Opening and keynote talk 1 Saturday 19.12.2020 08:45 - 09:45 Room: R01
Econometric methods for empirically modelling climate change
Speaker: D. Hendry  Co-authors: J. Castle Chair: Tommaso Proietti
Keynote talk 2 Saturday 19.12.2020 11:45 - 12:35 Room: R01
Additive models: Smooth backfitting, high dimensions, random mixed forests
Speaker: E. Mammen   Chair: Steven Gilmour
Keynote talk 3 Sunday 20.12.2020 18:20 - 19:10 Room: R01
Conditional quantile coverage: An application to growth at risk
Speaker: V. Corradi   Chair: Morten Nielsen
Keynote talk 4 Monday 21.12.2020 13:15 - 14:05 Room: R01
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Speaker: T. Terasvirta  Co-authors: A. Hall, A. Silvennoinen Chair: Martin Wagner
Keynote talk 5 and closing Monday 21.12.2020 17:55 - 18:55 Room: R01
Within, between, beyond: Methods for assessing variability in brain imaging
Speaker: M. Guindani   Chair: Antonio Canale


Parallel session B: CFE Saturday 19.12.2020 09:55 - 11:35

Session CO037 Room: R02
Topics in time series econometrics Saturday 19.12.2020   09:55 - 11:35
Chair: Martin Wagner Organizer: Martin Wagner
  A0472:  M. Wagner, O. Stypka
  Testing linear cointegration against smooth transition cointegration
  A0566:  B. Funovits
  Identifiability and estimation of possibly non-invertible SVARMA models: A new parametrisation
  A0628:  K. Reichold, M. Wagner
  Cointegrating polynomial regressions with integrated regressors with drift: Fully modified OLS estimation and inference
  A0821:  L. Soegner, M. Wagner
  Monitoring structural break in error correction models
Session CO065 Room: R03
High frequency data in economics and finance Saturday 19.12.2020   09:55 - 11:35
Chair: Leone Leonida Organizer: Leone Leonida, Alessandra Amendola
  A0304:  M. Marchese, R. Hizmeri, M. Izzeldin
  An inside look to the spectrum of realized betas
  A0338:  A. Monteiro, A. Santos
  High-frequency options data in estimating time-varying risk-neutral densities using kernel-type estimators
  A0347:  D. Massacci, L. Sarno, L. Trapani
  Factor models with downside risk
  A0659:  L. Leonida, A. Giangreco, S. Scicchitano, M. Biagetti
  BrExit or BritaIn: Is the UK more attractive to supervisors? An analysis of wage premium to supervision across the EU
Session CO063 Room: R04
Advances in robust estimation and inference: Theory and applications I Saturday 19.12.2020   09:55 - 11:35
Chair: Artem Prokhorov Organizer: Artem Prokhorov
  A0781:  A. Skrobotov, A. Prokhorov
  Robust confidence sets for moment-based models
  A1111:  M. Hirukawa, D. Liu, I. Murtazashvili, A. Prokhorov
  Double-lasso estimation of Heckman's sample selection model
  A1150:  M. Mamonov, A. Prokhorov, C. Parmeter
  Exchange rate fluctuations and bank cost efficiency: Evidence from an emerging economy
  A1026:  O. Kuldyshev, A. Semenov, D. Grigoriev, V. Kolycheva
  Art price determinants: Author, artwork, and auction features
Session CO133 Room: R06
Regularization and network approaches in financial applications Saturday 19.12.2020   09:55 - 11:35
Chair: Gabriele Torri Organizer: Emanuele Taufer, Sandra Paterlini
  A0573:  D. Bernardini, E. Taufer, S. Paterlini
  Networks: Sparse penalized estimation methods using elastic-net penalty
  A0631:  K. Bax, O. Sahin, C. Czado, S. Paterlini
  Tail dependence and ESG scores: An empirical investigation
  A1039:  G. Torri, R. Giacometti, S. Paterlini
  Penalized enhanced portfolio replication with asymmetric deviation measures
  A1069:  W. Rejchel, M. Bogdan, K. Furmanczyk
  Efficient methods for high-dimensional robust variable selection
Session CO295 Room: R07
Advances in credit risk modelling Saturday 19.12.2020   09:55 - 11:35
Chair: Anthony Bellotti Organizer: Raffaella Calabrese
  A0248:  M. Nagl, R. Kellner, M. Nagl, D. Roesch
  Opening the black box: Deep quantile neural networks for loss given default prediction
  A0517:  L.T. Goldmann, R. Calabrese, J. Crook
  A new Twitter based credit rating model methodology
  A0521:  A. Bellotti
  A study of credit risk model robustness through a crisis
  A0843:  V. Medina-Olivares, R. Calabrese, J. Crook, F. Lindgren
  Joint model of longitudinal and spatiotemporal survival data
Session CO219 Room: R17
Statistical learning of high dimensional data Saturday 19.12.2020   09:55 - 11:35
Chair: Chengchun Shi Organizer: Clifford Lam
  A0178:  P. Caraiani
  Using statistical learning to model the monetary policy transmission mechanism
  A0200:  C. Shi, R. Wan, R. Song, W. Lu, L. Leng
  Does the Markov decision process fit the data: Testing for the Markov property in sequential decision making
  A0223:  W. Cheng, C. Lam
  Robust mean and eigenvalues regularized covariance matrix estimation
  A0944:  P. Rubin-delanchy
  Manifold structure in graph embeddings
Session CC809 Room: R08
Contributions in monetary policy Saturday 19.12.2020   09:55 - 11:35
Chair: Davide Romelli Organizer: CFE
  A0537:  K. Hiraki, W. Hirata
  Market-based long-term inflation expectations in Japan: A refinement on breakeven inflation rates
  A0443:  S. Fasani, H. Mumtaz, L. Rossi
  Monetary policy uncertainty and firm dynamics
  A0615:  A. Cantelmo
  Rare disasters, the natural interest rate and monetary policy
  A0494:  A. Skouralis
  Systemic risk spillovers across the Euro Area
Parallel session B: CMStatistics Saturday 19.12.2020 09:55 - 11:35

Session EO245 Room: R11
Recent advances in functional data analysis Saturday 19.12.2020   09:55 - 11:35
Chair: Yuko Araki Organizer: Yuko Araki
  B1044:  T. Misumi, Y. Takeda
  Dynamic predictions via functional joint models for sparse longitudinal and time-to-event data
  B0686:  M. Yamamoto, Y. Terada
  K-means clustering for sparsely sampled longitudinal data
  B0719:  M. Imaizumi
  Fast Rate of Estimating Perfect Classifier on Functional Data
Session EO159 Room: R12
Advances in directional statistics Saturday 19.12.2020   09:55 - 11:35
Chair: Agnese Panzera Organizer: Agnese Panzera
  B1079:  S. Fensore, M. Di Marzio, A. Panzera, C.C. Taylor
  Applications of errors-in-variables models to wind data
  B0354:  C. Ley, J. Ameijeiras-Alonso
  Sine-skewed toroidal distributions and their application in protein bioinformatics
  B0499:  A. Meilan-Vila, M. Francisco-Fernandez, R. Crujeiras
  Testing parametric regression models with circular response
  B0520:  J. Scealy, A. Wood
  Elliptical symmetry models and robust estimation methods on spheres
Session EO662 Room: R13
Estimation methods for extreme events Saturday 19.12.2020   09:55 - 11:35
Chair: Simone Padoan Organizer: Simone Padoan
  B0458:  G. Stupfler, S. Padoan
  Extreme expectile estimation for heavy-tailed time series
  B0507:  I. Antoniano-Villalobos, S. Padoan, B. Beranger
  Data imputation of large observations via Bayesian inference for multivariate extremes
  B0525:  B. Beranger, S. Padoan, S. Sisson
  Estimation and uncertainty quantification for extreme quantile regions
  B0746:  S. Rizzelli, S. Padoan
  Consistency of Bayesian and empirical Bayesian inference on max-stable models
Session EO638 Room: R15
Non-parametric analysis of complex data Saturday 19.12.2020   09:55 - 11:35
Chair: Weichi Wu Organizer: Weichi Wu
  B0457:  S.S. Dhar, W. Wu
  Shift identification in time varying regression quantiles
  B0834:  W. Wu, Z. Zhou
  Adaptive estimation for evolutionary high-dimensional time series factor models and a test for static factor loadings
  B0847:  J. Yang
  Spectral inference under complex temporal dynamics
  B1115:  S. Chandna
  Modeling heterogeneous networks in the presence of covariates
Session EO223 Room: R16
Projection pursuit Saturday 19.12.2020   09:55 - 11:35
Chair: Nicola Loperfido Organizer: Nicola Loperfido
  B0551:  T. Shushi, Z. Landsman, U. Makov
  From multivariate to univariate: Projections of optimal portfolio selection problems
  B0855:  K. Podgorski, G. Lindgren, I. Rychlik
  Persistence via exact excursion time distributions
  B0752:  N. Loperfido
  The canonical kurtosis matrix
  B1193:  M. Giacalone, R. Cerqueti, R. Mattera
  Clustering conditional higher moments with a model-based fuzzy procedure
Session EO077 Room: R18
Advances in copula theory Saturday 19.12.2020   09:55 - 11:35
Chair: Elisa Perrone Organizer: Elisa Perrone
  B0972:  G. Geenens
  The Hellinger correlation
  B0479:  R. Oh, J.Y. Ahn, S. Fuchs
  A copula transformation in multivariate mixed discrete-continuous models
  B0504:  J. Wielaard, A. Derumigny
  Model selection and goodness of fit tests for conditional copula models
  B0388:  C. Ignazzi, F. Durante, J. Fernandez Sanchez, W. Trutschnig
  On extremal problems for integrals with respect to a copula measure
Session EO199 Room: R19
Computational and theoretical statistics for stochastic processes Saturday 19.12.2020   09:55 - 11:35
Chair: Nakahiro Yoshida Organizer: Nakahiro Yoshida
  B0959:  K. Kamatani, A. Beskos
  MCMC algorithms for posteriors on matrix spaces
  B0360:  H. Masuda, A. Kulik
  LAD estimation of locally stable SDE
  B0881:  A. Gloter, E. Clement
  Total variation distance between SDE driven by stable processes and their Euler scheme
  B0447:  I. Muni Toke, S. Emmanouil
  State-dependency and Hawkes processes for order book modeling
Session EO538 Room: R20
Analyzing compositional, distributional and relative abundance data I Saturday 19.12.2020   09:55 - 11:35
Chair: Karel Hron Organizer: Karel Hron
  B0381:  K. Facevicova, C. Muehlmann, K. Nordhausen, A. Gardlo
  Independent component analysis for compositional data
  B0706:  J. Graffelman, J.J. Egozcue, V. Pawlowsky-Glahn
  Group comparison with count-based compositional data
  B0675:  C. Thomas-Agnan
  Assessing the impact of covariates in compositional regression models
  B0707:  A. Srakar
  Combinatorial regression model in abstract simplicial complexes
Session EO480 Room: R22
Bayesian computation Saturday 19.12.2020   09:55 - 11:35
Chair: Gael Martin Organizer: David Frazier
  B0279:  T. Prescott, R. Baker
  Multifidelity methods for approximate Bayesian computation
  B0282:  G. Clarte, C. Robert, R. Ryder, J. Stoehr
  Approximate Bayesian computation through Gibbs like steps
  B0917:  R. Kohn, D. Gunawan, D. Nott
  Variational approximation of factor stochastic volatility models
  B0374:  G. Martin
  Loss-based variational Bayes prediction
Session EO183 Room: R24
The Stein method and statistics Saturday 19.12.2020   09:55 - 11:35
Chair: Robert Gaunt Organizer: Robert Gaunt
  B0636:  M. Kasprzak
  Functional approximations with Stein's method of exchangeable pairs
  B0486:  F. Ghaderinezhad
  To choose or not to choose a prior
  B0873:  A. Duncan
  Minimum Stein discrepancy estimators
  B1093:  S. Vollmer
  Measuring sample quality with diffusions
Session EO594 Room: R25
Asymptotic theory in statistics Saturday 19.12.2020   09:55 - 11:35
Chair: Zeng Li Organizer: Qi-Man Shao
  B0396:  Z. Li, R. Li, Q. Wang
  CLT for LSS of large dimensional Kendall rank correlation matrices and its applications
  B0789:  J.Q. Shi
  Robust simultaneous registration and classification model
  B0790:  X. Jiao, Z. Yang, T. Flouri
  Mixing efficiency of trans-model MCMC algorithms in Bayesian phylogenetics
  B1122:  X. Jiang
  Variable selection in distributed sparse regression under memory constraints
Session EC792 Room: R14
Contributions in spatial statistics Saturday 19.12.2020   09:55 - 11:35
Chair: David Bolin Organizer: CMStatistics
  B0412:  D. Kurisu, K. Kato
  Wild bootstrap for spatio-temporal data
  B1064:  A. Medialdea, J.M. Angulo, J. Mateu
  Structural information-complexity transfer in log-Gaussian Cox processes
  B1057:  J.L. Romero, A.E. Madrid, J.M. Angulo
  Exceedance assessment based on functional thresholds and general spatial measures
  B0436:  N. Raveendran, G. Sofronov, D. Bulger
  A cross-entropy method for spatial clustering of binary data
Session EC790 Room: R21
Contributions in survival analysis Saturday 19.12.2020   09:55 - 11:35
Chair: Jacobo de Una-Alvarez Organizer: CMStatistics
  B0303:  R. Levuliene, V. Bagdonavicius
  Modeling and analysis of data with confounding covariates and crossing of the hazard functions
  B0743:  M. Parsa, I. Van Keilegom
  Accelerated failure time vs Cox proportional hazards mixture cure models
  B0979:  J. de Una-Alvarez, I. Van Keilegom
  Efron-Petrosian integrals for doubly truncated data with covariates: An asymptotic analysis
  B0510:  N.W. Deresa, I. Van Keilegom
  On semiparametric modelling, estimation and inference for survival data subject to dependent censoring
Parallel session D: CFE Saturday 19.12.2020 13:35 - 15:15

Session CO231 Room: R02
Topics in statistical learning and time series econometrics Saturday 19.12.2020   13:35 - 15:15
Chair: Julia Schaumburg Organizer: Julia Schaumburg
  A0547:  M. Zamojski
  Self-driving score filters
  A0555:  M. Grith
  A persistence-based decomposition of time series: A tale of two spectra
  A0786:  S. Fries
  Forecasting heavy-tailed noncausal processes and bubble crash odds
  A1113:  D. Wang
  Natural capital and the term-structure of sovereign bonds
Session CO307 Room: R03
Advances in financial econometrics Saturday 19.12.2020   13:35 - 15:15
Chair: Yifan Li Organizer: Yifan Li, Ekaterina Kazak
  A0427:  J. Jin, K. Aretz, Y. Li
  Estimating and forecasting long-horizon dollar return skewness
  A0536:  S. Voigt
  Liquidity and price informativeness in blockchain-based markets
  A0763:  M. Grebe
  Forecasting realized volatility with echo state networks
  A0999:  O. Kleen, C. Conrad, E. Weber
  Measuring persistence in volatility spillovers
Session CO255 Room: R04
Modelling, forecasting, volatility and accuracy Saturday 19.12.2020   13:35 - 15:15
Chair: Mauro Costantini Organizer: Mauro Costantini
  A0405:  M. Costola, M. Caporin, B. Maillet, J.-C. Garibal
  Systemic risk and severe real economy downturns: A sparse meta-analysis
  A0328:  M. Guidolin, M. Pedio
  Distilling large information sets to forecast commodity returns: Automatic variable selection or hidden Markov models
  A0320:  E. Bersimi
  Forecasting directional volatility in the US market
  A0173:  M. Costantini
  DSGE models with expectations correction and directional forecast accuracy
Session CO305 Room: R06
Quantitative management Saturday 19.12.2020   13:35 - 15:15
Chair: Serge Darolles Organizer: Gaelle Le Fol, Serge Darolles
  A0276:  C. Chevalier, S. Darolles
  Futures market liquidity and the trading cost of trend following strategies
  A0277:  T. Marta, F. Riva
  Do ETFs increase the comovements of their underlying assets? Evidence from a switch in ETF replication technique
  A0398:  W. Dare, M. Lambert, S. Darolles, G. Monarcha
  Factor investing: The missing link between active and passive management
  A0839:  R. Molinero
  ML in asset management
Session CO067 Room: R07
Climate finance Saturday 19.12.2020   13:35 - 15:15
Chair: Monica Billio Organizer: Monica Billio
  A0776:  A.A. Osuntuyi, M. Billio, R. Casarin, M. Mistry, E. De Cian
  The impact of climate on economic and financial cycles: A Markov-switching panel approach
  A0854:  S. Battiston, I. Monasterolo
  The climate spread of corporate and sovereign bonds
  A0856:  I. Monasterolo
  The macroeconomic and financial impact of compounding COVID-19,climate change and financial risks
  A0661:  M. Billio, R. Casarin, M. Costola
  COVID-19 spreading in the financial networks
Session CO303 Room: R08
Uncertainty in empirical macroeconomics Saturday 19.12.2020   13:35 - 15:15
Chair: Alessia Paccagnini Organizer: Alessia Paccagnini
  A0305:  M. Comunale
  An analysis of investments and their drivers in Lithuania
  A0407:  M. Zhong, C. Scotti, D. Caldara
  Macroeconomic and financial risks: A tale of volatility
  A0585:  F. Parla, A. Paccagnini
  Identifying uncertainty shock: A Bayesian mixed frequency VAR approach
  A0929:  S. Hacioglu
  The distributional impact of the pandemic
Parallel session D: CMStatistics Saturday 19.12.2020 13:35 - 15:15

