconsistency and practical solutions for MDA and Shapley effects
Session EC256 Room: 102
Financial econometrics I Wednesday 02.8.2023   16:10 - 17:50
Chair: Toshiaki Watanabe Organizer: EcoSta
  E0194:  P. Fiszeder, M. Malecka
  Robust estimation of the range-based GARCH model: Application for cryptocurrencies
  E0509:  A. Quaini, F. Trojani, M. Yuan
  Intrinsic factor risk premia
  E1244:  M. Magris, A. Iosifidis
  Modelling volatility with variational inference priciples
  E0197:  G. Mitrodima, J. Oberoi
  CAViaR models for value at risk and expected shortfall with long range dependency features
Session EC262 Room: 506
Bayesian methods Wednesday 02.8.2023   16:10 - 17:50
Chair: Boris Choy Organizer: EcoSta
  E0992:  G. Li, R. Leon-Gonzalez
  Nuisance parameters, modified profile likelihood and Jacobian prior
  E1222:  S. Nakakita
  Langevin-type Monte Carlo algorithms for weakly differentiable non-convex potentials
  E1228:  H. Park
  Bayesian estimation of covariate assisted principal regression for brain functional connectivity
  E1247:  E. Mise, S. Dhami, A. al-Nowaihi, J. Cannam
  An efficient Bayesian estimation of nonlinear hierarchical decision models
Session EC275 Room: 704
Forecasting Wednesday 02.8.2023   16:10 - 17:50
Chair: Kaiji Motegi Organizer: EcoSta
  E0205:  P.J. Cayton
  Alternative percentage error measures for forecasting intermittent and lumpy time series
  E0415:  V. Monschang, M. Trede, W. Bernd
  An improved test for uniform superior predictive ability
  E0964:  C. Schult, K. Heinisch, F. Scaramello
  Advancing forecast accuracy analysis: A partial linear instrumental variable and double machine learning approach
  E1181:  P. Piboonrungroj
  Comparison between forecasting and nowcasting of digital economy
Session EP326 Room: Poster session I
Poster Session I Wednesday 02.8.2023   16:10 - 17:50
Chair: Cristian Gatu Organizer: EcoSta
  E0320:  S.K. Choy, Y.L. Mo
  Unsupervised fuzzy statistical learning and its applications in image segmentation
  E0325:  C.C. Siu, W.Y. Tsui, G. Ma
  Optimal investment with return predictability and trading frictions: An asymptotic approach
  E0330:  C.K.W. Yu, J. Leung
  Subgradient methods for quasi-convex optimization with applications
  E0406:  H.M. Ng, K.Y. Wong
  A global kernel estimator for partially linear varying coefficient additive hazards models
  E0572:  K.L. Chu
  Bit-plane probability model and its application in image segmentation
  E0617:  H. Kim, E. Lee
  Prediction of apartment sale price indices using functional linear models
  E0747:  Y.S. Lee, E. Lee
  Detection of genetic variation related to Alzheimer's disease using functional data analysis
  E0848:  N. Smit, R. de Jongh, H. Venter
  Good subsets approach to variable selection
Parallel session J: EcoSta2023 Wednesday 02.8.2023 18:00 - 19:15

Session EV263 Room: 102
Bayesian methods (virtual) Wednesday 02.8.2023   18:00 - 19:15
Chair: Cheng Li Organizer: EcoSta
  E1068:  C. Scricciolo, J. Rousseau
  Wasserstein convergence in Bayesian deconvolution models
  E1226:  D. Gunawan, R. Kohn, P. Chatterjee
  The block-correlated pseudo marginal sampler for state space models
  E0927:  C. Frevent, M.S. Ahmed, S. Dabo, M. Genin
  A Bayesian shared-frailty spatial scan statistic model for time-to-event data
Session EV278 Room: 203
Machine learning (virtual) Wednesday 02.8.2023   18:00 - 19:15
Chair: Yongdai Kim Organizer: EcoSta
  E0491:  Y. Zhang
  Learning rates of convolutional neural networks with correntropy induced loss
  E1093:  S. Muehlbauer, E. Weber
  Machine learning for labor market matching
  E1133:  S. Maggio, V. Distefano, S. De Iaco
  A hybrid two-step approach for assessing the probability of training needs on artificial intelligence systems
Session EO173 Room: 04
Survival analysis: Theory and methods Wednesday 02.8.2023   18:00 - 19:15
Chair: Takeshi Emura Organizer: Takeshi Emura
  E0636:  K. Burke, F.-Z. Jaouimaa, I.D. Ha
  Hierarchical penalized distributional regression models for survival data
  E0681:  S. Schneider
  An approach for long-term survival data with dependent censoring
  E0846:  C. Moreira
  Analysis of doubly truncated data
Session EO027 Room: Virtual R01
Asset pricing, and risk attitudes towards rare disasters Wednesday 02.8.2023   18:00 - 19:15
Chair: Go Charles-Cadogan Organizer: Go Charles-Cadogan
  E1256:  M. Zanecki
  On the predictability of stock returns using predictive equity analytics with dynamic state space
  E1320:  J. Liang, C.Y.-H. Chen, B. Chen
  Robo-advising under rare disasters
  E1255:  G. Charles-Cadogan
  Quantitative easing of fear during rare disasters
Session EO144 Room: Virtual R02
Environmental data modeling, prediction and risk assessment Wednesday 02.8.2023   18:00 - 19:15
Chair: Stefano Rizzelli Organizer: Stefano Rizzelli
  E0856:  S. Padoan, S. Rizzelli, C. Dombry
  Bayesian inference and probabilistic forecasting for the peaks over threshold approach
  E0837:  J. Koh
  Predicting risks of temperature extremes using large-scale circulation patterns with r-Pareto processes
  E0579:  M. Pegoraro
  Wasserstein distributional data analysis with application to wind forecasting
  E0585:  M. Peruzzi
  Bayesian multi-species N-mixture models for large scale spatial data in community ecology
Session EO035 Room: 201
Advances in modelling ordinal and mixed-type data (virtual) Wednesday 02.8.2023   18:00 - 19:15
Chair: Monia Ranalli Organizer: Cristina Mollica
  E0765:  M. Angelelli, S. Arima, C. Catalano, E. Ciavolino
  Estimation and accuracy evaluation of cyber-risk prioritization for threat intelligence
  E1037:  F. Porro
  An analysis of mine-related insurance data using a compositional approach
  E1124:  M. Ranalli, R. Rocci
  Parsimonious and semi-constrained models for clustering mixed-type data through a composite likelihood approach
Session EO021 Room: 506
ML in electricity pricing, actuarial loss reserving and efficiency analysis Wednesday 02.8.2023   18:00 - 19:15
Chair: Yuning Zhang Organizer: Boris Choy
  E1041:  G. Kapoor, N. Wichitaksorn
  New Zealand electricity price forecasting: An analysis of statistical and machine learning models with feature selection
  E0648:  Y. Zhang, B. Choy, J. Gao
  Stochastic loss reserving with long short term memory
  E1033:  Z. Wei, H. Sang, N. Coulibaly
  Bayesian nonparametric machine learning approach for efficiency analysis
Session EO066 Room: 604
Recent advances in econometrics Wednesday 02.8.2023   18:00 - 19:15
Chair: Seok Young Hong Organizer: Seok Young Hong
  E0746:  S. Ge
  Augment large covariance matrix estimation with auxiliary network information
  E0565:  S. Li, O. Linton, C. Dong, G. Connor
  A dynamic semiparametric characteristics-based model for optimal portfolio selection
  E1097:  S. Yu, Y. Li, I. Nolte, S. Nolte
  Nonparametric range-based estimation of integrated variance with episodic extreme return persistence
Session EO045 Room: 605
Hawkes processes in econometrics and statistics Wednesday 02.8.2023   18:00 - 19:15
Chair: Yoann Potiron Organizer: Yoann Potiron
