The IWAP2023 will host invited talks organized in invited sessions of relevant topics. The organizers of the invited sessions have full responsibility to organize the session and invite presenters to give the invited talks. The timetable will be announced soon.
Invited Sessions will be given in the allocated rooms and in time intervals of two hours containing four talks as given in the program (some few invited sessions may have a different number of talks). Each talk in an invited session will have duration 25′ and there will be 5′ time thereafter for questions and discussion.
The authors of invited talks can submit a full paper of the content of the talk for publication in special issues of two journals associated to IWAP2023: 1) a special issue of the journal Methodology and Computing in Applied Probability, 2) the special issue Applied Probability, Information Theory and Applications of the journal Entropy.
List of invited sessions
Session Title:
Financial MathematicsSession Organisers:
Michail Anthropelos, Department of Financial Management and Banking, University of Piraeus, Greece
Topic and Talks:
1. Talk title: Kyle’s Model with Stochastic Liquidity
Speaker: Gordan Zitkovic, University of Texas at Austin, USA
2. Talk title: Discrete-time Approximation of Rough Volatility Models
Speaker: Alexandra Chronopoulou, University of Warwick, UK
3. Talk title: Continuous-time Equilibrium Returns in Markets with Price Impact
Speaker: Constantinos Stefanakis, University of Piraeus, Greece
4. Talk title: Time-consistent Pension Fund Management in Stochastically Changing Markets and Evolving Horizons
Speaker: Associate Professor Michail Anthropelos, University of Piraeus,Greece
5. Talk title: Market maker’s optimal limit order book imbalance
Speaker: Sergio Pulido, ENSIIE, France
6. Talk title: Cost-efficient Payoffs under Model Ambiguity
Speaker: Steve Vanduffel, Vrije Universiteit Brussels, Belgium
Session Title:
Fractional and nonlocal operators in applied probabilitySession Organisers:
Giacomo Ascione, University of Napoli Federico II, Italy
Topic and Talks:
1. Talk title: Volterra sandwiched volatility model: Markovian approximation and hedging
Speaker: Anton Yurchenko-Tytarenko, University of Oslo, Norway
2. Talk title: From Semi-Markov Evolutions to Scattering Transport and Superdiffusions
Speaker: Bruno Toaldo, University of Turin, Italy
3. Talk title: Gaussian and Non-Gaussian Processes Linked to Convolution-type Fractional
Operators
Speaker: Luisa Beghin, University of Rome La Sapienza, Italy
4. Talk title: Time-Fractional Diffusion from Two Markovian Hopping-Trap Mechanisms
Speaker: Gianni Pagnini, Basque Center for Applied Mathematics, Spain
Session Title:
Random Matrix Theory and Its ApplicationsSession Organisers:
Zhigang Bao, Hong Kong University of Science and Technology, China
Topic and Talks:
1. Talk title: A new combinatorial approach for edge universality of Wigner matrices
Speaker: Debapratim Banerjee, Ashoka University
2. Talk title: On spectral distribution of sample covariance matrices from large dimensional and large k-fold tensor products
Speaker: Wangjun Yuan, University of Luxembourg
3. Talk title: On the Asymptotic Distribution of the Least Singular Value of Random Matrices with alpha-Stable Entries
Speaker: Mixalis Louvaris, National and Kapodistrian University of Athens
Session Title:
Applied probability in materials research Session Organisers:
Viktor Beneš, Charles University, Czech Republic, and
Volker Schmidt, Ulm University, Germany
Topic and Talks:
1. Talk title: Stochastic models of microstructure, crystallographic texture and internal stress in
polycrystals
Speaker: Zbyněk Pawlas, Charles University, Faculty of Mathematics and Physics
2. Talk title: Stochastic multi-scale modeling of cathode particle geometry in lithium-ion batteries
supported by methods from machine learning
Speaker: Orkun Furat, Ulm University
3. Talk title: Stochastic microstructure modeling and predictive simulation of nanoporous glass based on
X-ray tomography
Speaker: Phillip Gräfensteiner, Ulm University
4. Talk title: Statistics of grain and orientation characteristics of polycrystalline materials microstructure
modelled by a Laguerre tessellation.