Session EO057 Room: R11
Statistics for Hilbert spaces I Saturday 19.12.2020   13:35 - 15:15
Chair: Gil Gonzalez-Rodriguez Organizer: Gil Gonzalez-Rodriguez
  B1058:  S. Greven, A. Fernandez-Fontelo, F. Henninger, P. Kieslich, F. Kreuter
  An ensemble method for multivariate functional data classification, with application to mouse movement trajectories
  B0932:  S. Lopez Pintado, K. Qian
  A depth-based global envelope test with applications to biomedical functional data
  B0767:  H. Dang, M. Cremona, F. Chiaromonte
  Characterizing smooth trends and irregular spikes in longitudinal data
  B0919:  Y. Yuan, N. Billor
  Sure Independence Screening (SIS) for multiple functional regression model
Session EO738 Room: R12
Recent advances in functional time series Saturday 19.12.2020   13:35 - 15:15
Chair: Siegfried Hoermann Organizer: Xinghao Qiao
  B0351:  V. Characiejus, S. Hoermann, C. Cerovecki
  Detection of periodic signals in functional time series
  B0477:  C. Chen, J. Chang, X. Qiao
  An autocovariance-based learning framework for high-dimensional functional time series
  B0626:  Q. Wang
  Factor modelling for functional time series
  B0666:  Y. Yang
  Factor-augmented smoothing model for raw functional data
Session EO508 Room: R13
Advances in financial and pandemic econometrics Saturday 19.12.2020   13:35 - 15:15
Chair: Yi He Organizer: Yi He
  B0257:  X. Leng, Y. Hou
  Prediction analysis for extreme conditional quantiles through panel data quantile regression with individual effects
  B0259:  L. Kong
  Weak factors robust Hansen-Jagannathan distance test
  B0576:  Y. He, J. Einmahl
  Unified extreme value estimation for heterogeneous data
  B0805:  Z. Zhao
  Alternating pruned dynamic programming for multiple epidemic change-point estimation
Session EO131 Room: R14
New proposals for the analysis of ordinal and mixed-type data Saturday 19.12.2020   13:35 - 15:15
Chair: Cristina Mollica Organizer: Cristina Mollica
  B0791:  M. Iannario, A.C. Monti, P. Scalera
  The optimal number of response alternatives for a rating scale
  B0744:  A. Arcagni, C. Mollica, M. Fattore
  Computer skills for e-learning activities of university students: A posetic approach
  B0894:  S. Arima, C. Mollica
  An IRT model for evaluating university students' satisfaction about the on-line activities during the COVID-19 pandemic
  B0957:  D. Henderson
  A simple generative model for rank ordered data with ties
Session EO285 Room: R15
Data science methods for intelligent text and video processing Saturday 19.12.2020   13:35 - 15:15
Chair: Roy Welsch Organizer: Roy Welsch
  B1106:  F. Xing
  Intelligent asset management and NLP
  B1165:  H. Cui, E. Wu, Z. Sun, G. Wang, S. Hui
  Applications of machine learning in data and text
  B1173:  H. Xie
  Instability of deep learning models in industrial NLP problems
  B1175:  I. Chaturvedi
  Predicting video engagement using heterogeneous DeepWalk
Session EO532 Room: R16
Network diffusion modelling and stochastic optimization Saturday 19.12.2020   13:35 - 15:15
Chair: Sophie Dabo Organizer: Stefano Nasini, Sophie Dabo
  B0216:  S. Nasini, M. Caporin, D. Erdemlioglu
  Financial network discovery from restricted vector autoregression: New model and application
  B0487:  M. Verschelde, S. Nasini, B. Merlevede
  Endogenous technology sharing in decentralized production
  B0545:  N. Rabia, S. Nasini, F. Benita
  A new class of decentralized portfolio optimization problems for risk diffusion
  B0880:  S. Dabo, R.T. Tchouya, S. Nasini
  An asymptotic approximation for the extended Bass diffusion model
Session EO041 Room: R17
Advances in high dimensional time series models Saturday 19.12.2020   13:35 - 15:15
Chair: George Michailidis Organizer: George Michailidis
  B0332:  S. Karmakar, M. Xu
  Simultaneous prediction intervals for high-dimensional vector autoregression
  B0514:  A. Gibberd
  Sparse locally-stationary wavelet processes
  B0904:  S. Roy, S. Chretien, A. Gibberd
  Efficient hyperparameter selection for penalised regression using communicating gradient descent algorithm
  B0946:  A. Safikhani, Y. Bai
  Anomaly detection for high-dimensional linear regression models with possible temporal dependence
Session EO542 Room: R18
New advances in biomedical data analysis Saturday 19.12.2020   13:35 - 15:15
Chair: Yichuan Zhao Organizer: Yichuan Zhao
  B0341:  R. Hubbard
  Accelerating health research with electronic health records data
  B0291:  P. Liu
  Semiparametric trend analysis for stratified recurrent gap times under weak comparability constraint
  B0851:  Z. Mei-Jie, C. Zheng, Z. Hu
  Sensitivity analysis: E-value based on direct adjusted survival probabilities
  B0361:  Y. Zhao, K. Alemdjrodo
  Reduce the computation in jackknife empirical likelihood for comparing two correlated Gini indices
Session EO766 Room: R19
Recent advances in statistical methods for mobile health Saturday 19.12.2020   13:35 - 15:15
Chair: Walter Dempsey Organizer: Walter Dempsey
  B0725:  E. Laber, O. Leete
  Combining model-based and model-free methods for estimating interventions with indefinite horizons
  B1066:  V. Zipunnikov
  Modelling wearable data via quantile-based distributional data analysis
  B0812:  Z. Wu
  Latent variable regression analysis of longitudinal multivariate data with irregular and informative observation times
  B0713:  K. Cheung, X. Hu, M. Qian, B. Cheng
  Personalized policy learning using longitudinal mobile health data
Session EO552 Room: R20
Analyzing compositional, distributional and relative abundance data II Saturday 19.12.2020   13:35 - 15:15
Chair: Karel Hron Organizer: Karel Hron
  B0988:  C. Gozzi, A. Buccianti
  Seasonal variability in stream water chemistry assessed through a principal balances based approach
  B0985:  K. Hron, A. Menafoglio, J. Palarea-Albaladejo, P. Filzmoser, R. Talska, J.J. Egozcue
  Weighting of parts in compositional data and its applications
  B0578:  J. Machalova, K. Hron, R. Talska
  Approximation of density functions using compositional splines
  B1000:  I. Pavlu, R. Talska, K. Hron, D. Simicek, O. Babek
  Compositional scalar-on-function regression with a geological application
Session EO105 Room: R21
Recent advance is network analysis Saturday 19.12.2020   13:35 - 15:15
Chair: Jiashun Jin Organizer: Jiashun Jin
  B0264:  J. Jin
  Statistics for statisticians
  B0265:  X. Wang
  A front knowledge mapping analysis of international statistical research based on DCMM
  B0339:  Y. Feng
  Testing community structure for hypergraphs
  B0760:  T. Ke, J. Jin, T. Ke, S. Luo, M. Wang
  Estimating the number of communities by stepwise goodness-of-fit
  B1186:  J. Zhu
  Fast network community detection with profile-pseudo likelihood methods
Session EO684 Room: R22
Bayesian inverse problems Saturday 19.12.2020   13:35 - 15:15
Chair: Natalia Bochkina Organizer: Natalia Bochkina
  B0201:  X. Zhang, A. Curtis
  Seismic imaging and uncertainty assessment using variational methods
  B0489:  A. Simoni, S. Chib, M. Shin
  Bayesian estimation and comparison of conditional moment models
  B0583:  S. Agapiou, M. Dashti, T. Helin
  Rates of posterior contraction for spatially inhomogeneous unknowns
  B0676:  N. Bochkina, J. Rodrigues
  Adaptation in Bayesian inverse problems using an empirical Bayes approach
Session EO055 Room: R23
Track: Bayesian semi- and non-parametric methods II Saturday 19.12.2020   13:35 - 15:15
Chair: Antonio Canale Organizer: Bernardo Nipoti, Antonio Canale, Raffaele Argiento
  B0261:  D. Bandyopadhyay, B. Reich, Z. Lan
  A semiparametric mixture model for positive-definite matrices with applications to neuroimaging
  B0299:  G. Rebaudo, A. Fasano, A. Lijoi, I. Pruenster
  Compositions of discrete random probabilities for inference on multiple samples
  B0478:  A. Barrientos, M. Nixon, J. Reiter, A. Slavkovic
  A latent class modeling approach for differentially private synthetic data for contingency tables
  B0677:  A. Fasano, D. Durante
  A class of conjugate priors for multinomial probit models which includes the multivariate normal one
Session EO059 Room: R24
Advances in Monte Carlo computation for data sciences Saturday 19.12.2020   13:35 - 15:15
Chair: Radu Craiu Organizer: Radu Craiu
  B0655:  L. Martino
  MCMC-driven importance samplers using partial posteriors
  B0723:  A. Smith, N. Pillai, J. Johndrow
  Free lunches and subsampling MCMC
  B0728:  A. Shestopaloff
  Scaling Monte Carlo inference for state-space models
  B0840:  R. Craiu, X.-L. Meng
  Control variates and unbiased MCMC
Session EO782 Room: R25
Insurance analytics Saturday 19.12.2020   13:35 - 15:15
Chair: Christopher Grumiau Organizer: Tim Verdonck, Christopher Grumiau
  B0219:  M. Mostoufi, C. Grumiau, S. Pavlioglou, T. Verdonck
  Address identification using telematics: An algorithm to identify dwell locations
  B0258:  J. Trufin
  Model selection based on Lorenz and concentration curves, Gini indices and convex order
  B0278:  R. Van Oirbeek, E.J. Menvouta, J. Ponnet, T. Verdonck, C. Grumiau
  The multinomial micro-level reserving model
  B0611:  F. Vandervorst
  Underwriting fraud prediction based on conditional density estimations
Parallel session E: CFE Saturday 19.12.2020 15:25 - 17:30

Session CI025 (Special Invited Session) Room: R04
Econometric challenges caused by pandemic Saturday 19.12.2020   15:25 - 17:30
Chair: Andrew Butters Organizer: Scott Brave
  A0162:  G. Primiceri
  How to estimate a VAR after March 2020
  A1171:  J. Campbell
  Macroeconomic forecasting during disaster recovery
  A0164:  A. Butters, S. Brave
  This time is different: Disentangling the channels of the Covid-19 recession
Session CO113 Room: R03
Regime change I: Business cycles and Regime change Saturday 19.12.2020   15:25 - 17:30
Chair: Ibrahim Tahri Organizer: Willi Semmler
  A0444:  L. Bargigli
  Endogenous and exogenous volatility in the foreign exchange market
  A0455:  G. Gong
  Understanding business cycles in the perspectives of stabilizing and destabilizing mechanism
  A0449:  L. Donayre
  On the behavior of Okun's law across business cycles
  A0645:  O. Valles Codina
  The green transition: Directed technical change towards decarbonization
  A0885:  T. Basir, S. Datta
  A coordination game of regime change and democratization: Information manipulation and intermediate regimes
Session CO720 Room: R07
Topics of machine learning and econometrics in monetary policy Saturday 19.12.2020   15:25 - 17:30
Chair: Massimo Guidolin Organizer: Juan Carlos Arismendi-Zambrano
  A0211:  J.C. Arismendi-Zambrano, M. Guidolin, A. Paccagnini
  Federal reserve communications sentiment's impact on target rate discovery
  A0213:  M. Acosta
  Estimating the effects of monetary policy: An automated narrative approach
  A1112:  I. Hull, X. Zhang, C. Bertsch
  Narrative fragmentation and the business cycle
  A0908:  D. Romelli, D. Masciandaro, G. Rubera
  Tweeting on monetary policy and market reactions
  A1130:  M. Blix Grimaldi, I. Hull, M. Apel
  How much information monetary policy committees disclose: Evidence from the FOMCs minutes and transcripts
Session CO299 Room: R08
Local projections and applications Saturday 19.12.2020   15:25 - 17:30
Chair: Alessia Paccagnini Organizer: Alessia Paccagnini
  A0404:  C. Matthes, F. Loria, D. Zhang
  Assessing macroeconomic tail risk
  A0435:  G. Ruisi
  Time-varying local projections-IV
  A0694:  A. Paccagnini
  Dealing with the statistical representation of DSGE models
  A0695:  M. Plagborg-Moller, J.L. Montiel Olea
  Local projection inference is simpler and more robust than you think
  A0865:  E. Herbst, B. Johannsen
  Bias in local projections
Session CC816 Room: R06
Contributions in econometric modelling Saturday 19.12.2020   15:25 - 17:30
Chair: Maria Grith Organizer: CFE
  A0229:  A. Peresetsky, S. Kumbhakar, E. Shchetinin, A. Zaytsev
  Technical efficiency and inefficiency: Reassurance of standard SFA models and a misspecification problem
  A1096:  C. Dobronyi, C. Gourieroux
  Consumer theory with non-parametric taste uncertainty and individual heterogeneity
  A0958:  Q. Lajaunie
  Nonlinear impulse response function for dichotomous models
  A0535:  C. Nava, M.G. Zoia
  A new proposal for the construction of a multi-period/multilateral price index
Parallel session E: CMStatistics Saturday 19.12.2020 15:25 - 17:30

Session EO600 Room: R11
Functional data and complex data analysis Saturday 19.12.2020   15:25 - 17:30
Chair: Kehui Chen Organizer: Kehui Chen
  B0732:  X. Zhang, R. Miao, R.K.W. Wong
  A wavelet-based independence test for functional data with an application to meg functional connectivity
  B0217:  T. Wang, Y. Chen, R. Samworth
  High-dimensional, multiscale online changepoint detection
  B0710:  Y. Zemel, A. Munk, M. Klatt
  Stochastic approximations to optimal transport
  B1031:  X. Dai, J. Qiu, Z. Zhu
  Nonparametric estimation of repeated densities with heterogeneous sample sizes
  B1046:  G. Gonzalez-Rodriguez, A. Colubi, W. Gonzalez-Manteiga, M. Febrero-Bande
  Testing the equality of distributions of two independent Hilbert-valued random elements
Session EO277 Room: R12
Recent developments on robust functional data analysis Saturday 19.12.2020   15:25 - 17:30
Chair: Sara Lopez Pintado Organizer: Sara Lopez Pintado
  B0452:  A. Torrente Orihuela, J. Albert Smet, J. Romo
  The BRIk and FABRIk algorithms for improving $k$-means clustering recovery
  B0853:  Z. Yao, D. Lopez-Pintado, S. Lopez Pintado
  Uncertainty analysis of contagious processes based on a functional approach
  B0795:  N.N. Narisetty
  Group selection with Bayesian high dimensional modeling
  B0646:  R. Jimenez, A. Elias, J. Yukich
  Localization processes for functional data analysis
Session EO139 Room: R13
Recent advances in statistics of extremes Saturday 19.12.2020   15:25 - 17:30
Chair: Raphael Huser Organizer: Raphael Huser
  B0371:  L. Zhang
  On the global optimality and asymptotic posterior normality of the generalized extreme value likelihood function
  B0429:  J. Richards, J. Tawn
  Modelling the tail behaviour of precipitation aggregates using conditional spatial extremes
  B0620:  R. Yadav, R. Huser, T. Opitz
  Spatial hierarchical modeling of threshold exceedances using rate mixtures
  B0656:  M. Guerrero, R. Huser, H. Ombao
  Conex-Connect: Learning patterns in extremal brain connectivity from multi-channel EEG data
  B0660:  M. Leonelli
  Semiparametric bivariate modelling with flexible extremal dependence
Session EO632 Room: R14
Recent advances toward understanding deep learning Saturday 19.12.2020   15:25 - 17:30
Chair: Weijie Su Organizer: Weijie Su
  B0295:  A. Derumigny, J. Schmidt-Hieber
  On lower bounds for the bias-variance trade-off
  B0970:  J. Klusowski, R. Theisen, M. Mahoney
  Good classifiers are abundant in the interpolating regime
  B1071:  W. Su
  Local elasticity: A phenomenological approach toward understanding deep learning
  B1157:  P. Chaudhari, Y. Gao
  An information-geometric distance on the space of tasks
  B1164:  A. Mukherjee, R. Muthukumar
  Provable training of certain finite size neural nets at depth 2
Session EO173 Room: R15
Trends in the analysis of large and complex data Saturday 19.12.2020   15:25 - 17:30
Chair: Johannes Lederer Organizer: Johannes Lederer
  B0460:  M. Schweinberger, J. Stewart
  Scalable estimation of random graph models with dependent edges and parameter vectors of increasing dimension
  B0515:  H. Bar
  Large-p variable selection in two-stage models
  B0688:  L.-X. Qin, Y. Duren, J. Lederer
  Depth normalization of small RNA sequencing: Using data and biology to select the best method
  B0708:  W. Polonik, G. Chandler
  Multiscale geometric feature-extraction for high-dimensional and non-euclidean data
  B0709:  R.D. Shah, Y. Wang
  Debiased inverse propensity score weighting for estimation of average treatment effects in high-dimensions
Session EO247 Room: R16
Recent advances in non-Gaussian stochastic processes Saturday 19.12.2020   15:25 - 17:30
Chair: Anastassia Baxevani Organizer: Anastassia Baxevani
  B0910:  G. Samorodnitsky
  Extremal clustering under moderate long range dependence and moderately heavy tails
  B0945:  G. Lindgren, M. Prevosto
  Slepian models for wave asymmetry and particle orbits in Gauss-Lagrange ocean waves
  B1102:  A. Panorska, T. Kozubowski, M. Arendarczyk
  The Greenwood statistic, stochastic dominance, clustering and heavy tails
  B1107:  J. Wallin
  Model selection using predictive distributions of stochastic processes
  B1144:  T. Kozubowski, A. Baxevani, K. Podgorski
  A functional gamma autoregressive processes
Session EO484 Room: R17
Topics in high-dimensional statistical inference Saturday 19.12.2020   15:25 - 17:30
Chair: Olga Klopp Organizer: Olga Klopp
  B0923:  G. Michailidis
  Online change-point detection in Gaussian graphical models
  B1179:  A. Dalayan, N. Schreuder, V.-E. Brunel
  Statistical guarantees for generative models without domination
  B0329:  G. Robin, J. Josse, E. Moulines, R. Tibshirani, O. Klopp
  Low-rank methods for multi-source, heterogeneous and incomplete data
  B0877:  O. Klopp, F. Enikeeva
  Detecting change points in dynamic networks
  B1055:  Q. Berthet
  Learning with differentiable perturbed optimizers
Session EO492 Room: R18
Copulas and dependence modelling Saturday 19.12.2020   15:25 - 17:30
Chair: Piotr Jaworski Organizer: Piotr Jaworski
  B0336:  M. Manstavicius, G. Bagdonas, E. Gutauskaite
  Certain copula transformations: From 2D to 3D
  B0465:  P. Jaworski
  On left truncation invariant copulas with fixed Kendall tau
  B0468:  C. Genest
  Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines
  B0434:  E. de Amo, J. Fernandez Sanchez, M. Ubeda Flores
  The set of zeros for a given copula
  B1022:  F. Durante, J. Fernandez Sanchez, M. Ubeda Flores
  On extreme biconic and semilinear copulas
Session EO369 Room: R19
Recent development in network analysis and cluster analysis Saturday 19.12.2020   15:25 - 17:30
Chair: Anderson Ye Zhang Organizer: Anderson Ye Zhang
  B1098:  P. Sarkar
  On the theoretical properties of the network jackknife
  B0607:  Z. Ren
  Inference of high-dimensional modified Poisson-type graphical models
  B0900:  M. Tang, S. Lahiri, Y. Wang
  Two-sample testing on latent distance graphs with unknown link functions
  B0739:  X. Li
  Hierarchical clustering via spectral methods in networks
  B0532:  M. Loeffler, A. Wein, A. Bandeira
  Computationally efficient sparse clustering
Session EO075 Room: R20
Recent advances in stochastic network models Saturday 19.12.2020   15:25 - 17:30
Chair: Marianna Pensky Organizer: Marianna Pensky
  B0309:  S. Sigalla, A. Tsybakov, M. Ndaoud
  Improved clustering algorithms for the bipartite stochastic block model
  B0324:  D. Durante, S. Legramanti, T. Rigon, D. Dunson
  Extended stochastic block models
  B0737:  Y. Chen
  Mixed membership stochastic blockmodels for heterogeneous networks
  B0861:  J. Cape, P. Rubin-delanchy, M. Tang, C. Priebe
  A statistical interpretation of spectral embedding: The generalised random dot product graph
  B0459:  M. Pensky
  Sparse popularity adjusted stochastic block model
Session EO740 Room: R21
Biostatistics in cancer research Saturday 19.12.2020   15:25 - 17:30
Chair: Christiana Kartsonaki Organizer: Christiana Kartsonaki
  B0942:  M. Plummer
  Exposure stratified case-cohort studies
  B0888:  K. Michailidou
  From genome-wide association studies to personalized risk prediction for breast cancer
  B1068:  M. Cheang
  Genomic analysis of breast cancers and biomarkers of therapeutic responsiveness
  B1010:  Y. Chen, M. Cheang
  Applying machine learning methods to understand biological heterogeneity
  B1005:  H. Tovey, M. Cheang
  DNA repair biology signatures to predict carboplatin (C) vs docetaxel (D) benefit in advanced TNBC
Session EO514 Room: R22
Adaptive Bayesian methods for time and spatial series analysis Saturday 19.12.2020   15:25 - 17:30
Chair: Scott Bruce Organizer: Scott Bruce
  B0575:  B. Hadj-Amar, M. Fiecas, B. Finkenstadt, F. Levi, R. Huckstepp
  Bayesian analysis of nonstationary periodic time series
  B0918:  Z. Li
  Robust conditional spectral analysis of replicated time series
  B0973:  S. Cripps, M. Bertolacci, O. Rosen, E. Cripps
  AdaptSPEC-X: Covariate dependent spectral modeling of multiple nonstationary time series
  B0907:  S. Lee, J. Park
  A scalable partitioned approach to model massive non-stationary non-gaussian spatial data
  B0870:  Y. Wang, Z. Li, S. Bruce
  Adaptive Bayesian covariate dependent spectral analysis of multiple time series
Session EO279 Room: R23
Adventures in Bayesian nonparametrics Saturday 19.12.2020   15:25 - 17:30
Chair: Ramses Mena Organizer: Ramses Mena
  B0413:  A. Canale, N. Kiran Chandra, D. Dunson
  Bayesian clustering of high-dimensional data
  B0538:  A. Guglielmi, M. Beraha, F. Quintana
  The semi-hierarchical Dirichlet process and its application to clustering homogeneous distributions
  B0550:  L. Gutierrez
  Bayesian nonparametric hypothesis testing procedures
  B0640:  M.F. Gil-Leyva Villa, R. Mena
  Stick-breaking processes with exchangeable length variables
  B0692:  B. Nipoti, P.G. Bissiri, G. Cleanthous, X. Emery, E. Porcu
  Nonparametric Bayesian modelling of longitudinally integrated covariance functions on the sphere
Session EO546 Room: R24
Challenges and recent advances in optimal design Saturday 19.12.2020   15:25 - 17:30
Chair: Saumen Mandal Organizer: Saumen Mandal, Abhyuday Mandal
  B1008:  C. Jennison
  Design and analysis of adaptive clinical trials
  B0475:  R. Singh, J. Stufken
  Design selection and analysis for two-level supersaturated designs
  B0703:  P. Yang, W. Li
  Blocked foldover designs with column permutations
  B1090:  S. Mandal, B. Torsney, M. Chowdhury
  Designing to estimate parameters independently of each other
  B0609:  S. Ghosh
  Exact permutation/randomization tests algorithms
Session EO744 Room: R25
Recent development of sufficient multivariate methods Saturday 19.12.2020   15:25 - 17:30
Chair: Chenlu Ke Organizer: Chenlu Ke, Jiaying Weng
  B0262:  K. Kim
  On sufficient graphical models
  B0526:  H. Moradi Rekabdarkolaee
  Parsimonious multivariate spatial regression
  B0762:  W. Wu
  On sufficient variable screening using log odds ratio filter
  B0969:  Q. Yuan
  A sufficient dimension reduction method via expectation of conditional difference
  B1169:  Y. Cui
  Nonparametric tests for multivariate data with missing values
Session EC800 Room: R02
Contributions in methodological statistics Saturday 19.12.2020   15:25 - 17:30
Chair: Fatemeh Ghaderinezhad Organizer: CMStatistics
  B0511:  J.-F. Dupuy, B. Bousselmi, A. Karoui
  Censored Poisson regression with missing censoring information
  B0644:  A. Horiguchi
  Assessing input variable activity for Bayesian regression trees
  B0826:  G. Fechteler
  Semiparametric prediction intervals in parametric models with non-normal additive error terms
  B0862:  P. Shi, L. Bantis
  Inferences for the correct classification fractions of a continuous biomarker in trichotomous settings
  B0948:  B. Mosier, L. Bantis
  Estimation and construction of CIs for the cut points of cont. biomarkers under the Euclidean distance in 3D settings
Parallel session F: CFE Saturday 19.12.2020 17:40 - 18:55