  E0182:  O. Scaillet, Y. Potiron, S. Yu
  Estimation of integrated intensity in Hawkes processes with time-varying baseline
  E0413:  C. Aubrun, J.-P. Bouchaud, M. Benzaquen
  Modelling financial volatility with quadratic Hawkes
  E0652:  Y. Potiron, V. Volkov
  Mutually exciting point processes with latency
Session EO152 Room: 702
Random matrix theory for complex data (virtual) Wednesday 02.8.2023   18:00 - 19:15
Chair: Jesus Arroyo Organizer: Cheng Wang
  E0314:  N. Parolya, T. Bodnar
  Resurrecting pseudoinverse: Asymptotic properties of large Moore-Penrose inverse with applications
  E1099:  Y. Yang, H. Xiao Han
  Spiked eigenvalues of high-dimensional sample autocovariance matrices: CLT and applications
  E1189:  A. Srakar
  Covariance and autocovariance estimation on a Liouville quantum gravity sphere in a functional context
Session EO192 Room: 703
Advances in time series and spatial data analysis Wednesday 02.8.2023   18:00 - 19:15
Chair: Soudeep Deb Organizer: Soudeep Deb
  E0656:  C.F. Jimenez Varon, Y. Sun, T.-H. Li
  Semiparametric estimation method for quantile coherence with an application to financial time series clustering
  E0688:  P. Moraga
  Bayesian spatial modeling for data fusion adjusting for preferential sampling
  E0821:  I. Dattner
  Recent advances in parameter estimation and model selection of differential equations with application for digital twins
  E1335:  M. Podder
  A nonparametric method for the detection of changepoints in multivariate time series
Session EO220 Room: 705
Estimation for models with complex structural data Wednesday 02.8.2023   18:00 - 19:15
Chair: Qian Lin Organizer: Lixing Zhu
  E1027:  N. Zhou
  Semiparametric efficient estimation of genetic relatedness with double machine learning
  E1261:  X. Li, Y. Liu, Y. Wu, L. Zhu
  Quantile regression with asynchronous longitudinal data
  E1272:  Q. Lin, D. Huang, S. Tian
  Sliced inverse regression with large structural dimension
Session EC325 Room: 02
Non-parametric hypothesis testing Wednesday 02.8.2023   18:00 - 19:15
Chair: Michele Guindani Organizer: EcoSta
  E0323:  N. Koning
  The Surprising Power of Subgroup Selection in High-Dimensional Multiple Testing
  E0340:  T. Lando, S. Legramanti
  Testing second-order stochastic dominance
  E0454:  P. Oliveira, I. Arab, T. Lando
  Stochastic monotonicity of statistical functionals with testing application
Session EC328 Room: 03
Missing data Wednesday 02.8.2023   18:00 - 19:15
Chair: Masayuki Hirukawa Organizer: EcoSta
  E0184:  M. Chaouch, N. Laib
  Regression estimation for continuous time functional data processes with missing at random response
  E1156:  A. Cosma, A. Kostyrka, G. Tripathi
  Missing endogenous variables in conditional moment restriction models
  E1160:  Z. Feng, J. May, S. Adamovicz
  Approaches for handling missing values and their impacts on biological inferences: A molecular rate case study
Session EC304 Room: 503
Asset allocation Wednesday 02.8.2023   18:00 - 19:15
Chair: Yifeng Guo Organizer: EcoSta
  E1211:  K. Ito, N. Makimoto
  Dynamic dependence of equity market factors and empirical analysis of tail risk parity factor portfolio
  E0277:  Y. Guo
  Conditional value-at-risk portfolio optimization in high dimensions
Session EC280 Room: 603
Risk analysis Wednesday 02.8.2023   18:00 - 19:15
Chair: Malika Hamadi Organizer: EcoSta
  E1151:  N.H.U. Dewi, K. Syuhada
  Exploring and forecasting stochastic risk of payments series for loan and pension scheme
  E1205:  M. Hamadi, A. Heinen, J. Juste
  Credit risk in microcredit markets
  E1149:  S.-P. Feng
  Stock liquidity and value at risk for options
Session EC315 Room: 606
Econometric theory Wednesday 02.8.2023   18:00 - 19:15
Chair: Teppei Ogihara Organizer: EcoSta
  E1104:  U. Hassler, M. Hosseinkouchack
  Ratio tests using the Cauchy distribution: A simple principle
  E1022:  S. Srisuma
  Uniform convergence rates for nonparametric estimators of a density function when the density has a known pole
  E1210:  J.H. Lee
  Hypothesis testing for mediation effects in a generalized regression model
Session EC299 Room: 701
Stochastic volatility Wednesday 02.8.2023   18:00 - 19:15
Chair: Toshiaki Watanabe Organizer: EcoSta
  E0256:  Y. Bao, Y.L. Cheung
  Idiosyncratic volatility factor and macroeconomic risks
  E0374:  M. Zaharieva
  Infinite sparse factor stochastic volatility model
  E1218:  Y. Kurose
  Stochastic volatility model with range-based correction and leverage
Session EC190 Room: 704
Time series II Wednesday 02.8.2023   18:00 - 19:15
Chair: Zudi Lu Organizer: EcoSta
  E0260:  A. Freitas, A. Silva
  A new SSA-based procedure for detecting structural changes in a time series
  E0868:  F. Papagni, D. Ferrari, G. Goracci
  Bias-reducing penalization for the Whittle likelihood
  E0261:  P. Macedo, J. Duarte, M. Costa, M. Madaleno
  A two-stage maximum entropy approach for time series regression
Session EC268 Room: 708
Complex data analysis Wednesday 02.8.2023   18:00 - 19:15
Chair: Ray-Bing Chen Organizer: EcoSta
  E0396:  R. Guan, T.-I. Lin, W. Cheng
  Finite mixture model based on the GSMMGN family with several interval censoring
  E0701:  C.-H. Yang
  Nested Grassmannians for dimensionality reduction with applications
  E1066:  S. Lopez Pintado, X. Dai
  Tukey's depth for object data
Session EC267 Room: 709
High-dimensional data analysis Wednesday 02.8.2023   18:00 - 19:15
Chair: Sang-Yun Oh Organizer: EcoSta
  E0258:  S. Wu
  Constrained approaches in learning high-dimensional sparse structures: Statistical optimality and optimization tools
  E0988:  M. Demosthenous, C. Gatu, E. Kontoghiorghes
  Computational strategies for regression model selection in the high-dimensional case
  E1141:  T. Honda
  Forward variable selection for ultra-high dimensional models
Parallel session K: EcoSta2023 Thursday 03.8.2023 07:30 - 09:10

Session EV269 Room: 704
Estimation and inference (virtual) Thursday 03.8.2023   07:30 - 09:10
Chair: Daoji Li Organizer: EcoSta
  E0436:  Y. Dong
  Doubly robust identification and estimation of the LATE model with a continuous treatment
  E1299:  H. Kwon, Y. Liao, J. Choi
  Inference for low-rank models without rank estimation
  E0264:  Y. Kim, S. Choi, S. Park, D. Bandyopadhyay, T. Choi
  Inverse weighted quantile regression with partially interval-censored data
  E0931:  T. Moriyama
  A semiparametric approach in estimating sample maximum distribution
Session EO125 Room: 03
Modern statistical inference for complex data (virtual) Thursday 03.8.2023   07:30 - 09:10
Chair: Meimei Liu Organizer: Meimei Liu, Hongxiao Zhu
  E0398:  T. Li
  Fitting low-rank models on egocentrically sampled partial networks
  E1038:  M. Li
  Operator-induced structural variable selection at scale: iBART and materials GWAS
  E1078:  S. Chen
  Multilayer network model for joint analysis of structural brain imaging vector and functional connectome matrix
  E1138:  X. Xing, Y. Ye, M. Liu
  Flow-based conditional predictive inference
Session EO153 Room: Virtual R01
