| プログラム |
会議URL: http://www.sigmath.es.osaka-u.ac.jp/~tokyo2013/
Program (ver. 2013/9/1)
September 2 (Mon.)
9:25–9:30 Opening
9:30–10:30 Invited talks (Chair: Nakahiro YOSHIDA)
Yury KUTOYANTS (Université du Maine)
On approximation of the backward SDE
Naoto KUNITOMO (University of Tokyo)
A robust estimation of integrated volatility under micro-market adjustments and round-off errors
10:45–11:45 Invited talks (Chair: Ryozo MIURA)
Pranab K. SEN (University of North Carolina)
Rank tests for short memory stationarity
Stefano M. IACUS (University of Milan)
On estimation for the fractional Ornstein-Uhlenbeck process observed at discrete time
11:45–13:00 Lunch
13:00–14:00 Invited talks (Chair: Masayuki UCHIDA)
Chenxu LI (Peking University)
Estimating jump-diffusions using closed-form likelihood expansions
Mathieu ROSENBAUM (Université Paris 6)
Estimating the efficient price from the order flow: a Brownian Cox process approach
14:15–15:15 Invited talks (Chair: Taiji SUZUKI)
Arnak S. DALALYAN (ENSAE ParisTech, CREST)
Minimax testing of a composite null hypothesis defined via a quadratic functional in the model of regression
Noboru MURATA (Waseda University)
Learning ancestral atom of structured dictionary via sparse coding
15:30–16:30 Invited talks (Chair: Taiji SUZUKI)
Tsuyoshi UENO (Japan Science and Technology Agency)
Semiparametric statistical approach to reinforcement learning
Hidetoshi SHIMODAIRA (Osaka University)
Higher-order accuracy of multiscale double-bootstrap resampling for testing regions
***
September 3 (Tue.)
9:00–10:00 Invited talks (Chair: Satoshi KURIKI)
Donald RICHARDS (Pennsylvania State University)
Counting and locating multiple solutions of estimating equations
Yoshihiro YAJIMA (University of Tokyo)
On statistical inference of spatio-temporal random fields
10:15–11:45 Invited talks (Chair: Hiroki MASUDA)
Arturo KOHATSU-HIGA (Ritsumeikan University)
LAMN property for jump type processes
Yasushi ISHIKAWA (Ehime University)
Nerve cell model and asymptotic expansion
Alexey M. KULIK (Institute of Mathematics of Ukrainian National Academy of Sciences)
Limit theorems and statistical inference for ergodic solutions of Lévy driven SDE's
11:45–13:50 Lunch
13:50–14:20 Invited talk (Chair: Sangyeol LEE)
Siyun PARK (Korea University Business School)
Entropy-based test for time series models
14:35–15:15 Contributed talks (Pararel sessions)
Auditorium, 14:35-15:15 (Chair: Yasutaka SHIMIZU)
K. K. THAMPI (Mahatma Gandhi University)
Finite time ruin probability of the compound renewal model with constant interest rate and weakly negatively dependent claims
Lakhana WATTHANACHEEWAKUL (Maejo University)
Modified Box-Cox transformation and manly transformation with failure time data
Room 201, 14:35-15:15 (Chair: Masaaki FUKASAWA)
Atsushi TAKEUCHI (Osaka City University)
Asymptotic behavior of densities for stochastic functional differential equations
Yuta KOIKE (University of Tokyo)
Estimation of integrated covariances in the simultaneous presence of nonsynchronicity, noise and jumps
15:30–16:30 Contributed talks (Pararel sessions)
Auditorium, 15:30–16:30 (Chair: Nakahiro YOSHIDA)
Yoshihiko MAESONO (Kyushu University)
Smoothing of sign test and approximation of its p-value
Eric BEUTNER (Maastricht University)
Central and non-central limit theorems for statistical functionals based on weakly and strongly dependent data
Dedi ROSADI (Gadjah Mada University)
Second-order least-squares estimation for regression models with autocorrelated errors: asymptotic properties and simulation results
Room 201, 15:30–16:30 (Chair: Kengo KAMATANI)
Kengo KATO (University of Tokyo)
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
Yoichi NISHIYAMA (Institute of Statistical Mathematics)
On Entropy-martingale methods in statistics
Ryosuke NOMURA (University of Tokyo)
The convergence limit of the temporal difference learning
***
September 4 (Wed.)
9:00–10:30 Invited talks (Chair: Yasutaka SHIMIZU)
Manuel MORALES (University of Montreal)
On Lévy insurance risk models: a review and new directions
Hailiang YANG (The University of Hong Kong)
Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model
Hideatsu TSUKAHARA (Seijo University)
On a resampling scheme for empirical copulas
10:45–11:45 Contributed talks (Chair: Kengo KAMATANI)
Deniz TASCI (Hacettepe University)
Two independent sample test for folded normal data
Serpil AKTAS (Hacettepe University)
Performance of power divergence statistics under quasi independence model
Kentaro TANAKA (Tokyo Institute of Technology)
Machine learning methods for conditional independence inference
11:45–13:00 Lunch
13:00–14:00 Contributed talks (Chair: Donald Richards)
Wataru KUMAGAI (Tohoku University)
Quantum hypothesis testing for Gaussian states
Shuhei MANO (Institute of Statistical Mathematics)
Extremes of Pitman’s random partitions and their asymptotics
Satoshi KURIKI (Institute of Statistical Mathematics / Institute of Statistical Science, Academia Sinica)
Goodness-of-fit statistics based on multifold integrated empirical distribution functions
14:00 Closing
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