Live Sessions

Session 1 (Monday, 12:00) - zoom room 3:

• Karen Habermann (Warwick, invited live talk): A polynomial expansion for Brownian motion and its fluctuation process

• Youness Boutaib (Aachen): A short review of rough paths on manifolds

• Dominic Tobias Schickentanz (Darmstadt): Brownian Motion Conditioned to Spend Limited Time Below a Barrier

• Pietro Siorpaes (London): Pathwise local times and Tanaka–Meyer formulae for càdlàg paths

Session 2 (Monday, 13:45) - zoom room 3:

• Sascha Troscheit (Wien, invited live talk): Dimension theory and quasi-symmetric embeddability in random geometry

• Oleg Butkovsky (Berlin, invited live talk): Regularization by noise via stochastic sewing with random controls

• Wolfgang Bock (Kaiserslautern, invited live talk): Stochastic Quantization of the fractional Edwards measure

Session 3 (Tuesday, 12:00) - zoom room 5:

• Sima Mehri (Warwick, invited live talk): A stochastic Gronwall lemma and wellposedness of path dependent SDEs driven by martingale noise

• Alexander Kalinin (München): Support characterization for regular path-dependent stochastic Volterra integral equations

• Yue Wu (Oxford): The random periodic solution of a stochastic differential equation with a monotone drift and its numerical approximation

• Francesco Mattesini (Münster/Leipzig): Asymptotics of transportation cost for the occupation measure of fractional Brownian motion

Session 4 (Tuesday, 13:45) - zoom room 5:

• Martin Slowik (Mannheim, invited live talk): On gradient estimates of the heat kernel for random walks in time-dependent random environments

• Patricia Alonso Ruiz (College Station): Heat semigroup approach to isoperimetric inequalities in Dirichlet spaces

• Max Nendel (Bielefeld): Wasserstein perturbations of Markovian transition semigroups

• Jonas Blessing (Konstanz): Stochastic representations for viscous Hamilton-Jacobi equations

Session 5 (Wednesday, 13:45) - zoom room 3:

• Vitalii Konarovskyi (Leipzig, invited live talk): Sticky-reflected stochastic heat equation driven by colored noise

• Aleksandra Zimmermann (Duisburg-Essen, invited live talk): A finite volume scheme for a stochastic heat equation driven by multiplicative noise

• Benjamin Gess (Bielefeld/Leipzig, invited live talk): The stochastic thin film equation

Session 6 (Thursday, 12:00) - zoom room 5:

• Martin Herdegen (Warwick, invited live talk): Bubbles in discrete time models

• Stefan Tappe (Freiburg): Infinite dimensional affine processes

• Paul Krühner (Wien): Abstract polynomial processes

• Julian Wendt (Jena): Large ranking games with diffusion control

• Daniel Bartl (Wien, invited live talk): The Wasserstein space of stochastic processes

Session 1 (Monday, 13:45) - moderator Matthias Reitzner - zoom room 4:

• Gilles Bonnet (Bochum, invited live talk): Weak convergence of the intersection point process of Poisson hyperplanes

• Carina Betken (Bochum): Central limit theory for geometric functionals of Poisson cylinder processes

• Alexander Hinsen (Berlin): A shape theroem for first passage percolation on the Poisson-Gilbert disk model

• Ghulam Qadir (Heidelberg): Flexible Modeling of Variable Asymmetries in Cross-Covariance Functions for Multivariate Random Fields

• Mathias Sonnleitner (Linz): Random sections of p-ellipsoids, optimal recovery and Gelfand numbers of diagonal operators

• Johannes Wieditz (Göttingen): Characteristic and necessary minutiae in fingerprints

Session 2 (Tuesday, 12:00) - moderator Markus Heydenreich - zoom room 3:

• Jan Swart (Prague, invited live talk): Frozen percolation on the Marked Binary Branching Tree

• David Criens (Freiburg): A parabolic Harnack principle for balanced difference equations in random environments

• Peter Nejjar (Bonn): Cutoff Profile of ASEP on a Segment

• Maximilian Nitzschner (New York): Disconnection for the harmonic crystal with random conductances

• Marco Seiler (Göttingen): On the contact process in a time evolving edge random environment

• Weile Weng (Berlin): Quenched functional CLT for random walks in random environments with bounded cycle representation

