|
|
|
|
|
| Session T02A
| Friday 10:30-12:30 | |
Robust and Nonparametric Methods | |
Chair: Rand Wilcox | Room: R1 |
|
|
| Bayesian R-Estimates |
|
|
Thomas Hettmansperger, Xiaojiang Zhan
|
|
| Symmetrized M-estimators with applications to Independent Component Analysis |
|
|
Sara Taskinen, Seija Sirkia, Hannu Oja
|
|
| Iteratively reweighted least squares support vector regression |
|
|
Michiel Debruyne, Andreas Christmann, Mia Hubert, Johan Suykens
|
|
| A nonparametric method for comparison of two diagnostic systems based on ROC curves |
|
|
Ana Cristina Braga, Lino Costa, Pedro Oliveira
|
|
| Two-way ANOVA for the bipolar Watson distribution |
|
|
Adelaide Figueiredo
|
|
| Fully Nonparametric ANCOVA with Fixed Window Sizes |
|
|
Efi Antoniou, Michael Akritas
|
|
| Session T04A | Friday 10:30-12:30 | |
Applications in Macro-Economics, Finance and Marketing | | Chair: Herman Van Dijk | Room: R3+4+5 |
|
|
| Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling |
|
|
Herman Van Dijk
|
|
| Estimation of temporally aggregated volatility models |
|
|
Jeroen Rombouts, Christian Hafner
|
|
| Identifying and correcting misclassified South African equity unit trusts using Bayesian style analysis |
|
|
Jan du Plessis
|
|
| Time series forecasting by principal covariate regression |
|
|
Christiaan Heij, Dick J. Van Dijk, Patrick J.F. Groenen
|
|
| Robust Artificial Neural Networks for Pricing and Trading European Options |
|
|
Panayiotis Andreou, Spiros Martzoukos, Chris Charalambous
|
|
| Bayesian analysis of an endogenous hurdle model: an application to the demand for health care |
|
|
Panagiotis Kasteridis, Murat Munkin
|
|
| Session T07A | Friday 10:30-12:30 | |
Clinical Trials | | Chair: Markus Neuhaeuser | Room: R6+7 |
|
|
| Choosing cross-over designs when few subjects are available |
|
|
Edward Godolphin, Simon Bate, Janet Godolphin
|
|
| On detecting an interaction between treatment and a continuous covariate in clinical research |
|
|
Willi Sauerbrei, Karina Zapien, Patrick Royston
|
|
| Statistical models accounting for surgeon effects in clinical trials |
|
|
Steffen Witte
|
|
| Estimating correlation measures for bivariate interval censored data using a smooth estimate of the density |
|
|
Emmanuel Lesaffre, Kris Bogaerts
|
|
| Task of Statistician in Clinical Research Studies |
|
|
Y. Groeneveld
|
|
| Session T09A | Friday 10:30-12:30 | |
Machine Learning and Scientific Computing | | Chair: Efstratios Gallopoulos | Room: R8+9 |
|
|
| Pattern Recognition using Higher Order SVD |
|
|
Lars Elden
|
|
| Word similarity in graph-based dictionaries |
|
|
Agusti Solanes, Vicenc Torra, Yasuo Narukawa
|
|
| Fast Bayesian Implementation of Hierarchical Mixtures of Experts and Stochastic Neural Networks: Gibbs Sampler with Parameters Expansion |
|
|
Samuel Po-Shing Wong, Tze Leung Lai, Jun Liu
|
|
| A Stochastic Approximation View of Boosting |
|
|
C. Andy Tsao, Yuan-chin Ivan Chang
|
|
| Unsupervised Clustering using Principal Directions Guidance |
|
|
Efstratios Gallopoulos, Dimitrios Tasoulis, Michael Vrahatis,
Dimitrios Zeimpekis
|
|
| Recovery of Glassless images by recursive KPCA reconstruction |
|
|
Eiji Tokuda, Toshio Sakata, Ryuei Nishii
|
|
| Session T13A | Friday 10:30-12:30 | |
Advances in Mixture Models | | Chair: Bernard Garel | Room: R2 |
|
|
| Some finite sample nonparametric techniques useful for the anlysis of mixtures |
|
|
Guenther Walther
|
|
| Heterogeneity in Meta-analysis of Clinical Trials |
|
|
Rebecca DerSimonian, Kai Yu
|
|
| Some general points for zero-truncated count mixture models |
|
|
Dankmar Boehning
|
|
| Bootstrap confidence intervals for reliability measures for discrete distributions |
|
|
Dimitris Karlis, Valentin Patilea
|
|
| Finite Mixture Model Diagnostics using Resampling Methods |
|
|
Bettina Gruen, Friedrich Leisch
|
|
| Maximum likelihood estimation for finite mixture of location-scale distributions using cross-validation |
|
|
Kentaro Tanaka
|
|
| Session T18A | Friday 10:30-12:30 | |
Flexible function estimation in high dimensional problems | | Chair: Michael G. Schimek | Room: R10 |
|
|
| Bandwidth selection for nonparametric regression - plug-in method |
|
|
Jan Kolacek
|
|
| Nonparametric Components in Highdimensional Generalized Regression Models |
|
|
Marlene Muller, Michael G. Schimek
|
|
| Stochastic spectral methods for Bayesian inference in inverse problems |
|
|
Youssef Marzouk, Habib Najm, Larry Rahn
|
|
| A Quick Procedure for Model Selection in the Case of Mixture of Normal Densities |
|
|
Ennio Davide Isaia, Alessandra Durio
|
|
| Bivariate additive models with a copula dependence structure: a Bayesian approach |
|
|
Philippe Lambert
|
|
| Session Tut4A | Friday 10:30-12:30 | |
Tutorial | | Chair: Tommaso Proietti | Room: Med-1 |
|
|
| Statistical Signal Extraction and Filtering |
|
|
D.S.G Pollock
|
|
| Session T02B | Friday 14:30-16:30 | |
Robust and Nonparametric Methods | | Chair: Rand Wilcox | Room: R1 |
|
|
| Nonparametric Likelihood confidence bounds for the mean of Highly Skewed Data |
|
|
Yaw Bimpeh, Cecily Kelleher
|
|
| Robust HCCME Performances in Small Samples |
|
|
Mehmet Orhan
|
|
| A Studentized Permutation Test for the Nonparametric Behrens-Fisher Problem |
|
|
Karin Neubert
|
|