Session CO273 Room: R02
Time series and forecasting Saturday 19.12.2020   17:40 - 18:55
Chair: Robert Kunst Organizer: Robert Kunst
  A0921:  R. Kunst, A. Jumah
  Forecasting aggregate household consumption and aggregate income: A simulation-based model selection approach
  A1014:  U. Gunter
  Daily, weekly, monthly, and quarterly hotel room demand forecasts for Vienna across hotel classes
  A0630:  S. Jokubaitis, D. Celov, R. Leipus
  Sparse structures with LASSO through principal components: Forecasting GDP components in the short-run
Session CO095 Room: R04
Sentiments, uncertainty and machine learning Saturday 19.12.2020   17:40 - 18:55
Chair: Svetlana Makarova Organizer: Svetlana Makarova, Wojciech Charemza
  A0471:  X.S. Sheng, S. Davis, D. Liu
  Economic policy uncertainty in China since 1949: The view from mainland newspapers
  A0825:  S. Makarova, W. Charemza, K. Rybinski
  Economic policy uncertainty and COVID-19 pandemic media coverage: The machine learning approach
  A0734:  S. Kapounek
  Financial market uncertainty in the US: Measurement, trends, and effects
Session CC808 Room: R08
Contributions in macroeconometrics Saturday 19.12.2020   17:40 - 18:55
Chair: Mariarosaria Comunale Organizer: CFE
  A0782:  T. Hartl, R. Tschernig, E. Weber
  Solving the unobserved components puzzle: A fractional approach to measuring the business cycle
  A1083:  A. Inoue
  Joint Bayesian inference about impulse responses in VAR models
  A0246:  M. Herculano
  Investor sentiment and global economic conditions
Session CG028 Room: R06
Contributions in applied econometrics I Saturday 19.12.2020   17:40 - 18:55
Chair: Giorgio Primiceri Organizer: CFE
  A0230:  M. Jahan-Parvar, D. Beltran, F. Paine
  Optimizing credit gaps for predicting financial crises: Modelling choices and tradeoffs
  A0387:  Y. Karavias, J. Westerlund
  Estimation and testing for common breaks in interactive effects panels
  A1108:  D. Hauser, R. Priftis, M. Hanson
  Fiscal spillovers: The case of us corporate and personal income taxes
Parallel session F: CMStatistics Saturday 19.12.2020 17:40 - 18:55

Session EO690 Room: R11
Functional data defined over arbitrarily shaped domains Saturday 19.12.2020   17:40 - 18:55
Chair: Michelle Carey Organizer: Michelle Carey
  B0939:  K. Severn, I. Dryden, S. Preston
  Non-parametric regression for networks
  B0941:  S. Kurtek
  Simultaneous estimation and registration of sparse, fragmented and noisy functional data
  B1037:  E. Arnone, L. Sangalli, A. Vicini
  Modeling partially observed data with spatio-temporal dependence via regression with PDE penalization
Session EO211 Room: R13
Advances in sports Saturday 19.12.2020   17:40 - 18:55
Chair: David Clarke Organizer: Ivor Cribben
  B0799:  D. Clarke, K. Peng, R. Brodie, T. Swartz
  Applying Bayesian inference to the impulse-response model of athletic training and performance
  B1135:  M. Migliorati, M. Manisera, P. Zuccolotto
  The impact of Four Factors on a basketball team success: An approach with model-based recursive partitioning
Session EO512 Room: R14
Non-standard statistics on complex data Saturday 19.12.2020   17:40 - 18:55
Chair: Cecile Durot Organizer: Cecile Durot
  B0561:  M. Neykov
  Isotonic regression meets LASSO
  B0687:  F. Balabdaoui
  Some rates of convergence in unlinked monotone regression
  B1028:  D. Mukherjee, M. Banerjee, Y. Ritov
  Optimal linear discriminators for the discrete choice model in growing dimensions
Session EO528 Room: R15
Topics in causal inference: Selection bias and sensitivity analysis Saturday 19.12.2020   17:40 - 18:55
Chair: Ingeborg Waernbaum Organizer: Ingeborg Waernbaum
  B0634:  L. Smith
  Simple sensitivity analysis for selection bias using bounds
  B0481:  A. Sjolander
  The E-value: Methodological clarifications
  B0792:  E. Kenah
  A potential outcomes approach to selection bias
Session EO502 Room: R16
Recent advances in causal inference Saturday 19.12.2020   17:40 - 18:55
Chair: Yeying Zhu Organizer: Yeying Zhu
  B0501:  X. de Luna
  Covariate balancing for robust estimation of causal effects of general treatment regimes
  B0685:  M. Wallace
  Treat thy neighbour: Precision medicine in networks
  B0827:  A. Ertefaie, M. van der Laan, N. Hejazi
  Nonparametric inverse probability weighted estimators based on the highly adaptive lasso
Session EO526 Room: R17
High-dimensional inference for complex problems Saturday 19.12.2020   17:40 - 18:55
Chair: Yumou Qiu Organizer: Yumou Qiu
  B1124:  W. Zhou, L. Zhang, H. Zou, L. Wang
  Clustering with lat semiparametric mixture models
  B1126:  Y. Qiu
  Sharp optimality for high dimensional covariance testing
  B1128:  J. Tao
  Doubly robust semiparametric difference-in-differences estimators with high-dimensional data
Session EO494 Room: R18
Statistical and machine learning methodology for medical imaging Saturday 19.12.2020   17:40 - 18:55
Chair: John Kornak Organizer: John Kornak
  B1076:  J. Harezlak, D. Brzyski, K. Paczek, T. Randolph, J. Goni
  Adaptive regularization for multi-modal brain imaging
  B1099:  E. Gennatas, J. Friedman, E. Eaton, C. Simone II, L. Ungar, L. Xing, G. Valdes
  The linear additive tree
  B0649:  F. Jiang
  Time-varying dynamic network model for extracting the dynamic resting-state functional connectivity
Session EO155 Room: R19
Statistical methods for imaging data analysis Saturday 19.12.2020   17:40 - 18:55
Chair: Mark Fiecas Organizer: Timothy Johnson, Tingting Zhang
  B0606:  S. Paul
  Modeling populations of networks from multi-subject neuroimaging data
  B0237:  F. Nathoo
  A Bayesian spatial model for imaging genetics
  B0224:  X. Loizeau, R. Steven, M. Metodiev, J. Bunch
  Stochastic modelling for desorption in mass spectrometry imaging
Session EO151 Room: R20
Statistical analysis of multiple networks Saturday 19.12.2020   17:40 - 18:55
Chair: Eric Kolaczyk Organizer: Eric Kolaczyk
  B0300:  K. Levin
  Estimation and bootstrapping for collections of low-rank networks
  B0373:  L. Lin, L. Chen, N. Josephs, J. Zhou, E. Kolaczyk
  Spectral-based tests for hypothesis testing on populations of networks
  B0638:  A. Petersen, P. Dubey, H.-G. Mueller
  Inference in the Fr\'echet regression model for object responses
Session EO177 Room: R21
Survival analysis Saturday 19.12.2020   17:40 - 18:55
Chair: Marialuisa Restaino Organizer: Marialuisa Restaino
  B0344:  C. Moreira, J. de Una-Alvarez
  Non-existence, non-uniqueness and potential uselessness of the NPMLE for doubly truncated data
  B0981:  G. Cortese, D. Serafin
  A progressive three-state model for the restricted residual mean time
  B1027:  M. Zenga, F. Porro, M. Restaino, J.E. Ruiz-Castro
  Exploring and analysing the determinants of football coach dismissal in Italian League Serie A
Session EO141 Room: R22
Statistical modeling of COVID-19 pandemic Saturday 19.12.2020   17:40 - 18:55
Chair: Rob Deardon Organizer: Mahmoud Torabi
  B0715:  R. Carroll
  Measuring community vulnerability in spatiotemporal disease mapping of COVID-19
  B0777:  A. Krishnamurthy, B. Sousedik, M. Mueller, A. Ojimelukwe, B. Millis, J. Boegelsack, L. Cobb
  Spatiotemporal transmission dynamics of COVID-19 in Nigeria
  B0761:  G. Pokharel
  Emulation based likelihood approximation for spatial infectious disease models
Session EO241 Room: R23
Recent advances in Bayesian methods for correlated data Saturday 19.12.2020   17:40 - 18:55
Chair: Garritt Page Organizer: Garritt Page
  B0600:  I. Manolopoulou, M. Vega Carrasco, M. Musolesi
  Posterior summaries of topic models: An example from grocery retail baskets
  B0632:  M. Heiner, A. Kottas
  Bayesian nonparametric density autoregression with lag selection
  B0697:  M. Ventrucci, M. Franco Villoria
  Mixed models for spatially correlated data using PC priors
Session EO580 Room: R24
Planned and unplanned presence in observational research Saturday 19.12.2020   17:40 - 18:55
Chair: Jonathan Schildcrout Organizer: Jonathan Schildcrout
  B0592:  G. McGee, S. Haneuse, B. Coull, R. Rotem
  Informative presence bias in electronic health records
  B0654:  R. Tao
  Two-wave outcome-dependent sampling designs with applications to longitudinal binary data
  B0639:  S. Haneuse, S. Sauer, B. Hedt-Gauthier, C. Rivera-Rodriguez
  Cluster-based outcome-dependent sampling in resource-limited settings: Inference in small-samples
Session EO257 Room: R25
Recent advances in estimation theory Saturday 19.12.2020   17:40 - 18:55
Chair: Gourab Mukherjee Organizer: Gourab Mukherjee
  B0302:  B. Bhattacharya, S. Mukherjee, J. Son
  Estimation in tensor Ising models
  B0528:  G. Mukherjee
  Optimal shrinkage estimation of predictive densities under alpha--divergences
  B0552:  T. Banerjee, G. Mukherjee, W. Sun
  A general framework for empirical Bayes estimation in the discrete linear exponential family
Parallel session G: CFE Sunday 20.12.2020 08:45 - 10:50

Session CI021 (Special Invited Session) Room: R04
Advances in Bayesian analysis and applications Sunday 20.12.2020   08:45 - 10:50
Chair: Mike So Organizer: Mike So
  A0394:  T. Ando, J. Bai
  Clustering large scale generalized linear longitudinal models with grouped patterns of unobserved heterogeneity
  A0401:  Y. Omori, A. Chu, M. So, H.-Y. So
  A multivariate randomized response model for sensitive binary data
  A0571:  M. Asai, S. Inoue
  Accelerated continuous space topic model for textual data
  A0984:  T. Watanabe, J. Nakajima
  High-frequency realized stochastic volatility model
Session CO454 Room: R02
Modelling complex time series in economics and finance Sunday 20.12.2020   08:45 - 10:50
Chair: Yang Zu Organizer: Degui Li
  A0348:  I. Perera, M. Silvapulle
  Bootstrap based inference and probability forecasting in multiplicative error models
  A0357:  M. Kyriacou, Z. Lu, P.C. Phillips, X. Ren
  Spatial heterogenous autoregression with varying-coefficient covariate effects
  A0422:  C. Huang, V. Chernozhukov, W. Wang
  Analyzing the social network with misspecification via double regularized GMM
  A0681:  Y. Zu, S. Leybourne, D. Harvey
  Comparing predictive accuracy under unconditional heteroskedasticity
  A1132:  W.O. Maneesoonthorn, G. Martin, D. Frazier, R. Laoiza Maya, A. Ramirez Hassan
  Optimal probabilistic forecasts: When they work
Session CO107 Room: R07
Regime change II: Finance, macro, policy regimes Sunday 20.12.2020   08:45 - 10:50
Chair: Willi Semmler Organizer: Willi Semmler
  A0602:  E. Platen
  Low interest rate regime and attractive pension payouts under the benchmark approach
  A0878:  W. Semmler, H. Maurer, P. Chen
  Credit spread, financial stress, and delayed monetary policy effectiveness
  A0808:  P. Chen
  Financial stress, regime-switching and macrodynamics
  A0587:  F.S. Lucidi, W. Semmler
  Nonlinear credit dynamics and regime switches in the output gap
  A1053:  I. Tahri, W. Semmler, K. Lessmann
  Energy transition, asset price fluctuations,and dynamic portfolio decisions
Session CC802 Room: R03
Contributions in financial econometrics I Sunday 20.12.2020   08:45 - 10:50
Chair: Catherine Forbes Organizer: CFE
  A0191:  M. Izzeldin, R. Hizmeri
  Evaluating the underlying components of high-frequency financial data: Finite sample performance and noise
  A0890:  Y. Shimai, N. Makimoto
  Multi-period bond portfolio optimization by linear rebalancing strategy utilizing a stochastic interest rate model
  A0730:  R. Haliplii
  Bubbles on altcoins: Rush versus manipulation
  A0350:  T. Kobayashi
  A global model of international yield curves: Regime-switching dynamic Nelson-Siegel modeling approach
  A0896:  J.-B. Hasse
  Does the yield curve signal recessions? New evidence from an international panel data analysis
Session CG066 Room: R06
Contributions in high frequency data in economics and finance Sunday 20.12.2020   08:45 - 10:50
Chair: Deniz Erdemlioglu Organizer: CFE
  A0440:  V. Alexeev, K. Ignatieva, J. Chen
  From previous-tick to pre-averaging: Spectra of equidistant transformations for unevenly spaced high-frequency data
  A0976:  T. Proietti, D. Pedregal
  Periodic features and seasonality in high-frequency data
  A0747:  I. Papantonis, E. Tzavalis, L. Rompolis, O. Agapitos
  Augmenting the realized-GARCH: The role of signed-jumps, attenuation-biases and long-memory effects
  A0426:  J. Chen, V. Alexeev, K. Ignatieva
  A state space approach based on pre-averaging sampling scheme for estimation of integrated variance
  A0627:  F. Benvenuti, K. Christensen, B. Veliyev
  Realized principal component analysis: A pre-averaging approach
Parallel session G: CMStatistics Sunday 20.12.2020 08:45 - 10:50