Speaker: Viktor Beneš, Charles University, Faculty of Mathematics and Physics
Session Title:
Recent Advances and Applications in Statistical Process Monitoring Session Organisers:
Sotirios Bersimis, University of Pireaus, Greece, and
Athanasios Rakitzis, University of Pireaus, Greece
Topic and Talks:
1.Sotiris Bersimis, Associate Professor, Department of Business Administration, University of Piraeus, Greece
2.Polychronis Economou, Associate Professor, Department of Civil Engineering, University of Patras, Greece
3.Athanasios Rakitzis, Assistant Professor, Department of Statistics & Insurance Science, University of Piraeus, Greece
4.Athanasios Sachlas, Assistant Professor, Department of Computer Science and Biomedical Informatics, University of Thessaly, Greece
5.Sonia Malefaki, Assistant Professor, Department of Mechanical Engineering and Aeronautics, University of Patras, Greece
Session Title:
Ιnference and limit theorems for stochastic processes with applicationsSession Organisers:
Salim Bouzebda, LMAC, UTC, France
Topic and Talks:
1. Talk title: Empirical likelihood with censored data
Speaker: Amor Keziou, Université de Reims Champagne-Ardenne, France
2. Talk title: Markov-Switching State-Space Models with Applications to Neuroimaging
Speaker: David Degras, University of Massachusetts Boston, USA
3. Talk title: Bayesian Nonparametric Hypothesis Testing with Applications
Speaker: Mame Diarra FALL, University of Orleans, France
4. Talk title: Shannon Entropy in Deep Learning: Applications and Benefits
Speaker: Issam El Hattab, Université de Technologie de Compiègne, France
Session Title:
Random graphs and heavy
tails
Session Organisers:
Mariana Olvera-Cravioto, University of North Carolina at Chapel Hill, USA
Topic and Talks:
1. Talk title: A local online matching algorithm on the configuration model
Speaker: Pascal Moyal, Institut Élie Cartan de Lorraine, France
2. Talk title: Eliminating sharp minima from SGD with truncated heavy-tailed gradient noise
Speaker: Chang-Han Rhee, Northwestern University, USA
3. Talk title: Scaling limits and universality: Critical percolation on weighted graphs converging to an L3 graphon
Speaker: Sanchayan Sen, Indian Institute of Science, India
4. Talk title: Local limit theorems for general attachment graphs and their applications
Speaker: Mariana Olvera-Cravioto, University of North Carolina at Chapel Hill, USA
Session Title:
Branching Processes and Related fields Session Organisers:
Inés María del Puerto García, Univ. Extremadura, Spain, and
Miguel Gonzalez, Univ. Extremadura, Spain
Topic and Talks:
Session Title: Branching Processes and Related fields I
Session Organiser: Miguel Gonzalez
1. Talk title: Ancestral inference for age-dependent branching process with immigration
Speaker: Anand N. Vidyashankar, George Mason University, USA
2. Talk title: Scaling Limits of Critical Controlled Multi-type Branching Processes
Speaker: Pedro Martín-Chávez, University of Extremadura, Spain
3. Talk title: Multi-type Sevastyanov Branching Processes and Application in Cancer Research
Speaker: Maroussia Bojkova, University of Sofia, Bulagria
4. Talk title: Large Deviation results for Controlled Branching Processes
Speaker: Inés M. del Puerto, University of Extremadura, Spain
Session Title: Branching Processes and Related fields II
Session Organiser: Inés María del Puerto García
1. Talk title: Implicit multi-type branching processes with immigration and periodic integer-valued autoregressive models
Speaker: Martón Ispany, University of Debrecen, Hungary
2. Talk title: On the absorption and limiting behaviour of defective branching processes in a varying environment
Speaker: Carmen Minuesa, University of Extremadura, Spain
3. Talk title: Statistical sequential analysis for Controlled Branching Processes
Speaker: Miguel González, University of Extremadura, Spain
Session Title:
Dependence, stochastic orders and ageing properties of random lifetimes
Session Organisers:
Antonio Di Crescenzo, University of Salerno, Italy
Topic and Talks:
1. Talk title: On the Effect of Dependence on Random Lifetimes of Systems with Redundancies
Speaker: Nuria Torrado, Universidad Autónoma de Madrid, Spain
2. Talk title: Some new ordering results for parallel and series systems with dependent heterogeneous exponentiated Weibull components