Session 3 (Wednesday, 12:00) - moderator Matthias Schulte - zoom room 2:

• Daniel Hug (Karlsruhe, invited live talk): Skeletons and shapes related to Poisson hyperplanes in hyperbolic space

• Anna Gusakova (Bochum): Limit theorems for random convex chain and random polygone in polygone

• Christian Hirsch (Groningen): Simplicial percolation

• Kathrin Meier (Bochum): Central limits for generalized descents and inversions in permutations and finite Weyl group elements

• Moritz Otto (Magdeburg): Limit laws for large kth-nearest neighbor balls

• Federico Pianoforte (Bern): Exponential approximation of the minimum interpoint distance in Kolmogorov distance

Session 4 (Thursday, 12:00) - moderator Anna Gusakova - zoom room 3:

• Mathew Penrose (Bath, invited live talk): Coverage and connectivity in stochastic geometry

• Andrej Depperschmidt (Erlangen): Local limit theorem for random walk on oriented percolation

• Peter Gracar (Köln): Characterizing the infinite component of the weight-dependent random graph in 1D

• Arne Grauer (Köln): Chemical distance in weight-dependent random connection models

• Nannan Hao (München): Graph distances in scale-free percolation

• Lukas Lüchtrath (Köln)): Percolation phase transition in weight-dependent random conncection models

Session 5 (Friday, 12:00) - moderator Peter Mörters - zoom room 3:

• Alexander Holroyd (Bristol, invited live talk): Random matching and fairness

• Thomas Finn (Bath): Non-equilibrium multi-scale analysis and coexistence in competing first-passage percolation

• Nico Heizmann (Chemnitz): Internal diffusion limited aggregation on the Sierpinski gasket

• Konrad Kolesko (Gießen): Limit theorems for general branching processes

• Bas Lodewijks (Bath): Fine asymptotics of high degrees in weighted random recursive trees with i.i.d. bounded weights

• Alexis Prévost (Cambridge):  Critical exponents for a percolation model on transient graphs

• Quan Shi (Mannheim): Diffusion limits of random walks on integer compositions and their applications

Session 1 (Monday, 13:45) - moderator Alexander Schnurr - zoom room 5:

• Martin Wendler (Magdeburg, invited live talk): Convergence of U-Processes in Hölder Spaces with Application to Robust Change-Point Detection

• Martin Möhle (Tübingen): A restaurant process with cocktail bar

• Osvaldo Angtuncio Hernandez (Duisburg-Essen): On the profile of trees with a given degree sequence

• Rafal Lochowski (Warsaw): Moments and tails of hitting times of Bessel processes and convolutions of elementary mixtures of exponential distributions

Session 2 (Tuesday, 13:45) - moderator Wolfgang König - zoom room 1:

• Jan Nagel (Dortmund, invited live talk): Sum rules via large deviations: polynomial potentials and the multi-cut regime

• Mátyás Barczy (Szeged): Limit theorems for Bajraktarevic and Cauchy quotient means of independent identically distributed random variables

• Ecaterina Sava-Huss (Insbruck): Interpolating between random walk and rotor walk

• Michael Juhos (Graz): The asymptotic volume of intersections of p-ellipsoids

• Lorenz Frühwirth (Graz): Large deviation principles for lacunary sums

Session 3 (Wednesday, 12:00) - moderator Sebastian Engelke - zoom room 1:

• Claudia Klüppelberg (München, invited live talk): Consistent estimation of a latent tree based on extreme observations

• Daniel Willhalm (Groningen): Upper large deviations for power-weighted edge lengths in spatial random networks

• Xiaochuan Yang (Bath): Component count of random geometric graphs in the intermediate regime

• Frank Röttger (Genf): Total positivity in graphical extremes

Session 4 (Thursday, 12:00) - moderator Anja Janssen - zoom room 1:

• Marco Oesting (Stuttgart, invited live talk): Evaluation of binary classifiers for extremes

• Imma Valentina Curato (Ulm): Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields

• Carolin Kleemann (Bochum): Maximum interpoint distance of high-dimensional random vectors

• Carolin Forster (Stuttgart): Non-stationary max-stable models with an application to heavy rainfall data

Session 5 (Thursday, 13:45) - moderator Christoph Thäle - zoom room 1:

• Giovanni Peccati (Luxemburg, invited live talk): Quantitative two-scale stabilization on the Poisson space