Session EO373 Room: R12
Some recent advances in mixture and cluster analyses Sunday 20.12.2020   08:45 - 10:50
Chair: Geoffrey McLachlan Organizer: Geoffrey McLachlan
  B0314:  C. Keribin
  Clustering of a directed graph: Bipartite clustering or not
  B0462:  H. Nguyen
  Split sample hypothesis tests and confidence sets for mixture models
  B0774:  S. Pandolfi, F. Bartolucci, F. Pennoni
  Hidden Markov models for continuous multivariate data with missing responses and dropout
  B0913:  G. Soffritti
  Estimating the covariance matrix of the maximum likelihood estimator under linear cluster-weighted models
  B1065:  S. Lee
  Continuous mixture of normal distributions for cluster analyses
Session EO205 Room: R13
Statistics for complex random systems: Theory and practice Sunday 20.12.2020   08:45 - 10:50
Chair: Hiroki Masuda Organizer: Hiroki Masuda
  B0268:  M. Uchida, Y. Kaino
  Adaptive estimation of a parabolic SPDE with a small noise
  B0270:  L. Mercuri
  Transition density non-Gaussian CARMA models: Estimation and option pricing
  B0335:  T. Ogihara, M. Fukasawa
  Local asymptotic mixed normality for degenerate diffusion processes
  B0461:  N. Yoshida, A. Gloter
  Non-adaptive estimation for a degenerate diffusion process
  B0533:  E. Guidotti, N. Yoshida
  Asymptotic expansion formulas for diffusion processes based on the perturbation method
Session EO548 Room: R14
Recent advances in spatial and time series models Sunday 20.12.2020   08:45 - 10:50
Chair: Mattias Villani Organizer: Matias Quiroz
  B0419:  P. Siden
  Deep Gaussian Markov random fields
  B1006:  M. Villani, M. Quiroz, R. Kohn, R. Salomone
  Spectral subsampling MCMC for multivariate time series
  B1110:  A. Guillaumin, A. Sykulski, S. Olhede
  De-biased Whittle likelihood for time series and random fields
  B0560:  A. Zammit Mangion, C. Wikle
  Statistical deep IDE models for spatio-temporal forecasting
  B1029:  F. Panero, F. Caron, J. Rousseau
  Sparse spatial random graphs
Session EO121 Room: R16
Pioneering new frontiers in distribution and modelling Sunday 20.12.2020   08:45 - 10:50
Chair: Andriette Bekker Organizer: Andriette Bekker
  B0416:  O. Arslan, Y. Guney, F. Gokalp Yavuz
  Joint modeling of mean and dispersion of the multivariate Laplace distribution
  B0568:  S. Kato, P. McCullagh
  Parameter estimation for a Cauchy family of distributions on the sphere
  B0698:  A. Punzo, L. Bagnato
  A new multivariate elliptical heavy-tailed distribution with application to allometry
  B0876:  J. Ferreira, A. Neethling, A. Bekker, M. Naderi
  Enriching the AR(p) process with skewed generalised normal innovations
  B0993:  N. Nakhaeirad, A. Bekker, M. Arashi
  Bayesian analysis of skew spherical data with rotationally-symmetric distributions
Session EO325 Room: R18
Model validation Sunday 20.12.2020   08:45 - 10:50
Chair: Maria Dolores Jimenez-Gamero Organizer: Maria Dolores Jimenez-Gamero
  B0577:  B. Ebner
  On Stein operators in testing the fit to parametric families of distributions
  B0994:  V. Alba-Fernandez, F.J. Ariza-Lopez, M.D. Jimenez-Gamero
  Thematic-accuracy quality control of slope and aspect classes based on an equivalence test
  B0991:  B. Milosevic, J. Allison, M. Obradovic, L. Raubenheimer, M. Smuts
  New distribution-free goodness-of-fit tests for the Pareto distribution
  B1032:  J. Allison, J. Ngatchou-Wandji
  A class of goodness-of-fit tests for the Rayleigh distribution based on conditional expectation
  B0974:  M.D. Jimenez-Gamero
  Estimating the shape functions
Session EO087 Room: R21
Advances in survival and reliability I Sunday 20.12.2020   08:45 - 10:50
Chair: Juan Eloy Ruiz-Castro Organizer: Mariangela Zenga, Juan Eloy Ruiz-Castro
  B0788:  G. Kelly
  Estimation of a model for spatial binary data
  B0903:  M. Restaino
  Estimation of bivariate survival functions: A simulation study on the effects of sample size
  B0956:  R. Miglio
  Multistate model for trajectories clustering
  B1034:  H. Mitchell, H. Mitchell, A. Marshall, M. Zenga
  Analysing the Lombardy regions geriatric wards
  B1059:  F. Ambrogi, T. Scheike
  Deep learning for time to event data
Session EC786 Room: R08
Contributions in computational statistics Sunday 20.12.2020   08:45 - 10:50
Chair: Matthieu Marbac Organizer: CMStatistics
  B1088:  M. Salehi, B. PanahBehagh, M. Salehi
  Using full ranking information in ranked set and judgment post-stratification sampling designs
  B1138:  D. Burrows
  Multilevel bootstrap particle filter
  B1151:  L. Castro Martin, R. Ferri-Garcia, A. Arcos
  Inference from non-probability surveys with XGBoost
  B0629:  T. Danielius
  p-variation of cusum process and testing change in the mean
  B0317:  M. Arashi, Y. Asar, B. Yuzbasi
  A scaled LASSO for multicollinear situations
Session EC449 Room: R11
Contributions in multivariate statistics Sunday 20.12.2020   08:45 - 10:50
Chair: Christian Hennig Organizer: CMStatistics
  B0990:  K. Nordhausen, U. Radojicic
  Non-Gaussian component analysis: Testing the dimension of the signal subspace
  B1131:  A. Diop, N. Emad, T. Winter
  A unite-and-conquer-based approach that improves weak classification results
  B0835:  S. Ramirez, M. Zarzo, F.-J. Garcia-Diego, A. Perles
  Sparse PLS-DA: Clustering time series for art conservation
  B0807:  L. Insolia, A. Kenney, F. Chiaromonte, G. Felici
  Simultaneous feature selection and outlier detection with optimality guarantees
  B1062:  F.J. Esquivel, F.J. Alonso, J.M. Angulo
  Relative complexity assessment in multifractal systems: Application to spatio-temporal seismic dynamics
Session EC796 Room: R22
Contributions in Bayesian statistics Sunday 20.12.2020   08:45 - 10:50
Chair: Bernardo Nipoti Organizer: CMStatistics
  B0892:  J. Coullon, R. Webber
  Ensemble sampler for infinite-dimensional inverse problems
  B0963:  C. Naik, F. Caron, J. Rousseau, Y.W. Teh, K. Palla
  Bayesian nonparametrics for sparse dynamic networks
  B1136:  W. Jing, M. Papathomas, S. Liverani
  Challenges and proposals for Dirichlet process mixture models (DPMM) with Gaussian kernels
  B0926:  Y. Iikubo, S. Horii, T. Matsushima
  Bayesian approach for uplift linear regression
  B0869:  S. Shen, G. Sofronov
  Using Bayesian change-point Markov sampler in basecalling of nanopore signals
Session EG084 Room: R15
Contributions in causal inference and graphical models Sunday 20.12.2020   08:45 - 10:50
Chair: Tetiana Gorbach Organizer: CMStatistics
  B0775:  S. Horii
  Bayes optimal estimator of the mean intervention effect and its approximation based on variational inference
  B1002:  C. Gil-Bermejo, A.J. Sanchez Fuentes, J. Onrubia
  Graphical modelling of multivariate panel data models
  B0584:  N. Bianco, M. Bernardi, D. Bianchi
  Variational inference for sparse high-dimensional graphical-VAR models
  B0983:  H. Naito, H. Hara
  Uplift modeling with multitreatment for observational pretest-posttest data
  B0879:  A. Plaksienko, C. Angelini, D. De Canditiis
  jewel: A novel method for joint node-wise estimation of multiple Gaussian graphical models
Session EG074 Room: R17
Contributions in time series Sunday 20.12.2020   08:45 - 10:50
Chair: Maddalena Cavicchioli Organizer: CMStatistics
  B0225:  J. Sun, Y. Hong, B. McCabe
  Testing structural breaks: A new self-normalization approach based on the adjusted sample range
  B0238:  B. Poignard, M. Asai
  High-dimensional sparse multivariate stochastic volatility models
  B0665:  L. Ma, G. Sofronov, D. Bulger
  Segmentation of autoregressive processes via the cross-entropy method
  B0893:  M. Cavicchioli
  Spectral analysis of Markov switching GARCH models
  B1189:  X. Dou
  Nonlinear causality for CHARN models
Session EG010 Room: R20
Contributions in applied statistics I Sunday 20.12.2020   08:45 - 10:50
Chair: Georg Lindgren Organizer: CMStatistics
  B0589:  B. Moews, J.R. Argueta, A. Gieschen
  Policing route optimization via density-based principal curves
  B0699:  A. Arcos
  Statistical methods for space surveillance
  B0875:  C.G. Soh, Y. Zhu
  A regularized model for spectroscopic data
  B1172:  M.F. Teodoro, T. Oliveira
  Statistical modelling of mechanical skin behaviour
  B0995:  A. Gatto, F. Durante, F. Ravazzolo
  Analysis of aggregate zonal imbalance in the Italian electricity market using copula models
Parallel session H: CFE Sunday 20.12.2020 11:00 - 12:15

Session CO031 Room: R02
Topics in time series and panel data econometrics Sunday 20.12.2020   11:00 - 12:15
Chair: Kanchana Nadarajah Organizer: Indeewara Perera
  A0192:  W. Zhou, J. Gao, D. Harris, H. Kew
  Semi-parametric single-index predictive regression models with cointegrated regressors
  A0198:  K. Nadarajah, G. Martin, D. Poskitt
  Issues in the estimation of misspecified models of fractionally integrated processes
  A0456:  F. Liu
  Time-varying panel data models with additive factor structure
Session CO191 Room: R03
Financial econometrics: Intrinsic time, volatility estimation, jump testing Sunday 20.12.2020   11:00 - 12:15
Chair: Ingmar Nolte Organizer: Ingmar Nolte
  A0495:  Y. Li, I. Nolte, S. Nolte
  Volatility estimation and sampling efficiency: An intrinsic time approach
  A0497:  S. Yu, Y. Li, I. Nolte, S. Nolte
  Testing for jumps: An increment censoring approach in boundary-hitting intrinsic time
  A0519:  S.Y. Hong, O. Linton, X. Zhao
  Separate noise and jumps: A price duration approach
Session CO694 Room: R04
Cryptocurrency analytics Sunday 20.12.2020   11:00 - 12:15
Chair: Marcell Tamas Kurbucz Organizer: Marcell Tamas Kurbucz
  A0463:  D. Kondor, G. Vattay, I. Csabai, J. Steger, N. Bulatovic
  Empirical comparison of preferential attachment and linking statistics in Bitcoin and Ethereum
  A0622:  J. Sila, L. Kristoufek
  Frequency decomposition of crypto connectedness
Session CC814 Room: R06
Contributions in applied econometrics II Sunday 20.12.2020   11:00 - 12:15
Chair: Pilar Poncela Organizer: CFE
  A1081:  M. Freo, A. Luati
  Variable selection in text regression: The case of short texts
  A0558:  S. Roszkowska, P. Hojda, M. Trojak
  What drives labour market success: Empirical analysis of university graduates
  A0647:  A. Clark
  A pound centric look at the pound vs krona exchange rate movement from 1844 to 1965
Session CG747 Room: R07
Contributions in empirical macroeconomics Sunday 20.12.2020   11:00 - 12:15
Chair: Luis Filipe Martins Organizer: CFE
  A0382:  C. Macchiarelli, J. Chadha, A. Hantzsche, C. Lenoel, S. Mellina
  Bremia: A study of the impact of Brexit and COVID-19 based on bond prices
  A0940:  A. Pietropaoli
  Inequality and growth in France: A wavelet analysis
  A1033:  J. Suda, P. Pintus, B. Turgut
  Estimating financial frictions under learning
Parallel session H: CMStatistics Sunday 20.12.2020 11:00 - 12:15

Session EO706 Room: R08
Frontiers in population genetics Sunday 20.12.2020   11:00 - 12:15
Chair: Ritabrata Dutta Organizer: Ritabrata Dutta
  B0250:  A. Futschik
  Estimating recombination from population genetic data
  B0284:  M. Cavallaro, Y. Wang, D. Hebenstreit, R. Dutta
  Bayesian inference of PolII pausing dynamics over exclusion processes
  B0540:  P. Jenkins, J. Sant, J. Koskela, D. Spano
  Inference of natural selection from allele frequency time series data using exact simulation techniques
Session EO421 Room: R11
Experimental design and data analysis Sunday 20.12.2020   11:00 - 12:15
Chair: Kalliopi Mylona Organizer: Kalliopi Mylona
  B0951:  H. Maruri, H. Wynn
  Echelon designs, Hilbert series and Smolyak grids
  B0989:  S. Gilmour, M.L. Rahman
  Probability-based optimal designs to minimise separation
  B1009:  O. Egorova, R. Hafizi, D. Woods, G. Day
  Multi-fidelity statistical modelling for molecular crystal structure prediction
Session EO169 Room: R12
Clustering of complex data structure Sunday 20.12.2020   11:00 - 12:15
Chair: Maria Brigida Ferraro Organizer: Maria Brigida Ferraro
  B0693:  A. Lopez Oriona, J. Vilar
  A novel structure-based approach for multivariate time series clustering
  B0798:  M. Ranalli, F. Martella
  Biclustering ordinal data through a model-based approach
  B0935:  I. Bombelli, I. Manipur, M. Guarracino, M.B. Ferraro
  Fuzzy clustering of networks
Session EO498 Room: R13
Public policy analysis and machine learning I Sunday 20.12.2020   11:00 - 12:15
Chair: Michela Bia Organizer: Michela Bia
  B0759:  A. Mercatanti, T. Makinen, A. Silvestrini, F. Li
  A regression discontinuity design for ordinal running variables: Evaluating central bank purchases of corporate bonds
  B0819:  M. Huber, M. Spindler, H. Langen, L. Laffers, H. Farbmacher
  Causal mediation analysis with double machine learning
  B1180:  C. Tortu, I. Crimaldi, F. Mealli, L. Forastiere
  Causal effects with hidden treatment diffusion over partially unobserved networks
Session EO650 Room: R14
Data-centric engineering: A new challenge for statisticians Sunday 20.12.2020   11:00 - 12:15
Chair: Dirk Fromme Organizer: Dirk Fromme
  B1041:  J. Hale
  Understanding complex fluids with data-centric rheology
  B1125:  M. Graham, A. Thiery, K.X. Au
  Manifold MCMC methods for inference in inverse problems with highly informative observations
  B1182:  P. Seshadri, A. Duncan
  Bayesian polynomial chaos in multi-fidelity modelling
Session EO668 Room: R15
Modeling uncertainty and vagueness in decision making and economics Sunday 20.12.2020   11:00 - 12:15
Chair: Davide Petturiti Organizer: Barbara Vantaggi, Davide Petturiti
  B0731:  M.L. Guerra, L. Stefanini
  Relation between volatility and returns through a quantile fuzzy regression model
  B0779:  E. Miranda, I. Montes, S. Destercke
  Processing distortion models: A comparative study
  B1073:  A. Cinfrignini, D. Petturiti, B. Vantaggi
  Envelopes of equivalent martingale measures in an $n$-nomial market model
Session EO081 Room: R21
Advances in survival and reliability II Sunday 20.12.2020   11:00 - 12:15
Chair: Mariangela Zenga Organizer: Mariangela Zenga, Juan Eloy Ruiz-Castro
  B0283:  S. Wilson, L. Aslett, F. Coolen
  Bayesian inference for systems and network reliability using the survival signature
  B0400:  M.L. Bautista Barcena, I. Torres Castro
  Design of a periodic inspection policy in heterogeneous systems with two types of components
  B0671:  C. Acal, J.E. Ruiz-Castro, A.M. Aguilera, J.B. Roldan
  Phase-type distributions in a vector Markov process to analyse random telegraph noise in resistive memories
Session EO115 Room: R22
Statistics and decision making for the Covid-19 pandemic Sunday 20.12.2020   11:00 - 12:15
Chair: Doris Behrens Organizer: Raimund Kovacevic
  B0753:  R. Kovacevic, V. Veliov, N. Stlianakis
  A distributed optimal control epidemiological model: Parameter identification and optimization
  B0845:  D. Behrens, D. Davies, W. Beer, D. Westwood, E. Powell
  Understanding the relationship between the uptake of Covid-19 testing and deprivation
  B0852:  M. Sanchez-Romero, A. Prskawetz, V. di Lego, B. Lanza Queiroz
  An indirect method to monitor the fraction of people ever infected with COVID-19: An application to the United States
Session EC799 Room: R20
Contributions in applied statistics II Sunday 20.12.2020   11:00 - 12:15
Chair: Sonja Greven Organizer: CMStatistics
  B0899:  M. Cousido Rocha, S. Cervino, M.G. Pennino
  A new R-package for the analysis of the fisheries population under uncertainty
  B0785:  P. Moreno, A. Fernandez, J.M. Rodriguez-Poo
  Depression and stigmatization: A multilevel analysis for EU countries
  B0673:  B. Cobo, M.D.M. Rueda
  Indirect techniques to study gender violence
Session EG012 Room: R16
Contributions in computational and methodological statistics Sunday 20.12.2020   11:00 - 12:15
Chair: Enea Bongiorno Organizer: CMStatistics
  B0580:  F. Sanna Passino, N. Heard, P. Rubin-delanchy
  Spectral clustering on spherical coordinates under the degree corrected stochastic blockmodel
  B0596:  K. Perrakis, T. Lartigue, F. Dondelinger, S. Mukherjee
  Latent group structure and regularized regression
  B1196:  M. Pittavino, P. Ferrari, M. Plummer
  Integrate dietary assessments with biomarker measurements in aetiological models
Parallel session I: CFE Sunday 20.12.2020 13:15 - 14:55

Session CO427 Room: R03
Asset pricing with non-standard risks Sunday 20.12.2020   13:15 - 14:55
Chair: Mirco Rubin Organizer: Loriano Mancini
  A0298:  A. Quaini, F. Trojani, S.A. Korsaye
  Smart stochastic discount factors
  A0480:  G. Buccheri, S. Grassi, G. Vocalelli
  A structural model of market friction with time-varying volatility
  A0618:  A. Kontoghiorghes
  The effect of personal taxes on investment decisions and stock returns
  A0612:  M. Rubin, D. Ruzzi
  Equity tail risk in the treasury bond market
Session CO071 Room: R04
Contributions in Bayesian econometrics Sunday 20.12.2020   13:15 - 14:55
Chair: Sylvia Fruehwirth-Schnatter Organizer: CFE
  A0751:  L.A. Souto Arias, P. Cirillo, C.W. Oosterlee
  Estimation for univariate and bivariate reinforced urn processes under left-truncation and right-censoring
  A1042:  S. Mildiner Moraga, E. Aarts
  Bayesian multilevel hidden Markov models: A reliability guideline for applied researchers
  A0286:  G. Papapanagiotou, G. Bampinas, T. Panagiotidis
  The role of information demand in oil and gas markets
  A0352:  R. Sousa
  Bayesian inference in censored linear regression model with AR(p) errors
Session CO061 Room: R06
Applied network analysis in empirical finance Sunday 20.12.2020   13:15 - 14:55
Chair: Massimo Guidolin Organizer: Massimo Guidolin
  A0330:  M. Esposito
  Stock market as a network
  A0325:  M. Pedio
  Option-implied network measures of tail contagion and stock return predictability
  A0343:  A. Maaitah, M. Costantini, T. Mishra
  Cyberattacks and cross-market bitcoin prices: Network analysis
  A0326:  A. Sina, M. Billio, A. Dufour, S. Varotto
  Leveraged loans, systemic risk and network interconnectedness
Session CO660 Room: R08
The macroeconomic propagation of shocks Sunday 20.12.2020   13:15 - 14:55
Chair: Filippo Ferroni Organizer: Filippo Ferroni
  A0464:  M.S. Miescu, R. Rossi
  The covid-induced uncertainty shocks
  A0590:  F. Furlanetto
  Estimating hysteresis effect
  A0588:  P. Poncela, P. Asdrubali, S. Kim, F. Pericoli
  Risk-sharing channels in OECD countries: A heterogeneous panel var approach
  A1089:  S. Emiliozzi, D. Delle Monache, A. Nobili
  Tracking economic growth during the Covid-19: A weekly indicator for Italy
Session CO289 Room: R19
Advances in robust estimation and inference: Theory and applications II Sunday 20.12.2020   13:15 - 14:55
Chair: Anton Skrobotov Organizer: Rustam Ibragimov
  A1038:  A. Semenov, G. Pandey, M. Rysz, G. Xu
  Diversity in news recommendations using contextual bandits
  A1097:  R. Ibragimov, P. Kattuman, A. Skrobotov
  Robust inference on income inequality: t-statistic based approaches
  A0986:  S. Litvinova, M. Silvapulle
  On the consistency of nonparametric bootstrap for inference on high-quantile, tail index, and tail probability
  A1101:  S. He, R. Ibragimov
  Predictability of cryptocurrency returns: Evidence from robust tests
Session CG336 Room: R02
Contributions in time series and forecasting Sunday 20.12.2020   13:15 - 14:55
Chair: Christian Conrad Organizer: CFE
  A0188:  J. Pan, E. Lazar, S. Wang
  On the estimation of value-at-risk and expected shortfall at extreme levels
  A0502:  K. Heinisch, A. Glas
  Assumptions and macroeconomic forecasts: Disagreement, revisions and forecast errors
  A1051:  A. Allayioti
  Entropic tilting for macroeconomic variables: The role of asymmetrically distributed survey forecasts
  A0690:  D. Ballinari
  Retail investors' trading activity and the predictability of stock return correlations
Session CG116 Room: R07
Contributions in statistics and econometrics for the Covid-19 pandemic Sunday 20.12.2020   13:15 - 14:55
Chair: Raimund Kovacevic Organizer: CFE
  B1181:  J. Kaszowska-Mojsa, P. Wlodarczyk, P. Wlodarczyk
  To freeze or not to freeze: Epidemic prevention and control in the DSGE model with agent-based epidemic component
  B1176:  E. Gjika, L. Basha
  Benford law and the reliability of COVID-19 data in western Balkan countries
  A0437:  D. Finck
  Pandemic shocks and household spending
  A0342:  P. Chodnicka - Jaworska, P. Jaworski
  COVID-19 impact on stock prices: The sector analysis
Parallel session I: CMStatistics Sunday 20.12.2020 13:15 - 14:55