| Lepage type statistic based on the modified Baumgartner statistic |
|
|
Hidetoshi Murakami
|
|
| Robust fuzzy classification |
|
|
Bruno Bertaccini, Matilde Bini
|
|
| Robustness of Estimation in the Exponential Distribution under Dependencies in a Sample |
|
|
Anna Olwert
|
|
| Session T04B | Friday 14:30-16:30 | |
Applications in Macro-Economics, Finance and Marketing | | Chair: Patrick Groenen | Room: R6+7 |
|
|
| Identifying a simple Nonstationary model for the
S&P500 returns: An approach based on the evolutionary spectral density |
|
|
Ahamada Ibrahim
|
|
| Testing the Local One-way Effect and Its Application to Japanese Income and Money |
|
|
Feng Yao
|
|
| Classification-relevant Importance Measures for the German Business Cycle |
|
|
Daniel Enache
|
|
| Robust clustering for multivariate models with regimes |
|
|
Georgios Tsiotas, Lucio Sarno
|
|
| The international transmission of financial crisis |
|
|
Kostas Giannopoulos
|
|
| Session T05B | Friday 14:30-16:30 | |
Computer-intensive methods for dependent data | | Chair: Qiwei Yao | Room: R2 |
|
|
| Very High-Dimensional Data: Greedy Boosting and Convex
Lasso-Relaxation |
|
|
Peter Buehlmann
|
|
| Nonparametric Modelling and Estimation of Stochastic Volatility |
|
|
Jens-Peter Kreiss, Andreas Duerkes
|
|
| Block Bootstrap for irregularly spaced spatial data |
|
|
Soumendra Lahiri
|
|
| Quantile estimation for the payoff from a weather derivative |
|
|
Jeremy Penzer, Stephen Jewson
|
|
| New Methods for Multivatiate Volatility Modeling |
|
|
Mingjin Wang, Qiwei Yao
|
|
| Stepwise Multiple Testing as Formalized Data Snooping |
|
|
Michael Wolf
|
|
| Session T06B | Friday 14:30-16:30 | |
Statistical Learning Methods involving Dimensionality Reduction | | Chair: Maurizio Vichi | Room: R8+9 |
|
|
| Two-mode partitioning |
|
|
Maurizio Vichi, Rocci Roberto
|
|
| Towards a unifying framework for a broad class of simultaneous clustering methods for multiway data |
|
|
Iven Van Mechelen
|
|
| An EM algorithm for the Block Mixture Model of contingency table |
|
|
Mohamed Nadif, Gerard Govaert
|
|
| Two-way Clustering for a Contingency Table: Maximizing Dependence Between Row and Column Clusters by Using Phi-Divergence and Bregman
Measures |
|
|
Hans-Hermann Bock
|
|
| How many cluster structures? Answers via a model-based procedure |
|
|
Giuliano Galimberti, Gabriele Soffritti
|
|
| Clustering objects on subsets of variables: Looking at the weights and using the homotopy strategy |
|
|
Jacqueline J. Meulman, Jerome H. Friedman
|
|
| Session T08B | Friday 14:30-16:30 | |
Statistics for Functional data
| | Chair: Philippe Vieu | Room: R3+4+5 |
|
|
| A Model for Functional Data with Binary Response |
|
|
Belen M Fernandez de Castro, Wenceslao Gonzalez Manteiga
|
|
| Curves discrimination: non parametric methods and spectral analysis |
|
|
Sylvie Viguier-Pla, Frederic Ferraty, Philippe Vieu
|
|
| Estimating Nonlinear Differential Equation Systems from Noisy Data |
|
|
James Ramsay, Giles Hooker
|
|
| Estimating time-varying quantiles of nearly stationary stochastic processes, with applications to ozone time series |
|
|
Serge Guillas, Dana Draghicescu, Wei Biao Wu
|
|
| Functional Principal Components for Generalized Longitudinal Data |
|
|
Hans-Georg Muller, Peter Hall, Fang Yao
|
|
| Wavelet Methods for Testing Equality of Curves |
|
|
Alwell Oyet, Pengfei Guo
|
|
| Session T11B | Friday 14:30-16:30 | |
Latent Variable and Structural Equation Models | | Chair: Irini Moustaki | Room: R10 |
|
|
| A Supersimulator for Structural Equation Models |
|
|
Fan Wallentin, Karl Joreskog
|
|
| Multilevel Models as Structural Equation Models |
|
|
Karl Joreskog
|
|
| Robustness properties of the two parameter latent trait model for binary data |
|
|
Panagiota Tzamourani, Martin Knott
|
|
| Identifying extreme response patterns: a latent variable approach |
|
|
Irini Moustaki, Martin Knott
|
|
| Meta-Analysis and latent variable model for Binary Data |
|
|
Jian Qing Shi
|
|
| PLS and one dimensional latent variable scorecards |
|
|
Joe Whittaker, Anastasia Lykou
|
|
| Session Tut1B | Friday 14:30-16:30 | |
Tutorial | | Chair: Stavros Siokos | Room: Med-1 |
|
|
| Data Analysis Techniques for Evaluating Trading Strategies |
|
|
Patrick Burns
|
|
| Session T00C | Friday 17:00-18:000 | |
Contributions to Statistics
| | Chair: Maria Angeles Gil | Room: R6+7 |
|
|
| Inference Concerning Effect Size |
|
|
S. Ejaz Ahmed
|
|
| The Effect of Non-normal Error Terms on the Properties of
Systemwise RESET Test |
|
|
Ghazi Shukur, Ghadban Khalaf
|
|
| A New Method to Detect Lack-of-Fit on a Circle |
|
|
Ellen Deschepper, Olivier Thas, Jean-Pierre Ottoy
|
|
| Session T02C | Friday 17:00-18:00 | |
Robust and Nonparametric Methods
| | Chair: Rand Wilcox | Room: R8+9 |
|
|
| Smooth monotonic regression |
|
|
Florian Leitenstorfer, Gerhard Tutz
|
|
| Efficient algorithms for solving monotonic regression problems |
|
|
Oleg Burdakov, Anders Grimvall, Oleg Sysoev
|
|
| Quantile Curves and Dependence Structure for
Bivariate Distributions |
|
|
Alfonso Suarez-Llorens, Felix Belzunce, Antonia Castano, Ana Olvera
|
|
| Session T12C | Friday 17:00-18:00 | |
Statistical Signal Extraction and Filtering | | Chair: Jesse Barlow | Room: R3+4+5 |
|
|
| Robust pattern detection in time series |
