February 6 (Tue) - 8 (Thur), 2024
Room 126, Graduate School of Mathematical Sciences, University of Tokyo, Komaba campus.
12:55 Opening
Chair: Kengo Kamatani (Institute of Statistical Mathematics)
13:00-13:30
Speaker: Hiroki Masuda (University of Tokyo)
Title: Asymptotics for a dynamic mixed-effects model with low-frequency and unbalanced data
13:40-14:10
Speaker: Chiara Amorino (University of Luxembourg)
Title: Evolving privacy: Drift parameter estimation for discretely observed i.i.d. paths of diffusion processes under local differential privacy constraints
Short break
14:30-15:00
Speaker: Shogo Nakakita (University of Tokyo)
Title: On over-parameterized linear regression with temporal dependence
15:10-15:40
Speaker: Shi-Yuan Zhou (University of Luxembourg)
Title: Nonparametric estimation of the interaction function in particle system models
Short break
Chair: Shogo Nakakita (University of Tokyo)
16:00-16:30
Speaker: Niklas Dexheimer (Aarhus University)
Title: Data-driven optimal stopping: A pure exploration analysis
16:40-17:10
Speaker: Teppei Ogihara (University of Tokyo)
Title: Local asymptotic normality for discretely observed jump-diffusion processes
Chair: Yuta Koike (University of Tokyo)
10:00-10:30
Speaker: Lukas Trottner (Aarhus University)
Title: Change point and change interface estimation of a stochastic heat equation
10:40-11:10
Speaker: Takaaki Shiotani (University of Tokyo)
Title: Modeling lead-lag effects using bivariate Neyman-Scott processes with gamma kernels
11:20-11:50
Speaker: Junichiro Yoshida (University of Tokyo)
Title: Quasi-maximum likelihood estimation and penalized estimation under non-standard conditions
12:30−14:30 Lunch break
Chair: Teppei Ogihara (University of Tokyo)
14:30-15:00
Speaker: Wangjun Yuan (University of Luxembourg)
Title: On a class of stochastic fractional heat equations
15:10-15:40
Speaker: Nicolas Lengert (University of Luxembourg)
Title: Limit theorems for functionals of local time of Brownian motion
Short break
16:00-16:30
Speaker: Yuta Koike (University of Tokyo)
Title: Estimation of the number of relevant factors from high-frequency data
16:40-17:10
Speaker: Kengo Kamatani (Institute of Statistical Mathematics)
Title: Scaling Limits of Markov Processes in Monte Carlo Methods
Chair: Hiroki Masuda (University of Tokyo)
10:00-10:30
Speaker: Masayuki Uchida (Osaka University) [Zoom]
Title: Parameter estimation for linear parabolic SPDEs in two space dimensions based on temporal and spatial increments
10:40-11:10
Speaker: Mark Podolskij (University of Luxembourg)
Title: Quantitative and stable limits of high-frequency statistics of Levy processes: A Stein's method approach
11:20-11:50
Speaker: Nakahiro Yoshida (University of Tokyo)
Title: Asymptotic expansion for the fractional Ornstein-Uhlenbeck process
Followed by Closing
Funding Information