Speaker: Milto Hadjikyriakou, University of Central Lancashire Cyprus
3. Talk title: Preservation of Log Concavity by Bernstein Operator Based on Probabilistic Tools with Applications to the Ageing Properties of a Coherent System
Speaker: Francisco German Badia, University of Zaragoza, Spain
4. Talk title: A model for stochastic dependence implied by failures among deteriorating components
Speaker: Carmen Sanguesa, University of Zaragoza, Spain
Session Title:
Stochastic models, processes and applications
Session Organisers:
Antonio Di Crescenzo, University of Salerno, Italy
Topic and Talks:
Session title: Stochastic models, processes and applications I
1. Talk title: Evolution of a Deterministic SIS Epidemic Model with Infection Characteristics Environmentally Dependent
Speaker: María Jesús López Herrero, Universidad Complutense de Madrid, Spain
2. Talk title: Analysis of the elapsed time before first recovery in a SIVS stochastic model with an imperfect vaccine
Speaker: Verdiana Mustaro, Università di Salerno, Italy
3. Talk title: A non-local Jacobi operator for neuronal modeling
Speaker: Giuseppe D’Onofrio, Politecnico di Torino, Italy
4. Talk title: Some results on a non-homogeneous telegraph process
Speaker: Barbara Martinucci, Università di Salerno, Italy
Session title: Stochastic models, processes and applications II
1. Talk title: Mixture models based on a probabilistic analogue of the mean value theorem
Speaker: Georgios Psarrakos, University of Piraeus, Greece
2. Talk title: On approximating the first passage time density from data using generalized Laguerre polynomials
Speaker: Elvira Di Nardo, Università di Torino, Italy
3. Talk title: Some recent results on time-changed stochastic processes and applications
Speaker: Enrica Pirozzi, Università di Napoli Federico II, Italy
4. Talk title: Distributions induced by probability density functions and applications to differential entropy and varentropy
Speaker: Antonio Di Crescenzo, Università di Salerno, Italy
Session Title:
Stochastic Models in
Queueing and Inventory
Management
Session Organisers:
Ioannis Dimitriou, University of Ioannina, Greece, and
Apostolos Burnetas, National and Kapodistrian University of Athens, Greece
Topic and Talks:
1. Talk title: TBA
Speaker: Apostolos Burnetas, national and Kapodistrian University of Athens, Greece
2. Talk title: The Impact of Customer Heterogeneity on Equilibrium Strategies in a System of Unobservable M/M/1 Queues in Series
Speaker: Yiannis Dimitrakopoulos, Archimedes Cen. for Innovation and Entrepreneurship, National and Kapodistrian University of Athens, Greece
3. Talk title: Exploiting Real-time Degradation Data in a Proactive Inventory Policy
Speaker: Naim AlKhoury, Dieter Clayes, University of Ghent, Belgium
Session Title:
Probabilistic Modeling of Engineering SystemsSession Organisers:
Serkan Eryılmaz, Atilim University, Turkey
Topic and Talks:
1. Talk title: Reliability evaluation of discrete time consecutive-k systems
Speaker: Cihangir Kan, Xi’an Jiaotong-Liverpool University, China
2. Talk title: Analyzing the number of failed components in a series-parallel system
Speaker: Murat Ozkut, Izmir University of Economics, Turkey
3. Talk title: On the reliability structures with two common failure criteria and cold standby redundancy
Speaker: Ioannis Triantafyllou, University of Piraeus, Greece
4. Talk title: Probabilistic modelling and assessment of a renewable hybrid energy system
Speaker: Serkan Eryılmaz, Atilim University, Turkey
Session Title:
Recent advances in actuarial, credit and financial risk modelingSession Organisers:
Jose Garrido, Concordia University, Canada
Topic and Talks:
1. Talk title: Pricing and hedging of financial claims by entropy segmentation and convex duality
Speaker: Jose-Luis Vilar-Zanon, U. Complutense of Madrid, Spain
2. Talk title: Offline Deep Reinforcement Learning for Dynamic Pricing of Consumer Credit
Speaker: Ramin Okhrati, U. College London, UK
3. Talk title: Subsidizing inclusive insurance to reduce impoverishment
Speaker: Corina Constantinescu, U. of Liverpool, UK
4. Talk title: On a Penalty Function in the Erlang Renewal Dual Risk Model Under Independent Randomised Observations
Speaker: Alfredo D. Egídio dos Reis, U. of Lisbon, Portugal
Session Title:
Mathematical financeSession Organisers:
Stefan Gerhold, Vienna University of Technology, Austria
Topic and Talks:
1. Talk title: Fractional forward variance models – volatility surfaces and other features
Speaker: Stefano De Marco, Ecole Polytechnique, France
2. Talk title: On NA-consistent Finite Dimensional Manifolds of Forward Rates Where the Diffusion Coefficient is Free
Speaker: Paul Eisenberg, Vienna University of Economics and Business, Austria
3. Talk title: The Multivariate Fractional Ornstein-Uhlenbeck Process
Speaker: Paolo Pigato, University of Rome Tor Vergata, Italy
4. Talk title: State Space Decomposition of Term Structure Shapes in the Two-Factor Vasicek Model
Speaker: Felix Sachse, Technical University of Dresden, Germany
Session Title:
Sequential analysis and estimation Session Organisers:
Olympia Hadjiliadis, City University of New York, USA
Topic and Talks:
1. Talk title: Sequential and Asynchronous Identification of Signals
Speaker: Georgios Fellouris, University of Illinois, Urbana-Champaign, USA
2. Talk title: Sqrt2 estimation for smooth eigenvectors of matrix-valued functions
Speaker: Giovanni Motta, Columbia University, USA
3. Talk title: Generative Modeling with Optimal Transport Maps
Speaker: Evgeny Burnaev, Skoltech, Russia
4. Talk title: Speed-based Measures of Signal-to-Noise Ratios
Speaker: Yuang Song, Columbia University, USA
Session Title:
Probability, information and modeling in discrete-valued time seriesSession Organisers:
Dimitris Kugiumtzis, Aristotle University of Thessaloniki, Greece
Topic and Talks:
1. Talk title: Poisson Network Autoregression
Speaker: Konstantinos Fokianos, University of Cyprus, Cyprus
2. Talk title: Information-based Causality in High-Dimensional discrete-valued time series
Speaker: Elsa Siggiridou, Aristotle University of Thessaloniki, Greece
3. Talk title: Testing for determinism in symbolic sequences: Is Bach’s brain a Markov chain?
Speaker: Michael Small, University of Western Australia, Australia
4. Talk title: A corrected mutual information estimator for the improvement of mRMR feature selection filter
Speaker: Alkis Tsimpiris, International Hellenic University, Greece
Session Title:
Information and modeling in continuous-valued time seriesSession Organisers:
Dimitris Kugiumtzis, Aristotle University of Thessaloniki, Greece
Topic and Talks:
1. Talk title: Partial synchronization within and across layers in chimera state networks
Speaker: Ralph Andrzejak, Universitat Pompeu Fabra, Spain
2. Talk title: Inflation Dynamics in Greece and Asymmetric Causal Effects
Speaker: Catherine Kyrtsou, University of Macedonia, Greece
3. Talk title: Information measures for balancing redundancy and relevance in data analysis
Speaker: Dimitris Kugiumtzis, Aristotle university of Thessaloniki, Greece
4. Talk title: Applications of information-based causality networks in finance
Speaker: Akylas Fotiadis, Aristotle university of Thessaloniki, Greece
5. Talk title: Nonlinear connectivity as a driver of time-horizon heterogeneity
Speaker: Angeliki Papana, Aristotle university of Thessaloniki, Greece
6. Talk title: A Dual HMM-Change Point Analysis Approach for Link Quality Detection
Speaker: Sotiris Skaperas, University of Macedonia, Greece
7. Talk title: Noise reduction for functional time series data
Speaker: Cees Diks, University of Amsterdam, The Netherlands
8. Talk title: A General Procedure for Localising Strictly Proper Scoring Rules
Speaker: Ramon de Punder, University of Amsterdam, The Netherlands
Session Title:
New trends in Reliability, Coherent Systems and Measures of InformationSession Organisers:
Maria Longobardi, University of Napoli Federico II, Italy
Topic and Talks:
1. Talk title: Information Concepts in Reliability Analysis
Speaker: Refik Soyer, George Washington University, USA
2. Talk title: Comparisons between Systems with Two-Component Subsystems
Speaker: Florentina Suter, University of Bucharest, Romania
3. Talk title: Predicting Future Failure Times By Using Quantile Regression
Speaker: Francesco Buono, RWTH Aachen University, Germany
4. Talk title: Unified Formulations of Entropy and Extropy
Speaker: Maria Longobardi, University of Napoli Federico II, Italy
Session Title:
Random trees, tools and extensionsSession Organisers:
Hosam Mahmoud, George Washington University, USA