Interpretable statistics and ML for biological and biomedical data (virtual) Thursday 03.8.2023   07:30 - 09:10
Chair: Wei Vivian Li Organizer: Wei Vivian Li
  E0183:  X. Zhou
  Reference-informed spatial domain detection for spatial transcriptomics
  E0781:  S. Roy
  Unsupervised learning approaches for bulk and single cell genomics
  E0562:  K.-A. Le Cao
  Using community-wide data to address (some) challenges in single cell data
  E0638:  L. Zhang
  Detection of short identity-by-descent segments using low-frequency variants
Session EO130 Room: Virtual R02
Modern and innovative statistical learning methods for complex data (virtual) Thursday 03.8.2023   07:30 - 09:10
Chair: Guannan Wang Organizer: Guannan Wang
  E0246:  Z. Gu, S. Yu, G. Wang, L. Wang
  TSSS: A novel triangulated spherical spline smoothing for data distributed on complex surfaces
  E0455:  L. Wang, G. Wang, Y. Wang
  Modeling and inference for 3D complex objects
  E0473:  X. Song, K.K. Dobbin
  Evaluating biomarkers for treatment selection from reproducibility studies
  E0553:  Y. Sun, J. Kang, C. Haridas, N. Mayne, A. Potter, C.-F.J. Yang, D. Christiani, Y. Li
  Penalized deep partially linear cox models with application to CT scans of lung cancer patients
Session EO118 Room: 201
High-dimensional mediation analysis (virtual) Thursday 03.8.2023   07:30 - 09:10
Chair: Shuoyang Wang Organizer: Yuan Huang
  E1085:  X. Cai, Y. Zhu, Y. Huang
  Comparisons of variable selection and inference methods in high-dimensional mediation analysis
  E1102:  S. Wang, R. Li, Y. Huang
  Quantile mediation analysis with convoluted confounding effects via deep neural networks
  E1140:  Y. Jiang, L. Xie, H. Zhang, M. Ray, C. Wu
  A joint approach to screen high dimensional mediators in epigenetic data with repeated outcomes
  E1223:  Y. Im
  Bayesian high-dimensional mediation analysis incorporating neighborhood information
Session EO101 Room: 203
Causal inference: Methods and applications (virtual) Thursday 03.8.2023   07:30 - 09:10
Chair: Subir Ghosh Organizer: Subir Ghosh
  E0670:  S. Chen, Z. Jiang, P. Ding
  An instrumental variable method for point processes: generalized Wald estimation based on deconvolution
  E0802:  Y. Zhu, V. Chernozhukov, K. Wuthrich
  A t-test for synthetic controls
  E0822:  S. Pimentel, Y. Huang
  Covariate-adaptive randomization inference in matched designs
  E0877:  L. Lei
  Double-robust two-way-fixed-effects regression for panel data
Session EO184 Room: 503
Bayesian methods and scalable computation for emerging studies (virtual) Thursday 03.8.2023   07:30 - 09:10
Chair: Zhenke Wu Organizer: Zhenke Wu
  E0537:  Z. Li
  A Bayesian hierarchical model for mortality surveillance using partially verified verbal autopsy data
  E0532:  Z. Wu
  Tree-regularized Bayesian latent class analysis: Addressing weak separation in small-sized subpopulations
  E0928:  F. Bu
  Bayesian methods for vaccine safety surveillance using federated data sources
  E1267:  R. Morsomme, J. Xu
  Exact inference for stochastic epidemic models via uniformly ergodic block sampling
Session EO233 Room: 506
Advances in model-based clustering (virtual) Thursday 03.8.2023   07:30 - 09:10
Chair: Yingying Zhang Organizer: Shuchismita Sarkar
  E0442:  S.D. Tomarchio, A. Punzo, L. Bagnato
  Model-based clustering for tensor-variate data
  E0840:  S. Columbu, N. Piras, J. Vermunt
  On the estimation of multilevel cross-classified latent class models
  E0603:  Y. Zhang, V. Melnykov, I. Melnykov
  On model-based clustering of directional data with heavy tails and scatter
  E0637:  R. Zheng, Y. Melnykov, Y. Zhang
  Model-based clustering on the spatial-temporal and intensity patterns of tornadoes
  E0775:  Y. Melnykov, V. Melnykov, X. Zhu
  Transformation mixture modeling for skewed data groups with heavy tails and scatter
Session EO182 Room: 603
Recent advances in nowcasting (virtual) Thursday 03.8.2023   07:30 - 09:10
Chair: Ekaterina Smetanina Organizer: Ekaterina Smetanina
  E0327:  E. Ghysels, A. Babii, J. Striaukas, R. Ball
  Panel data nowcasting: The Case of price-earnings ratios
  E0770:  M. Modugno, D. Cascaldi-Garcia, T. Ferreira
  Back to the present: Learning about the Euro Area through a now-casting model
  E0801:  D. Giannone, F. Furno
  Nowcasting recession risk in the US and the Euro area
Session EO031 Room: 604
Recent advances in high dimensional time series (virtual) Thursday 03.8.2023   07:30 - 09:10
Chair: Danna Zhang Organizer: Danna Zhang
  E0539:  D. Zhang
  Robust estimation of high dimensional time series
  E0785:  Y. Han
  CP factor model for dynamic tensors
  E0798:  C. Zhang, D. Zhang
  Statistical inference of spectral density for high dimensional time series
Session EO163 Room: 605
Recent advances in stochastic modelling (virtual) Thursday 03.8.2023   07:30 - 09:10
Chair: Takashi Owada Organizer: Shuyang Bai
  E1113:  R. Zhang
  Quickest detection of the change of community via stochastic block models
  E1216:  F. Fang, L. Forastiere, E. Airoldi, A. Ghasemianlangroodi
  Bayesian inference for causal effects under interference with a partially observed diffusion process on networks
  E1279:  T. Owada, C. Hirsch, T. Kang
  Large deviations for the volume of k-nearest neighbor balls
  E1305:  R. Xie, D. Wu
  Optimal transport-based domain adaptation for sensor data with application in smart manufacturing
Session EO029 Room: 606
Recent advances in time series trend and change point analysis (virtual) Thursday 03.8.2023   07:30 - 09:10
Chair: Kin Wai Chan Organizer: Kin Wai Chan
  E1184:  M.F. Leung, K.W. Chan
  Recursive nonparametric estimation: Principles, methods and applications
  E1236:  M. Khismatullina, M. Vogt
  Estimation of the long-run error variance in nonparametric regression with time series errors
  E1271:  C.H. Cheng, K.W. Chan
  A general framework for constructing locally self-normalized multiple-change-point tests
  E1254:  K.W. Chan, Y.X. Wang
  Tight-difference-based centrosymmetric kernel estimators for long-run variance
Session EO157 Room: 702
Efficient methods for fitting complex network models (virtual) Thursday 03.8.2023   07:30 - 09:10
Chair: Can Minh Le Organizer: Can Minh Le
  E0644:  Y. Yuan
  High order joint embedding for multi level link prediction
  E0789:  M.K. Shirani Faradonbeh
  Efficient online reinforcement learning policies for continuous environments
  E0800:  G. Cantwell
  Approximate sampling and estimation of partition functions using neural networks
  E0910:  J. Arroyo, J. Agterberg, Z. Lubberts
  Joint spectral clustering in multilayer degree-corrected stochastic blockmodels
Session EO037 Room: 705
Recent advances in high-dimensional statistics and machine learning (virtual) Thursday 03.8.2023   07:30 - 09:10
Chair: Xiucai Ding Organizer: Xiucai Ding
  E0380:  Z. Wang, X. Ding
  CLT for LSS of unnormalized sample covariance matrices when the dimension is much larger than the sample size
  E0606:  Y. Shen, Y. Wu
  Empirical Bayes estimation: When does g-modelling beat f-modelling in theory (and in practice)?