|
|
Roland Fried, Ursula Gather
|
|
| Performance Evaluation of Some Change Detection and Data
Segmentation Methods |
|
|
Theodor-Dan Popescu
|
|
| Particle Filter for Inference on Business Cycle and Equity Prices Volatility |
|
|
Roberto Casarin, Trecroci Carmine
|
|
| Session T02D | Saturday 08:00-10:00 | |
Robust and Nonparametric Methods
| | Chair: Rand Wilcox | Room: R1 |
|
|
| Robust Methods for Generalized Linear Models With Nonignorable Missing Covariates |
|
|
Sanjoy Sinha
|
|
| Robust nonparametric estimation with missing data |
|
|
Ana Perez Gonzalez, Graciela Boente, Wenceslao Gonzalez Manteiga
|
|
| Grade Correspondence Analysis of Data with Missing Values |
|
|
Olaf Matyja
|
|
| The empirical distribution of robust distances as a tool in analyzing large, non-normal data sets |
|
|
Mark Werner
|
|
| The Chen-Luo test in case of heteroscedasticity |
|
|
Markus Neuhaeuser
|
|
| Constrained Flexible Weighted Generalized Estimating Equations |
|
|
Niel Hens, Christel Faes, Marc Aerts
|
|
| Session T03D | Saturday 08:00-10:00 | |
Model Selection and Optimization Heuristics
| | Chair: Petko Yanev | Room: R11 |
|
|
| On properties of predictors derived with a two-step bootstrap model averaging approach - a simulation study in the linear regression
model |
|
|
Anika Buchholz, Norbert Hollander, Willi Sauerbrei
|
|
| Applications of a technique for estimator densities (TED) in the presence of model misspecification |
|
|
Peter Hingley
|
|
| Selection of smoothing paremeter in Lasso |
|
|
Hideyuki Imai, Seiichi Miyauchi, Yoshiharu Sato
|
|
| Comparing Functional Networks with some Classification Methods |
|
|
Rosa Eva Pruneda, Beatriz Lacruz, Cristina Solares
|
|
| Differential geometry and model selection |
|
|
Peter Hasto
|
|
| Bayesian information criteria and smoothing parameter selection in lasso models |
|
|
Teppei Shimamura, Masahiro Mizuta
|
|
| Session T06D | Saturday 08:00-10:00 | |
Statistical Learning Methods involving Dimensionality Reduction
| | Chair: Hans Hermann Bock | Room: R2 |
|
|
| PLS Regression Approaches in Statistical Genomics |
|
|
Anne-Laure Boulesteix, Korbinian Strimmer
|
|
| Relative Projection Pursuit: Theory and Applications |
|
|
Masahiro Mizuta
|
|
| Steps toward the individualized treatment, the challenge and opportunity to computational statistics |
|
|
Steven Cen, Catherine Sugar, David Conti, Doug Stahl, Stanley Azen,
|
|
| Structural learning of variable-dimensional Bayesian models using parallel interacting search processes |
|
|
Jukka Corander, Magnus Ekdahl, Timo Koski
|
|
| Implementations of Fisher's linear discriminant analysis from the numerical point of view |
|
|
Pavel Schlesinger, Jurjen Duintjer Tebbens
|
|
| Cross Entropy based Kenrel LVQ and its application to word recognition |
|
|
Tan Chiang Chin, Toshio Sakata, Ryuei Nishii
|
|
| Session T12D | Saturday 08:00-10:00 | |
Statistical Signal Extraction and Filtering
| | Chair: D.S.G Pollock | Room: R10 |
|
|
| Bayesian Analysis of Output Gap |
|
|
Christophe Planas, Alessandro Rossi, Gabriele Fiorentini
|
|
| Comparative economic cycles |
|
|
Stephen Pollock, Iolanda Lo Cascio
|
|
| Simultaneous tests in the Time-Frequency Plane for
Electroencephalogram signals |
|
|
Olivier Renaud, Claudia Catalfo, Christian Mazza
|
|
| A Unifying Framework for Analysing Common Cyclical Features in Cointegrated Time Series |
|
|
Gianluca Cubadda
|
|
| Decomposition of Wavelet Locally Stationary Processes |
|
|
Kostas Triantafyllopoulos
|
|
| Session T17D | Saturday 08:00-10:00 | |
Financial econometrics
| | Chair: Giampiero Gallo | Room: R8+9 |
|
|
| Augmented log-periodogram regression in long memory signal plus noise models |
|
|
Josu Arteche
|
|
| GARCH options In incomplete markets |
|
|
Giovanni Barone-Adesi, Robert Engle, Loriano Mancini
|
|
| Random Portfolios: Some Answers and Questions |
|
|
Patrick Burns
|
|
| Spillover and Interdependence across Markets: a New Approach |
|
|
Giampiero Gallo, Margherita Velucchi
|
|
| Mixed effect models for absolute log returns of ultra high
frequency data |
|
|
Claudia Czado, Stephan Haug
|
|
| Generalized Variance Ratio tests in the presence of statistical dependence |
|
|
John Nankervis, Jerry Coakley, Periklis Kougoulis
|
|
| Session T25D | Saturday 08:00-10:00 | |
Statistical Algorithms and Software
| | Chair: Cristian Gatu | Room: R6+7 |
|
|
| A software for imputing missing data using Bayesian networks |
|
|
Marco Sacco, Marco Di Zio, Giuseppe Sacco, Mauro Scanu,
Paola Vicard
|
|
| A statistical software tool via web: R-php |
|
|
Angelo Mineo, Alfredo Pontillo
|
|
| Multiplicative interaction models in R |
|
|
Heather Turner, David Firth
|
|
| LadyBug - a software environment for stochastic epidemic models |
|
|
Michael Hoehle
|
|
| S4 Object Oriented Programming for Matrix classes in R |
|
|
Martin Maechler, Douglas Bates
|
|
| A Fortran Package For Weighted Least Squares Piecewise Monotonic Data Fit |
|
|
Ioannis Demetriou
|
|
| Session T27D | Saturday 08:00-10:00 | |
Analysis of Symbolic and Structured Data
| | Chair: Paula Brito | Room: R3+4+5 |
|
|
| Approaches to Linear Discriminant Analysis of Interval Data |
|
|
A. Pedro Duarte Silva, Paula Brito
|
|
| PLS Regression of Factor Interval Data and Its Application on Behaviors Analysis of China Stock Market |
