10th World Congress in Probability and Statistics
IMS Presidential Address
IMS Presidential Address
Regina Liu (Rutgers University), Susan Murphy (Harvard University)
Session Chair
Siva Athreya (Indian Statistical Institute) / Hee-Seok Oh (Seoul National University)
Functional Estimation, Testing and Clustering under Sparsity (Organizer: Jiashun Jin)
Optimal Network Testing by the Signed-Polygon Statistics
Tracy Ke (Harvard University)
This is a collaborated work with Jiashun Jin and Shengming Luo.
Statistical inference for linear mediation models with high-dimensional mediators
Runze Li (Penn State University)
Perturbation Bounds for Tensors and Their Applications in High Dimensional Data Analysis
Ming Yuan (Columbia University)
Q&A for Invited Session 30
Session Chair
Jiashun Jin (Carnegie Mellon University)
KSS Invited Session: Interactive Particle Systems and Urn Models (Organizer: Woncheol Jang)
Convergence of randomized urn models with irreducible and reducible replacement
Li-Xin Zhang (Zhejiang University)
Condensation phenomenon and metastability in interacting particle systems
Insuk Seo (Seoul National University)
This talk is based on joint works with S. Kim, C, Landim, and D. Marcondes.
Time correlation exponents in planar last passage percolation
Riddhipratim Basu (International Centre for Theoretical Sciences-TIFR)
Based on joint works with Shirshendu Ganguly and Lingfu Zhang.
Q&A for Invited Session 39
Session Chair
Panki Kim (Seoul National University)
Nonlocal Operators Related to Probability (Organizer: Ildoo Kim)
A Sobolev space theory for time-fractional stochastic PDE driven by Levy processe
Daehan Park (Korea Advanced Institute of Science and Technology (KAIST))
A regularity theory for stochastic modified Burgers' equation driven by multiplicative space-time white noise
Beom-Seok Han (Pohang University of Science and Technology)
General Law of iterated logarithm for Markov processes
Jaehun Lee (Korea Institute for Advanced Study)
This talk is based on the joint work with Soobin Cho and Panki Kim.
Heat kernel estimates for subordinate Markov processes and their applications
Soobin Cho (Seoul National University)
A maximal $L_p$-regularity theory to initial value problems with time measurable nonlocal operators generated by additive processes
Jae-Hwan Choi (Korea University)
Q&A for Organized Contributed Session 02
Session Chair
Ildoo Kim (Korea University)
Network-related Statistical Methods and Analysis (Organizer: Donghyeon Yu)
Estimation of particulate levels using deep dehazing network and temporal prior
SungHwan Kim (Konkuk University)
Graph-regularized contextual bandits with scalable Thompson sampling and semi-parametric reward models
Young-Geun Choi (Sookmyung Women's University)
INN: a stable method identifying clean-annotated samples via consistency effect in deep neural networks
Dongha Kim (Sungshin Women's University)
An efficient parallel block coordinate descent algorithm for large-scale precision matrix estimation using graphics processing units
Donghyeon Yu (Inha University)
Q&A for Organized Contributed Session 15
Session Chair
Donghyeon Yu (Inha University)
Recent Advances in Statistical Methods for Large Scale Complex Data (Organizer: Seyoung Park)
Multivariate responses quantile regression for regional quantiles with applications to CCLE data
Seyoung Park (Sungkyunkwan University)
On sufficient graphical models
Kyongwon Kim (Ewha Womans University)
Principal component analysis in the wavelet domain
Yaeji Lim (Chung Ang University)
Bayesian inference of evolutionary models from genomic data
Yujin Chung (Kyonggi University)
Q&A for Organized Contributed Session 23
Session Chair
Seyoung Park (Sungkyunkwan University)
Wald Lecture 1 (Martin Barlow)
Random walks and fractal graphs
Martin Barlow (University of British Columbia)
I will review de Gennes' questions. Since random fractals are hard, a first step was to look at deterministic exact fractals, and the graphs that can be associated naturally with them. The simplest of these is the Sierpinski gasket graph (SGG), and I will start with this example. Early work in this area used direct probabilistic methods, which were often very specific to the particular graph. The search for a more robust theory leads one to look for more flexible tools, of which the first is given by the connection, between random walks and electrical networks.
Session Chair
Takashi Kumagai (Kyoto University)
Bernoulli Lecture (Allison Etheridge)
Some models of spatially distributed populations: the effect of crowding
Alison Etheridge (University of Oxford)
As time permits, we will touch on work with lots of people including Tom Kurtz (Madison), Peter Ralph (Oregon), Ian Letter, Aaron Smith, and Terence Tsui (all Oxford).
