Monday, September 24th (Room : 16-26-113 Paul Lévy)
Welcome & Coffee 9.30-10.00
- 10.00-11.00 A. Dalalyan Langevin Monte-Carlo Part I
- 11.00-11.30 E. Mariucci Gaussian approximation for the small jumps of Lévy processes
- 11.30-12.00 G. Durand Improved post hoc bounds for localized signal
Lunch break 12.00-13.30
- 13.30-14.00 J. van Waaij Adaptive nonparametric Bayesian methods for SDEs
- 14.00-14.30 L. Longepierre Consistency of the maximum likelihood estimator in a dynamic stochastic block model
- 14.30-15.00 K. Abraham Posterior contraction for scalar diffusions
Coffee break 15.00-15.30
- 15.30-16.00 A. Coca Cabrero Adaptive nonparametric estimation for compound Poisson processes robust to the discrete-observation scheme
- 16.00-16.30 A. Hadji Uncertainty quantification using Gaussian Process with squared exponential kernel
- 16.30-17.00 A. Picard Spectral thresholding for the estimation of Markov chain transition operators
Tuesday, September 25th (Room : 15-16-201)
- 09.00-09.30 A. Ben-Hamou Estimating graph parameters with random walks
- 09.30-10.00 S. Wang Convergence Rates for Penalized Least Squares Estimators in PDE-constrained regression
Coffee break 10.00-10.30
- 10.30-11.00 M. Wahl Relative perturbation bounds with applications to empirical covariance operators
- 11.00-11.30 M. Giordano Bernstein - von Mises theorems for linear inverse problems
- 11.30-12.00 R. Mismer Inference with adaptive Polya trees
Lunch break 12.00-13.30
- 13.30-14.00 S. Holtz Semi-parametric covolatility estimation under asynchronicity and noise: Asymptotic equivalence and lower bounds
- 14.00-14.30 L. Riou-Durand On sampling from a log-concave density using kinetic Langevin diffusions
- 14.30-15.00 Q. Du Variance Estimation for Adaptive Multilevel Splitting
Coffee break 15.00-15.30
- 15.30-16.30 A. Dalalyan Langevin Monte-Carlo Part II
Football game 17.00-19.00
Workshop's dinner 20.30
Wednesday, September 26th (Room : 16-26-113 Paul Lévy)
- 9.30-10.30 A. Dalalyan Langevin Monte-Carlo Part III
Coffee break 10.30-11.00
- 11.00-11.30 N. Meyer Studying the support of the spectral measure by projecting onto the unit sphere
- 11.30-12.00 R. Altmeyer Nonparametric drift estimation for the stochastic heat equation from local measurements
- 12.00-12.30 K. Ray Semiparametric Bayesian causal inference using Gaussian process priors