|
|
Huiwen Wang, Dapeng Li, Henry M.K. Mok
|
|
| Modeling Interval Time Series Data |
|
|
Paulo Teles, Maria Paula Brito
|
|
| Symbolic Analysis to Describe CyberTraffic |
|
|
Costantina Caruso, Donato Malerba
|
|
| Symbolic objects with times serial variables |
|
|
Giannoula Florou
|
|
| On the distance measure between time series |
|
|
Ahlame Chouakria Douzal
|
|
| Session Tut2D | Saturday 08:00-10:00 | |
Tutorial | | Chair: Zahari Zlatev | Room: Med-1 |
|
|
| Parallel Eigenvalue Solvers |
|
|
Bernard Philippe
|
|
| Session T02E | Saturday 10:30-12:30 | |
Robust and Nonparametric Methods
| | Chair: Rand Wilcox | Room: R1 |
|
|
| Nonparametric Methods for the Analysis of ROC curves from Clustered Data |
|
|
Carola Wernerx
|
|
| Making fractional polynomial models more robust |
|
|
Patrick Royston, Willi Sauerbrei
|
|
| Smooth functions and local extreme values |
|
|
Arne Kovac
|
|
| A comparison of two bootstrap schemes on goodness-of-fit tests in presence of selection bias |
|
|
Jorge Luis Ojeda Cabrera, Jose Antonio Cristobal, Jose Tomas Alcala Nalvaiz
|
|
| Control charts with robust estimated control limits |
|
|
Fernanda Otilia Figueiredo, Maria Ivette Gomes
|
|
| Different approaches to ROC curve fitting for a
continuous-scale diagnostic test |
|
|
Ivanka Horova, Marie Forbelska, Jiri Zelinka
|
|
| Session T04E | Saturday 10:30-12:30 | |
Applications in Macro-Economics, Finance and Marketing
| | Chair: Kostas Giannopoulos | Room: R3+4+5 |
|
|
| VIPSCAL: A combined vector-ideal point model for the analysis of preference data |
|
|
Katrijn Van Deun, Patrick J. F. Groenen, Luc Delbeke
|
|
| Solving degeneracies in nonmetric unfolding: Visualizing consumers' preferences for products |
|
|
Patrick Groenen, Alain de Beuckelaer, Frank Busing
|
|
| Generalized canonical correlation analysis with missing values |
|
|
Michel Van de Velden, Tammo H.A. Bijmolt
|
|
| Robust Methods for Credit Risk Management |
|
|
Luigi Grossi, Tiziano Bellini
|
|
| Redesigning Ratings: Assessing the Discriminatory Power of Credit Scores under Censoring |
|
|
Gerald Kroisandt, Marlene Muller, Holger Kraft
|
|
| Interest Rate Parity Revisted: An Experiment on the USD/Yen |
|
|
Jonathan Batten, Peter G. Szilagyi
|
|
| Session T08E | Saturday 10:30-12:30 | |
Statistics for Functional data
| | Chair: Wenceslao Gonzalez
Manteiga | Room: R11 |
|
|
| Three approaches for analysis of mixed nested designs for
functional data |
|
|
Irene Epifanio, Guillermo Ayala, Maria Teresa Leon
|
|
| Nonlinear estimation of Hilbert-valued autoregressive processes integral operators with wavelet bases methods |
|
|
Algirdas Laukaitis
|
|
| Nonparametric Regression for Functional Data: Optimal Local Bandwidth Choice |
|
|
Benhenni Karim, Rachdi Mustapha, Ferraty Frederic, Vieu Philippe
|
|
| Session T09E | Saturday 10:30-12:30 | |
Machine Learning and Scientific Computing
| | Chair: Lars Elden | Room: R8+9 |
|
|
| Decomposition of Textmining Graph |
|
|
Kaba Bangaly
|
|
| A Comparative Study of Bayesian and Neural Network Classifiers |
|
|
Cristina Solares
|
|
| An Incremental Algorithm for Neighborhood Graphs Construction |
|
|
Abdelkader Djamel Zighed, Hakim Hacid
|
|
| Folding-up: a new hybrid method for updating the partial singular value decomposition in latent semantic indexing |
|
|
Jane E. Tougas, Henry Stern, Raymond J. Spiteri
|
|
| Splitting Methods for Nonlinear Diffusion Filtering |
|
|
Gaetano Zanghirati, Emanuele Galligani, Valeria Ruggiero
|
|
| Quadratic Solvers in Parallel Decomposition Techniques for Support Vector Machines |
|
|
Thomas Serafini, Gaetano Zanghirati, Luca Zanni
|
|
| Session T13E | Saturday 10:30-12:30 | |
Advances in Mixture Models
| | Chair: Wilfried Seidel | Room: R2 |
|
|
| Recent developments in testing for mixture |
|
|
Bernard Garel
|
|
| Parsimonious Latent Class Models |
|
|
Gilles Celeux, Christophe Biernacki, Gerard Govaert
|
|
| Imputation through finite mixture models |
|
|
Ugo Guarnera, Marco Di Zio, Orietta Luzi
|
|
| Detection of differentially expressed genes in microarray data through semiparametric mixing |
|
|
Alessio Farcomeni, Marco Alfo, Luca Tardella
|
|
| Gaussian Mixture Model Classification: a Projection Pursuit approach |
|
|
Calo Daniela Giovanna
|
|
| Mixture models for heterogeneity in ranked data |
|
|
Brian Francis, Regina Dittrich, Reinhold Hatzinger
|
|
| Session T16E | Saturday 10:30-12:30 | |
Nonlinear time series modelling
| | Chair: Alessandra Amendola | Room: R10 |
|
|
| Testing for multivariate autoregressive conditional
heteroskedasticity using wavelets |
|
|
Pierre Duchesne
|
|
| Comparison of non-nested threshold nonlinear heteroscedastic models |
|
|
Richard Gerlach, Cathy Chen, Mike So
|
|
| Using auxiliary residuals to detect conditional heteroscedasticity in inflation |
|
|
Esther Ruiz, Carmen Broto
|
|
| Maximum likelihood estimation of GARCH processes when the parameter is on the boundary of the parameter space |
|
|
Jean-Michel Zakoian, Christian Francq
|
|
| The Impact of General Non-parametric Volatility Functions in Multivariate GARCH Models |
|
|
Francesco Audrino
|
|
| Coherent Forecasting in Integer Time Series Models |
|
|
Robert Jung, Andrew R. Tremayne
|
|
| Session T24E | Saturday 10:30-12:30 | |
