# Prerecorded Talks

Talks of the GPSD 2021 are organised in 14 sections. During the conference week there will be sessions consisting of

invited talks of 20 minutes,

live discussions of contributed prerecorded videos (availabe before and during the conference on a separate YouTube channel).

Researchers of all levels are very welcome to participate in the discussions with or without own contributions! If you have never contributed a prerecorded talk to a conference, check out the suggestions collected here.

If you are interested in contributing a prerecorded talk, the procedure is as follows:

Register and submit abstract/title for your talk by July 1st. You will have to chose one of the 14 sections listed below.

You will be informed by 16th of July if your talk was accepted by the section chairs.

Please produce a 10 minute video of your talk, see suggestions here.

Upload your video by 27th of August.

You can check-out the other talks during the conference week and/or the week before.

Discuss your and others research in the live discussions during conference.

## Sections

## 1. Stochastic analysis (Chairs: Max von Renesse, Mathias Beiglböck)

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

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

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

Paul Eisenberg (Vienna): Abstract polynomial processes

Benjamin Gess (Bielefeld, Leipzig): Large deviations for conservative, stochastic PDE and non-equilibrium fluctuations

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

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

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

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

Stefan Tappe (Freiburg): Infinite dimensional affine processes

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

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

## 2. Spatial stochastics and random structures (Chairs: Peter Mörters, Matthias Reitzner)

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

Gilles Bonnet (Bochum): Sharp inequalities for the mean distance of random points in convex bodies

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

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

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

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

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

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

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

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

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

Christian Hirsch (Groningen): Simplicial percolation

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

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

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

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

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

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

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

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

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

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

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

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

Jan Swart (Prague): Frozen percolation on the Marked Binary Branching Tree

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

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

## 3. Limit theorems, large deviations and extremes (Chairs: Anja Janssen, Hanna Döring)

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

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

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

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

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

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

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

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

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

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

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

Jan Nagel (Dortmund): Sum rules via large deviations: polynomial potentials and the multi-cut regime

Frank Röttger (Geneva): Total positivity in graphical extremes

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

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

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

## 4. Finance, insurance and risk: Modelling (Chairs: Kathrin Glau, Thomas Mikosch)

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

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

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

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

Matteo Gambara (Zürich): Consistent recalibration equity models

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

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

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

Marek Oheim (Kaiserslautern): Unisex Tariffs in Life Insurance

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

Francesca Primavera (Vienna): Lévy type signature models

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

Thorsten Schmidt (Freiburg): No arbitrage in insurance

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

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

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

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

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

## 5. Finance, insurance and risk: Statistics (Chairs: Jeanette Wörner, Johanna Ziegel)

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

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

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

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

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

## 6. Stochastic modelling in biology (Chairs: Maite Wilke Berenguer, Martin Möhle)

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

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

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

Timo Enger (Freiburg): A unified framework for limit results in Chemical Reaction Networks on multiple time-scales

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

Fanni K. Nedényi (Szeged): A cost-effective adaptive algorithm for testing the efficiency of COVID-19 vaccines

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

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

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

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

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

Zsófia Talyigás (Bath): Genealogy and spatial distribution of the $N$-particle branching random walk with polynomial tails

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

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

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

## 7. Stochastic modelling in physics and engineering (Chairs: Silke Rolles, Volker Betz)

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

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

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

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

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

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

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

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

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

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

Hans-Jörg Starkloff (Freiberg): On solutions of random differential equations in scales of Banach spaces

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

## 8. Stochastic optimization and operations research (Chairs: Nicole Bäuerle, Hanspeter Schmidli)

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

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

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

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

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

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

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

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

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

## 9. Stochastic processes: Theory and statistics (Chairs: Mark Podolskij, Alexander Schnurr)

Alexander Brunhuemer (Linz): Simulation of one-dimensional diffusions based on their scale function and speed measure

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

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

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

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

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

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

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

Martin Kilian (Darmstadt): Persistence probabilities of fractional processes

Dan Leonte (London): Simulation methods for trawl processes

Yuan Li (London): Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes

Fabian Mies (Aachen): Regularity of multifractional moving average processes with random Hurst exponent

Farid Mohamed (Ulm): Almost periodically stationary processes

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

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

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

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

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

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

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

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

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

## 10. Time series (Chairs: Carsten Jentsch, Axel Bücher)

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

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

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

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

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

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

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

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

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

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

## 11. Statistical learning and computational statistics (Chairs: Nicole Mücke, Michael Vogt)

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

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

Alexander Freudenberg (Mannheim): miraculix: Efficient computation of the gBLUP

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

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

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

Joseph Meyer (Heidelberg): Random Planted Forests

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

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

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

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

George Wynne (London): Application of Kernel Mean Embeddings to Functional Data

## 12. Nonparametric and asymptotic statistics (Chairs: Ursula Müller, Tatyana Krivobokova)

Cathrine Aeckerle-Willems (Mannheim): Nonparametric importance sampling from an information theoretic perspective

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

Benjamin Eltzner (Göttingen): Testing for Uniqueness of Estimators

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

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

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

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

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

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

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

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

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

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

Do Tran (Göttingen): Fréchet means and geometry

## 13. Statistical methodology (Chairs: Alexander Meister, Mathias Trabs)

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

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

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

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

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

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

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

Dmitry Otryakhin (Stockholm): Fast automatic deforestation detection

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

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

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

## 14. S(P)DEs: Theory and Numerics (Chairs: Arnulf Jentzen, Thomas Kruse)

Alexis Anagnostakis (Nancy): Rate of convergence to the local time of sticky diffusions

Sam Baguley (Potsdam): General path integrals and stable SDEs

Petru A. Cioica-Licht (Duisburg-Essen): Weighted L_p-Sobolev regularity for SPDEs on domains with corner singularities

Lukas Gonon (Munich): Random feature neural networks learn Black-Scholes type PDEs without curse of dimensionality

Annalena Mickel (Mannheim): Optimal $L^1$-Approximation of the log-Heston SDE by Euler-Type Methods

Stefan Perko (Jena): Approximating stochastic gradient descent with diffusions: error expansions and impact of learning rate schedules

Tommaso Rosati (London): Longtime behaviour of the Allen-Cahn equation with generic initial datum

Katharina Schuh (Bonn): Convergence of unadjusted Hamiltonian Monte Carlo for mean-field models

Markus Tempelmayr (Leipzig): A tree-free approach to regularity structures -- the structure group

Willem van Zuijlen (Berlin): Total mass asymptotics of the parabolic Anderson model

Simon Weissmann (Heidelberg): Analysis of the ensemble Kalman inversion: from discrete to continuous time

Lukas Wessels (Berlin): Peng's Maximum Principle for Stochastic Partial Differential Equations