Topic and Talks:
1. Talk title: Hyper recursive trees
Speaker: Joshua Sparks, The George Washington Universityy, USA
2. Talk title: Continuous time Polya urns and applications in random trees
Speaker: Srinivasan Balaji, The George Washington University, USA
3. Talk title: Power-weight trees
Speaker: Hosam Mahmoud, The George Washington University, USA
Session Title:
Sequential Selection, Best Choice and Games ProblemsSession Organisers:
Yaakov Malinovsky, University of Maryland, Baltimore County, USA
Topic and Talks:
1. Talk title: The Last-Success Optimal Stopping Problem with Random Observation Times
Speaker: Alexander Gnedin, Queen Mary University of London, UK
2. Talk title: On optimal stopping of a random sequence with unknown distribution
Speaker: Alexander Goldenshluger, University of Haifa, Israel
3. Talk title: On Round-Robin Tournaments with a Unique Maximum Score and Some Related Results
Speaker: Yaakov Malinovsky, University of Maryland, Baltimore County, USA
4. Talk title: Blotto Game with Testing (The Locks, Bombs and Testing Model)
Speaker: Isaac Sonin, University of North Carolina at Charlotte, USA
Session Title:
Probabilistic inference in hidden state and biosequences
Session Organisers:
Donald E. K. Martin, North Carolina State University, USA
Topic and Talks:
1. Talk title: Inference in states of hidden sparse Markov models
Speaker: Donald Martin, North Carolina State University, USA
2. Talk title: Hidden segmentation models
Speaker: Vittorio Perduca, Université de Paris, France
3. Talk title: Patterns in structured RNAseq, mixture of Bayesian networks, deterministic finite automata, and generating functions
Speaker: Gregory Nuel, Sorbonne University, France
4. Talk title: Sparsification of Phylogenetic Covariance Matrices via Wavelets
Speaker: Manuel Lladser, University of Colorado Boulder, USA
Session Title:
Stochastic modelling for dynamical biological systems
Session Organisers:
Giorgos Minas, University of St Andrews, UK
Topic and Talks:
1. Talk title: From single cells to microbial consortia and back: stochastic chemical kinetics coupled to population dynamics
Speaker: Jacob Ruess, INRIA, France
2. Talk title: TBA
Speaker: Sanmitra Ghosh, MRC Biostatistics Unit, University of Cambridge, UK
3. Talk title: A stochastic multiscale modelling framework for the evolution of phenotype-structured cell populations
Speaker: Konstantinos Alexiou, University of St Andrews, UK
4. Talk title: Stochastic simulation, analysis and inference for reaction networks
Speaker: Giorgos Minas, University of St Andrews, UK
Session Title:
Sequential Methods and Stopping Times Session Organisers:
George V. Moustakides, University of Patras, Greece, and
Venugopal V. Veeravalli, University of Illinois at Urbana-Champaign, USA
Topic and Talks:
Session Title: Sequential Methods and Stopping Times I
1. Talk title: The warm-starting sequential selection problem and its extension to a multi-round setting
Speaker: Argyris Kalogeratos, Centre Borelli, ENS Paris-Saclay, France
2. Talk title: Sequential architecture-agnostic black-box attack, design and analysis
Speaker: Yasin Yilmaz, Electrical Engineering, University of South Florida, Tampa, USA
3. Talk title: Optimal stopping methodology for the secretary problem with random queries
Speaker: Olgica Milenkovic, Electrical and Computer Engineering, University of Illinois, Urbana-Champaign, USA
4. Talk title: Stopping rules to detect changes in a Markov chain
Speaker: Sabine Mercier, Mathematics Institute of Toulouse, University of Toulouse 2 Jean Jaurès, France: Sequential analysis
5. Talk title: Data-driven Markovian optimal stopping
Speaker: George Moustakides, Electrical and Computer Engineering, University of Patras, Greece
Session Title: Sequential Methods and Stopping Times II
1. Talk title: Best arm identification in stochastic bandits
Speaker: Ali Tajer, Electrical, Computer and Systems Engineering, Rensselaer Polytechnic Institute, Troy, USA
2. Talk title: Data-driven quickest change detection using Wasserstein uncertainty sets
Speaker: Liyan Xie, School of Data Science, The Chinese University of Hong Kong, Shenzhen, China
3. Talk title: Window-limited CUSUM for sequential change detection
Speaker: Yao Xie, H. Milton Stewart School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, USA