Computational Econometrics
| | Chair: Jan Magnus | Room: R6+7 |
|
|
| Bias-Adjusted Estimation and Unit Root Testing in the ARX(1) Model |
|
|
Marc Paolella, Simon Broda, Kai Carstensen
|
|
| Robust covariance matrix estimation for generalized elliptically distributed data with missing values |
|
|
Uwe Jaekel, Gabriel Frahm
|
|
| Empirical Best Linear Unbiased Prediction in Misspecified and Improved Panel Data Models with an Application to Gasoline Demand |
|
|
Swamy Paravastu, Wisam Yaghi, Jatinder Mehta, I-Lok Chang
|
|
| The asymptotic and finite sample distribution of an inconsistent instrumental variable estimator |
|
|
Jan Kiviet, Jerzy Niemczyk
|
|
| A multivariate out-of-sample test for Granger causality |
|
|
Sarah Gelper, Christophe Croux
|
|
| Estimation of income distribution and detection of subpopulations: an explanatory model |
|
|
Emmanuel Flachaire, Olivier Nunez
|
|
| Session Tut3E | Saturday 10:30-12:30 | |
Tutorial | | Chair: Manfred Gilli | Room: Med-1 |
|
|
| Threshold Accepting: Concepts and
Implementations for Optimization Problems in Econometrics and Statistics |
|
|
Peter Winker
|
|
| Session T03F | Saturday 14:30-16:30 | |
Model Selection and Optimization Heuristics
| | Chair: Manfred Gilli | Room: R3+4+5 |
|
|
| Algorithm Selection Using Sampling |
|
|
Chris Bennett, Walter D. Potter
|
|
| Tree-Forest Selection in Graphical Models |
|
|
Klea Panayidou
|
|
| Fast S-regression estimates with the threshold accepting heuristic |
|
|
Manfred Gilli, Alfio Marazzi
|
|
| Asymptotic consistency of the PC algorithm for high-dimensional sparse directed acyclic graphs (DAGs) |
|
|
Markus Kalisch, Peter Buehlmann
|
|
| A Nonlinear Approximation Formula Generator for Very High Dimensional Data A New Hybrid Approach Based on Variable Selection
and Genetic Programming |
|
|
Werner Groissboeck, Erich Peter Klement
|
|
| Automated Response Surface Methodology for Stochastic Optimization Models with Unknown Variance |
|
|
Robin Nicolai, Rommert Dekker
|
|
| Session T04F | Saturday 14:30-16:30 | |
Applications in Macro-Economics, Finance and Marketing
| | Chair: Paolo Foschi | Room: R11 |
|
|
| Modelling convergence in the presence of transitional dynamics: Evidence from the Greek inflation data. |
|
|
Veni Arakelian, Demetris Moschos
|
|
| Fractional Cointegration and Commodities Futures Hedging |
|
|
Jian Dollery, Neil Kellard, Jerry Coakley
|
|
| A forecasting system for the expenditure of public investments |
|
|
Carlo Amati, Francisco Barbaro, Fabio De Angelis, Maria Alessandra Guerrizio
|
|
| Short- and long-run effects of promotions on store sales |
|
|
Marzia Freo, Sergio Brasini, Giorgio Tassinari
|
|
| The Role of Public Investment Projects in Local Development : A Spatial Equilibrium Approach |
|
|
Pietro Cova, Carla Carlucci
|
|
| Statistical Detection of Upward Trends in Large Datasets of Trade Flows |
|
|
Spyros Arsenis, Athina Karvounaraki
|
|
| Session T05F | Saturday 14:30-16:30 | |
Computer-intensive methods for dependent data
| | Chair: P. Buehlmann | Room: R2 |
|
|
| Measuring informational gain from a dynamic data disaggregation procedure in a Maximum Entropy framework |
|
|
Rosa Bernardini Papalia
|
|
| Approximate Regeneration-schemes for Markov chains |
|
|
Patrice Bertail, Stephane Clemencon
|
|
| Improvement of the quasi-likelihood ratio test in ARMA models: some results for bootstrap methods |
|
|
Alessandra Canepa, Leslie G. Godfrey
|
|
| An Entropy based Bootstrap Test for Nonlinear Dependence in Time Series |
|
|
Simone Giannerini
|
|
| Indirect Estimation of Markov Switching Models with Endogenous Switching |
|
|
Francesca Di Iorio, Edoardo Otranto, Giorgio Calzolari
|
|
| Fourier methods for testing multivariate dependance |
|
|
Simos Meintanis
|
|
| Session T08F | Saturday 14:30-16:30 | |
Statistics for Functional data
| | Chair: Wenceslao Gonzalez Manteiga | Room: R6+7 |
|
|
| Impartial Trimmed k-means and Classification Rules for Functional Data |
|
|
Ricardo Fraiman, Juan Cuesta-Albertos
|
|
| Common functional component modelling |
|
|
Alois Kneip, Michael Benko
|
|
| Goodness of fit tests for functional data |
|
|
Juan A. Cuesta-Albertos, Eustasio del Barrio, Ricardo Fraiman, Carlos Matran
|
|
| A depth based inference for functional data |
|
|
Juan Romo, Sara Lopez-Pintado
|
|
| Spatial nonparametric density estimation |
|
|
Sophie Dabo-Niang, Anne-Francoise Yao
|
|
| Functional Partial Least Squares logit model |
|
|
Manuel Escabias, Ana M. Aguilera, Mariano J. Valderrama
|
|
| Session T10F | Saturday 14:30-16:30 | |
Robust data mining
| | Chair: Christophe Croux | Room: R1 |
|
|
| A fast algorithm for S-regression estimates |
|
|
Victor Yohai, Matias Salibian-Barrera
|
|
| Selecting variables in robust regression |
|
|
Stefan Van Aelst, Jafar Khan, Ruben Zamar
|
|
| Bootstrapping cluster stability |
|
|
Christian Hennig
|
|
| Assessing individual clusters and two types of partial membership on the basis of measures of partitional stability. |
|
|
Patrice Bertrand, Ghazi Bel Mufti, Lassad El Moubarki
|
|
| A Boosting Algorithm via Sequential Monte Carlo : GibbsBoost |
|
|
Yasunori Hongo, Yohei Nakada, Takashi Matsumoto
|
|
| p-values for robust tests for the linear model |
|
|
Matias Salibian-Barrera
|
|