• Yuki Ueda (Hokaido): On rate of convergence towards free extreme value distributions

• Tabea Glatze (Dortmund): The speed of random walk on Galton-Watson trees with vanishing conductances

• Yanjia Bai (Bonn): Refined Large Deviation Principle for Branching Brownian Motion Conditioned to Have a Low Maximum

Session 1 (Monday, 12:00) - moderator Kathrin Glau - zoom room 1:

• Kathrin Glau (London): Large-scale Least-squares Monte Carlo method

• Maximilian Diehl (Kaiserslautern): Evolution of a Life Insurer's Balance Sheet and Robust Strategies for Investing and Financing

• Marek Oheim (Kaiserslautern): Unisex Tariffs in Life Insurance

• Andrew Allan (Zürich): A càdlàg rough path foundation for robust finance

Session 2 (Monday, 13:45) - moderator Thomas Mikosch - zoom room 1:

• Agnes Handwerk (invited live talk): From mathematicization in economics to modern financial mathematics

• Laura Körber (Berlin): Merton’s optimal investment problem with jump signals

• Francesca Primavera (Wien): Lévy type signature models

• Wei Xu (Berlin): The Microstructure of Stochastic Volatility Models with Self-Exciting Jump Dynamics

Session 3 (Tuesday, 12:00) - moderator Birgit Rudloff - zoom room 1:

• Paul Embrechts (Zürich, invited live talk): The public communication and understanding of risk

• Josef Anton Strini (Graz): Approximation of Gerber-Shiu functions

• Domagoj Demeterfi (London): Chebyshev interpolation to accelerate credit exposure calculations

• Cassandra Milbradt (Berlin): A cross border market model with limited transmission capacities

Session 4 (Wednesday, 13:45) - Luitgard Veraart - zoom room 1:

• Mario Wüthrich (Zürich, invited live talk): LocalGLMnet: interpretable deep learning for tabular data

• Linus Wunderlich (London): The deep parametric PDE method for option pricing

• Matteo Gambara (Zürich): Consistent recalibration equity models

• Yufei Zhang (London): A fast iterative algorithm for mean-field control problems with non-smooth costs

Session 5 (Wednesday, 15:30) - moderator Kathrin Glau - zoom room 1:

• Luitgard Veraart (London, invited live talk): When does portfolio compression reduce systemic risk?

• Simon Pojer (Graz): Ruin Probabilities in a Markovian Shot-Noise Environment

• Thorsten Schmidt (Freiburg): No arbitrage in insurance

• Stephan Eckstein (Hamburg): Calculating robust price bounds using generative adversarial nets

Session 6 (Thursday, 13:45) - moderator Thorsten Schmidt - zoom room 3:

• Laurence Carassus (Reims, invited live talk): Quasi-sure essential supremum and applications to finance

• Julia Ackermann (Gießen): Optimal trade execution in a stochastic order book model

• Evgueni Kivman (Berlin): Small impact analysis in stochastically illiquid markets

• Johannes Wiesel (New York): Entropic Optimal Transport: Convergence of Potentials

Session 7 (Friday, 13:45) - Laurence Carassus - zoom room 2:

• Birgit Rudloff (Wien, invited live talk): Time consistency of the mean-risk-problem

• Nilusha Karunathunge Gamage (Kaiserslautern): Equilibrium Pricing Model for Index Insurance

• Emanuel Rapsch (Berlin): Towards Energy Transition: Designing Incentives for a Game of Change

• Shijie Xu (Liverpool): Statistical Consistent Term Structures Are Flat

Session 1 (Tuesday, 15:30) - moderators Jeannette Woerner & Johanna Ziegel - zoom room 1:

• Kirstin Strokorb (Cardiff, invited live talk): Conditional Independence in Extremes

• Julia Steinmetz (Dortmund): Asymptotic Theory and Bootstrap Inference for Mack's model

• Tobias Fissler (Wien): Backtesting CoVaR using Multi-Objective Elicitability

• Paolo Colusso (Lausanne): Learning Multivariate Financial Data with Tensor Completion and Deep Learning

• Julian Sester (Singapur): A deep learning approach to data-driven model-free pricing and to martingale optimal transport

• Fatlinda Avdullai (Kaiserslautern): Artificial Neural Network and Time Series Approaches to Forecast the Triggering Factor for Private Health Insurance Tarifs