Session Chair
Ellen Baake (Bielefeld University)
Approximate Bayesian Computation (Organizer: Yanan Fan)
Approximate inference for ordinal linear regression
Jean-Luc Dortet-Bernadet (Université de Strasbourg)
(joint work with Yanan Fan)
Generalized Bayesian likelihood-free inference using scoring rules estimators
Ritabrata Dutta (University of Warwick)
Q&A for Invited Session 17
Session Chair
Yanan Fan (University of New South Wales)
Heavy Tailed Phenomena (Organizer: Stilian A Stoev)
Random linear functions of regularly varying vectors
Bikramjit Das (Singapore University of Technology and Design)
This talk is based on joint work with Claudia Kluppelberg and Vicky Fasen-Hartmann.
Power laws and weak convergence of the Kingman coalescent
Henrik Hult (KTH Royal Institute of Technology)
This is joint work with Martina Favero.
Limit theorems for topological invariants of extreme sample cloud
Takashi Owada (Purdue University)
Q&A for Invited Session 20
Session Chair
Stilian A Stoev (University of Michigan, Ann Arbor)
Integrable Probability (Organizer: Tomohiro Sasamoto)
Reversing nonequilibrium systems
Leonid Petrov (University of Virginia)
Mapping KPZ models to free fermions at positive temperature
Takashi Imamura (Chiba University)
Relaxation time limit of TASEP on a ring
Jinho Baik (University of Michigan)
Q&A for Invited Session 33
Session Chair
Tomohiro Sasamoto (Chiba University)
Coulomb Gases (Organizer: Paul Jung)
Outliers for Coulomb gases
David Garcia-Zelada (Aix-Marseille University)
It is based on a joint work with Raphael Butez, Alon Nishry and Aron Wennman (arXiv:1811.12225 and arXiv:2104.03959).
Edge behaviors of 2D Coulomb gases with boundary confinements
Seong-Mi Seo (Korea Institute for Advanced Study)
Large deviations in the quantum quasi-1D jellium
Christian Hirsch (University of Groningen)
Lemniscate ensembles with spectral singularities
Sung-Soo Byun (Seoul National University)
Q&A for Organized Contributed Session 01
Session Chair
Paul Jung (Korea Advanced Institute of Science and Technology (KAIST))
Interacting Particle Systems and Inclusion Process (Organizer: Cristian Giardinà)
Metastability in the reversible inclusion process
Sander Dommers (University of Hull)
This is joint work with Alessandra Bianchi and Cristian Giardinà.
Metastability in the reversible inclusion process II: multiple timescales
Alessandra Bianchi (Università di Padova)
Joint work with S. Dommers and C. Giardinà.
Condensation and metastability of general Inclusion processes
Seonwoo Kim (Seoul National University)
Condensation of SIP particles and sticky Brownian motion
Gioia Carinci (Università di Modena e Reggio Emilia)
Joint works with M. Ayala, C Giardina and F. Redig
Condensed phase structure in Inclusion processes
Watthanan Jatuviriyapornchai (Mahidol University)
Q&A for Organized Contributed Session 04
Session Chair
Cristian Giardinà (University of Modena and Reggio Emilia)
Recent Progress of Statistical Inference for Economics and Social Science (Organizer: Eun Ryung Lee)
A spline-based modeling approach for time-Indexed multilevel data
Eun Ryung Lee (Sungkyunkwan University)
Impulse response analysis for sparse high-dimensional time series
Carsten Trenkler (University of Mannheim)
Revealing cluster structures based on mixed sampling frequencies: with an application to the state-level labor markets
Yeonwoo Rho (Michigan Technological University)
Semiparametric efficient estimators in heteroscedastic error models
Mijeong Kim (Ewha Womans University)
Q&A for Organized Contributed Session 22
Session Chair
Eun Ryung Lee (Sungkyunkwan University)
Stochastic Partial Differential Equations
A sobolev space theory for SPDEs with space-time nonlocal operotors
Junhee Ryu (Korea University)
Improved stability for linear SPDEs using mixed boundary/internal controls
Dan Goreac (University Shandong Weiha, University Gustave Eiffel)
Law of the large numbers and Central limit theorems for stochastic heat equations
Kunwoo Kim (Pohang University of Science and Technology)
The stochastic heat equation with Lévy noise: existence, moments and intermittency
Carsten Chong (Columbia University)
This is based on joint work with Quentin Berger (Sorbonne) and Hubert Lacoin (IMPA).