| Session T17F | Saturday 14:30-16:30 | |
Financial econometrics
| | Chair: Zdenek Hlavka | Room: R8+9 |
|
|
| Fast algorithm for nonparametric arbitrage-free SPD estimation |
|
|
Zdenek Hlavka
|
|
| Time-varying Beta Risk of Pan-European Sectors: A Comparison of Alternative Modelling Techniques |
|
|
Sascha Mergner
|
|
| Volatility Dynamics in Higher Order ARMA and Component Stochastic Volatility |
|
|
Hiroyuki Kawakatsu
|
|
| On Neural Network Conditional Autoregressive Value at Risk |
|
|
Siu Leung Fung, Ching Wai Ki, Ng Kwok Po, Siu Tak Kuen
|
|
| Analyzing and Exploiting Asymmetries in the News Impact Curve |
|
|
Sven Steude, Marc Paolella, Markus Haas, Stefan Mittnik
|
|
| Session T25F | Saturday 14:30-16:30 | |
Statistical Algorithms and Software
| | Chair: Gilles Celeux | Room: R10 |
|
|
| The Stochastics of Threshold Accepting: Analysis of an Application to the Uniform Design Problem |
|
|
Peter Winker
|
|
| Model selection via penalization in the additive Cox model |
|
|
Marta Avalos, Yves Grandvalet, Christophe Ambroise
|
|
| Extended Leaps: A modern implementation of a time tested classic |
|
|
A. Pedro Duarte Silva
|
|
| Mean-field variational approximate Bayesian inference for latent variable models |
|
|
Jean-Michel Marin, Guido Consonni
|
|
| Cross Entropy based p-value calculation of three way contingency tables |
|
|
Toshio Sakata, Ryuichi Swae, Ryuei Nishii
|
|
| A matrix minimisation problem |
|
|
John Gower, Frank Critchley
|
|
| Session T03G | Saturday 17:00-19:00 | |
Model Selection and Optimization Heuristics
| | Chair: Berc Rustem | Room: R2 |
|
|
| Robust Portfolios with Range Forecasts |
|
|
Berc Rustem, Nalan Gulpinar
|
|
| Impact Cost Modelling |
|
|
Stavros Siokos, Robert Almgren, Chee Thum, Emmanuel Hauptmann
|
|
| A Heuristic Approach towards an Integrated View on Portfolio Return, Market Risk, Credit Risk and Operational Risk |
|
|
Andreas Mitschele, Frank Schlottmann, Detlef Seese
|
|
| Model Selection Based on Presmoothing |
|
|
Marc Aerts, Niel Hens, Jeffrey S. Simonoff
|
|
| A new numerical method to solve general equilibrium models. An application to optimal provision of public inputs |
|
|
Antonio Jesus Sanchez Fuentes, Diego Martinez Lopez
|
|
| Detecting social interactions in bivariate probit models: Some simulation results |
|
|
Johannes Jaenicke
|
|
| Session T09G | Saturday 17:00-19:00 | |
Machine Learning and Scientific Computing
| | Chair: Mike Berry | Room: R6+7 |
|
|
| Text Mining Using a Gradient Descent Constrained Least Squares Method for Nonnegative Matrix Factorization |
|
|
Michael Berry, Murray Browne, Paul Pauca, Bob Plemmons
|
|
| k--means clustering by smoothing techniques |
|
|
Jacob Kogan
|
|
| Computational Methods for Nonnegative Matrix Factorization in Image Data Analysis |
|
|
Bob Plemmons, Paul Pauca, Michael Berry
|
|
| Constrained Unidimensional Scaling |
|
|
Sio Iong Ao, Michael Ng, Pak Sham
|
|
| Boosting Algorithm that Maximizes the area under ROC curve |
|
|
Yuan-chin Ivan Chang
|
|
| Randomized Algorithms for Matrices and Large Data Sets |
|
|
Michael Mahoney, Petros Drineas
|
|
| Session T10G | Saturday 17:00-19:00 | |
Robust data mining
| | Chair: Stefan van Aelst | Room: R1 |
|
|
| Robust Methods and Data Mining |
|
|
Ruben Zamar, Will Welch, Yi Lin, Guohua Yan
|
|
| Robust unemployment data analysis |
|
|
Tadeusz Bednarski
|
|
| Simultaneous Robust Estimation and Variable Selection |
|
|
Roy Welsch, Lauren McCann
|
|
| A Simulation Technique for extracting Robust Association Rules |
|
|
Martine Cadot
|
|
| Fast Algorithms for Robust Classification |
|
|
Marco Riani, Anthony Atkinson
|
|
| Trimmed Aggregation of Classifiers |
|
|
Kristel Joossens
|
|
| Session T16G | Saturday 17:00-19:00 | |
Nonlinear time series modelling
| | Chair: Christian Francq | Room: R3+4+5 |
|
|
| Exploring the dynamics of the treasury note and interest rate swap markets using bivariate threshold autoregressive models |
|
|
Hon-Lun Chung, Wai-Sum Chan
|
|
| On a Mixture Vector Autoregressive Model |
|
|
Wai Keung Li, Tom Fong, Paul Yau, Albert Wong
|
|
| Statistical Analysis of Canadianhan Mink-Muskrat Data |
|
|
Qiwei Yao
|
|
| On Combining Time Series |
|
|
Konstantinos Fokianos
|
|
| Time Series of Count Data: Modelling and Estimation |
|
|
Martin Kukuk, Robert Jung, Roman Liesenfeld
|
|
| Composite Likelihood Inference for Ordinal Categorical Time Series in State Space Form |
|
|
Cristiano Varin, Paolo Vidoni
|
|
| Session T19G | Saturday 17:00-19:00 | |
New developments in software for statistical computing
| | Chair: Moon Huh | Room: R8+9 |
|
|
| Visualizing statistical data with geographical information on the Web using SVG |
|
|
Tomokazu Fujino
|
|
| Visual Processing of Variable Selection of Complex Data Types |
|
|
Woon Cha, Moon Huh, Yeoung Park
|
|
| Using mathematical equations in a statistical programming language |
|
|
Takeshi Fujiwara, Junji Nakano, Yoshikazu Yamamoto, Ikunori Kobayashi
|
|
| GRAFT, a system for data fusion: Application to the fusion of the web and survey data |
|
|
Tomas Aluja, Josep Daunis, Carlos Juarez, Albert Prat
|
|
| Implementation of data collection system for data-oriented
approaches |
|
|
Yuichi Mori, Yoshiro Yamamoto, Hiroshi Yadohisa, Keisuke Honda
|
|
| Session T00H | Sunday 08:00-10:00 | |