• Natalia Nolde (Vancouver, invited live talk): Reverse stress testing and multivariate extremes

Session 1 (Monday, 12:00) - zoom room 4:

• Charline Smadi (Grenoble, invited live talk): Parasite infection in a cell population with deaths

• Florin Boenkost (Frankfurt): Survival Probabilities of Slightly Supercritical Branching Processes in iid Random Environment

• Zsófia Talyigás (Bath): Genealogy of the N-particle branching random walk with polynomial tails

• Aurélien Velleret (Frankfurt): Asymptotic comparison of clicking ability in the Mueller ratchet

Session 2 (Wednesday, 12:00) - zoom room 5:

• Arno Siri-Jégousse (Mexico-City, invited live talk): Coalescent models for populations under recurrent bottlenecks

• Iulia Dahmer (Mainz): Joint fluctuations of the lengths of Beta(2-\alpha,\alpha)-coalescents

• Nils Hansen (Bochum): Griffiths Representation for Jump Diffusions with Moment Duality to Coordinated Branching-Coalescing Processes

• Florian Nie (Berlin): The stochastic F-KPP Equation with seed bank and on/off branching coalescing Brownian motion

Session 3 (Wednesday, 13:45) - zoom room 5:

• Jere Koskela (Warwick, invited live talk): Non-reversible and gradient-based MCMC for coalescent trees

• Jad Beyhum (Leuven): A nonparametric instrumental approach to endogeneity in competing risks models

• Helmut Pitters (Mannheim): The number of cycles in a random permutation and the number of segregating sites jointly converge to the Brownian sheet

Session 4 (Friday, 12:00) - zoom room 5:

• Cornelia Pokalyuk (Frankfurt, invited live talk): Fixation of slightly advantageous alleles in Cannings models

• Tobias Paul (Berlin): Modelling interactions of mutation, dormancy and transfer

• András Tóbiás (Berlin): Host-virus dynamics in the presence of contact-mediated dormancy

• Jonas Lueg (Göttingen): Wald Space: Information Geometry for Phylogenetic Trees

Session 5 (Friday, 13:45) - zoom room 5:

• Emmanuel Schertzer (Wien, invited live talk): Probabilistic models related to the SARS-CoV-2 pandemic

• Henrik Wiechers (Göttingen): Learning Torus PCA based classification for multiscale RNA backbone structure correction with application to SARS-CoV-2

• Ibrahim Mbouandi Njiasse (Cottbus): Stochastic Epidemic Models and Extended Kalman Filter Estimates of Non-Observable States

• Fanni K. Nedény (Szeged): Limit theorems for the aggregation of random coefficient INAR(1) processes

Session 1 (Tuesday, 13:45) - moderator Silke Rolles - zoom room 2:

• Roland Bauerschmidt (Cambridge, invited live talk): The arboreal gas

• Jonas Jalowy (Münster): Fluctuations of the magnetization in the Block Potts Model

• Diana Conache (München): Variance of voltages in a lattice Coulomb gas

• Matthew Dickson (München): On the Huang-Yang-Luttinger Loop Soup

Session 2 (Tuesday, 15:30) - moderator Silke Rolles - zoom room 2:

• Daniel Ueltschi (Warwick, invited live talk): Random loop representation of quantum spin chain, and proof of dimerization

• Peter Mühlbacher (Warwick): Rigorous results on efficient sampling from Quantum Heisenberg models

• Quirin Vogel (Shanghai): Bose-Einstein condensation and infinite loops

• Steffen Polzer (Darmstadt): A functional central limit theorem for Polaron path measures

• Yana Kinderknecht (Braunschweig): Feynman-Kac Formulae for generalized time-fractional evolution equations

Session 3 (Friday, 13:45) - moderator Volker Betz - zoom room 3:

• Lisa Hartung (Mainz, invited live talk): Log-correlated fields: Some useful tools

• Florian Henning (Bochum): Coexistence of localized Gibbs measures and delocalized gradient Gibbs measures on trees

• Sebastian Bergmann (Bochum): Gibbs-non-Gibbs transitions in Widom-Rowlinson models on trees

• Stefan Junk (Tsukuba): Number of open paths in oriented percolation as zero temperature limit of directed polymer

• Markus Dietz (Freiberg): On a stochastic arc furnace model

Session 1 (Monday, 13:45) - moderator Nicole Bäuerle - zoom room 6:

• Agnès Sulem (Paris, live invited talk): Non-linear mixed optimal control/ stopping (game) problems and applications in finance

• Tamara Göll (Karlsruhe): Nash Equilibria in a Portfolio Optimisation Problem under a Relative Performance Criterion

• Florian Aichinger (Linz): Merton's portfolio problem for a class of multivariate affine Volterra models

• Jörn Sass (Kaiserslautern): Robust Utility Maximization in a Multivariate Financial Market with Stochastic Drift

Session 2 (Tuesday, 13:45) - moderator Hanspeter Schmidli - zoom room 3:

• Julia Eisenberg (Wien, live invited talk): Dividend maximisation with negative and positive preference rates

• Leonie Violetta Brinker (Köln): Optimal reinsurance strategies for drawdown control

• Christian Laudagé (Kaiserslautern): Scalarized utility-based multi-asset risk measures

• Simon Fischer (Kiel): Limit Behavior for Optimal Stopping Problems with Finite Time Hoizon

Session 3 (Tuesday, 15:30) - moderator Nicole Bäuerle - zoom room 3:

• Fred Espen Benth (Oslo, live invited talk): Hedging of volumetric risk in renewable energy markets

• Ricarda Rosemann (Kaiserslautern): Regulation of Emission Trading Systems: A Stochastic Control Model

• Paul Honore Takam (Cottbus): Stochastic Optimal Control of Thermal Energy Storages

Session 4 (Wednesday, 15:30) - moderator Hanspeter Schmidli - zoom room 5:

• Stefan Thonhauser (Graz, live invited talk): Dividend maximization with a penalty - time inconsistent view

• Philipp Guth (Mannheim): One-shot approach for surrogates in PDE-constrained optimization under uncertainty

• Bernard Effah Nyarko (Cottbus): Stochastic Optimal Control Methods for the Water Management of Irrigation Systems

Session 1 (Monday, 12:00) - moderator Mark Podolskij - zoom room 5:

• Franziska Kühn (Dresden, live invited talk): Applications of martingale problems in the theory of Lévy-driven SDEs

• Sebastian Rickelhoff (Siegen): Semimartingales with Killing and Their Fourth Characteristic

• David Oechsler (Dresden): On q-scale functions of spectrally negative Lévy processes

• Wei Xu (Berlin): A Ray-Knight Theorem for Spectrally Positive Stable Processes

Session 2 (Tuesday, 15:30) - moderator Markus Bibinger - zoom room 5:

• Carsten Chong (New York, live invited talk): Mixed semimartingales: Volatility estimation in the presence of fractional noise

• Gregor Pasemann (Berlin): Statistical analysis of discretely sampled semilinear SPDEs: a power variation approach

• Florian Hildebrandt (Hamburg): Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations

• Sascha Gaudlitz (Berlin): Statistical Inference on the reaction term in semi-linear SPDEs

Session 3 (Wednesday, 13:45) - moderator Fabian Mies - zoom room 4:

• Ester Mariucci (Versailles, live invited talk): Non-asymptotic bounds of the CDF of Lévy processes and applications in statistics

• Anton Tiepner (Aarhus): Nonparametric estimation of the first order coefficient in convection-diffusion SPDEs from mutiple local measurements

• Niklas Dexheimer (Aarhus): Nonparametric invariant density and drift estimation for stochastic damping Hamiltonian systems

• Lukas Trottner (Mannheim): Learning to reflect: A unifying approach for data-driven stochastic control strategies

• Nina Dörnemann (Bochum): Linear spectral statistics of sequential sample covariance matrices

Session 4 (Wednesday, 15:30) - moderator Carsten Chong - zoom room 4:

• Markus Bibinger (Würzburg, live invited talk): Inference on jumps in high-frequency order-price models with one-sided noise

• Dennis Schroers (Oslo): A weak law of large numbers for realised covariation in a Hilbert space setting

• Malon Janssen (Würzburg): Volatility estimation under one-sided errors

• Martin Kilian (Darmstadt): Persistence probabilities of fractional processes

Session 5 (Thursday, 12:00) - moderator Franziska Kühn - zoom room 4:

• Andreas Basse-O'Connor (Aarhus, live invited talk): A Berry-Esseén theorem for partial sums of functionals of heavy-tailed moving averages