  E0744:  J. Huang
  Spiked tensor model
  E0902:  Y. Zhong, C. Ma, Y. Gui
  Contrastive learning: An expansion and shrinkage perspective
Session EO127 Room: 708
Recent advances in functional data analysis (virtual) Thursday 03.8.2023   07:30 - 09:10
Chair: Ruiyan Luo Organizer: Ruiyan Luo
  E0555:  P. Reiss, B. Paul, E. Cui
  Continuous-time multivariate analysis: The transpose of functional data analysis
  E0377:  P. Du, Q. Do, Y. Hong
  Functional degradation modeling of battery lives
  E0303:  R. Luo
  General nonlinear function-on-function regression via functional universal approximation
Session EO248 Room: 709
Advances in dimension reduction: Theory and applications (virtual) Thursday 03.8.2023   07:30 - 09:10
Chair: Wenhui Sheng Organizer: Wenhui Sheng
  E0349:  E. Christou
  Central quantile subspace and its extension to functional data
  E0512:  L. Ni
  Pivot statistics for normal populations
  E0691:  C. Ke
  Model-free feature screening for high-throughput semi-competing risks data with FDR control
  E0756:  C.E. Lee, X. Zhang, L. Li
  Dimension reduction for tensor response regression models
Parallel session L: EcoSta2023 Thursday 03.8.2023 09:20 - 11:00

Session EO010 Room: 02
Latent variable models and applications Thursday 03.8.2023   09:20 - 11:00
Chair: Xiangbin Meng Organizer: Gongjun Xu
  E0831:  K. Okada, K. Hijikata, M. Oka, K. Yamaguchi
  Variational Bayesian estimation in diagnostic classification models
  E0171:  J. Zhu
  Network community detection using higher-order structures
  E0319:  X. Meng
  MSAEM estimation for multidimensional four-parameter normal ogive models
  E0345:  K. Yamaguchi
  Recent developments in variational inference algorithms for restricted latent class models
Session EO022 Room: 03
Early phase cancer clinical trial designs and reporting guidelines Thursday 03.8.2023   09:20 - 11:00
Chair: Yisheng Li Organizer: Yisheng Li
  E0663:  A. Iasonos, J. OQuigley
  Randomized phase I clinical trials in oncology
  E0431:  R. Lin
  Local continual reassessment methods for dose finding and optimization in drug-combination trials
  E1071:  Y. Ibi, Y. Sano, T. Sato, K. Ueno, T. Omori
  Determining a follow-up period for cure rate estimation in an exploratory phase clinical trial
  E1183:  C. Yap
  Guidance on statistical items in the SPIRIT and CONSORT extensions for early phase dose-finding clinical trials
Session EO071 Room: 04
Modeling longitudinal and time-to-event data: New directions and innovations Thursday 03.8.2023   09:20 - 11:00
Chair: Esra Kurum Organizer: Esra Kurum
  E0240:  W. Wu
  Understanding the dynamic impact of COVID-19 through competing risk modelling with bivariate varying coefficients
  E0252:  B. Kwan, C. Sugar, D. Senturk
  Constrained multivariate functional principal components analysis for eye-tracking experiments
  E0254:  D. Nguyen
  High-dimensional fixed effects profiling models and applications
  E0238:  E. Kurum
  A Bayesian multilevel time-varying framework for joint modelling of longitudinal and survival outcomes
Session EO137 Room: Virtual R01
Recent advances in statistcal methods in biomedical applications Thursday 03.8.2023   09:20 - 11:00
Chair: Seung Jun Shin Organizer: Seung Jun Shin
  E0411:  D. Pak
  Evaluation of the natural history of disease by combining incident and prevalent cohorts: Application to the Nun Study
  E0422:  Y. Park, Z. Su, D. Chung
  Envelope-based partial partial least squares with application to cytokine-based biomarker analysis for COVID-19
  E0619:  S. Shin
  Scalable test of statistical significance for protein-DNA binding changes with insertion and deletion of bases
  E0718:  H. Yang
  Transformed function on scalar regression for random distribution
Session EO159 Room: Virtual R02
Modern machine learning methods dealing with a variety of data issues Thursday 03.8.2023   09:20 - 11:00
Chair: Xinyi Li Organizer: Xinyi Li
  E0456:  G. Wang, L. Wang, S. Yu
  Nonparametric distributed learning of complex data
  E0991:  L. Zhang
  Fair conformal prediction
  E1073:  D. Li
  Contrastive inverse regression for dimension reduction
  E1175:  S. Ranganathan, R. Karthikeyan, Q. Su
  Meta-analytic study of experimental data in the presence of missingness and unbalanced experimental factors
Session EO115 Room: 102
New developments in imaging and genetics using large scale studies Thursday 03.8.2023   09:20 - 11:00
Chair: Haochang Shou Organizer: Haochang Shou
  E0306:  Y. Zhao, Y. Zhao
  Covariance-on-covariance regression
  E0668:  B. Zhao
  Exploring cross-trait genetic architectures: Statistical models, computational challenges, and the BIGA platform
  E0667:  Y.-P. Wang
  Integration of fMRI and genomics data with interpretable multimodal deep learning
  E0805:  J. Jin, J. Zhan, J. Zhang, R. Zhao, J. O Connell, Y. Jiang, 2. Research Team, S. Buyske, C. Gignoux, C. Haiman, E. Kenny, C. Kooperberg, K. North, B. Koelsch, G. Wojcik, H. Zhang, N. Chatterjee
  ME-Bayes SL: Enhanced Bayesian polygenic risk prediction leveraging information across multiple ancestry groups
Session EO113 Room: 201
Econometrics and statistics on unobserved heterogeneity Thursday 03.8.2023   09:20 - 11:00
Chair: Katsumi Shimotsu Organizer: Katsumi Shimotsu
  E0409:  K. Shimotsu, H. Kasahara, H. Matsuyama, S. Takeishi
  Testing for unobserved heterogeneity in censored duration models: EM approach
  E0419:  S. Takeishi
  A shrinkage likelihood ratio test for high-dimensional subgroup analysis with a logistic-normal mixture model
  E0428:  H. Kasahara, Y. Ahn
  Difference in differences with latent group structures
  E0602:  T. Ishihara, K. Fusejima
  Identification and estimation of treatment effects in a linear factor model with fixed number of time periods
Session EO061 Room: 203
Causal mediation analysis and principal stratification Thursday 03.8.2023   09:20 - 11:00
Chair: Caleb Miles Organizer: Caleb Miles
  E1288:  T. Nguyen
  Sensitivity analysis for principal ignorability violation in estimating complier and noncomplier average causal effects
  E1314:  T. Kawahara, J. Young
  Estimands versus algorithms in studies with competing events and interest in treatment mechanism
  E0545:  I. Diaz
  Mediation in causal survival analysis under competing risks using longitudinal modified treatment policies
  E1316:  K. Rudolph, I. Diaz, N. Williams
  Causal mediation with instrumental variables
Session EO210 Room: 503
Large-scale Bayesian inference Thursday 03.8.2023   09:20 - 11:00
Chair: Mattias Villani Organizer: Mattias Villani
  E0404:  P. Alquier, B.E. Cherief Abdellatif, C. Riou
  Rates of convergence in Bayesian meta-learning
  E0405:  D. Nott, C. Drovandi, D. Frazier
  Improving the accuracy of marginal approximations in likelihood-free inference via localisation
  E0955:  J. Chan, A. Poon, D. Zhu
  High-dimensional conditionally Gaussian state space models with missing data
  E1224:  R. Kohn, D. Nott, D. Gunawan
  Flexible variational Bayes based on a copula of a mixture of normals
Session EO131 Room: 506
Complex space-time structures with modern spatio-temporal statistics Thursday 03.8.2023   09:20 - 11:00
Chair: Abhi Datta Organizer: Stefano Castruccio
  E0209:  P. Ma
  Classes of multivariate and space-time power-law covariance functions
  E0480:  J. Richards, M. Sainsbury-Dale, A. Zammit Mangion, R. Huser
  Neural Bayes estimators for fast and efficient inference with spatial peaks-over-threshold models
  E0536:  Y. Cheng, W. Chang, R. Olson, J. Shin, S.-I. An
  Extract long-term trend from large-missing gap Atlantic meridional overturning circulation (AMOC) data