Session EO696 Room: R11
Inference for functional parameters Sunday 20.12.2020   13:15 - 14:55
Chair: Dominik Liebl Organizer: Dominik Liebl
  B0293:  Y. Yang, H.L. Shang, Y. Yang
  Feature extraction for functional time series: Theory and application to NIR spectroscopy data
  B0680:  S. Otto, N. Salish
  A dynamic factor model for functional time series: Identification, estimation, and prediction
  B0421:  F. Telschow, S.J. Davenport, A. Schwartzman
  Functional delta residuals and applications to functional effect sizes
  B0716:  D. Degras
  Simultaneous inference in functional data analysis
Session EO604 Room: R12
Statistical problems under privacy constraints Sunday 20.12.2020   13:15 - 14:55
Chair: Weijie Su Organizer: Cristina Butucea
  B0182:  J. Lam-Weil, J.-M. Loubes, B. Laurent-Bonneau
  Minimax optimal goodness-of-fit testing under local differential privacy
  B0428:  T. Berrett, C. Butucea
  Locally private non-asymptotic testing of discrete distributions is faster using interactive mechanisms
  B1137:  L. Steinberger
  Estimating linear and quadratic functionals under local differential privacy
  B1105:  V.-E. Brunel, M. Avella-Medina
  Differentially private sub-Gaussian location estimators
Session EO283 Room: R13
Recent advances in extreme value analysis Sunday 20.12.2020   13:15 - 14:55
Chair: Gilles Stupfler Organizer: Gilles Stupfler
  B0290:  A. Daouia, I. Gijbels, G. Stupfler
  Extremile regression
  B0438:  S. Padoan, G. Stupfler
  Joint inference on extreme expectiles for multivariate heavy-tailed distributions
  B0641:  A. Khorrami Chokami, M. Falk, S. Padoan
  Records for time-dependent stationary Gaussian sequences
  B1015:  A. Usseglio-Carleve, S. Girard, G. Stupfler
  On second-order automatic bias reduction for extreme expectile estimation
Session EO478 Room: R14
Recent advances for the modelling of complex data Sunday 20.12.2020   13:15 - 14:55
Chair: Ines Varas Organizer: Alejandro Jara
  B0849:  N. Kuschinski, A. Jara
  Grid-uniform copulas and rectangle exchanges: Model and Bayesian inference for a rich class of copula functions
  B0860:  D. Morales Navarrete, M. Bevilacqua, L.M. Castro Cepero, C. Caamano Carrillo
  Spatial modeling of georeferenced count data
  B1118:  I. Varas
  An extension of multivariate models for a monotone disease under misspecification
  B1168:  J.J. Quinlan Binelli, A. Jara, M. Castro
  On the support of some random contiguous set partitions for change point analysis
Session EO482 Room: R15
Recent advances in multivariate and multi-variable analysis Sunday 20.12.2020   13:15 - 14:55
Chair: Frank Konietschke Organizer: Frank Konietschke
  B0322:  X. Gao
  Multivariate mixed response model with pairwise composite-likelihood method
  B0420:  K. Rubarth, F. Konietschke
  Ranking procedures for repeated measures design with missing data
  B0828:  J. Xu, X. Huang
  Multi-category individualized treatment regime
  B0955:  M. Giurcanu, G. Luta, G. Koch, K. Amris, P. Sen
  Weighted empirical and Euclidean likelihood covariate adjustment
Session EO381 Room: R16
Advances in causal inference Sunday 20.12.2020   13:15 - 14:55
Chair: Daniel Malinsky Organizer: Zhiqiang Tan
  B0582:  B. Sun, Z. Tan
  High-dimensional model-assisted inference for local average treatment effects with instrumental variables
  B0601:  R. Nabi, R. Bhattacharya, I. Shpitser
  Semiparametric inference for causal effects in graphical models with hidden variables
  B0668:  Z. Guo, D. Cevid
  Doubly debiased lasso: High-dimensional inference under hidden confounding
  B0312:  A. Babii
  Isotonic regression discontinuity designs
Session EO468 Room: R17
Recent development in statistical analysis of network data Sunday 20.12.2020   13:15 - 14:55
Chair: Binyan Jiang Organizer: Binyan Jiang
  B0349:  Y. Ma
  Mentorship and prizewinning in scientific careers
  B0506:  Y. Zhang
  Higher-order accurate inference for network moments
  B1133:  M. Bhattacharjee, M. Banerjee, G. Michailidis
  Change-point estimation in a dynamic stochastic block model
  B0982:  B. Jiang
  Autoregressive networks
Session EO530 Room: R18
Methodological and computational advances in copula models Sunday 20.12.2020   13:15 - 14:55
Chair: Elif Acar Organizer: Elif Acar
  B0197:  M. Hofert, M. Zhu, A. Prasad
  Quasi-Monte Carlo for multivariate distributions via generative neural networks
  B0323:  P. Krupskiy, H. Joe
  Proxy variables to common factors and parameter estimation in factor copula models
  B0292:  M.E. Hoque, E. Acar, M. Torabi
  Time-heterogeneous D-vine copula model for longitudinal data
Session EO752 Room: R20
Analyzing and predicting different outcomes in clinical studies Sunday 20.12.2020   13:15 - 14:55
Chair: Eleni-Rosalina Andrinopoulou Organizer: Eleni-Rosalina Andrinopoulou
  B0202:  D. Rizopoulos
  Minimizing the burden of invasive procedures via personalized scheduling
  B0218:  C. Proust-Lima, J. Lespinasse, C. Dufouil
  Longitudinal modeling of disease progression biomarkers in the latent disease timescale: Example of Alzheimer's disease
  B0887:  E. Granger, F. Frost, R. Keogh
  Estimating the effect of insulin use on outcomes in people with cystic fibrosis-related diabetes using causal prediction
  B0998:  M. Fiocco
  Marginal structural models with joint exposure to assess variations to chemotherapy intensity
Session EO652 Room: R21
Recent advances in semiparametric survival analysis Sunday 20.12.2020   13:15 - 14:55
Chair: Dennis Dobler Organizer: Dennis Dobler
  B0364:  E. Musta, V. Patilea, I. Van Keilegom
  A presmoothing approach for estimation in mixture cure models
  B0616:  A. Doerre
  Semiparametric likelihood inference for heterogeneous survival data under random double truncation
  B0987:  D. Dobler, J. Feifel
  Efficient and reliable inference in nested case-control studies
  B0658:  M.T. Dietrich, D. Dobler, M. de Gunst
  Wild bootstrap confidence bands for the cumulative incidence function in Fine-Gray models
Session EO486 Room: R23
Flexible Bayesian models for complex data Sunday 20.12.2020   13:15 - 14:55
Chair: Alessandra Guglielmi Organizer: Alessandra Guglielmi
  B0376:  M. Beraha, R. Argiento, A. Guglielmi, J. Moeller
  MCMC computations for Bayesian mixture models using repulsive point processes
  B0598:  F. Quintana, G. Page, P. Mueller
  Clustering and prediction in the presence of variable dimension covariate vectors
  B0625:  S. Montagna, P. Samartsidis, D. de Angelis, S. Seaman, A. Charlett, M. Hickman
  Bayesian factor analysis for estimating a non-randomised intervention via multi-outcomes observational panel data
  B0684:  J. Arbel, F. Forbes, H. Lu
  Bayesian nonparametric priors for hidden Markov random fields
Session EO688 Room: R24
Advances in multivariate Bayesian methods Sunday 20.12.2020   13:15 - 14:55
Chair: Ioanna Manolopoulou Organizer: Kshitij Khare
  B0356:  Y. Ni
  Bayesian causal structural learning with zero-inflated Poisson Bayesian networks
  B0372:  J. Antonelli, B. Beck
  Estimating heterogeneous causal effects in time series settings with staggered adoption
  B0858:  S. Chakraborty, Z. Su
  A comprehensive Bayesian framework for envelope models
  B0902:  S. Tokdar
  Quantile regression under spatial noise correlation
Session EC798 Room: R22
Contributions in stochastic processes Sunday 20.12.2020   13:15 - 14:55
Chair: Arnaud Gloter Organizer: CMStatistics
  B0783:  A. Barrera, P. Roman-Roman, F. Torres-Ruiz
  An unified stochastic hyperbolastic model
  B1139:  S. Yang, A. Liu
  Modelling self-excitation of extreme returns in financial markets: An AR-GARCH with Hawkes Jumps approach
  B0793:  J. Vaillancourt, B.N. Remillard
  Detecting periodicity from the trajectory of a random walk in random environment
  B0530:  A. Kreiss
  Dependence under random time-varying network distances with an application to Cox-Processes
Session EC801 Room: R25
Contributions in nonparametric statistics and resampling Sunday 20.12.2020   13:15 - 14:55
Chair: Anneleen Verhasselt Organizer: CMStatistics
  B1048:  C. Walsh, C. Jentsch, S.T. Hossain
  On the mysteries of resampling for matching estimators
  B0978:  N. Perez-Veiga, J.-C. Pardo-Fernandez
  The effect of smoothing on tests based on regression residuals
  B1049:  R. Seri, M. Martinoli
  Nonparametric moment-based estimation of simulated models without optimization
  B0296:  M. Tepegjozova, C. Czado, G. Claeskens, J. Zhou
  Nonparametric C- and D-vine based quantile regression
Parallel session J: CFE Sunday 20.12.2020 15:05 - 16:20

Session CO618 Room: R02
Advances in financial econometrics Sunday 20.12.2020   15:05 - 16:20
Chair: Helena Veiga Organizer: Helena Veiga
  A0232:  C. Amado
  Multiplicative non-stationary volatility models with exogenous information
  A0242:  A. Virbickaite, M. Danielova Zaharieva, F. Goessling
  Semiparametric Bayesian forecasting for copula stochastic volatility model
  A0928:  J.M. Marin, H. Veiga
  Forecasting value-at-risk and expected shortfall: A Bayesian approach
Session CO397 Room: R04
Quantitative approach to higher education research Sunday 20.12.2020   15:05 - 16:20
Chair: Svetlana Makarova Organizer: Svetlana Makarova
  A0539:  O. Talavera, P. Spiewanowski
  Journal rankings and publication strategy
  A0884:  W. Charemza, M. Lewandowski, L. Wozny
  Rewarding academic journals publications: Efficient mechanisms and empirical assessment
  A0780:  K. Rybinski, A. Wodecki
  Relationship of university reputation and popularity: Analysis of Google Trends and QS worldwide university ranking
Session CO045 Room: R07
Machine learning techniques in macroeconomics and finance Sunday 20.12.2020   15:05 - 16:20
Chair: Robinson Kruse-Becher Organizer: Robinson Kruse-Becher
  A0333:  P. Goulet Coulombe
  The macroeconomy as a random forest
  A0380:  D. Borup, D. Rapach, E.C.M. Schutte
  Now- and backcasting initial claims with high-dimensional daily internet search-volume data
  A0749:  S.L. Umbach
  Macroeconomic forecasting with deep factor models
Session CC804 Room: R06
Contributions in forecasting I Sunday 20.12.2020   15:05 - 16:20
Chair: Valderio Anselmo Reisen Organizer: CFE
  A0833:  M. Paloviita, E. Stanislawska, T. Lyziak
  Assessing the reliability of aggregated inflation views in the European commission consumer survey
  A1143:  L. Bielak
  Correlation models for description of market risk factors
  A0569:  L. Tiozzo Pezzoli, S. Consoli, E. Tosetti
  Information extraction from the GDELT database to analyse the European sovereign bond market
Session CG030 Room: R03
Contributions in financial econometrics II Sunday 20.12.2020   15:05 - 16:20
Chair: Richard Luger Organizer: CFE
  A0522:  K. Tuzcuoglu
  Composite likelihood estimation of an autoregressive panel ordered probit model with random effects
  A1036:  S. Paterlini, S. Liu, M. Caporin
  Estimating time-varying networks with a state-space model
  A1190:  J.W. Hansen, B.J. Christensen
  The impact of the curve-fitting procedure on estimation and testing of term structure models
Parallel session J: CMStatistics Sunday 20.12.2020 15:05 - 16:20

Session EO429 Room: R11
Nonlinear methods in functional data analysis Sunday 20.12.2020   15:05 - 16:20
Chair: Alexander Petersen Organizer: Alexander Petersen
  B0222:  Z. Lin, F. Yao
  Intrinsic Riemannian functional data analysis
  B0529:  J. Austin, J.Q. Shi, Z. Li
  Image forecasting using dynamical functional time series models
  B0997:  J. Park, A. Gegout-Petit
  Comparing paired distributions using a functional data approach
Session EO708 Room: R12
Recent developments in model-based clustering Sunday 20.12.2020   15:05 - 16:20
Chair: Monia Ranalli Organizer: Monia Ranalli
  B0542:  M. Marbac, M. du Roy de Chaumaray
  Clustering data with nonignorable missingness using semi-parametric mixture models
  B0623:  S.D. Tomarchio, A. Punzo, L. Bagnato
  Model based-clustering via mixtures of two new matrix-variate distributions
  B0800:  M. Nai Ruscone, A. Dambrosio
  Non-metric unfolding on augmented data matrix: A copula-based approach
Session EO213 Room: R13
Recent developments in imaging data analysis Sunday 20.12.2020   15:05 - 16:20
Chair: Farouk Nathoo Organizer: Farouk Nathoo
  B0345:  J. Kornak, K. Young
  Bayesian image analysis in transformed spaces (BITS) and the BIFS/WIMP Python packages
  B0931:  M. Miranda, J. Morris
  An adaptive multilayer basis approach for task fMRI data
  B1100:  M. Fiecas, J.Y. Park
  Permutation-based inference for spatially localized signals in longitudinal MRI data
Session EO359 Room: R14
Recent development in high dimensional methods Sunday 20.12.2020   15:05 - 16:20
Chair: Yang Ni Organizer: Yang Ni
  B0423:  F. Castelletti
  Bayesian inference of causal effects from Gaussian graphical models
  B0613:  D. Rossell, A. Bhattacharya
  Approximate Laplace approximation
  B1086:  H.C. Chung, I. Gaynanova, Y. Ni
  Phylogenetically informed Bayesian truncated copula graphical models for microbial association networks
Session EO445 Room: R15
Advances in the statistical analysis of dependent network data Sunday 20.12.2020   15:05 - 16:20
Chair: Michael Schweinberger Organizer: Michael Schweinberger
  B0220:  Y. Zhao
  Identifiability and consistency of network inference using the hub model and variants
  B0369:  P. Toulis, D. Puelz, A. Feller, G. Basse
  Randomization tests for spillovers under general interference: A graph-theoretic approach
  B0964:  J. Stewart, M. Schweinberger
  Maximum pseudolikelihood estimation for models of social network data
Session EO437 Room: R16
Recent advances in theory and methods for spatiotemporal modeling Sunday 20.12.2020   15:05 - 16:20
Chair: Zeda Li Organizer: Pramita Bagchi, Zeda Li
  B0924:  S. Bruce, P. Bagchi
  Adaptive frequency band analysis for nonstationary functional time series
  B1075:  W. Zhou, P. Bagchi
  Frequency domain analysis for structural breaks of non-stationary spatial data
  B1020:  T. Masak
  Random surface covariance estimation by shifted partial tracing
Session EO534 Room: R18
Statistical advances on microbiome data analysis I Sunday 20.12.2020   15:05 - 16:20
Chair: Qiwei Li Organizer: Qiwei Li
  B0403:  M. Koslovsky
  A Bayesian joint model for microbiome data
  B0474:  Y. Shi, C. Peterson, L. Zhang, R. Jenq, K.-A. Do
  Visualization and unsupervised clustering of microbiome data
  B0579:  S. Jiang, Q. Li, X. Zhan, G. Xiao, A. Koh
  Bayesian modeling of metagenomic sequencing data for discovering microbial biomarkers in colorectal cancer
Session EO606 Room: R20
Causal inference methods in genetic studies Sunday 20.12.2020   15:05 - 16:20
Chair: Josee Dupuis Organizer: Josee Dupuis
  B0289:  H. Cordell, R. Howey
  Bayesian networks with missing data imputation enable exploratory analysis of causal complex biological relationships
  B0720:  J. Bowden
  Accounting for Winner's curse, weak instrument bias and pleiotropy in Mendelian randomization studies
  B1070:  E. Tchetgen Tchetgen
  MR genius: A principled approach to robust Mendelian randomization inference
Session EO636 Room: R21
Advances in causal survival analysis Sunday 20.12.2020   15:05 - 16:20
Chair: Jenny Haggstrom Organizer: Jenny Haggstrom
  B0581:  B. Ozenne, T. Scheike, T.A. Gerds
  Robust estimation of the average treatment effects in presence of right-censoring and competing risks
  B0599:  L. Wang, E. Tchetgen Tchetgen, T. Martinussen, S. Vansteelandt
  Instrumental variable estimation of causal hazard ratio
  B1120:  I. Diaz
  Non-parametric causal effects based on longitudinal modified treatment policies
Session EO760 Room: R22
Bayesian data integration of complex objects Sunday 20.12.2020   15:05 - 16:20
Chair: Shuang Zhou Organizer: Debdeep Pati, Anirban Bhattacharya
  B0518:  G. Hu
  Analysis of professional basketball field goal attempts via a Bayesian matrix clustering approach
  B0556:  J. Geng, Y. Xue, H. Sang, G. Hu
  Bayesian Spatial homogeneity pursuit of functional data
  B0667:  S. Zhou
  Data integration using hierarchical Gaussian process models under shape constraints
Session EO510 Room: R23
Statistical learning for decision-making systems Sunday 20.12.2020   15:05 - 16:20
Chair: Matteo Borrotti Organizer: Matteo Borrotti
  B0543:  V. Koutra, S. Gilmour, B. Parker
  Design of experiments on networks for decision making
  B0321:  X. Yin, D. Lee, G. Napier, C. Anderson
  Bayesian clustering-based adjacency modelling in disease mapping
  B0559:  E. Ghezzi, M. Borrotti
  A hybrid approach in dynamic treatment regimes problems: Multivariate Bayesian machine learning
Session EO323 Room: R25
Algorithmic fairness with statistical guarantees Sunday 20.12.2020   15:05 - 16:20
Chair: Mohamed Hebiri Organizer: Mohamed Hebiri
  B1080:  T. Le Gouic, J.-M. Loubes, P. Rigollet
  Projection to fairness in statistical learning
  B1167:  P. Gordaliza, E. del Barrio, J.-M. Loubes, F. Gamboa, L. Risser, P. Besse
  Fair learning: An optimal transport-based approach
  B1123:  M. Yurochkin
  Individual fairness through robustness
  B0886:  N. Schreuder, E. Chzhen
  A minimax framework for quantifying risk-fairness trade-off in regression
Session EC787 Room: R24
Contributions in statistical modelling Sunday 20.12.2020   15:05 - 16:20
Chair: Subir Ghosh Organizer: CMStatistics
  B0425:  L. Leon, J. Peyhardi, C. Trottier
  GLMcat: An R package for generalized linear models for categorical responses
  B0340:  L. Naranjo Albarran, C.J. Perez Sanchez, Y. Campos-Roca
  A Hidden Markov model addressing ordinal response for non-decreasing processes
  B1194:  O. Ward, T. Zheng, A. Smith
  Network Hawkes process models for exploring latent hierarchy in social animal interactions
Parallel session K: CFE Sunday 20.12.2020 16:30 - 18:10

Session CI023 (Special Invited Session) Room: R02
Recent advances in time series econometrics Sunday 20.12.2020   16:30 - 18:10
Chair: Peter Pedroni Organizer: Peter Pedroni
  A0228:  T. Vogelsang, S. Rho
  Inference in time series models using smoothed-clustered standard errors
  A0288:  M. Nielsen, W.-K. Seo, D. Seong
  Inference on the dimension of the nonstationary subspace in functional time series
  A0172:  P. Pedroni, S. Smeekes
  Robust estimation of long run functions of unknown form in panel time series
Session CO149 Room: R04
Sentometrics Sunday 20.12.2020   16:30 - 18:10
Chair: Keven Bluteau Organizer: David Ardia, Kris Boudt
  A0448:  S. Consoli, L. Barbaglia, S. Manzan
  FiGAS: Fine-Grained Aspect-based Sentiment analysis on economic and financial lexicon
  A0689:  O. Delmarcelle, K. Boudt, D. Ardia
  Joint sent/topic modelling: The non-exchangeability of topics trap and improved convergence diagnostics
  A0820:  A. De Block, A. Algaba, G. Langenus, P. Reusens
  Nowcasting GDP growth using media news articles
  A1121:  K. Bluteau, D. Ardia, K. Boudt, K. Inghelbrecht
  Climate change concerns and the performance of green versus brown stocks
Session CO193 Room: R06
Applied econometrics Sunday 20.12.2020   16:30 - 18:10
Chair: Michael Owyang Organizer: Amy Guisinger, Michael Owyang
  A0210:  L. Jackson Young, M. Owyang, D. Wheelock
  A composite index for evaluating the stance of monetary policy
  A0236:  A. Guisinger, M. Owyang, M. McCracken
  Reconsidering the Feds forecasting advantage
  A0266:  K. Dilts Stedman, A. Chari, C. Lundblad
  Capital flows in risky times: Risk-on/risk-off and emerging market tail risk
  A0513:  G. Mantoan, A. Galvao, J. Mitchell
  On the reliability of Central Banks' fancharts: Calibration of density path forecasts
Session CO309 Room: R07
Self-fulfilling prophecies and macroeconomic behavior Sunday 20.12.2020   16:30 - 18:10
Chair: Marco Maria Sorge Organizer: Marco Maria Sorge
  A0483:  N. McClung
  On model predictions for forward guidance puzzle
  A0267:  C. Dave, M.M. Sorge
  On rational fat tails
  A0389:  L. Gerotto, P. Pellizzari
  On irrationality or risk aversion: A sticky expectations model for households' unemployment predictions
  A0439:  M.M. Sorge, T. Oliviero, M. Pagano
  Electoral politics, financial regulation and housing bubbles
Session CO544 Room: R08
Topics in macroeconometrics Sunday 20.12.2020   16:30 - 18:10
Chair: Tatevik Sekhposyan Organizer: Tatevik Sekhposyan
  A1142:  E. Granziera, M. Paloviita, P. Jalasjoki
  The efficiency of the Eurosystem/ECB staff inflation projections: A state-dependent analysis
  A1154:  L. Uzeda, E. Castelnuovo, K. Tuzcuoglu
  Measuring aggregate and sectoral uncertainty
  A1153:  T. Sekhposyan, R. Rholes
  Central bank density forecasts and asset prices: Do revisions to higher-order moments matter?
  A1146:  T. Dahlhaus
  Climate change and social inequality
Session CG613 Room: R03
Contributions in portfolio analysis and asset pricing Sunday 20.12.2020   16:30 - 18:10
Chair: Mohammad Jahan-Parvar Organizer: CFE
  A0411:  E. Seregina
  A basket half full: Sparse portfolios
  A0822:  M. Sahamkhadam
  Copula-based multiobjective portfolio optimization
  A0319:  U. Ulrych, P. Polak
  Dynamic currency hedging using non-Gaussian returns model
  A0691:  V. Niklasson, T. Bodnar, E. Thorsen, M. Lindholm
  Bayesian quantile-based portfolio selection
Parallel session K: CMStatistics Sunday 20.12.2020 16:30 - 18:10