Q&A for Contributed Session 01
Session Chair
Kunwoo Kim (Pohang University of Science and Technology)
Various Aspects of Diffusion Processes
On nonlinear filtering of jump diffusions
Fabian Germ (University of Edinburgh)
Uniqueness and superposition of the distribution-dependent Zakai equations
Huijie Qiao (Southeast University)
Quadratic variation and quadratic roughness
Purba Das (University of Oxford)
Eyring-Kramers formula for non-reversible metastable diffusion processes
Jungkyoung Lee (Seoul National University)
Q&A for Contributed Session 06
Session Chair
Insuk Seo (Seoul National University)
Inference on Dependence
Covariance networks for functional data on multidimensional domains
Soham Sarkar (Ecole Polytechnique Federale de Lausanne)
Large dimensional sample covariance matrices with independent columns and diagonalizable simultaneously population covariance matrices
Tianxing Mei (The University of Hong Kong)
Random surface covariance estimation by shifted partial tracing
Tomas Masak (École polytechnique fédérale de Lausanne)
This is a joint work with Victor M. Panaretos.
Q&A for Contributed Session 18
Session Chair
Minsun Song (Sookmyung Women’s University)
Time Series Analysis I
Statistical modelling of rainfall time series using ensemble empirical mode decomposition and generalised extreme value distribution
Willard Zvarevashe (North West University)
Regularity of multifractional moving average processes with random Hurst exponent
Fabian Mies (RWTH Aachen University)
High-frequency instruments and identification-robust inference for stochastic volatility models
Md. Nazmul Ahsan (Concodia University)
Q&A for Contributed Session 24
Session Chair
Kyongwon Kim (Ewha Womans University)
Spatio-temporal Data Analysis
Statistical inference for mean function of longitudinal imaging data over complicated domains
Jie Li (Tsinghua University)
Gaussian linear dynamic spatio-temporal models and time asymptotics
Suman Guha (Presidency University, Kolkata)
High-dimensional spectral analysis
Jonas Krampe (University of Mannheim)
Extreme value analysis for mixture models with heavy-tailed impurity
Ekaterina Morozova (National Research University Higher School of Economics)
The current research is a joint work with Vladimir Panov, available as a preprint on arXiv.org [2].
References:
[1] Chakrabarty, A. and Samorodnitsky, G. (2012). Understanding heavy tails in a bounded world or, is a truncated heavy tail heavy or not? Stochastic models, 28(1), 109–143.
[2] Panov, V. and Morozova, E. (2021). Extreme value analysis for mixture models with heavy-tailed impurity. arXiv preprint arXiv:2103.07689.
Q&A for Contributed Session 30
Session Chair
Seoncheol Park (Chungbuk National University)
Stochastic Process / Modeling
Ruin probabilities in the presence of risky investments and random switching
Konstantin Borovkov (The University of Melbourne)
Wasserstein convergence rates for random bit approximations of continuous Markov processes
Thomas Kruse (University of Giessen)
The talk is based on joint works with Stefan Ankirchner, Wolfgang Löhr and Mikhail Urusov.
The discrete membrane model on trees
Biltu Dan (Indian Institute of Science)
On a two-server queue with consultation by main server with protected phases of service
Resmi Thekkiniyedath (KKTM Government College)
Q&A for Contributed Session 34
Session Chair
Jaehong Jeong (Hanyang University)
Critical Phenomena in Statistical Mechanics Models (Organizer: Akira Sakai)
Recent results for critical lattice models in high dimensions
Mark Holmes (University of Melbourne)
Near-critical avalanches in 2D frozen percolation and forest fires
Pierre Nolin (City University of Hong Kong)
This talk is based on joint works with Rob van den Berg (CWI and VU, Amsterdam) and with Wai-Kit Lam (University of Minnesota).
Quenched and annealed Ising models on random graphs
Cristian Giardinà (Modena & Reggio Emilia University)
The picture that I will present emerges from several joint works, involving V.H. Can, S. Dommers, C. Giberti, R.van der Hofstad and M.L.Prioriello.
Q&A for Invited Session 13
Session Chair
Akira Sakai (Hokkaido University)
Privacy (Organizer: Angelika Rohde)
The Right Complexity Measure in Locally Private Estimation: It is not the Fisher Information
John Duchi (Stanford University)
Sequentially interactive versus non-interactive local differential privacy: estimating the quadratic functional
Lukas Steinberger (University of Vienna)
Gaussian differential privacy
Weijie Su (University of Pennsylvania)
This is joint work with Jinshuo Dong and Aaron Roth.
Q&A for Invited Session 15
Session Chair
Angelika Rohde (University of Freiburg)
Random Planar Geometries (Organizer: Nina Holden)
Markovian infinite triangulations
Thomas Budzinski (École normale supérieure de Lyon)
Rotational invariance in planar FK-percolation
Ioan Manolescu (Université de Fribourg)
Our result is obtained via a universality theorem for FK-percolation on certain isoradial lattices. This in turn is proved via the star-triangle (or Yang-Baxter) transformation, which may be used to gradually change the square lattice into any of these isoradial lattices, while preserving certain features of the model. It was previously proved that throughout this transformation, the large scale geometry of the model is distorted by at most a limited amount. In the present work we argue that the distortion becomes insignificant as the scale increases. This hinges on the interplay between the inhomogeneity of isoradial models and their embeddings, which compensate each other at large scales.