4. Talk title: Quickest change detection with controlled sensing
Speaker: Venugopal Veeravalli, Electrical and Computer Engineering, University of Illinois, Urbana-Champaign, USA
Session Title:
Statistical Seismology Session Organisers:
Eleftheria Papadimitriou, Aristotle University of Thessaloniki, Greece,
Rodolfo Console, National Institute of Geophysics and Volcanology, Italy and
Jiancang Zhuang, The Institute of Statistical Mathematics, Japan
Topic and Talks:
After about 50 years’ developments, the subject of
statistical seismology has become one of the fundamental branches in
seismology/geophysics. This session focuses on the probability theories and
statistical inference methods that are related to modelling and forecasting
of seismicity. We also include general statistical tools in traditional
seismic-wave seismology, such as Bayesian geophysical inversion and newly
popular machine learning techniques.
1. Talk title: Bayesian analysis of temporal changes in the probability distribution of seismic parameters and links with the seismic cycle
Speaker: Elisa Varini, CNR-IMATI Milano, Italy
2. Talk title: On extending the ETAS model
Speaker: Jiancang Zhuang, The Institute of Statistical Mathematics, Japan
3. Talk title: From simulated earthquakes a key to modelling the occurrence of a strong event
Speaker: Rodolfo Console, INGV, Italy
4. Talk title: Testing of the Seismic Gap Hypothesis in a model with realistic earthquake statistics
Speaker: Eugenio Lippiello, University of Campania, Italy
5. Talk title: Seismic sequences identification in Italy by local test of random labelling
Speaker: Nicoletta D’Angelo, University of Palermo, Italy
6. Talk title: Finding the Number of Clusters, based on the Susceptibility of the Similarity Matrix: An Application to Earthquake Declustering
Speaker: Polyzois Bountzis, Information Technologies Institute, Greece
7. Talk title: Retrospective forecast testing of short-term earthquake clustering models in Greece: Results from recent (2020-2022) earthquake sequences
Speaker: Christos Kourouklas, Aristotle University of Thessaloniki, Greece
8. Talk title: Second-order smoothness prior over the Delaunay Tessellation in Bayesian geophysical inversion
Speaker: Yuanyuan Niu, The Graduate University for Advanced Studies (SOKENDAI), Japan
Session Title:
Markovian hybrid models and extension with applications in wellbeing and healthcare Session Organisers:
Alexandra Papadopoulou, Aristotle University of Thessaloniki, Greece, and
Andreas Georgiou, University of Macedonia, Greece
Topic and Talks:
1. Talk title: Using Markov and Related Models for Characterizing and Monitoring Patients in Smart Homes
Speaker: Sally McClean, Ulster University, UK
2. Talk title: Markovian models in Data Envelopment Analysis Single and multiple stage structures
Speaker: Andreas Georgiou, University of Macedonia, Greece
3. Talk title: On the properties of inverted repeats and word frequencies in DNA sequences via semi Markov modeling
Speaker: Pavlos Kolias, Aristotle University of Thessaloniki, Greece
4. Talk title: Assessing the Performance of Bootstrapping in Network Data Envelopment Analysis: Monte Carlo Evidence
Speaker: Maria Michali, University of Bristol, UK
Session Title:
Fractional long-range dependence processes: theory, applications and simulationsSession Organisers:
Enrica Pirozzi, University of Napoli Federico II, Italy
Topic and Talks:
1. Talk title: Estimation of the Hirst Parameter from Continuous Noisy Data
Speaker: Marina Kleptsyna, Laboratoire Manceau de Mathématiques, Le
Mans Cedex 09, France
2. Talk title: The Monte Carlo method for the fractional calculus
Speaker: Igor Podlubny, Technical University of Kosice, Slovakia
3. Talk title: Mittag-Leffler Single Server Queues
Speaker: Nicos Georgiou, Sussex University, UK
4. Talk title: Coupling Plateaux and Jumps: the Undershooting of Subordinators and the
Corresponding Semi-Markov Processes
Speaker: Giacomo Ascione, University of Napoli Federico II, Italy
Session Title:
: Langevin based algorithms in
sampling, stochastic
optimization and AISession Organisers:
Sotirios Sabanis, University of Edinburgh, UK
Topic and Talks:
1. Talk title: Training neural networks with Langevin based algorithms and key
applications.
