Program(pdf)

 

Oct 12.Wed

9:30 Li, Yingxing (Tohoku U.) Product Embedding with Receipt context for Disaggregated Sales Data
10:00 Nomura, Shunichi (Waseda U.) Hierarchical Topic Model for Tensor Data and Extraction of Weekly and Daily Activity Patterns
10:30 Wu, Stephen (ISM) Performance-Based Earthquake Early Warning for Regional Seismic Risk Mitigation

Break

11:15 Yoshiba, Toshinao (Tokyo Metropolitan U. )Portfolio Risk Valuation Using Asymmetric Copulas
11:45 Ogihara, Teppei (U. Tokyo) Local Asymptotic Normality for Jump-Diffusion Processes with Discrete Observations

Lunch

13:30 Lindner, Alexander (U. Ulm) Quasi-Infinitely Divisible Distributions
14:00 Matsui, Muneya (Nanzan U.) Subexponentialiy of Densities of Infinitely Divisible Distributions

Break

14:45 Berger, David (U. Dresden) Existence and Distributional Properties of Solutions for SPDEs Driven by Lévy White Noise
15:15 Kurisu, Daisuke (Yokohama National U.) Nonparametric Regression for Locally Stationary Random Fields on R^d

Break

16:00 Zhang, Fangyuan( EURECOM) Intergenerational Risk Sharing in Defined Contribution Pension Systems: Analysis with Bayesian Optimization
16:30 Klicnarová, Jana (U. South Bohemia) On Modified Interdirections

 

Oct 13.Thurs

"AI Yotta Special Session "
9:30 Shioiri, Satoshi (Tohoku U.) Extracting Valuable Information based on Human Behavior r
10:00 Sakai, Nobuyuki (Tohoku U.) Measurement and Statistics of Taste and Deliciousness
10:30 Ishigaki, Tsukasa (Tohoku U.) Recommendation Systems with Network Structure and Big Data

Break

11:15 An, Chen (U. Ulm) Non-Concave Optimization Under Risk Constraints
11:45 Araki, Yuko (Tohoku U.) Statistical Modeling for the Nonlinear Structure of Quantiles in Hierarchical Data via Regularization

Lunch

13:30 Spodarev, Evgeny (U. Ulm) Prediction of Heavy-Tailed Random Functions
14:00 Kuriki, Satoshi (ISM) Expected Euler Characteristic Heuristic for Smooth Gaussian Random Fields with Inhomogeneous Marginals

Break

14:45 Kanagawa, Motonobu (EURECOM) Counterfactual Mean Embeddings
15:15 Koike, Yuta (U. Tokyo) Central Limit Theorems in High-Dimensions: Recent Developments

Break

16:00 Kariya, Takeaki (Nagoya U. of Commerce & Business) A Modelling Framework for Regression with Collinearity
16:30 Miura, Ryozo (Hitotsubashi U.) Occupation Time, Quantiles and Rank on Vasicek Process with Applications to Exotic Options

 

Oct 14.Fri

9:30 Sawada, Masayuki (Hitotsubashi U.) Spatial Regression Discontinuity Designs
10:00 Ishihara, Takuya (Tohoku U.) Shrinkage Methods for Treatment Choice
10:30 Ko, Stanley Iat-Meng (Tohoku U.) Forecasting Stock Returns with Conditional Quantile-level Dependence

Break

11:15 Robinson, Peter (LSE) Issues in Spatial Processes with Long Range Dependence
11:45 Yajima, Yoshihiro (U. Tokyo) On Estimation of Fractional Brownian Fields and Sheets
12:15 Taniguchi, Masanobu (Waseda U). Joint Circular Distributions in View of Higher Order Spectra of Time Series and Copula