Session EO339 Room: R11
Random objects: Regression, clustering and change-points Sunday 20.12.2020   16:30 - 18:10
Chair: Hans-Georg Mueller Organizer: Hans-Georg Mueller
  B0353:  A. Gajardo, H.-G. Mueller
  Point process regression
  B0395:  P. Dubey, H.-G. Mueller
  Frechet change point detection for random objects
  B0397:  P. Bouzas, N. Ruiz-Fuentes
  Inference on compound Cox processes by means of PCP
  B0605:  S. Jung, B.-W. Kim, K. Park
  Clustering on the torus by conformal prediction
Session EO447 Room: R12
New research directions in functional data analysis Sunday 20.12.2020   16:30 - 18:10
Chair: Alexander Aue Organizer: Alexander Aue
  B0367:  X. Shao, C.E. Lee, X. Zhang
  Testing the conditional mean independence for functional data
  B0390:  H.L. Shang, D. Li, P. Robinson
  Nonstationary fractionally integrated functional time series
  B0563:  M.-H. Descary, V. Panaretos
  Estimation of the covariance function for partially observed functional data
  B0735:  A. van Delft, H. Dette
  Pivotal tests for relevant differences in the second order dynamics of functional time series
Session EO596 Room: R13
Climate extremes and dependence modeling Sunday 20.12.2020   16:30 - 18:10
Chair: Anna Kiriliouk Organizer: Anna Kiriliouk
  B0313:  C. Barltrop
  Modelling non-stationarity in bivariate hazard curves
  B0493:  F. Palacios-Rodriguez, G. Toulemonde, J. Carreau, T. Opitz
  Space-time extreme simulations for natural disasters
  B0911:  J. Koh, T. Opitz
  Spatiotemporal wildfire modeling through point processes with extreme marks
  B1061:  A. Kiriliouk, P. Naveau
  Climate extreme event attribution using multivariate peaks-over-thresholds modeling and counterfactual theory
Session EO496 Room: R14
Public policy analysis and machine learning II Sunday 20.12.2020   16:30 - 18:10
Chair: Michela Bia Organizer: Michela Bia
  B0621:  S. Tuebbicke
  Entropy balancing for continuous treatments
  B0742:  F.J. Bargagli Stoffi, C. Tortu, L. Forastiere
  Heterogeneous treatment and spillover effects under clustered network interference
  B0696:  G. Blanco, A. Flores-Lagunes
  On youth training and better job quality: evidence from Job Corps
  B0741:  L. Laffers, H. Bodory, M. Huber
  Double machine learning for (weighted) dynamic treatment effects
Session EO239 Room: R15
Recent advances in multiple hypotheses testing Sunday 20.12.2020   16:30 - 18:10
Chair: Shinjini Nandi Organizer: Shinjini Nandi
  B0281:  L. Janson
  Fast and powerful conditional randomization testing via distillation
  B0485:  Z. Zhao, X. Xing, J. Liu
  Controlling false discovery rate using Gaussian mirrors
  B0593:  S. Sarkar, S. Nandi
  On the development of local FDR-based approach to testing two-way classified hypotheses
  B0657:  W. Sun
  A locally adaptive weighting and screening approach to spatial multiple testing
Session EO464 Room: R16
Spatial statistics Sunday 20.12.2020   16:30 - 18:10
Chair: Soutir Bandyopadhyay Organizer: Soutir Bandyopadhyay
  B0316:  S. Bandyopadhyay
  Whittle likelihood for irregularly spaced spatial data
  B0399:  D. Bolin
  Locally scale invariant proper scoring rules
  B1003:  J. Taylor
  Machine learning approaches to predicting bacterial infection region of origin from DNA data
  B1017:  A. Sykulski, M. OMalley
  Most likely pathways in the ocean
Session EO287 Room: R17
Methods on high dimensional statistics Sunday 20.12.2020   16:30 - 18:10
Chair: Andreas Artemiou Organizer: Andreas Artemiou
  B0608:  E. Pircalabelu, A. Artemiou
  Graph informed sliced inverse regression
  B0726:  K.-Y. Lee, D. Ji, L. Li, T. Constable, H. Zhao
  Conditional graphical modeling of multivariate functional data
  B0454:  B. Liquet, J. Saracco
  BIG-SIR: a Sliced Inverse Regression approach for massive data
Session EO536 Room: R18
Statistical advances on microbiome data analysis II Sunday 20.12.2020   16:30 - 18:10
Chair: Qiwei Li Organizer: Qiwei Li
  B0523:  H. Jiang
  Estimating microbial interaction networks based on microbiome compositional data
  B0604:  K.H. Lee, B. Coull, G. Borisy, F. Dewhirst, J. Mark Welch, J. Starr
  Spatial point process models for multivariate microbiome image data
  B0915:  W. Tu, S. Dang, Y. Fang
  Logistic normal multinominal biclustering mixture model for microbiome count data
  B1162:  X. Zhan
  Discussion for sessionn EO534 and EO536
Session EO153 Room: R19
Sketching and related methods in regression Sunday 20.12.2020   16:30 - 18:10
Chair: Keith Knight Organizer: Keith Knight
  B0174:  E. Dobriban, F. Yang, S. Liu, D. Woodruff
  How to reduce dimension with PCA and random projections
  B0175:  S. Lee, S. Ng
  An econometric perspective on algorithmic subsampling
  B0433:  D. McDonald
  Compressed and penalized linear regression
  B0758:  K. Knight
  Shrinkage estimation, model averaging, and degrees of freedom
Session EO103 Room: R20
Advances in causal inference Sunday 20.12.2020   16:30 - 18:10
Chair: Michael Daniels Organizer: Michael Daniels
  B0208:  N. Mitra, E. Kennedy, Y. Lee
  Doubly robust nonparametric instrumental variable estimators for censored outcomes
  B0362:  L. Su, S. Yiu
  Calibrated estimation of inverse probability of treatment weights for marginal structural models
  B0595:  G. Papadogeorgou, K. Imai, J. Lyall, F. Li
  Causal inference in spatio-temporal settings
  B0664:  B. Karmakar, D. Small, P. Rosenbaum
  Reinforced designs for observational studies: Multiple instruments plus control groups as evidence factors
Session EO540 Room: R21
Statistics for wearable device data Sunday 20.12.2020   16:30 - 18:10
Chair: Jaroslaw Harezlak Organizer: Jaroslaw Harezlak
  B0836:  R. Li
  Fixed-effects inference for longitudinal functional data
  B0842:  M. Straczkiewicz
  Recognition of walking periods using various personal digital devices
  B0965:  M. Karas, J. Urbanek, C. Crainiceanu, J. Dorn
  Estimation of free-living walking cadence from wrist-worn sensor accelerometry data
  B0971:  H. Shou, J. Zhang, H. Li
  Two-sample tests for repeated measurements of histogram objects in wearable device data
Session EO620 Room: R22
Recent developments in Bayesian methodology Sunday 20.12.2020   16:30 - 18:10
Chair: Victor Pena Organizer: Victor Pena
  B0167:  M. Caprio, S. Mukherjee
  Ergodic theorems for imprecise probability kinematics
  B0244:  M. Stival, M. Bernardi
  Dynamic matrix-variate clustering of sport activities
  B0662:  M. Russo, S. Ventz, V. Wang, L. Trippa
  Inference in response-adaptive clinical trials when the enrolled population varies over time
  B0683:  F. Ferrari
  Generalized Bayesian conformal inference
Session EO227 Room: R23
Bayesian applications in biological and environmental sciences Sunday 20.12.2020   16:30 - 18:10
Chair: Marco Ferreira Organizer: Marco Ferreira
  B0240:  F. Rigat
  Practical Bayesian non-parametric inference in clinical development: Single arm dose escalation studies
  B0415:  J. Ghosh
  Bayesian modeling of the frequency of tropical storms
  B0524:  A. Tegge, M. Ferreira
  Bayesian analysis for multi-subject time course gene expression with an application to vaccine immune response
  B0724:  M. Ferreira, J. Williams, T. Ji
  A novel Bayesian framework for the analysis of GWAS data
Session EO377 Room: R24
Sampling and coresets for large-scale data Sunday 20.12.2020   16:30 - 18:10
Chair: Jingshen Wang Organizer: HaiYing Wang
  B0318:  M. Lopes, H.-G. Mueller
  Bootstrapping max statistics in high dimensions
  B0653:  H. Wang, J.K. Kim
  Maximum sampled likelihood estimation for informative subsampling
  B0804:  T. Campbell
  Sparse variational inference
  B1095:  J. Wang
Session EO317 Room: R25
Statistical models: Recent developments I Sunday 20.12.2020   16:30 - 18:10
Chair: Anna Panorska Organizer: Anna Panorska
  B0883:  A. Wylomanska
  Omnibus test for normality based on the Edgeworth expansion
  B0938:  A. Sarantsev
  The size effect in the stock market
  B1011:  K. Maraj
  Empirical anomaly measure for finite-variance processes
  B1024:  A. Baxevani, C. Andreou
  Use of compound Poisson-gamma distribution as a model for precipitation: A case study from the south of Sweden
Parallel session M: CFE Monday 21.12.2020 08:45 - 10:00

Session CO710 Room: R02
Nonlinear, semi- and nonparametric panel data modeling Monday 21.12.2020   08:45 - 10:00
Chair: Markus Fritsch Organizer: Markus Fritsch
  A1152:  H. Wagner
  Flexible Bayesian modelling of treatment effects on panel outcomes
  A0933:  J. Schnurbus, M. Fritsch, A.A.Y. Pua
  R-Package pdynmc: GMM estimation of dynamic panel data models based on nonlinear moment conditions
  A0943:  M. Fritsch, A.A.Y. Pua, J. Schnurbus
  Large sample properties of an IV estimator based on nonlinear moment conditions
Session CO119 Room: R03
Topics in financial econometrics Monday 21.12.2020   08:45 - 10:00
Chair: Leopold Soegner Organizer: Leopold Soegner
  A0912:  B. Koval, S. Fruehwirth-Schnatter, L. Soegner
  Bayesian reconciliation of the return predictability
  A1045:  P. Gersing, L. Soegner, M. Deistler
  G-identifiability for multivariate AR systems and mixed frequency data: REMIS for the unit root case
  A1129:  S. Fruehwirth-Schnatter, P. Knaus, A. Cadonna
  Triple the gamma: Achieving shrinkage and variable selection in TVP models
Session CG094 Room: R06
Contributions in financial markets Monday 21.12.2020   08:45 - 10:00
Chair: Yingjie Dong Organizer: CFE
  A0269:  A. Falconio, S. Manganelli
  Financial conditions, business cycle fluctuations and growth at risk
  A0652:  A.-F. Allard, H. Hanbali, K. Smedts
  A COAALA copula for stock-bond return co-movement: Beware of the beast with four tails
  A0717:  Y. Dong, W. Huang, Y.-K. Tse
  Comovement in cross-listed securities: Evidence from AH shares
Session CG020 Room: R07
Contributions in forecasting II Monday 21.12.2020   08:45 - 10:00
Chair: James Taylor Organizer: CFE
  A0838:  M. Patacca, G. Figa Talamanca
  Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages
  A0663:  A. Vasnev, A. Clements
  Forecast combination view of HAR model
  A0190:  R. Hizmeri, M. Izzeldin, M. Tsionas
  A simple model correction for modelling and forecasting (un)reliable realized volatility
Parallel session M: CMStatistics Monday 21.12.2020 08:45 - 10:00

Session EO700 Room: R04
Copula models in econometrics Monday 21.12.2020   08:45 - 10:00
Chair: Ralf Wilke Organizer: Ralf Wilke
  B0166:  S. Shi, R. Wilke, M.S.S. Lo
  A copula duration model for multiple-states-multiple-spells
  B0196:  H. Nguyen, F. Javed
  Dynamic relationship between stock market and bond market: A GAS-MIDAS copula approach
  B0392:  R. Wilke, M.S.S. Lo, S. Shi, C. Lipowski
  Competing risks regression with dependent multiple spells: Monte Carlo evidence and an application to maternity leave
Session EO145 Room: R05
Advances in statistical modelling Monday 21.12.2020   08:45 - 10:00
Chair: Efoevi Angelo Koudou Organizer: Efoevi Angelo Koudou
  B0169:  A.Y. Toure, C.C. Kokonendji, A. Sawadogo
  Relative variation indexes for multivariate positive continuous distributions
  B0402:  S. Babic, C. Ley, L. Ricci, D. Veredas
  TailCoR: A new measure of dependence
  B0962:  E.A. Koudou, E. Konzou, K. Gneyou
  About the Stein equation related to the generalized inverse Gaussian and Kummer distributions
Session EO466 Room: R11
Challenges in functional data analysis and varying coefficient models Monday 21.12.2020   08:45 - 10:00
Chair: Yuko Araki Organizer: Jeng-Min Chiou
  B0482:  E.R. Lee
  Penalized kernel quantile regression for varying coefficient models
  B0541:  H. Matsui
  Variable selection in varying-coefficient functional linear models
  B1021:  Y. Araki
  Functional survival analysis with several classes of trajectories
Session EO754 Room: R12
Some recent statistical developments in clustering Monday 21.12.2020   08:45 - 10:00
Chair: Audrey Poterie Organizer: Valentin Patilea
  B0562:  A. Poterie, L. Rouviere, N. Klutchnikoff
  Statistical analysis of a hierarchical clustering algorithm with outliers
  B0610:  S. Golovkine, N. Klutchnikoff, V. Patilea
  Multivariate functional data clustering using unsupervised binary trees
  B0748:  E. Genetay, A. Saumard, C. Saumard
  K-bMOM: A robust K-means-type procedure with application to color quantization
Session EO624 Room: R14
Recent developments in quantile regression Monday 21.12.2020   08:45 - 10:00
Chair: Yudhie Andriyana Organizer: Yudhie Andriyana
  B0469:  Y. Andriyana
  Non-crossing spatial autoregressive quantile model applied to dengue fever incident in Bandung, Indonesia
  B0679:  K. Jana, D. Sengupta
  Improving linear quantile regression for replicated data
  B0754:  A. Verhasselt
  Semiparametric quantile regression
Session EO722 Room: R15
Advanced tree methods and applications Monday 21.12.2020   08:45 - 10:00
Chair: Rosaria Simone Organizer: Rosaria Simone, Sabrina Giordano
  B1114:  H. Seibold
  Trees and their building blocks
  B0383:  R. Hornung
  Ordinal forests: Prediction and covariate importance ranking with ordinal response variables
  B0901:  M. Loecher
  From unbiased MDI feature importance to explainable AI for trees
Session EO550 Room: R17
Modern approaches to directional data analysis Monday 21.12.2020   08:45 - 10:00
Chair: Stefania Fensore Organizer: Stefania Fensore
  B0476:  M. Alonso-Pena, R. Crujeiras
  Some advances on modal regression for circular data
  B0633:  Y. Larriba, C. Rueda
  Circular order aggregation as a novel proposal to estimate sampling times in chronobiology
  B0930:  G. Pandolfo, A. D Ambrosio
  Depth-based classification of directional data
Session EO630 Room: R21
Causal survival analysis Monday 21.12.2020   08:45 - 10:00
Chair: Daniel Nevo Organizer: Daniel Nevo
  B0378:  D. Nevo, M. Gorfine
  Causal inference for semi-competing risks data
  B0574:  M. Stensrud
  New estimands for causal inference conditional on post-treatment variables
  B0809:  R. Keogh
  Using negative controls to estimate the effect of treatment on survival when everyone is treated
Session EO157 Room: R22
Bayesian machine learning Monday 21.12.2020   08:45 - 10:00
Chair: Julyan Arbel Organizer: Julyan Arbel
  B0980:  M.E. Khan
  Bayesian principles for learning machines
  B0898:  M. Vladimirova, J. Arbel
  Priors in Bayesian neural networks at the unit level
  B0905:  P. Wolinski, G. Charpiat, Y. Ollivier
  Interpreting a penalty as the influence of a Bayesian prior
Session EO614 Room: R24
Recent advances in screening designs Monday 21.12.2020   08:45 - 10:00
Chair: Haralambos Evangelaras Organizer: Haralambos Evangelaras
  B0816:  S. Stylianou, S. Georgiou
  Fold-over weighing matrices for screening purposes and extensions with categorical data
  B0817:  S. Georgiou, H. Demirhan, A. Dolgun, A. Gill, S. Stylianou
  Screening using new sensitivity metrics and design of experiments for combat simulations
  B0850:  H. Evangelaras
  Construction of optimal unbalanced two-level supersaturated designs
Session EG575 Room: R20
Contributions in Bayesian modelling Monday 21.12.2020   08:45 - 10:00
Chair: Daniel Henderson Organizer: CMStatistics
  B0307:  M. Pedone, F. Stingo
  Subject-specific Bayesian hierarchical model for microbiome data analysis
  B1109:  E. Afrifa-Yamoah
  Modeling climatic and temporal influences on powerboat launches with relevance to recreational fisheries
  B0794:  M.M. Hasan, J. Cumming
  A Bayesian non-linear hierarchical framework for crop models based on big data outputs
Parallel session N: CFE Monday 21.12.2020 10:10 - 12:15