• Albert Rapp (Ulm): Long Range Dependence for Stable Random Processes

• Viet Hoang (Ulm): An inverse problem in the context of harmonizable symmetric alpha-stable processes

• Dan Leonte (London): Simulation methods for trawl processes

Session 6 (Friday, 12:00) - moderator Alexander Schnurr - zoom room 6:

• Fabian Mies (Aachen, live invited talk): Regularity of multifractional moving average processes with random Hurst exponent

• Bennet Ströh (Ulm): Approximations, asymptotics and inference for continuous-time locally stationary processes

• Farid Mohamed (Ulm): Almost periodically stationary processes

• Laura Jula Vanegas (Göttingen): Analyzing cross-talk between superimposed signals

Session 1 (Tuesday, 13:45) - moderator Anne Leucht - zoom room 6:

• Efstathios Paparoditis (Nicosia, live invited talk): Prediction Bands for Functional Time Series

• Sven Otto (Bonn): Dynamic Factor Model for Functional Time Series: Identification, Estimation, and Prediction

• Sebastian Kühnert (Kassel): Lagged Covariance and Cross-Covariance Operators of Processes in Cartesian Products of Abstract Hilbert Spaces

• Ines Nüßgen (Siegen): Ordinal Pattern Dependence in the Context of Long-Range Dependence

• Boris Aleksandrov (Hamburg): Novel Goodness-of-Fit Tests for Binomial Count Time Series

Session 2 (Wednesday, 15:30) - moderator Carsten Jentsch - zoom room 6:

• Suhasini Subba Rao (College Station, live invited talk): Graphical models for multivariate nonstationary time series

• Carina Beering (Hamburg): A Test of Independence for Locally Stationary Processes Using a Weighted Characteristic Function-based Distance

• Theresa Eckle (Bochum): Testing for isotropy with irregularly spaced spatial data

• Martin Kroll (Bochum): Adaptive spectral density estimation by model selection under local differential privacy

• Alexander Braumann (Braunschweig): Simultaneous Inference for Autocovariances based on Autoregressive Sieve Bootstrap

Session 3 (Friday, 13:45) - moderator Axel Bücher - zoom room 6:

• Ivan Kojadinovic (Pau, live invited talk): Open-end nonparametric sequential change-point detection sensitive to changes in the mean

• Johannes Heiny (Bochum): Sequential change point detection in high-dimensional time series

• Philipp Klein (Magdeburg): Moving sum data segmentation for stochastic processes based on invariance

• Sebastian Neblung (Hamburg): Sliding and disjoint blocks estimators for the extremal index

Session 1 (Wednesday, 13:45) - moderator Michael Vogt - zoom room 2:

• Gilles Blanchard (Paris, live invited talk): Fast rates for prediction with limited expert advice

• Joseph Meyer (Heidelberg): Random Planted Forests

• Artur Bille (Ulm): Spectral clustering of combinatorial fullerene isomers based on their facet graph structure

• Stephan Huckemann (Göttingen): Clustering Manifold Data Based on Principal Nested (Stratified) Spheres

Session 2 (Wednesday, 15:30) - moderator Sophie Langer - zoom room 2:

• Alexandra Carpentier (Potsdam, live invited talk): Several structured thresholding bandit problem

• Benjamin Walter (Darmstadt): Analysis of convolutional neural network image classifiers in a hierarchical max-pooling model with additional local pooling

• Youness Boutaib (Aachen): Path classification with continuous-time linear stochastic RNNs

• Nathawut Phandoidaen (Heidelberg): Forecasting time series with neural networks

Session 3 (Friday, 12:00) - moderator Bernhard Stankewitz - zoom room 4:

• Ingo Steinwart (Stuttgart, live invited talk): Some thoughts and questions towards a statistical understanding of DNNs

• Sophie Langer (Darmstadt): Estimation of a regression function on a manifold by fully connected deep neural networks

• Anastasis Kratsios (Zürich): Universal Probability Measure-Valued Deep Neural Networks

• Stefan Richter (Heidelberg): Statistical analysis of Wasserstein GANs with applications to time series forecasting

Session 4 (Friday, 13:45) - moderator Nicole Mücke- zoom room 4:

• Nicole Mücke (Braunschweig, live invited talk):

• Bernhard Stankewitz (Berlin): From inexact optimization to learning via gradient concentration