Contributions to Computational Statistics
| | Chair: Maria del Mar Rueda | Room: R10 |
|
|
| A new quantile estimator under sampling on two occasions
using arbitrary
designs |
|
|
Silvia Gonzalez, Juan F. Munoz, Yolanda Roman, Maria del Mar Rueda
|
|
| Estimating quantiles under two-phase sampling
for stratification |
|
|
Juan F. Munoz, Maria del Mar Rueda, Sergio Martinez, Antonio Arcos
|
|
| Mean estimation under successive sampling with calibration
estimators |
|
|
Sergio Martinez, Antonio Arcos, Juan F. Munoz, Maria del Mar Rueda
|
|
| Estimation in heteroskedastic mixed linear models for small areas |
|
|
Maria-Jose Lombardia, Wenceslao Gonzalez-Manteiga, Isabel Molina, Domingo Morales, Laureano Santamaria
|
|
| Variance Estimation of the Gini Coefficient in Finite Populations based on Jackknife Technique |
|
|
Jose A. Mayor
|
|
| Impact evaluation of the recent degree programs reform in Italy |
|
|
Roberta Varriale, Matilde Bini
|
|
| Session T04H | Sunday 08:00-10:00 | |
Applications in Macro-Economics, Finance and Marketing
| | Chair: Lynda Khalaf | Room: R8 |
|
|
| Casuality between financial development, openness and growth: evidence from Turkey |
|
|
Salih Turan Katircioglu, Meryem Duygun Fethi, Sami Fethi
|
|
| Statistical Analysis of Household Income Distribution in the Czech Republic After Velvet Revolution
|
|
|
Jitka Bartosova
|
|
| Measuring poverty using fuzzy approach in Turkey |
|
|
Alparslan Basaran, Alper Basaran, Ahmet Burcin Yereli
|
|
| Money Demand Modelling with Gets Methodology: The Case of Turkey |
|
|
Cem Payaslioglu, Gulcay Tuna Payaslioglu
|
|
| Structural Change and Exchange Rate Pass-Through: The Case of Canada |
|
|
Lynda Khalaf, Maral Kichian
|
|
| Session T06H | Sunday 08:00-10:00 | |
Statistical Learning Methods involving Dimensionality Reduction | | Chair: Angela Montanari | Room: R1 |
|
|
| Independent Factor Discriminant Analysis |
|
|
Angela Montanari, Paola Monari, Cinzia Viroli
|
|
| Locally linear embedding for dimensionality reduction in
classification problems |
|
|
Marilena Pillati, Erika Massimiliani
|
|
| Neural Network versus Logistic Regression: An Empirical Evaluation based on Medical Data |
|
|
John Ohrvik, Gabriella Schoier
|
|
| Model-based dimension reduction in high-dimensional regression |
|
|
Jelle Goeman, Hans Van Houwelingen
|
|
| Consistent variable selection with the Lasso for sparse
high-dimensional data |
|
|
Nicolai Meinshausen
|
|
| Bayesian modelling of the correlation matrix in the presence of interval-censored data |
|
|
Silvia Cecere, Emmanuel Lesaffre
|
|
| Session T15H | Sunday 08:00-10:00 | |
Mixed models for Complex and Large Problems
| | Chair: Roger Payne | Room: R2 |
|
|
| GLMs with random effects: a new synthesis |
|
|
John Nelder
|
|
| GLM class of random-effect models |
|
|
Youngjo Lee
|
|
| Approximate likelihood techniques for GLMMs : a re-appraisal |
|
|
Damian Collins, Brian Cullis, Robin Thompson
|
|
| Quasi-Monte Carlo-Based Inferences for Generalized Linear Mixed Models |
|
|
Jianxin Pan, Robin Thompson, Eid Al-Eid
|
|
| A mixed model approach for structured hazard regression with interval censored survival times |
|
|
Thomas Kneib
|
|
| Likelihood approach for count data in longitudinal experiemnts |
|
|
M. Helena N. Q. Goncalves, M. Salome Cabral, M. Carme Ruiz de Villa,
Eduardo Escrich, Montse Solanas
|
|
| Session T17H | Sunday 08:00-10:00 | |
Financial econometrics
| | Chair: Marco J. Lombardi | Room: R6+7 |
|
|
| Volatility modeling via enlarged information sets |
|
|
Giampiero M. Gallo, Christian T. Brownlees, Marco J. Lombardi
|
|
| Decomposition of conditional variance persistence through
frequency-domain Markov chains |
|
|
Stefano Mainardi
|
|
| The GARCH-X Process of Short Term Interest Rates |
|
|
Sotiris K. Staikouras
|
|
| Spatial Effects in multivariate ARCH |
|
|
Massimiliano Caporin, Paolo Paruolo
|
|
| Seasonal FIGARCH models |
|
|
Massimiliano Caporin, Francesco Lisi, Silvano Bordignon
|
|
| A New Test for Simultaneous Estimation of Unit Roots and GARCH Risk in the Presence of Stationary Conditional Heteroscedasticity
Disturbances |
|
|
Par Sjolander
|
|
| Session T24H | Sunday 08:00-10:00 | |
Computational Econometrics
| | Chair: Giovanni Barone-Adesi | Room: R3+4+5 |
|
|
| Valuation of Derivatives Based on Single-Factor Interest Rate Models |
|
|
Ghulam Sorwar, Giovanni Barone Adesi, Walter Allegretto
|
|
| On sovereign credit migration estimation: small-sample properties and rating evolution |
|
|
Elena Kalotychou, Ana-Maria Fuertes
|
|
| Solution of simultaneous equations systems by high performance methods |
|
|
Jose-Juan Lopez-Espin, Domingo Gimenez
|
|
| On the empirical assessment of a 2-parameter Weibull distribution |
|
|
Sergio Invernizzi, Alessia Bordon
|
|
| Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach |
|
|
Jae Kim, Param Silvapulle
|
|
| Session T27H | Sunday 08:00-10:00 | |
Analysis of Symbolic and Structured Data
| | Chair: E. Diday | Room: R9 |
|
|
| Histograms for Interval Data with Rules |
|
|
Lynne Billard
|
|
| Symbolic Class Description |
|
|
Suzanne Winsberg, Mehdi Limam, Edwin Diday
|
|
| Clustering method based on the aggregation of preferences |
|
|
Mounzer Boubou, Ahmed Bounekkar, Michel Lamure
|
|