Session CO097 Room: R04
Realized measure analysis and modeling in high dimension Monday 21.12.2020   10:10 - 12:15
Chair: Massimiliano Caporin Organizer: Massimiliano Caporin
  A0180:  D. Erdemlioglu, X. Yang, C. Neely
  Detecting event-driven systemic cojumps and market crashes
  A0186:  M. Caporin
  Jumps in realized volatility modeling and forecasting: Empirical evidence and a new model
  A0358:  F. Poli, M. Caporin
  Price jumps and cross-company news impact
  A0614:  R. Reno, D. Pirino, F. Bandi, A. Kolokolov
  Realized moments: Identification and pricing
  A0765:  D. Pirino, F. Bandi, R. Reno
  Systematic staleness
Session CO716 Room: R08
Bayesian macroeconometrics Monday 21.12.2020   10:10 - 12:15
Chair: Aubrey Poon Organizer: Aubrey Poon
  A0195:  N. Hauzenberger
  Flexible mixture priors for time-varying parameter models
  A0287:  D. Kohns, T. Szendrei
  Horseshoe prior Bayesian quantile regression
  A0745:  A. Camehl, K. Gruber
  Macroeconomic uncertainty and the demand for secondary health insurance: Evidence from Bayesian quantile SVARs
  A0385:  A. Raftapostolos, G. Koop, S. McIntyre, J. Mitchell
  Monthly GDP estimates for the US states
  A0271:  A. Poon, G. Koop, S. McIntyre, J. Mitchell
  Reconciled estimates of monthly GDP in the US
Session CC807 Room: R02
Contributions in time series econometrics Monday 21.12.2020   10:10 - 12:15
Chair: Maria Kyriacou Organizer: CFE
  A0996:  H. Nishino
  Estimation of ARMA models with $t$-distributed innovations
  A0446:  F. Bec, A. Guay
  A simple unit root test consistent against any stationary alternative
  A0450:  F. Severino, F. Ortu, C. Tebaldi, S. Cerreia-Vioglio
  Multivariate Wold decompositions
  A1050:  F. Maddanu, T. Proietti
  The fractional sinusoidal waveform process
Session CG026 Room: R03
Contributions in financial econometrics III Monday 21.12.2020   10:10 - 12:15
Chair: Sandra Paterlini Organizer: CFE
  A0557:  O. Old
  A free-knot spline-GARCH model
  A0674:  J. Royer
  Conditional asymmetry in ARCH($\infty$) models
  A0445:  M. Bevilacqua, J. Barunik, R. Faff
  Ex-ante industry-based uncertainty network and the business cycle
  A0183:  E.T. Widyastuti, M. Gronwald
  How to measure oil market uncertainty: An application of Google Trends
Session CG256 Room: R06
Contributions in modelling, volatility and accuracy Monday 21.12.2020   10:10 - 12:15
Chair: Toshiaki Watanabe Organizer: CFE
  A0764:  E. Lazar, N. Zhang
  Model risk of volatility models
  A0803:  G. Rivieccio, G. De Luca, M.L. Bianchi
  CoVaR with volatility clustering, heavy tails and non-linear dependence
  A0185:  J. Chen, M. Clements, A. Urquhart
  Modelling price and volatility jump clustering by marked Hawkes processes
  A0251:  S. Wadud, R.B. Durand, M. Gronwald
  Connectedness between the crude oil and equity markets during the pre-and post-financialisation era
  A0977:  C. Conrad, R. Engle
  Modelling volatility cycles: The $(MF)^2$ GARCH model
Session CG024 Room: R07
Contributions in credit risks Monday 21.12.2020   10:10 - 12:15
Chair: Jonathan Crook Organizer: CFE
  A0193:  J. Witzany, A. Kozina
  Recovery process optimization using survival regression
  A0327:  P. Brakatsoulas, J. Kukacka
  Credit rating downgrade risk on equity returns
  A0492:  J. Crook, V. Djeundje
  Stress testing behavioural and macroeconomic risks for credit portfolios
  A1030:  H. Penikas
  Copula-Heckit: Application of modified models with selectivity for loss amount prediction in case of bank failures
  A1116:  Y. Dendramis, E. Tzavalis, A. Cheimarioti
  Measuring the default risk of small business loans: Improving credit risk prediction using deep learning
Parallel session N: CMStatistics Monday 21.12.2020 10:10 - 12:15

Session EO500 Room: R12
Clustering of multivariate dependent data Monday 21.12.2020   10:10 - 12:15
Chair: Marta Nai Ruscone Organizer: F Marta L Di Lascio, Marta Nai Ruscone
  B0546:  C. Hennig
  On correlation in a simple Gaussian sample that cannot be identified from data
  B1072:  P.G. Bissiri, M. Nai Ruscone
  Clustering via copula-based dissimilarity measures
  B0714:  A. Gieschen, R. Calabrese, B. Martin-Barragan, J. Ansell
  Modeling dependency structures of UK SMEs: Combining clustering and spatial regression
  B0189:  C. Masci, F. Ieva, A.M. Paganoni
  Semiparametric multinomial mixed-effects linear models: An expectation-maximization algorithm
  B0297:  O. Sahin, C. Czado
  Vine copula mixture models and clustering for non-Gaussian data
Session EO179 Room: R13
ML-ECO: Machine Learning and Statistical Techniques for Economics Monday 21.12.2020   10:10 - 12:15
Chair: Vianney Perchet Organizer: Vianney Perchet
  B1013:  A. Drutsa
  Economic mechanisms for crowdsourcing markets
  B1158:  S. Mauras
  Two-sided matching markets with correlated random preferences have few stable pairs
  B1185:  L. Croissant, M. Abeille, C. Calauzenes
  Real-time optimisation for online learning in auctions
  B1188:  P. Duetting
  An O(log log m) prophet inequality for subadditive combinatorial auctions
Session EO610 Room: R14
Model specification tests Monday 21.12.2020   10:10 - 12:15
Chair: Bojana Milosevic Organizer: Bojana Milosevic
  B1001:  J. Visagie, J. Allison, M. Smuts
  A new class of tests for the Pareto distribution based on the empirical characteristic function
  B0337:  M. Cuparic, B. Milosevic
  New characterization based goodness-of-fit tests for randomly censored data
  B0784:  D. Gaigall, J. Gerstenberg
  Empirical process of concomitants for partly categorial data and applications in statistics
  B0952:  A. Kostic, P. Fryzlewicz
  Change-point methods for estimating the proportion of alternative hypotheses
  B0594:  C. Pretorius, S. Meintanis, M. Huskova
  Tests for heteroskedasticity in transformation models
Session EO225 Room: R15
Topics on high-dimensional methodology Monday 21.12.2020   10:10 - 12:15
Chair: Eugen Pircalabelu Organizer: Eugen Pircalabelu
  B0410:  A. Artemiou, E. Pircalabelu
  Lasso principal support vector machines for sufficient dimension reduction
  B0534:  J. Zhou, G. Claeskens, J. Bradic
  Asymptotic mean squared error of model-averaged M-estimators in high dimensions
  B0619:  B. Marquis, M. Jansen
  Corrected information criterion for coefficient selection and estimation in structured sparse linear regression
  B1149:  E. Nezakati Rezazadeh, E. Pircalabelu
  Distributed high-dimensional estimation and inference for precision matrices
Session EO073 Room: R17
Topics in time series Monday 21.12.2020   10:10 - 12:15
Chair: Konstantinos Fokianos Organizer: Konstantinos Fokianos
  B0467:  K. Mukherjee
  R-estimators in GARCH models: Asymptotics, applications and bootstrapping
  B0801:  T. Bacri, J. Bulla, G. Berentsen
  Fast parameter and confidence interval estimation for Hidden Markov Models using template model builder
  B0414:  G.-N. Brunotte
  Testing independence under local stationarity via the local empirical characteristic function
  B0549:  J. Grainger, A. Sykulski, P. Jonathan, K. Ewans
  Time series parameter estimation for ocean wave models
  B0722:  K. Fokianos
  Mixtures of nonlinear Poisson autoregressions
Session EO259 Room: R20
Recent developments in multivariate data analysis Monday 21.12.2020   10:10 - 12:15
Chair: Klaus Nordhausen Organizer: Klaus Nordhausen, Anne Ruiz-Gazen
  B0365:  U. Radojicic, K. Nordhausen, H. Oja
  Notion of information and independent component analysis
  B0505:  M. Yi
  Lassoing eigenvalues
  B0586:  J. Kent
  Radial growth models for geometric objects
  B0773:  L. Dargel, T. Laurent
  Revisiting estimation methods for spatial econometric interaction models
  B1012:  A. Ruiz-Gazen, A. Archimbaud, F. Boulfani, X. Gendre, K. Nordhausen, J. Virta
  Multivariate functional outlier detection using invariant coordinate selection
Session EO590 Room: R21
Inference in survival models Monday 21.12.2020   10:10 - 12:15
Chair: Giuliana Cortese Organizer: Giuliana Cortese
  B0806:  P. Blanche
  Empirical likelihood inference to compare t-year absolute risks with right censored competing risks data
  B0366:  E.C. Kenne Pagui
  Adjusted score functions to solve monotone likelihood problems in the Cox regression model
  B0992:  F. Gasperoni, P. Newcombe, C. Jackson, A. Wood, J. Barrett
  Personalised screening schedules for optimal prevention of cardiovascular disease
  B0848:  S. Milito, M. Restaino, F. Giordano
  A screening selection method for ultrahigh-dimensional survival data
  B0379:  G. Ranzato, G. Cortese
  Survival analysis in two-stage randomized clinical designs using mixture distributions
Session EO053 Room: R22
Track: Bayesian semi- and non-parametric methods I Monday 21.12.2020   10:10 - 12:15
Chair: Bernardo Nipoti Organizer: Bernardo Nipoti, Antonio Canale, Raffaele Argiento
  B0832:  C. Forbes
  Model misspecification and familial null hypotheses
  B0239:  W. van den Boom, M. De Iorio, M. Tallarita
  Bayesian joint modelling of recurrence and survival: A conditional approach
  B0424:  M. Catalano, A. Lijoi, I. Pruenster
  Transport-based measure of dependence for Bayesian nonparametric models
  B0451:  B. Franzolini, A. Lijoi, I. Pruenster
  Dependent prior processes for panel count data
  B1187:  A. Lewin
  Variational Bayes for model averaging for multivariate models using compositional predictors
Session EO634 Room: R24
Recent advances on design of experiments Monday 21.12.2020   10:10 - 12:15
Chair: Victor Casero-Alonso Organizer: Victor Casero-Alonso, Juan M Rodriguez-Diaz
  B0466:  J.M. Rodriguez-Diaz, R.E. Pruneda, M.M. Rodriguez-Hernandez
  Evolution study of related characteristics of a population from the point of view of design
  B0490:  C. de la Calle-Arroyo, J. Lopez-Fidalgo, L. Rodriguez-Aragon
  Optimal designs for Antoine's equation
  B0651:  I. Garcia-Camacha Gutierrez, M.J. Rivas-Lopez, R. Martin-Martin
  Development of robust designs for accelerated failure time models with Type I censoring
  B0740:  C. Tommasi, L. Deldossi
  Subsampling from big datasets through optimal design
  B0700:  S. Pozuelo Campos, M. Amo-Salas, V. Casero-Alonso
  Optimal compound designs for the problem of uncertainty in probability distributions
Session EG070 Room: R11
Statistics for Hilbert spaces II Monday 21.12.2020   10:10 - 12:15
Chair: Gil Gonzalez-Rodriguez Organizer: Gil Gonzalez-Rodriguez
  B0294:  D. Liebl, M. Reimherr
  Simultaneous confidence bands for functional parameters
  B0937:  J. Alvarez-Liebana, W. Gonzalez-Manteiga, E. Garcia-Portugues, G. Alvarez-Perez
  A goodness-of-fit test for the functional linear model with functional response
  B0909:  A. Lopez-Perez, J. Alvarez-Liebana, W. Gonzalez-Manteiga, M. Febrero-Bande
  A two-steps specification test for functional time series
  B0891:  E. Bongiorno, A. Goia, P. Vieu
  About the correction term in a small--ball probability factorization
  B0473:  A. Torres, M.P. Frias Bustamante, J. Mateau, M.D. Ruiz-Medina
  Spatial multiscale analysis of functional count models
Session EP002 Room: Poster 1
Poster Session I Monday 21.12.2020   10:10 - 12:15
Chair: Elena Fernandez Iglesias Organizer: CMStatistics
  B0252:  J. Linares-Perez, R. Caballero-Aguila, A. Hermoso-Carazo
  Distributed fixed-point smoothing estimators in sensor networks connected by a directed graph
  B0255:  R. Caballero-Aguila, A. Hermoso-Carazo, J. Linares-Perez
  Centralized estimation from measurements randomly subject to deception attacks
  B0260:  A. Hermoso-Carazo, R. Caballero-Aguila, J. Linares-Perez
  Fusion estimation in networked systems using fading measurements subject to transmission delays and losses
  B0617:  K. Lee, S. Park, Y. Hwang
  Exact inference for an exponential distribution under generalized adaptive progressive hybrid censoring scheme
  B0712:  E. Akca, I. Van Keilegom
  Density estimation for censored and contaminated data
  B1197:  A.B. Ramos-Guajardo, E. Fernandez Iglesias, G. Gonzalez-Rodriguez
  Observed trends in daily data and maximum hourly intensity of rainfall events in Asturias (NW Spain)
Session EP008 Room: Poster 2
Poster Session II Monday 21.12.2020   10:10 - 12:15
Chair: Elena Fernandez Iglesias Organizer: CMStatistics
  B0384:  V. Skorniakov, U. Cizikoviene, R. Leipus
  Estimation of log-odds ratio from group testing data using a Bayesian approach
  B0597:  J. Klaschka, J. Reiczigel, A. Sipek
  Confidence regions in a two-parameter model of congenital anomaly incidence in twins
  B0678:  M. Alsefri, R. Kolamunnage-Dona, M. Sudell
  Weighted average approach for joint modelling in absence of knowledge regarding the association structure
  B0815:  J.S. Han, N. Kordzakhia, P. Shevchenko, S. Trueck
  On multi-factor state-space modelling and forecasting of EUA futures prices
  B1060:  M. Fayaz, A. Abadi, S. Khodakarim
  Signal compression and Bayesian functional regressions in presence of hybrid principal component: An EEG-fMRI Dataset
Parallel session P: CFE Monday 21.12.2020 14:15 - 15:55

Session CO033 Room: R02
Time series econometrics meets cross sectional heterogeneity Monday 21.12.2020   14:15 - 15:55
Chair: Etsuro Shioji Organizer: Etsuro Shioji
  A0810:  H. Morita
  Fiscal multipliers in the most aged country: Empirical evidence and theoretical interpretation
  A1043:  H. Park, S. Kim
  Asymmetric risk sharing and the business cycle
  A0871:  E. Shioji, S. Yuasa
  Daily dynamics of retail gasoline price dispersion in Japan
  A0895:  Y. Chang, J. Park, C. Kim, H. Kim
  Identifying and estimating the long-run effect of income distribution on the aggregate consumption
Session CO161 Room: R03
Semi- and nonparametric regression for time series and panel data Monday 21.12.2020   14:15 - 15:55
Chair: Harry Haupt Organizer: Joachim Schnurbus, Harry Haupt
  A1134:  T. Kolaiti, L. Draeger, P. Sibbertsen
  Measuring macroeconomic convergence and divergence within emu using long memory
  A1117:  A. Soberon, J.M. Rodriguez-Poo, A. Musolesi
  A semiparametric panel data model with common factors and spatial dependence
  A1155:  L. Selk
  Estimating change points in nonparametric time series regression models
  A0170:  H. Haupt
  CLT for dependent heterogenous processes and applications to generalized quantile regression
Session CO093 Room: R06
Climate change econometrics and financial markets Monday 21.12.2020   14:15 - 15:55
Chair: Luca De Angelis Organizer: Luca De Angelis
  A0386:  L. Alessi, E. Ossola, R. Panzica
  A time-varying Greenium for European stocks
  A0431:  T. Alexopoulos, E. Agliardi
  On the relationship between corporate environmental responsibility and financial performance: A portfolio analysis
  A0418:  C. Morana
  Climate change awareness: Empirical evidence for the European Union
  A0417:  L. De Angelis, I. Monasterolo, A. Duranovic
  The impact of compounding COVID-19 and climate risk on sovereign debt
Session CO474 Room: R08
Applied macro Monday 21.12.2020   14:15 - 15:55
Chair: Michael Owyang Organizer: Laura Jackson Young, Michael Owyang
  A0203:  M. Faria-e-Castro
  A quantitative analysis of the countercyclical capital buffer
  A0205:  F. Loria, D. Cascaldi-Garcia, D. Caldara, P. Cuba-Borda
  Understanding growth-at-risk: A Markov-switching approach
  A0206:  D. Cascaldi-Garcia, T. Ferreira, D. Giannone, M. Modugno
  Back to the present: Learning about the Euro Area through a now-casting model
  A0241:  Y. Deli
  Corporate tax changes and the cost of credit
Session CC810 Room: R05
Contributions in risk analysis Monday 21.12.2020   14:15 - 15:55
Chair: Simone Manganelli Organizer: CFE
  A0243:  L. Garcia-Jorcano, L. Sanchis
  Spillover effects between commodity and stock markets: A state-dependent sensitivity expected shortfall (SDSES) approach
  A0846:  M. Qyrana, P. Uberti, S. Figini
  Proper measures of connectedness for systemic risk detection: An application on real financial data
  A0179:  X. Xue, E. Lazar, S. Wang
  Loss function-based structural break detection in risk measures
  A0221:  C. Schult
  Risk as fuel of the business cycle
Session CG022 Room: R04
Contributions in econometric inference Monday 21.12.2020   14:15 - 15:55
Chair: Carsten Jentsch Organizer: CFE
  A1091:  R. Luger, H. Fu
  Multiple testing of the forward rate unbiasedness hypothesis across currencies
  A0624:  J.K. Kurle, X. Jiao
  Outlier testing in robust two-stage least squares models
  A0813:  T. He, J.-M. Dufour
  Identification-robust tests for probit models with endogenous regressors
  A0814:  J. Steinmetz, C. Jentsch
  Asymptotic theory and bootstrap inference for Mack's model
Session CG046 Room: R07
Contributions in machine learning techniques in macroeconomics and finance Monday 21.12.2020   14:15 - 15:55
Chair: Daniel Borup Organizer: CMStatistics
  A0204:  A. Rodriguez Gallego, I.C. Figuerola-Ferretti Garrigues, S. Lumbreras Sancho
  Talking about ESG matters
  A0643:  M. Kiley
  Financial conditions and economic activity: Insights from machine learning
  A0936:  I. Mustafin, G. Emelyanov, M. Frunza
  Multilingual entity resolution with semi-supervised machine learning techniques: An application to KYC
  A0768:  H.D. Perico Ortiz
  Measuring the impact of President Trump's tweets on economic uncertainty: A narrative approach
Parallel session P: CMStatistics Monday 21.12.2020 14:15 - 15:55