• Mahsa Taheri (Bochum): Statistical Guarantees for the Stationary Points of Shallow and Linear Neural Networks

Session 1 (Monday, 12:00) - moderator Enno Mammen - zoom room 2:

• Alexander Meister (Rostock, live invited talk): Nonparametric estimation of the ability density in the Mixed-Effect Rasch Model

• Dennis Müller (Rostock): Minimax Estimation of the Mode of Functional Data

• Christoph Reihl (Bayreuth): Confidence bands for the covariance kernel of Banach space valued functional data

• Felix Gnettner (Magdeburg): Depth-based two sample testing

Session 2 (Monday, 13:45) - moderator Jan Johannes - zoom room 2:

• Angelika Rohde (Freiburg, live invited talk): Sharp adaptive similarity testing with pathwise stability for ergodic diffusions

• Christof Schötz (Heidelberg): A Law of Large Numbers for Fréchet Mean Sets

• Shayan Hundrieser (Göttingen): Limit Distributions for Empirical Circular Optimal Transport

• Do Tran (Göttingen): Fréchet means and geometry

Session 3 (Tuesday, 12:00) - moderator Tatyana Krivobokova - zoom room 2:

• Hajo Holzmann (Marburg, live invited talk): Statistically optimal estimation of signals in modulation spaces using Gabor frames

• Karolina Klockmann (Wien): Fully data-driven non-parametric estimation of Toeplitz covariance matrices

• Sergio Brenner Miguel (Heidelberg): Anistropic spectral cut-off estimation under multiplicative measurement errors

Session 4 (Thursday, 12:00) - moderator Angelika Rohde - zoom room 2:

• Enno Mammen (Heidelberg, live invited talk): Superefficient estimation of future conditional hazards based on marker information

• Gerrit Grobler (Potcaefstroom): A New Goodness-of-Fit Test for the Rayleigh Distribution Based on Stein's Characterisation

• Benjamin Eltzner (Göttingen): Testing for Uniqueness of Estimators

• Marilena Müller (Heidelberg): Testing for local alignment of locally stationary Hawkes processes

Session 5 (Thursday, 13:45) - moderator Hajo Holzmann - zoom room 2:

• Jan Johannes (Heidelberg, live invited talk): Linear Functional Estimation under Multiplicative Measurement Errors

• Alexander Kreiß (Leuven): Using Laguerre Polynomials for Semi-Parametric Estimation in Measurement Error Problems with an Application to Epidemics

• Vitalii Makogin (Ulm): Change-point methods for anomaly detection in fibrous media

• Maximilian Steffen (Hamburg): PAC-Bayesian Estimation in High-Dimensional Multi-Index Models with Unknown Active Dimension

Session 1 (Tuesday, 12:00) - moderator Alexander Meister - zoom room 4:

• Aurore Delaigle (Melbourne, live invited talk): Covariance estimation for fragments of functional data

• Johannes Krebs (Heidelberg): On approximation theorems for the Euler characteristic with applications to the bootstrap

• Shayan Hundrieser (Göttingen): Testing under Finite Sample Smeariness of Fréchet Means on the Circle

• Raoul Müller (Göttingen): Non-Euclidean distance based Levene's test

Session 2 (Tuesday, 13:45) - moderator Mathias Trabs - zoom room 4:

• Sasha Goldenshluger (Haifa, live invited talk): Density deconvolution under general assumptions

• Fatima Jammoul (Graz): Consistently recovering the signal from noisy functional data

• Thomas Kuenzer (Graz): Estimating the conditional distribution in functional regression problems

• Thomas Staudt (Göttingen): Measuring statistical dependency with optimal transport

• Jonas Brehmer (Heidelberg): Using scoring functions to evaluate point process forecasts

Session 3 (Wednesday, 12:00) - moderator Mathias Trabs - zoom room 4:

• Cristina Butucea (Paris, live invited talk): Local differential privacy and support recovery for sparse Gaussian vectors

• Marius Smuts (Potcaefstroom): Distribution-free goodness-of-fit tests for the Pareto distribution based on a characterization

• Christian Weiß (Hamburg): Some goodness-of-fit tests for the Poisson distribution with applications in Biodosimetry

• Elzanie Bothma (Potcaefstroom): A new class of tests for the Weibull distribution using Stein's method in the presence of random right censoring

• Dmitry Otryakhin (Stockholm): Fast automatic deforestation detection