As a byproduct, we obtain the asymptotic rotational invariance also for models related to FK-percolation, such as the Potts and six-vertex ones. Moreover, the approach described here is fairly generic and may be adapted to other systems which possess a Yang-Baxter transformation. Based on joint work with Hugo Duminil-Copin, Karol Kajetan Kozlowski, Dmitry Krachun and Mendes Oulamara.
Brownian half-plane excursions, CLE_4 and critical Liouville quantum gravity
Ellen Powell (Durham University)
This is based on a forthcoming joint work with Juhan Aru, Nina Holden and Xin Sun, and describes the analogue of Duplantier-Miller-Sheffield’s “mating-of-trees correspondence” in the critical regime.
Q&A for Invited Session 24
Session Chair
Nina Holden (Swiss Federal Institute of Technology Zürich)
Multivariate and Object-Oriented Data Analysis (Organizer: Cheolwoo Park)
Bayesian spatial binary regression for label fusion in structural neuroimaging
Andrew Brown (Clemson University)
Convex clustering analysis for histogram-valued data
Cheolwoo Park (Korea Advanced Institute of Science and Technology (KAIST))
A geometric mean for multivariate functional data
Juhyun Park (ENSIIE)
A confidence region for the elastic shape mean of planar curves
Justin Strait (University of Georgia)
Q&A for Organized Contributed Session 14
Session Chair
Cheolwoo Park (Korea Advanced Institute of Science and Technology (KAIST))
Recent Advances in Network Learning: Theory and Practice (Organizer: Kyoungjae Lee)
Scalable Bayesian high-dimensional local dependence learning
Kyoungjae Lee (Inha University)
Fast and flexible estimation of effective migration surfaces
Wooseok Ha (University of California at Berkeley)
Statistical inference for cluster trees
Jisu Kim (Inria)
Autologistic network model on binary data for disease progression study
Yei Eun Shin (National Cancer Institute)
Q&A for Organized Contributed Session 26
Session Chair
Kyoungjae Lee (Inha University)
Potential Theory in Probability Theory
Heat contents for time-changed killed Brownian motions
Hyunchul Park (State University of New York at New Paltz)
This is a joint work with Kei Kobayashi (Fordham University, USA).
Heat kernel bounds for nonlocal operators with singular kernels
Kyung-Youn Kim (National Chengchi University)
This is joint work with Moritz Kassmann and Takashi Kumagai.
The full characterization of the expected supremum of infinitely divisible processes
Rafal Martynek (University of Warsaw)
The result relies highly on the Bednorz-Latała theorem characterizing suprema of Bernoulli processes and its recent reformulation due to Talagrand together with series representation due to Rosiński.
I will also describe how the method of the proof leads to the positive settlement of two others conjectures of Talagrand. Namely, the Generalized Bernoulli Conjecture concerning selector processes and analogous result for empirical processes. These three results completes an important chapter of Talagrand's program of understanding the suprema of random processes through chaining.
The part of the talk concerning infinitely divisible processes is based on the joint work with W. Bednorz, while the part about selector and empirical processes was developed by M. Talagrand after we communicated him the initial result.
The e-property of asymptotically stable Markov-Feller operators
Hanna Wojewódka-Ściążko (University of Silesia in Katowice)
Q&A for Contributed Session 05
Session Chair
Panki Kim (Seoul National University)
Advanced Stochastic Processes
A multi-species Ehrenfest process and its diffusion approximation
Serena Spina (University of Salerno)
Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes
Yuan Li (Imperial College London)
A Yaglom type asymptotic result for subcritical branching Brownian motion with absorption
Jiaqi Liu (University of California, San Diego)
Q&A for Contributed Session 15
Session Chair
Jaehun Lee (Korea Institute for Advanced Study)
Bayesian Inference
Bayesian and stochastic modeling of polysomnography data from children using pacifiers for improved estimation of the apnea-hypopnea index
Sujay Datta (University of Akron)
Asymmetric prior in wavelet shrinkage
Alex Rodrigo dos Santos Sousa (University of São Paulo)
Semiparametric Bayesian regression analysis of multi-typed matrix-variate responses
Inkoo Lee (Rice University)
Bayesian phylogenetic inference of stochastic block models on infinite trees
Wenjian Liu (Queensborough Community College, City University of New York)
Order-restricted Bayesian inference for the simple step-stress accelerated life tests
David Han (The University of Texas at San Antonio)
Q&A for Contributed Session 22
Session Chair
Seongil Jo (Inha University)
Novel Statistical Approaches In Genetic Association Analyses
An extended model for phylogenetic maximum likelihood based on discrete morphological characters
David Spade (University of Wisconsin-Milwaukee)