  E0773:  T. Harris
  Multi-model ensemble analysis with neural network Gaussian processes
Session EO241 Room: 603
Recent advances in functional data/ longitudinal data Thursday 03.8.2023   09:20 - 11:00
Chair: Mengying You Organizer: Mengying You
  E0901:  H. Liang
  A projection-based diagnostic test for generalized functional regression models
  E0677:  Z. Liu
  Dynamic hierarchical state space forecasting
  E1092:  J. Jiang
  Dynamic Poisson state space prediction model for automobile insurance
  E0883:  M. You, W. Guo
  Semiparametric bivariate hierarchical state space model with application to hormone circadian relationship
Session EO133 Room: 604
Recent contributions to nonparametric and semiparametric models Thursday 03.8.2023   09:20 - 11:00
Chair: Alexandra Soberon Organizer: Alexandra Soberon
  E0759:  A. Musolesi
  Efficient estimation of a semiparametric panel data model with common factors and spatial dependence: Testing ETS
  E0177:  J.M. Rodriguez-Poo, G. Keilbar, A. Soberon, W. Wang
  A projection based approach for interactive fixed effects panel data models
  E0272:  V. Rodriguez-Caballero, E. Ruiz, G. Gonzalez-Rivera
  Modelling intervals of minimum/maximum temperature in the Iberian Peninsula
  E0543:  D. Henderson, J. Jiang
  Testing for relevance of partially parametric models with parametric nulls
Session EO106 Room: 605
Statistical modeling of relation data Thursday 03.8.2023   09:20 - 11:00
Chair: Tianxi Li Organizer: Tianxi Li
  E0288:  W. Zhou, Y. Zhang, W. Du
  Nonparametric inference on network effects of general relationship network data
  E0356:  A.Y. Zhang
  Fundamental limits of spectral clustering in stochastic block models
  E0495:  K. Chen, J. Lu
  Nonparametric link prediction for networks and Bipartite graph
  E0752:  M. Thirkettle
  Identification and estimation of network statistics with missing link data
Session EO310 Room: 606
Multivariate problems for structured dependent data II Thursday 03.8.2023   09:20 - 11:00
Chair: Michal Pesta Organizer: Michal Pesta, Matus Maciak
  E1019:  K. Vuk, H. Dehling, M. Wendler
  Weighted change-point tests for short-range dependent data
  E1157:  V. Witkovsky
  Numerical inversion of characteristic functions for exact multivariate statistical inference
  E0421:  D. Hlubinka, Z. Hlavka
  Functional ANOVA based on Fourier transform of distribution
  E0293:  M. Maciak
  Instabilities in time-dependent implied volatility functional profiles
Session EO188 Room: 701
Topics in graphical modeling Thursday 03.8.2023   09:20 - 11:00
Chair: Sang-Yun Oh Organizer: Sang-Yun Oh
  E1167:  G. Park
  Optimal backward-learning approach for Gaussian linear structural equation models
  E0313:  M. Kolar
  Confidence sets for causal discovery
  E0774:  J.-H. Won
  High-performance computing for sparse graphical models
  E0600:  S.-Y. Oh
  FROSTY: A high-dimensional scale-free Bayesian network learning method
Session EO039 Room: 702
Recent advances in experimental design and analysis Thursday 03.8.2023   09:20 - 11:00
Chair: Qian Xiao Organizer: Qian Xiao
  E0828:  Y. Wang, Q. Xiao, S. Liu
  Construction of orthogonal-maxpro latin hypercube designs
  E0923:  Q. Xiao
  Maximum one-factor-at-a-time designs for screening in computer experiments
  E1129:  Q. Zhang
  Uncertainty quantification of optimal decision in curing process simulation
  E1192:  S. Liu, Y. Wang, Q. Xiao
  Construction of space-filling Latin hypercube designs with flexible run sizes
Session EO236 Room: 703
Statistical network analysis I Thursday 03.8.2023   09:20 - 11:00
Chair: Keith Levin Organizer: Keith Levin
  E0777:  J. Cape
  On network modularity statistics in connectomics and schizophrenia
  E0893:  R. Lunde, L. Levina, J. Zhu
  Conformal prediction for network regression
  E0899:  D. Asta
  Geometric inference via graph Laplacians
  E0908:  M. Tang, Y. Zhang
  Perturbation analysis of randomized SVD and its applications to high-dimensional statistics
Session EO162 Room: 704
Modern development in longitudinal/survival data analyses Thursday 03.8.2023   09:20 - 11:00
Chair: Hyunkeun Cho Organizer: Hyunkeun Cho
  E0468:  Y. Cho, J. Park
  Estimation of heterogeneous treatment effect using random forests for competing risks data
  E0308:  M. Lee
  Statistical approach to handling measurement issues in self-reported data that are longitudinally collected
  E0410:  Y. Gwon, J. Meza
  Bayesian Conway-Maxwell-Poisson regression for longitudinal count data
  E0662:  H. Cho, D. Kuwaye, D.-E. Lafontant
  A new perspective on unsupervised learning in longitudinal studies
Session EO034 Room: 705
Recent advance of high-dimensional statistics Thursday 03.8.2023   09:20 - 11:00
Chair: Quefeng Li Organizer: Quefeng Li
  E0187:  K. Zhang, B. Brown, X.-L. Meng
  BELIEF in dependence: Leveraging atomic linearity in data bits for rethinking generalized linear models
  E0215:  J. Chen
  Network detection through odds ratio model
  E0443:  X. Guo
  Inference for high-dimensional linear models with locally stationary error processes
  E0629:  H. Jiang, Q. Li, J. Lin, F.-C. Lin
  Classification of competing risks under a semiparametric density ratio model with transition of markers
Session EO229 Room: 708
New advances in functional data analysis Thursday 03.8.2023   09:20 - 11:00
Chair: Yuhang Xu Organizer: Jane-Ling Wang
  E0175:  C. Zhu, J.-L. Wang
  Testing homogeneity: The trouble with sparse functional data
  E0193:  Q. Zhong, S. Hao, S.-C. Lin, J.-L. Wang
  Dynamic modelling for multivariate functional and longitudinal data
  E0379:  K.-Y. Lee, L. Li, B. Li
  DAG learning from multivariate functional data
  E0914:  X. Ding
  Approximation, estimation and inferential theory for locally stationary functional time series
Session EO016 Room: 709
Methods for causal inference, precision medicine and dimension reduction Thursday 03.8.2023   09:20 - 11:00
Chair: Zheng Zhang Organizer: Shujie Ma
  E0275:  Z. Qi
  STEEL: Singularity-aware reinforcement learning
  E0401:  Z. Zhang
  Casual inference of general treatment effects using neural networks with a diverging number of confounders
  E0481:  Y. Matsushita, H. Chiang, T. Otsu
  Regression adjustment in randomized controlled trials with many covariates
  E0919:  W. Luo
  On efficient dimension reduction with respect to the interaction between two response variables
Session EP001 Room: Poster session II
Poster session II Thursday 03.8.2023   09:20 - 11:00
Chair: Cristian Gatu Organizer: EcoSta
  E0259:  J. Pena Rivera, I. Da Luz Santana
  A longitudinal study of the impact of hurricanes in quality of life on women diagnosed with gynecological cancer
  E0361:  G. Kundhi, P. Rilstone
  New second-order asymptotic methods for nonlinear models
  E0650:  I.Y. Baek, S. Jo, J.O. Kim
  One class classification using Bayesian optimization
  E0715:  J.I. Lee, S.I. Jo, J.O. Kim
  Beta regression models: Practical analyses with KNHANES 2013-2015 data and Covid-19 data
  E1013:  H. Lee, Y. Cho
  Subgroup analysis in the observational studies
  E1057:  E.-K. Lee
  Tree-structured clustering model using projection pursuit method and their explanation
  E1139:  J. Park
  Improving multiple linear regression with random forest using Mahalanobis distance
  E1284:  S. Ahn
  t-distributed stochastic neighborhood embedding of tensor data with two applications
Parallel session N: EcoSta2023 Thursday 03.8.2023 13:40 - 14:55

Session EO211 Room: 02
Advances in statistics Thursday 03.8.2023   13:40 - 14:55
Chair: Yang Ni Organizer: Yang Ni
  E0166:  Y. Ni
  Ordinal regression for non-ordinal data? It's all about parsimony!