Speaker: Sotirios Sabanis, University of Edinburgh, UK
2. Talk title: Interacting Particle Systems for EM
Speaker: Tim Johnston, University of Edinburgh, UK
3. Talk title: New Tamed Langevin MCMC algorithms and their applications
Speaker: Iosif Lytras, University of Edinburgh, UK
Session Title:
First Passage Time problems and related topicsSession Organisers:
Laura Lea Sacerdote, Torino University, Italy
Topic and Talks:
1. Talk title: Exact Simulation of the First Time a Stochastic Process Overcomes a Given
Threshold
Speaker: Samuel Herrmann, Université de Bourgogne, France
2. Talk title: Boundary crossing problems and functional transformations for Ornstein-Uhlenbeck processes
Speaker: Aria.Ahari, University of Warwick, UK
3. Talk title: The Joint Distribution of Value and Local Time Of Simple Random Walk and
Reflected Simple Random Walk. Pandemic-Motivated Queueing Analysis.
Speaker: Isaac Meilijson, University of Tel Aviv, Israel
4. Talk title: Boundary Crossing of Delayed Brownian Motion and The Non-Local Heat Equation on a Time-Dependent Domain
Speaker: Bruno Toaldo, University of Torino, Italy
Session Title:
Issues of Stochastic Dependence and Orderings in Game and Voting TheorySession Organisers:
Fabio Spizzichino, University La Sapienza, Rome, Italy
Topic and Talks:
1. Talk title: Comparing Random Variables is Not as Obvious as 1, 2, 3
Speaker: Bernard De Baets, Ghent University, Belgium
2. Talk title: Negative dependence notions and tournament scores
Speaker: Yoseph Rinott, Hebrew University, Israel
3. Talk title: Load-sharing models in the study of random permutations, minima within subsets of random variables, and related paradoxe
Speaker: Fabio Spizzichino, Sapienza University, Italy
4. Talk title: Stochastic models in the construction of paradoxes in probability, game and voting theory
Speaker: Emilio De Santis, Sapienza University, Italy
Session Title:
Self-organised and reinforced processesSession Organisers:
Debleena Thacker, Durham University, UK
Topic and Talks:
1. Talk title: Urn Processes with Graph-based Interactions
Speaker: Neeraja Sahasrabudhe, Indian Institute of Science Education and Research, India
2. Talk title: Current profiles for TASEP on a Galton-Watson tree
Speaker: Nicos Georgiou, University of Sussex, UK
3. Talk title: Large deviations for a non-markovian particle system
Speaker: Guilherme Reis, State University of Londrina, Brazil
4. Talk title: On the topology of higher-order age-dependent random connection models
Speaker: Christian Hirsch, Aarhus University, Denmark
Session Title:
Hidden Markov models and
applications
Session Organisers:
George Tsaklidis, Aristotle University of Thessaloniki, Greece
Topic and Talks:
1. Talk title: Failure Rates for (hidden) semiMarkov models and applications
Speaker: Eirini Votsi, Le Mans University, France
2. Talk title: Filtering a Hidden Οpen Homogeneous Markov System
Speaker: Rodi Lykou, Aristotle University of Thessaloniki, Greece
3. Talk title: A Stochastic Particle Extended SEIRS Model with Repeated
Vaccination. Application to RealData of COVID-19 in Italy
Speaker: Vasilios Papageorgiou, Aristotle University of Thessaloniki, Greece
4. Talk title: A stochastic SIHRD model for the optimization of hospital
operation during epidemic outbreaks
Speaker: George Vasiliadis, University of Western Macedonia, Greece
Session Title:
Modelling Tail RiskSession Organisers:
Katalin Varga
, Central Bank of Hungary, Hungary