Session EI009 (Special Invited Session) Room: R11
Algorithms and high stakes policy decisions Monday 21.12.2020   14:15 - 15:55
Chair: Sofia Olhede Organizer: Sofia Olhede, Patrick Wolfe
  B0165:  C. Rudin
  Stop making excuses for black-box models
  B0168:  M. Veale
  Politics, infrastructures and design choices in the DP-3T contact tracing protocol
  B0181:  E. Humpherson
  Public confidence in statistical models: The UK approach to exam grades in summer 2020
Session EO562 Room: R12
Functional data analysis Monday 21.12.2020   14:15 - 15:55
Chair: Marie-Helene Descary Organizer: Marie-Helene Descary
  B0368:  A.R. Lundborg, R.D. Shah, J. Peters
  Conditional independence testing for functional data
  B0377:  T. Rubin, V. Panaretos
  Sparsely observed functional time series: Estimation and regression
  B0553:  A. Kashlak, S. Myroshnychenko, S. Spektor
  Functional experimental design via analytic permutation testing
  B1103:  S. Conde Llinares, S. Tavakoli, D. Ezer
  Function-on-function mixture model clustering
Session EO433 Room: R13
Advances of complex data analysis Monday 21.12.2020   14:15 - 15:55
Chair: Xiaoke Zhang Organizer: Xiaoke Zhang
  B0527:  R.K.W. Wong, Y. Zhou, K. He
  Broadcasted nonparametric tensor regression
  B0682:  Q. Fang, X. Qiao
  Adaptive functional thresholding for sparse covariance matrix function estimation
  B0733:  Z. Qi
  Robust batch policy learning for indefinite-horizon Markov decision processes
  B0837:  K. Chen, H. Moon
  Interpoint-ranking sign covariance to test independence
Session EO564 Room: R14
Advances in statistical methods and application with digital data Monday 21.12.2020   14:15 - 15:55
Chair: Shaoyang Ning Organizer: Shaoyang Ning
  B0642:  S. Yang
  Big-data infectious disease estimation: From flu to covid-19
  B0811:  W. Dempsey
  Recurrent event analysis in the presence of real-time high frequency data via random subsampling
  B0868:  X. Yin
  The causal mediation analysis in the e-commerce industry
  B1087:  N. Ju, Q. Zhao, S. Bacallado, R.D. Shah
  BETS: The dangers of selection bias in early analyses of the coronavirus disease (COVID-19) pandemic
Session EO085 Room: R15
Recent developments on analysis of networks Monday 21.12.2020   14:15 - 15:55
Chair: Stefan Stein Organizer: Chenlei Leng
  B0256:  D. Xia
  Community detection for hypergraph networks via regularized tensor power iteration
  B0249:  S. Stein, C. Leng
  A sparse beta model with covariates for networks
  B0245:  T. Li, R. Miao
  Salient structure identification in complex networks by spectral periphery filtering
  B0866:  E.J. Zhang
  Network response regression for modeling population of networks with covariates
Session EO441 Room: R16
Recent advances in robust and nonparametric regression Monday 21.12.2020   14:15 - 15:55
Chair: Yang Feng Organizer: Shujie Ma
  B0254:  W. Yao
  New regression model: Modal regression
  B0274:  D. Li
  Forward screening for high dimensional additive quantile regression
  B0280:  L. Chen, D. Yu, D. Huang
  Stock return predictability and cyclical movements in valuation ratios
  B0375:  Y. Zhu
  Learning non-smooth models: Instrumental variable quantile regressions and related problems
Session EO201 Room: R17
Statistics for high-dimensional high-frequency data Monday 21.12.2020   14:15 - 15:55
Chair: Markus Bibinger Organizer: Markus Bibinger
  B0272:  M.S. Nielsen, K. Christensen, M. Podolskij
  A shrinkage estimator of quadratic variation in high-dimensional settings
  B0756:  L. Winkelmann
  Rank tests for time-varying covariance matrices
  B0750:  D. Marushkevych, M. Podolskij, G. Ciolek
  On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model
  B0544:  R. Altmeyer
  A Bernstein-von Mises theorem for stochastic PDEs
Session EO347 Room: R18
Recent developments of competing risk data Monday 21.12.2020   14:15 - 15:55
Chair: Feng-Chang Lin Organizer: Feng-Chang Lin
  B0509:  R. Adatorwovor
  A nonparametric survival estimation method for dependent competing risks: An application in relative survival analysis
  B0512:  Y. Liu, F.-C. Lin, J. Lin, Q. Li
  Classification of unknown cause of failure in competing risks: An application to recurrence of P.vivax malaria infection
  B1054:  J.I. Kim, J. Fine, S. Zhao
  Accounting for preinvasive conditions in analysis of invasive cancer risk: Application to breast cancer
  B1074:  H. Jiang, Q. Li, J. Lin, F.-C. Lin
  Classification of disease progression via recurrent biomarkers using EM algorithm
Session EO079 Room: R19
Statistics in neuroscience I Monday 21.12.2020   14:15 - 15:55
Chair: Jeff Goldsmith Organizer: Jeff Goldsmith
  B0787:  S. Simpson
  Mixed modeling frameworks for analyzing whole-brain network data
  B0844:  R. Shinohara
  Harmonizing neuroimaging data acquired under complex study designs
  B0920:  J. Wrobel
  Online control of reach accuracy and why we need better functional data models for dynamic movement
  B1119:  S. Afyouni, T. Nichols
  The impact of autocorrelation in fMRI task and rest analysis
Session EO083 Room: R20
Causal inference and graphical models Monday 21.12.2020   14:15 - 15:55
Chair: Xavier de Luna Organizer: Xavier de Luna
  B0829:  T. Gorbach, X. de Luna, J. Karvanen, I. Waernbaum
  Contrasting identification criteria of average causal effects: Asymptotic variances and semiparametric estimators
  B0650:  D. Malinsky, I. Shpitser, T. Richardson
  A potential outcomes calculus for identifying conditional path-specific effects
  B0830:  L. Henckel, M. Maathuis
  Efficient conditional instrumental set selection
  B0484:  J.M. Pena
  On the monotonicity of a binary confounder
Session EO654 Room: R21
Recent statistical advances in high-dimensional biomedical applications Monday 21.12.2020   14:15 - 15:55
Chair: Subharup Guha Organizer: Subharup Guha
  B0947:  J. Morris, V. Baladandayuthapani, N. Desai
  Connectivity regression
  B0968:  S. Basu, S. Seal, A. Datta
  Efficient estimation of SNP heritability using Gaussian predictive process in large scale cohort studies
  B0755:  D. Dahl, D. Johnson, P. Mueller
  Summarizing posterior clustering distributions
  B0967:  T. Grimes
  Identifying cancer driver genes from differential co-expression networks
Session EO091 Room: R22
Bayesian model comparison Monday 21.12.2020   14:15 - 15:55
Chair: Mattias Villani Organizer: Mattias Villani
  B0796:  Z. Yang, T. Zhu
  The good, the bad, and the ugly: Overconfident Bayesian model selection in molecular phylogenetics
  B0672:  O. Oelrich, M. Villani, M. Magnusson, S. Ding, A. Vehtari
  When are Bayesian model probabilities overconfident?
  B0670:  Y. Yao
  Using stacking to combine Bayesian predictive distributions
  B1067:  A. Vehtari, T. Sivula, M. Magnusson
  Uncertainty in Bayesian leave-one-out cross-validation based model comparison
Session EO470 Room: R23
Bayesian causal modelling of treatment strategies Monday 21.12.2020   14:15 - 15:55
Chair: Erica Moodie Organizer: Erica Moodie
  B1016:  E. Arjas
  Adaptive treatment allocation and selection in multi-arm clinical trials: A Bayesian perspective
  B0772:  N. Savy, P. Saint-Pierre
  Agent-based modeling for medical research: Economic impact of generic antiretrovirals in France for HIV patients care
  B0950:  D. Stephens
  Bayesian semiparametric inference and selection for dynamic treatment regimes
  B0771:  P. Mueller, S. Morita, H. Abe
  Subgroup analysis with time to event outcomes
Session EO349 Room: R24
New developments in survey sampling Monday 21.12.2020   14:15 - 15:55
Chair: David Haziza Organizer: David Haziza
  B0263:  M. Dagdoug, C. Goga, D. Haziza
  Model-assisted estimation through random forests in finite population sampling
  B0882:  E. Medous, C. Goga, A. Ruiz-Gazen, J.-F. Beaumont, A. Dessertaine, P. Puech
  Two-step indirect sampling with application to the French postal traffic
  B0960:  A.-A. Vallee, Y. Tille, E. Eustache
  Donor imputation for multivariate missing data
  B0824:  F. Schirripa Spagnolo, G. Bertarelli, R. Chambers, D. Haziza, N. Salvati
  Controlling the bias for M-quantile estimators for small area
Session EO387 Room: R25
Branching processes: Theory, computation and applications I Monday 21.12.2020   14:15 - 15:55
Chair: Miguel Gonzalez Velasco Organizer: Ines M del Puerto, Miguel Gonzalez Velasco
  B0818:  C. Minuesa Abril, C. Gutierrez Perez
  A predator-prey two-sex branching process
  B0766:  S. Palau
  Branching processes in varying environment
  B0975:  M. Slavtchova-Bojkova
  Numerical schemes and algorithms for branching processes in modelling Coronavirus (COVID19) pandemics
  B1018:  I.M. del Puerto, M. Gonzalez Velasco, C. Minuesa Abril
  Bayesian estimation of controlled branching process choice without explicit likelihood
Parallel session Q: CFE Monday 21.12.2020 16:05 - 17:45

Session CI027 (Special Invited Session) Room: R02
Applied time series Monday 21.12.2020   16:05 - 17:45
Chair: Michael Owyang Organizer: Michael Owyang
  A0207:  M. McCracken, M. Owyang, J. McGillicuddy
  Binary conditional forecasts
  A0310:  A. Galvao, M. Owyang
  Forecasting low-frequency macroeconomic events with high frequency data
  A0567:  M. Owyang, A. Guisinger, D. Soques
  Industrial connectedness and business cycle comovements
Session CO111 Room: R03
Time series econometrics II Monday 21.12.2020   16:05 - 17:45
Chair: Josu Arteche Organizer: Josu Arteche
  A0363:  J. Arteche
  Frequency domain local bootstrap in long memory time series
  A0565:  L.F. Martins, J. Arteche
  Modelling persistence change in fractionally integrated models
  A0769:  V.A. Reisen, P. Bondon, I. Danilevicz
  Robust quantile time series in financial time series models
  A1147:  L.A. Gil-Alana, G.M. Caporale
  US sea level data: Time trends and persistence
Session CO233 Room: R07
Developments in cryptocurrency and blockchain Monday 21.12.2020   16:05 - 17:45
Chair: Marco Lorusso Organizer: Marco Lorusso, Francesco Ravazzolo
  A0275:  P. De Pace, J. Rao
  Conditional tail dependence in major cryptocurrency markets
  A0346:  L. Kristoufek
  On the role of stablecoins in the cryptoassets pricing dynamics
  A1035:  L. Puch
  Cryptocurrency adoption and successful ICOs
  A1166:  M. Lorusso, F. Ravazzolo, S. Grassi
  Heterogeneous agents and cryptocurrency
Session CO229 Room: R08
Inflation dynamics and communications Monday 21.12.2020   16:05 - 17:45
Chair: Edward Knotek Organizer: Edward Knotek
  A0797:  A. Cavallo
  Inflation with Covid consumption baskets
  A0453:  R. Lluberas, S. Frache, J. Turen
  Belief-dependent pricing decisions
  A0430:  E. Knotek, O. Coibion, Y. Gorodnichenko, R. Schoenle
  Average inflation targeting and household expectations
  A0442:  J. Mitchell, A. Galvao, J. Runge
  Communicating data uncertainty: Experimental evidence for U.K. GDP
Session CC815 Room: R06
Contributions in financial modelling and applications Monday 21.12.2020   16:05 - 17:45
Chair: Cristina Amado Organizer: CFE
  A0802:  V. Ciciretti, A. Bucci
  Market regime detection via realized covariances: A comparison between unsupervised learning and nonlinear models
  A0516:  E. Struby, M. Connolly
  Subjective shadow rates at the zero lower bound
  A0306:  C. Barbieri, M. Napoletano, M. Guerini
  The anatomy of government bond yields synchronization in the Eurozone
  A1078:  C. Berci, C. Pascoli Bottura
  2-Gaussian distribution modeling of financial data
Parallel session Q: CMStatistics Monday 21.12.2020 16:05 - 17:45

Session EI013 (Special Invited Session) Room: R14
Statistical foundation for data science Monday 21.12.2020   16:05 - 17:45
Chair: Soutir Bandyopadhyay Organizer: Taps Maiti
  B0158:  S. Bhattacharya, Z. Liu, T. Maiti
  Consistent variational Bayes neural networks classification with application to an Alzheimer disease study
  B0273:  F. Liang
  Consistent sparse deep learning: Theory and computation
  B0155:  D. Nettleton
  The dependable data-driven discovery institute
Session EO315 Room: R04
Statistical models: Recent developments II Monday 21.12.2020   16:05 - 17:45
Chair: Anna Panorska Organizer: Anna Panorska
  B1160:  A. Schissler, A. Panorska, T. Kozubowski, A. Knudson, J. Petereit
  Simulating high-dimensional multivariate data using the bigsimr R package
  B1163:  M. Kratz
  An algorithmic method for fitting multimodes heavy-tailed distributions
  B1170:  F. Zuniga, A. Panorska, T. Kozubowski
  A generalized linear model for extreme events: New goodness of fit measures
  B1177:  Z. Haskell, I. Zaliapin
  Branching out: New techniques in tree representations of time series with applications
Session EO658 Room: R05
Efficient nonparametric methods for complex data Monday 21.12.2020   16:05 - 17:45
Chair: Daniel McDonald Organizer: Daniel McDonald
  B0554:  S. Chatterjee
  Dyadic CART revisited
  B0953:  M. Zhilova, V. Koltchinskii
  Efficient estimation of smooth functionals in Gaussian shift models
  B0961:  O.H. Padilla
  Quantile trend filtering
  B1084:  V. Sadhanala, D. McDonald, R. Bassett, J. Sharpnack
  Trend filtering on regular lattices with sub-exponential noise
Session EO698 Room: R11
Functional and complex data analysis Monday 21.12.2020   16:05 - 17:45
Chair: Paromita Dubey Organizer: Paromita Dubey
  B0331:  D. Wang
  Functional autoregressive processes via reproducing kernel Hilbert spaces
  B0355:  H.-G. Mueller, P. Dubey
  Functional models for time-varying random objects
  B0925:  D. Asta
  Geometric approaches to inference: Non-Euclidean data and networks
  B1148:  L. Capitaine
  Frechet random forests for metric space valued regression with non-Euclidean predictors
Session EO243 Room: R12
Advances in the analysis of functional data and functional time series Monday 21.12.2020   16:05 - 17:45
Chair: Anne van Delft Organizer: Anne van Delft
  B0721:  A. Chakraborty, V. Panaretos
  Testing for the rank of a covariance operator
  B0531:  S. Hoermann, F. Jammoul
  Preprocessing functional data by a factor model approach
  B0409:  A. Aue, H. Dette, G. Rice
  Two-sample tests for relevant differences in the eigenfunctions of covariance operators
  B0648:  Y. Zhao, G. Rice, T. Wirjanto
  Functional GARCH-X Model with an application to forecasting crude oil return curves
Session EO570 Room: R13
Advances in the analysis of large and complex data Monday 21.12.2020   16:05 - 17:45
Chair: Jing Qiu Organizer: Jing Qiu
  B0705:  M. Stuart, C. Yu
  Asymmetric Laplace distribution jumps in continuous-time financial modelling
  B0738:  D. Zhang
  Model-based detection of differential causality between large networks
  B0914:  J. Qiu, Z. He, Y. Bian
  A Bayesian approach to identify genes with multiple expression patterns for paired RNA-seq data
  B1056:  C. Wang
  Set testing methods based on zero-inflated models for microbiome data
Session EO516 Room: R15
Computational issues in infectious disease epidemiology Monday 21.12.2020   16:05 - 17:45
Chair: Rob Deardon Organizer: Rob Deardon
  B0231:  A. Lawson, J. Kim
  Spatio-temporal Bayesian modeling of county level Covid-19 in South Carolina
  B0488:  T. McKinley
  Approximate Bayesian Computation and history matching for inference in infectious disease systems
  B0432:  R. Deardon
  Machine learning assisted infectious disease modelling
  B0823:  T. House
  Complex models, time pressure, and COVID
Session EO123 Room: R16
Methods for missing data in EHR-based studies Monday 21.12.2020   16:05 - 17:45
Chair: Sebastien Haneuse Organizer: Sebastien Haneuse
  B0635:  A. Levis, S. Haneuse
  Robust causal inference for point exposures with missing confounders
  B0704:  T. Thaweethai, S. Haneuse
  Sensitivity analysis for missing not at random data in electronic health records-based research
  B0949:  M. Daniels, S. Haneuse, D. Lindberg
  A Bayesian nonparametric approach for missing data for causal inference in EHRs that uses auxiliary information
  B1159:  I. Petersen
  Missing data and multiple imputation in clinical epidemiological research
Session EO435 Room: R17
Advances and challenges in microbiome data analyses Monday 21.12.2020   16:05 - 17:45
Chair: Zhigen Zhao Organizer: Zhigang Li
  B0391:  Y. Hu, A. Lane, G. Satten
  Rarefaction-based extensions of the LDM and PERMANOVA for testing presence-absence associations in the microbiome
  B0718:  M. Sohn
  Compositional mediation models: Application to microbiome data
  B0393:  W. Ling, M.C. Wu
  ConQuR: Batch effect correction for microbiome data via conditional quantile regression
  B0564:  Z. Li
  IFAA: Robust association identification and inference for absolute abundance in microbiome analyses
Session EO728 Room: R18
Statistical inference in complex networks Monday 21.12.2020   16:05 - 17:45
Chair: Subhadeep Paul Organizer: Subhadeep Paul
  B0872:  B. Fosdick, A. Fout
  Non-uniform sampling of fixed margin binary matrices
  B0235:  J. Xu, Y. Wu, S. Yu
  Testing correlation of unlabeled random graphs
  B0359:  S. Sengupta
  A nonparametric test of co-spectrality in networks
  B1141:  A. Smith, T. Zheng
  Posterior predictive differences for comparing multiple networks
Session EO137 Room: R19
Statistics in neuroscience II Monday 21.12.2020   16:05 - 17:45
Chair: Russell Shinohara Organizer: Russell Shinohara
  B0701:  J. Goldsmith, F. Scheipl, J. Wrobel
  tidyfun: A new framework for representing and working with function-valued data
  B0757:  S. Vandekar
  Improving the replicability of spatial extent inference via effect size thresholding
  B0841:  A. Alexander-Bloch
  How to assess the neuroanatomical correspondence between brain imaging, gene expression and histological data
  B1127:  A. Mejia
  Understanding changes in brain topology and connectivity through single-subject ICA with empirical population priors
Session EO185 Room: R20
Novel approaches to causal inference Monday 21.12.2020   16:05 - 17:45
Chair: Joseph Antonelli Organizer: Joseph Antonelli
  B0214:  S. Yang
  Improved inference for heterogeneous treatment effects using real-world data subject to hidden confounding
  B0253:  Y. Lee, D. Schaubel
  Facility profiling under competing risks using multivariate prognostic scores: Application to kidney transplant centers
  B0301:  L. Keele
  Hospital quality risk standardization via approximate balancing weights
  B0370:  C. Miles, A. Chambaz
  More powerful tests of the composite null hypothesis arising in mediation analysis
Session EO736 Room: R21
Recent advances in biostatistics Monday 21.12.2020   16:05 - 17:45
Chair: Reza Drikvandi Organizer: Reza Drikvandi
  B0729:  G. Molenberghs
  Estimands, missing data, and sensitivity analysis
  B1052:  J. Carpenter, A. Atkinson, T. Clayton, M. Kenward
  Reference-based sensitivity analysis for time to event data
  B0572:  M. Carone, B. Williamson, P. Gilbert, N. Simon
  Inference for model-agnostic variable importance
  B1161:  R. Drikvandi
  Permutation and Bayesian tests for random effects in mixed models
Session EO135 Room: R22
Advances in Bayesian methods and applications Monday 21.12.2020   16:05 - 17:45
Chair: David Rossell Organizer: David Rossell, David van Dyk
  B0864:  D. Telesca
  Quantifying heterogeneity in brain imaging data
  B1007:  J. Jewson, D. Rossell, P. Zwiernik
  Bayesian loss function selection with the Hyvarinen score
  B0934:  A. Geringer-Sameth
  A cosmological structure formation prior for dark matter searches
  B1077:  C. Carvalho
  Searching for dusty corners: Understanding the prediction of the cross-section of returns
Session EO756 Room: R23
Advances in Bayesian regression modeling Monday 21.12.2020   16:05 - 17:45
Chair: Andres Barrientos Organizer: Andres Barrientos
  B0233:  V. Pena
  Bayesian hypothesis testing with highly unbalanced designs
  B1092:  G. Page, A.F. Barrientos, D. Dunson
  Bayesian inferences on uncertain ranks and orderings: Application to ranking players and lineups
  B1174:  A. Sarkar
  Bayesian semiparametric longitudinal functional mixed models with locally informative predictors
  B1178:  M. Griffin
  Bayesian generalized linear models for correlated data with fewer latent variables
Session EO680 Room: R24
Recent advancements in high dimensional statistics Monday 21.12.2020   16:05 - 17:45
Chair: Eugen Pircalabelu Organizer: Shubhadeep Chakraborty
  B0315:  S. Chakraborty, X. Zhang
  Nonparametric tests for independence and equality of distributions in high dimensions
  B0215:  X. Zhang, S. Chakraborty
  High-dimensional change-point detection using generalized distance metrics
  B0308:  A. Shojaie
  Statistical inference for networks of high-dimensional point processes
  B0857:  M. Drton
  Score matching for high-dimensional graphical models
Session EO389 Room: R25
Branching processes: Theory, computation and applications II Monday 21.12.2020   16:05 - 17:45
Chair: Ines M del Puerto Organizer: Ines M del Puerto, Miguel Gonzalez Velasco
  B0770:  A. Vidyashankar
  Branching processes under model misspecification
  B0859:  V. Kutsenko, Y. Makarova, E. Yarovaya
  Modeling of metabolic mutation evolutionary processes using branching random walks
  B0954:  Y. Makarova, D. Balashova, E. Yarovaya
  Multi-type branching random walks on multidimensional lattices
  B1063:  M. Gonzalez Velasco, C. Gutierrez Perez, A. Leon Naranjo, R. Martinez Quintana
  Inference based on approximate Bayesian computation methods for X-linked two-sex branching processes