  E0383:  S. Wang
  Accelerating approximate Bayesian computation methods with Gaussian processes
  E0596:  K. He, B. Zhang, L. Zhou
  Exponential-family principal component analysis of two-dimensional functional data with serial correlation
Session EO214 Room: 03
Recent developments in complex data analysis Thursday 03.8.2023   13:40 - 14:55
Chair: Xin He Organizer: Xin He
  E0972:  L. Zhang, W. Zhou, H. Wang
  Integrative group factor model for variable clustering on temporally dependent data: Optimality and algorithm
  E0974:  Q. Zhu, S. Tan, Y. Zheng, G. Li
  Quantile autoregressive conditional heteroscedasticity
  E1109:  X. He, Y. Deng, S. Lv
  Efficient learning of nonparametric directed acyclic graph with statistical guarantee
Session EO309 Room: Virtual R01
Recent developments in high-dimensional change point analysis Thursday 03.8.2023   13:40 - 14:55
Chair: Hyeyoung Maeng Organizer: Hyeyoung Maeng
  E0435:  Z. Zhao
  High-dimensional dynamic pricing under non-stationarity: Learning and earning with change-point detection
  E0683:  Y. Chen, M. Li, T. Wang, Y. Yu
  Robust high-dimensional change point detection under heavy tails
  E1111:  M. Londschien, P. Buehlmann, S. Kovacs
  Random forests for change point detection
Session EO013 Room: 102
Recent developments in Bayesian methods and high-dimensional statistics Thursday 03.8.2023   13:40 - 14:55
Chair: Shouzheng Chen Organizer: Catherine Liu
  E1209:  C. Zhong, Z. Ma, X. Zhang, C. Liu
  Non-segmental Bayesian detection of multiple change-points
  E1204:  X. Zhang
  Estimation of Tucker tensor factor models for high-dimensional higher-order tensor observations
  E1297:  S. Chen, C. Zhong, X. Zhang
  Nonparametric transformation models for doubly censored survival data: A Bayesian approach
Session EO058 Room: 201
Causal inference Thursday 03.8.2023   13:40 - 14:55
Chair: Yen-Tsung Huang Organizer: Yen-Tsung Huang
  E0738:  B. Sun, Z. Liu, E. Tchetgen Tchetgen
  G-estimation with invalid instrumental variables
  E1064:  L.-Y. Chen, S. Lee
  Sparse quantile regression
  E1119:  J.-C. Yu, Y.-T. Huang
  Separable effects under semicompeting risks
Session EO219 Room: 203
Checking for model structural change in high-dimensional data Thursday 03.8.2023   13:40 - 14:55
Chair: Tiejun Tong Organizer: Lixing Zhu
  E0402:  J. Huang, J. Wang, L. Zhu, X. Zhu
  Multiple change point detection in tensors
  E0835:  Q. Jiang
  Testing the martingale difference hypothesis in high dimension
  E1268:  W. Zhao, L. Zhu, F. Tan
  Multiple change point detection for high-dimensional data
Session EO069 Room: 503
Recent advances in Bayesian analysis Thursday 03.8.2023   13:40 - 14:55
Chair: Jouchi Nakajima Organizer: Jouchi Nakajima
  E0424:  T. Kunihama
  Bayesian analysis of verbal autopsy data using probit model with age- and sex-dependent association between symptoms
  E0968:  K. Irie, S. Sugasawa, Y. Hamura
  Gibbs sampler for matrix generalized inverse Gaussian distributions
  E0737:  N. Wichitaksorn, R. Khanthaporn
  Bayesian estimation of R-vine Copula with Gaussian-mixture GARCH margins
Session EO110 Room: 506
Recent advances in high-dimensional econometrics Thursday 03.8.2023   13:40 - 14:55
Chair: Qingliang Fan Organizer: Degui Li
  E0393:  Q. Fan
  On the instrumental variable estimation with many weak and invalid instruments
  E0623:  T. Cheng
  GMM estimation for high-dimensional panel data models
  E0730:  W. Wang, Y. Zhang, D. Lim
  A conditional linear combination test with many weak instruments
Session EO043 Room: 603
Advances in large-scale Inference Thursday 03.8.2023   13:40 - 14:55
Chair: Bradley Rava Organizer: Bradley Rava, Peter Radchenko
  E0697:  P. Radchenko
  Large scale partial correlation screening
  E0771:  B. Rava
  Unrestricted hypothesis testing
  E0855:  W. Chen, B. Rava, N. Ho-Nguyen
  Value-at-Risk forecasts under misspecified conditional models
Session EO042 Room: 604
Cryptocurrency, renewable energy and efficiency Thursday 03.8.2023   13:40 - 14:55
Chair: Artem Prokhorov Organizer: Artem Prokhorov
  E1147:  T. Kurita, J.L. Castle
  Econometric modelling of cryptocurrency prices
  E1241:  X. Shi, Y. Fan, Y. Okar
  Iterative distributed multinomial logistic regression
  E1237:  A. Prokhorov
  Dependence in models of production: New estimators and techniques
Session EO142 Room: 605
Statistical inference for nonstationary data structures Thursday 03.8.2023   13:40 - 14:55
Chair: Claudio Durastanti Organizer: Alessia Caponera
  E0220:  D. Wang
  Change point inference in high-dimensional regression models under temporal dependence
  E0578:  F. Spoto, A. Caponera, P. Brutti
  Spherical autoregressive multiple change-point detection
  E0761:  S. Basu, S. Subbarao
  Graphical models for nonstationary time series
Session EO084 Room: 606
Advances in business analytics Thursday 03.8.2023   13:40 - 14:55
Chair: Amanda Chu Organizer: Amanda Chu
  E0960:  S.H. Chan, A. Chu, M. So
  Graphical copula GARCH modelling with dynamic conditional dependence
  E1028:  T. Chan, M. So, A. Chu
  A semi-parametric multidimensional and longitudinal item response model with mixed data type
  E1134:  J.N.L. Chan, A. Chu, M. So
  The development of an automatic speech analytics program to detect the level of stress burden
Session EO232 Room: 701
Recent developments in econometric theory Thursday 03.8.2023   13:40 - 14:55
Chair: Cy Sin Organizer: Cy Sin
  E0560:  T.-C. Lai, J.-H. Shih, Y.-H. Chen
  Nonparametric and semiparametric estimation of upward rank mobility curves
  E0493:  J.-C. Liao
  Testing the impacts on inefficiency in a semiparametric stochastic frontier model
  E0793:  S.-Y. Yin
  Inference on three-pass regression filter with high-dimensional target variables
Session EO097 Room: 702
Modern statistical methods for longitudinal and imaging data Thursday 03.8.2023   13:40 - 14:55
Chair: Frederic Ferraty Organizer: Xinyuan Song
  E0347:  X. Song
  Functional concurrent hidden Markov models
  E0576:  Y. Zou
  Order selection for heterogeneous semiparametric hidden Markov models
  E0577:  C. Wang
  Bayesian quantile scalar on image quantile regression via a nonparametric method
Session EO235 Room: 703
Statistical network analysis II Thursday 03.8.2023   13:40 - 14:55
Chair: Avanti Athreya Organizer: Avanti Athreya
  E0631:  D. Choi
  Estimating the prevalence of peer effects in network experiments
  E0881:  K. Levin
  Estimating network-mediated causal effects via spectral embeddings
  E0906:  Z. Lubberts, A. Athreya, C. Priebe, Y. Park
  Beyond the adjacency matrix: Random line graphs and inference for networks with edge attributes
Session EO213 Room: 704
Recent advances in financial big data analysis Thursday 03.8.2023   13:40 - 14:55
Chair: Minseok Shin Organizer: Minseok Shin
  E1007:  M. Shin, D. Kim
  Robust high-dimensional time-varying coefficient estimation
  E1017:  M. Oh, D. Kim, Y. Wang
  Robust realized integrated beta estimator with application to dynamic analysis of integrated beta
  E1024:  D. Chun
  Forecasting returns and optimizing global portfolios with machine learning: The Korean and U.S. stock markets
Session EO038 Room: 705
Recent advances in clustering and high dimensional data analysis Thursday 03.8.2023   13:40 - 14:55
Chair: Sanjeena Dang Organizer: Weixin Yao
  E0787:  S. Dang, A. Payne, A. Silva, S. Rothstein, P. McNicholas
  Clustering high-dimensional count data
  E0795:  F. Tan
  Weighted residual empirical processes, martingale transformations, and model checking for regressions
  E0794:  B. Franczak
  Recent developments in using mixtures of multivariate asymmetric distributions for classification
Session EO040 Room: 708
Statistical methods for functional observations Thursday 03.8.2023   13:40 - 14:55
Chair: Ci-Ren Jiang Organizer: Ci-Ren Jiang