Topic and Talks:
1. Talk title: Tail risk interference from theory-infused models
Speaker: Katarzyna Budnik, European Central Bank
2. Talk title: Small Sample Properties of a Linear Programming Estimator in Quantile Regression Models with Time Series Data: An Application to Growth at Risk
Speaker: Marian Vavra, Central Bank of Slovakia
3. Talk title: Horseshoe Prior for Bayesian Quantile Regression
Speaker: Tibor Szendrei, Heriot-Watt University, UK
4. Talk title: Nonstationary Financial Risk Factors and Macroeconomic Vulnerability for the United Kingdom
Speaker: Katalin Varga, Central Bank of Hungary
Session Title:
Stochastic Modeling in Reliability and ResilienceSession Organisers:
Bei Wu, Northwestern Polytechnical University, Xi’an, China
Topics and Talks:
1. Talk title: System Reliability Modelling via Virtual Ages
Speaker: Lirong Cui, Professor, College of Quality and Standardization, Qingdao University, China.
2. Talk title: Reliability Modeling for Systems Degrading in Markovian Environments with Protective Auxiliary Components
Speaker: Jingyuan Shen, Associate Professor, School of Economics and Management, Nanjing University of Science and Technology, China.
3. Talk title: Reliability of Three-dimensional Consecutive k-type System
Speaker: He Yi, Associate Professor, School of Economics and Management, Beijing University of Chemical Technology, China.
4. Talk title: Reliability Modeling for Balanced System Considering Mission Aborted Policies
Speaker: Chen Fang, Associate Professor, School of Economics and Management, Zhejiang Ocean University, China.
5. Talk title: Resilience Modeling for multi-component systems based on Markov process
Speaker: Bei Wu, Northwestern Polytechnical University, Xi’an, China
6. Talk title: Mean Hitting Time Approximation for Rare Events
Speaker: Nikolaos Limnios, Université de technologie de Compiègne, France
Session Title:
Recent Advances in Anomaly/Cluster Detection Session Organisers:
Tung-Lung Wu, Mississippi State University, USA and
Jie Chen, University of Massachusetts Boston, USA
Topic and Talks:
1. Talk title: A Forensic Statistical Analysis of the United States Federal Food Stamp
Speaker: Jon Woody, Department of Mathematics and Statistics, Mississippi State University
2. Talk title: Online Change Point Detection in High-Dimensional Data
Speaker: Jun Li, Department of Mathematical Sciences, Kent State University, USA.
3. Talk title: Scan Statistics in Sequential Trials
Speaker: Jie Chen, University of Massachusetts Boston, USA
Session Title:
Probabilistic Analysis of Complex Stochastic SystemsSession Organisers:
Elena Yarovaya, Lomonosov Moscow State University, Russia
Topic and Talks:
1. Talk title: Intermittency and percolation in population dynamics
Speaker: Stanislav Molchanov, UNC Charlotte, USA and HSE, Moscow, Russia
2. Talk title: Functional limit theorems for random walks
Speaker: Grigory Popov, Lomonosov Moscow State University, Russia
3. Talk title: New M-determinacy criterion for probability distributions via MaxEntropy approach
Speaker: Jordan Stoyanov, Sofia, Bulgaria and Jinan/Shandong, China
4. Talk title: Branching random walks in non-homogeneous media with an infinite number of sources.
Speaker: Elena Filichkina, Lomonosov Moscow State University, Russia
5. Talk title: New trends for studying of particle processes with generation and walk .
Speaker: Elena Yarovaya, Lomonosov Moscow State University, Russia