  E0262:  E. Lila
  Interpretable discriminant analysis for functional data supported on random non-linear domains
  E0472:  A. Petersen, X. Liu
  Truncated estimation in functional generalized linear regression models
  E0651:  C.-R. Jiang, E. Lila, J.-L. Wang, J. Aston
  Eigen-adjusted functional principal component analysis
Session EO060 Room: 709
New challenges and insights in high-dimensional statistics Thursday 03.8.2023   13:40 - 14:55
Chair: Wei Luo Organizer: Lingzhou Xue
  E0445:  L. Zhou, B. Wang, H. Zou
  Sparse convoluted rank regression in high dimensions
  E0552:  S. Yang
  New tests for high-dimensional two-sample mean problems with consideration of correlation structure
  E0871:  C. Li
  Causal structural learning and application in epidemiology
Session EC322 Room: 04
Censored data Thursday 03.8.2023   13:40 - 14:55
Chair: Takeshi Emura Organizer: EcoSta
  E0469:  S. Park, S. Choi, Z. Jin, W. Lu
  Rank-based regression for doubly interval-censored data
  E1135:  R. Cao, A. Lopez-Cheda, B. Pineiro-Lamas
  Single-index mixture cure models: An application to a study of cardiotoxicity in breast cancer patients
  E1155:  Y.-K. Tseng
  Design on three-arm noninferiority trials using parametric and semiparametric methods for censored survival data
Parallel session O: EcoSta2023 Thursday 03.8.2023 15:25 - 17:05

Session EV274 Room: Virtual R02
Modelling and forecasting Thursday 03.8.2023   15:25 - 17:05
Chair: Esra Kurum Organizer: EcoSta
  E1005:  B. Kozyrev, O. Holtemoeller
  Forecasting economic activity with a neural network in uncertain times: Application to German GDP
  E1094:  K. Heinisch
  Step by step: A quarterly evaluation of EU commissions' GDP forecasts
  E1136:  A. Congedi, S. De Iaco, S. Maggio
  A term structure dynamic model with correlated residuals: A comparative analysis
  E0296:  G.A. Tsiatsios, I. Kollias, E. Melas, J. Leventides, C. Poulios
  Some first results from an agent-based model of consumer demand
Session EO017 Room: 02
Text data Thursday 03.8.2023   15:25 - 17:05
Chair: Ana Colubi Organizer: Erricos Kontoghiorghes
  E1312:  A. Colubi, L. Kontoghiorghes
  HiTEc: Exploiting text data in applications
  E1174:  L. Kontoghiorghes, A. Colubi
  Measuring and comparing the thematic prevalence using a parametric and distribution-free bootstrap two-sample test
  E1212:  L.-J. Kao, C.-C. Chiu, C.-M. Wu, T.-N. Chien, C. Li
  Predicting ICU readmission with a hybrid BERTopic-LSTM approach on electronic health records
Session EO132 Room: Virtual R01
Extreme risk measures estimation in various attraction domains Thursday 03.8.2023   15:25 - 17:05
Chair: Antoine Usseglio-Carleve Organizer: Antoine Usseglio-Carleve
  E0621:  A. Daouia, S. Padoan, G. Stupfler
  Extreme expectile estimation for short-tailed data
  E0653:  C. Yan, S. Girard, T. Opitz, A. Usseglio-Carleve
  Analysis of variability in extremes
  E0711:  J. El Methni, S. Girard
  A refined extreme quantiles estimator for Weibull tail-distributions
  E0834:  A. Usseglio-Carleve, A. Daouia, G. Stupfler
  Bias- and variance-corrected asymptotic Gaussian inference about extreme expectiles
Session EO218 Room: 603
Forecast combination Thursday 03.8.2023   15:25 - 17:05
Chair: Andrey Vasnev Organizer: Andrey Vasnev
  E0452:  R. Thompson, A. Vasnev, Y. Qian
  Global combinations of expert forecasts
  E0820:  R. Ouysse, A. Vasnev
  Factor models and forecast combinations
  E0655:  W. Wang
  Optimal model averaging for single-index models with divergent dimensions
  E0477:  A. Vasnev, A. Clements
  Forecast combination puzzle in the HAR model
Session EO080 Room: 604
Recent developments in time series econometrics Thursday 03.8.2023   15:25 - 17:05
Chair: Cy Sin Organizer: Cy Sin
  E0726:  Y.-F. Gau, H. Chang
  Risk-return trade-off in the Bitcoin market: Downside risk and sentiment
  E0583:  H. Kew
  Binary choice models with multiple integrated predictors
  E0736:  Y. Pan, C.-K. Ing, C. Sin
  Prediction for multivariate time series models with deterministic time trends
  E0809:  C. Sin
  Re-balancing hedge position with statistics of hedge ratios: Concepts and applications
Session EO147 Room: 605
Probability and stochastic geometry with statistical applications Thursday 03.8.2023   15:25 - 17:05
Chair: Claudio Durastanti Organizer: Claudio Durastanti
  E0556:  G. Bet
  Detecting a late changepoint in a growing network
  E0592:  N. Turchi, G. Bonnet, Z. Kabluchko
  The volume of random Beta polytopes in high dimensions
  E0628:  V. Cammarota, D. Marinucci, M. Rossi
  Lipschitz-Killing curvatures for arithmetic random waves
  E0827:  C. Durastanti, D. Marinucci, A.P. Todino, S. Bourguin
  Spherical Poisson waves
Session EO095 Room: 606
Advances in complex time series analysis Thursday 03.8.2023   15:25 - 17:05
Chair: Weilin Chen Organizer: Clifford Lam
  E0199:  T. Wang
  Sparse change detection in high-dimensional linear regression
  E0358:  W. Chen, C. Lam
  Rank and factor loadings estimation in time series tensor factor model by pre-averaging
  E0447:  Z. Cen, C. Lam
  Imputation for tensor time series
  E0484:  M. Knight, M. Nunes, J. Hargreaves
  Adaptive wavelet domain principal component analysis for nonstationary time series
Session EO102 Room: 702
Repeated measures, FDA, nonparametric regression, and regularized t-test Thursday 03.8.2023   15:25 - 17:05
Chair: Yuedong Wang Organizer: Yuedong Wang
  E0236:  A. Roy, T. Opheim
  Linear models for multivariate repeated measures data
  E0300:  T. Tong
  Regularized t distribution: Definition, properties and applications
  E1177:  H. Lin
  Communication-efficient distributed portfolio selection strategy
  E0297:  W. Dai, X. Tong, T. Tong
  Optimal-$k$ difference sequence in nonparametric regression
Session EO024 Room: 703
Statistical network analysis III Thursday 03.8.2023   15:25 - 17:05
Chair: Joshua Cape Organizer: Joshua Cape
  E0485:  A. Mele, C.-P. Georg
  A strategic model of software dependency networks
  E0780:  V. Lyzinski, A. Saxena
  Lost in the shuffle: Testing power in the presence of errorful network vertex labels
  E0889:  S. Sengupta
  Two generalizable strategies for scalable inference from network data
  E0905:  A. Athreya, Z. Lubberts, C. Priebe, Y. Park
  Discovering underlying dynamics in time series of networks
Session EO168 Room: 705
Recent advances in high-dimensional and dependent data analysis Thursday 03.8.2023   15:25 - 17:05
Chair: Ching-Kang Ing Organizer: Ching-Kang Ing
  E0257:  S.-H. Yu
  A negative moment bound for integrated autoregressions with polynomial time trend and its applications
  E0540:  P. Peng, H. Chiou, H.-H. Huang, C.-K. Ing
  Feature selection for high-dimensional heteroscedastic regression models
  E0833:  S. Imori, C.-K. Ing
  Importance weighted orthogonal greedy algorithm with estimated weight function
  E0947:  C.-K. Ing
  Model selection for unit-root time series with many predictors
Session EO311 Room: 708
High-dimensional data analysis with cluster structure Thursday 03.8.2023   15:25 - 17:05
Chair: Antonio Elias Organizer: Antonio Elias
  E0412:  A. Caro Navarro, M. Camacho, D. Pena
  Dynamic factor models with cluster structure
  E0467:  C. Tang, H.L. Shang, Y. Yang
  Clustering and forecasting multiple functional time series
  E0554:  B. Pulido Bravo, R. Lillo, A. Franco-Pereira
  Clustering multivariate functional data: An application of the multivariate epigraph and hypograph indexes
  E0861:  A. Mendez Civieta, J. Goldsmith, Y. Wei
  Quantile based functional principal component analysis
Session EO087 Room: 709
Recent developments in insurance statistics Thursday 03.8.2023   15:25 - 17:05
Chair: Sangyeol Lee Organizer: Sangyeol Lee
  E0946:  J.-K. Woo, E.C.K. Cheung, R. Feng, H. Liu
  What is the average surplus before ruin?
  E0961:  J.Y. Ahn
  Tractable Poisson time-series models for experience rating
  E1002:  K. Park, J.Y. Ahn, R. Oh, Y. Lu, D. Zhu
  Attention is not not not explanation: With a focus on insurance ratemaking
  E1058:  R. Oh
  A multivariate compound dynamic contagion process for infectious events
Session EC292 Room: 03
Biostatistics Thursday 03.8.2023   15:25 - 17:05
Chair: Michelle Miranda Organizer: EcoSta
  E1112:  Y. Huang
  Linear biomarker combination for constrained classification
  E1131:  L. Bondi, B. Tom, S. Richardson
  Bayesian profile regression for high-dimensional data: An application to osteoarthritis proteomic data
  E1233:  M. Cai
  A statistical framework for fine-mapping by leveraging genetic diversity and accounting for confounding bias
  E1166:  S. Kang
  Biostatical models to investigate physiological mediators regarding cognition on cardio-metabolic risk factors
Session EC276 Room: 04
Survival analysis Thursday 03.8.2023   15:25 - 17:05
Chair: Yoann Potiron Organizer: EcoSta
  E0365:  I. Arab, T. Lando, P. Oliveira
  Comparing aging patterns of k-out-of-n systems using second-order stochastic dominance
  E1152:  C.-C. Wen
  Analysis of errors-in-variables competing risks data in discrete time
  E1292:  C.H. Lee
  Estimating time-varying treatment effects on restricted mean survival time in large patient databases
  E1200:  M.S. Panwar
  Bayesian joint modelling of longitudinal and competing risks data with cause dependent masking
Session EC272 Room: 102
Multivariate statistics Thursday 03.8.2023   15:25 - 17:05
Chair: Sara Lopez Pintado Organizer: EcoSta
  E0202:  R.G. Agustin, M.D. Lucagbo
  Random-covariate-dependent rectangular reference regions under multivariate normality
  E1154:  G. Van Bever, G. Louvet
  The influence function of scatter halfspace depth
  E1243:  R. Tasaka, R. Shimmura, J. Suzuki
  Spacing test for generalized lasso with full row rank of D: Fused lasso and trend filtering
  E1249:  N. Deliu, L. Brunero
  Probabilistic and distance-based approaches for computing multivariate highest-density regions
Session EC283 Room: 201
Non- and semi-parametric methods Thursday 03.8.2023   15:25 - 17:05
Chair: Kou Fujimori Organizer: EcoSta
  E0281:  R. Le Guevel, F. Lavancier
  Non-parametric inference of spatial birth-death-move processes
  E1145:  P. Mozharovskyi, J. Ivanovs
  Distributionally robust halfspace depth
  E1195:  Y. Okamoto, S. Imai
  Variance properties of local polynomial density estimators at the boundary: Application to manipulation testing
  E1309:  G. Shen, Y. Jiao, Y. Lin, J. Horowitz, J. Huang
  Nonparametric estimation of non-crossing quantile regression process with deep ReQU neural networks
Session EC284 Room: 203
Applied econometrics II Thursday 03.8.2023   15:25 - 17:05
Chair: Masayuki Hirukawa Organizer: EcoSta
  E1315:  K. Pericleous, P. Kosmas, A. Theocharous, E. Ioakimoglou, H. Andreev
  Exploring profitability changes in hospitality industry: An econometric and statistical perspective
  E0440:  C.H. Tang, K.Y. Leung
  Can we have the cake and eat it too? The case for the top-floor units as a status good and an investment
  E1014:  T. Tichy
  Impact of various weather data on leisure sales
  E1208:  M. Raude
  Firm behaviour in the European carbon market: Latent profile analysis on network indicators of transactions
Session EC318 Room: 503
Bayesian modelling and inference Thursday 03.8.2023   15:25 - 17:05
Chair: Yasuhiro Omori Organizer: EcoSta
  E0317:  S. Migliorati, A. Ongaro, R. Ascari
  A generalization of the Dirichlet-multinomial regression model for microbiome counts
  E0611:  Y.-W. Chang, C.-X. Yang
  Bayesian inference for differential item functioning detection in a multiple-group IRT tree model
  E1081:  K. Dayaratna, J. Crosson, C. Hubbard
  Closed form Bayesian inferences for binary logistic regression with applications to American voter turnout
  E1146:  D.K. Hermanto
  Beta four parameter generalized linear mixed model using a Bayesian approach to predict paddy productivity
Session EC279 Room: 506
Machine learning in economics and finance Thursday 03.8.2023   15:25 - 17:05
Chair: Jeffrey Bohn Organizer: EcoSta
  E0740:  J. Bohn
  Boosting time-series prediction performance for inflation indicators
  E1088:  A. Zhao, S. Jiang
  Corporate bond return prediction: An ensemble learning approach
  E0357:  W. Orzeszko, D. Piotrowski
  Determinants of adoption of robo-advisory in banking services
  E1009:  B. Jia, H.Y. Wong
  Deep impulse control
Session EC295 Room: 701
Financial econometrics II Thursday 03.8.2023   15:25 - 17:05
Chair: Zudi Lu Organizer: EcoSta
  E0214:  L.A. Arteaga Molina, J.M. Rodriguez-Poo
  Testing beta constancy in capital asset pricing models
  E1126:  J. Kurka
  Distributional asymmetries and currency returns
  E1229:  S. Kwok, R. Jarrow
  A study on asset price bubble dynamics: Explosive trend or quadratic variation?
  E1215:  A. Heinen, S. Lee
  Measuring systemic risk with non-exchangeable dependence
Session EC296 Room: 704
Econometric and statistical modelling Thursday 03.8.2023   15:25 - 17:05
Chair: Jouchi Nakajima Organizer: EcoSta
  E1165:  T. Matsumoto, T. Kamai, Y. Kanazawa
  Reexamination of bargaining power in the distribution channel under possible price pass-through behaviors of retailers
  E1036:  F. Cortese, E. Lindstrom, P. Kolm
  What drives cryptocurrency returns? A sparse statistical jump model approach
  E1045:  J. Striaukas
  Nowcasting GDP with factor-augmented high-dimensional MIDAS regression
  E1329:  A. Maheshwari
  On the estimation of parameters of fractional Poisson processes
Session EP327 Room: Poster session III
Poster Session III Thursday 03.8.2023   15:25 - 17:05
Chair: Cristian Gatu Organizer: EcoSta
  E1242:  Z. Wang, Y. Zheng, R. Yoshino
  Empirical analysis on characteristics of Japanese consumer behaviors based on the consumption values
  E1246:  R.-H. Chung, D.D. Onthoni, K.-Y. Lan, T.-H. Huang, Y.-E. Chen
  Utilizing latent space representation for clustering chronic kidney disease subtypes via electronic health records
  E0311:  S. Jeong, M. Park
  Simultaneous component decomposition and anomaly detection in financial time series
  E0725:  H. Lim, E. Lee, J.Y. Park
  Classifying Alzheimers Disease patients and identifying related BOLD signals using penalized logistic regression
  E0338:  Y.H. Um, M.K. Lee
  Setting of optimal process conditions for a diaphragm rate of change using DOE
  E0836:  I. Ji, E. Lee
  Investigating resting-state fMRI for Alzheimer's disease identification through functional data analysis
  E1330:  M.-S. Oh
  Prediction of PM10 in Seoul, Korea using Bayesian networks