| The Fisher's Algorithm on Interval and Histogram Data |
|
|
Federica Gioia, Chirif Mballo, Edwin Diday
|
|
| Classification Of Probability Distributions By Mixture
Decomposition Using Archimedean Copulas |
|
|
Etienne Cuvelier, Monique Noirhomme-Fraiture
|
|
| Beyond unstructured textual data for life science |
|
|
Margherita Berardi, Pietro Leo, Donato Malerba
|
|
| Session T01I | Sunday 10:30-12:30 | |
Functional Genomics: Computational and Statistical Aspects
| | Chair: Martina Mittlbock | Room: R9 |
|
|
| On the Dependence of Sequence Alignment Scores Calculated with Different Scoring Matrices |
|
|
Florian Frommlet, Andreas Futschik
|
|
| Statistical analysis of high-resolution array CGH for 160 breast tumours |
|
|
Yanzhong Wang, Suet-Feung Chin, Carlos Caldas
|
|
| On locating multiple interacting quantitative trait loci |
|
|
Andreas Baierl, Malgorzata Bogdan, Florian Frommlet, Andreas Futschik
|
|
| Predicting Survival using Microarray Gene Expression Data |
|
|
Axel Benner, Carina Ittrich, Ulrich Mansmann
|
|
| Towards Higher Reproducibility and More Transparency in the Computational Statistical Analysis of Gene Expression Data in
Clinical Studies |
|
|
Lutz Edler
|
|
| Dimension reduction in generalized linear models:
application to the classification of microarray data |
|
|
Sophie Lambert-Lacroix, Julie Peyre
|
|
| Session T03I | Sunday 10:30-12:30 | |
Model Selection and Optimization Heuristics
| | Chair: Peter Winker | Room: R3+4+5 |
|
|
| Efficient algorithms for computing the best-subset regression models for large-scale problems |
|
|
Marc Hofmann, Cristian Gatu, Erricos J. Kontoghiorghes
|
|
| Optimal Lag Structure Selection in VEC-Models |
|
|
Peter Winker, Dietmar Maringer
|
|
| Extending the Boundaries of PcGets: Non-linear models |
|
|
Jennifer Castle, David Hendry
|
|
| An efficient branch-and-bound strategy for subset Vector
Autoregressive model selection |
|
|
Cristian Gatu, Manfred Gilli, Erricos J. Kontoghiorghes, Peter Winker
|
|
| Hurricane track forecasting: an approach based on probability density combining |
|
|
Patrizia Agati, Paola Monari, Luisa Stracqualursi
|
|
| Selection of Artificial Neural Network Models for Survival Data |
|
|
Federico Ambrogi, Patrizia Boracchi, Elia Biganzoli
|
|
| Session T05I | Sunday 10:30-12:30 | |
Computer-intensive methods for dependent data
| | Chair: S. Lahiri | Room: R1 |
|
|
| Double-bootstrap-based inference for Cox proportional hazards analyses of clustered censored survival data |
|
|
Michal Abrahamowicz, Yongling Xiao, Karen Leffondre, Debbie Feldman
|
|
| The Jackknife methodology and subsampling techniques in the estimation of the extremal index |
|
|
M. Ivette Gomes, Andreia Hall, M. Cristina Miranda
|
|
| A component extraction method in balancing covariates |
|
|
Fumitake Sakaori, Michiko Watanabe, Kazunori Yamaguchi
|
|
| Bootstrap strategies for Generalised Linear Mixed Models |
|
|
Jose Sanchez-Espigares, Jordi Ocana
|
|
| Nonparametric Conditional Hazard Rate Estimation: A Local Linear Approach |
|
|
Laura Spierdijk
|
|
| The Use of Bootstrapping in the Principal Response Curve Model |
|
|
Marieke Timmerman, Cajo ter Braak
|
|
| Session T06/9I | Sunday 10:30-12:30 | |
Machine and Statistical Learning Methods
| | Chair: Petros Drineas | Room: R10 |
|
|
| Variable Selection Using Principal Components and Partial
Correlation |
|
|
Jonathan Cumming
|
|
| Combined use of association rules mining and clustering methods |
|
|
Marie Plasse, Ndeye Niang, Gilbert Saporta, Damien Gauthier
|
|
| New techniques to compare partitions of different units based on same surveys |
|
|
Genane Youness, Gilbert Saporta
|
|
| Noise-Tolerant Watermarking Over Numerical Databases |
|
|
Agusti Solanas, Josep Domingo-Ferrer, Francesc Sebe
|
|
| Dimension reduction and clustering for query-by-example in huge image databases |
|
|
Annie Morin, Anicet Kouomou-Choupo, Jean-Hugues Chauchat
|
|
| Neural Network Fuzzy Binary Factorization |
|
|
Husek Dusan, Frolov Dusan, Frolov Alexander, Polyakov Pavel, Rezankova Hana
|
|
| Session T08I | Sunday 10:30-12:30 | |
Statistics for Functional data
| | Chair: Philippe Vieu | Room: R2 |
|
|
| A functional ANOVA approach to the role of the country on
intra-regional inequality in Europe |
|
|
Pedro Delicado, Magdalena Mercader-Prats
|
|
| Functional regression tests with application in meteorology |
|
|
Lubos Prchal
|
|
| Applying functional PCA to distribution analysis |
|
|
Denis Clot, Michel Lamure
|
|
| On the functional estimation of the intensity process of a doubly stochastic Poisson process |
|
|
Paula R. Bouzas, Ana M. Aguilera, Nuria Ruiz-Fuentes, Mariano J. Valderrama
|
|
| An On-line Bayesian Learning via Natural Smoother Model |
|
|
Makio Wakahara, Yohei Nakada, Takashi Matsumoto
|
|
| Session T12I | Sunday 10:30-12:30 | |
Statistical Signal Extraction and Filtering
| | Chair: Tommaso Proietti | Room: R6+7 |
|
|
| Modelling consumer reaction to a food scare through the Kalman filter |
|
|
Mario Mazzocchi
|
|
| Forecasting and Signal Extraction with Multivariate Structural Time Series Models |
|
|
Tommaso Proietti, Andrew C. Harvey
|
|
| The Kalman smoother approach to stochastic inverse problems |
|
|
Franz Konecny
|
|
| Fractal Structure of Economic Agents Time Preferences |
|
|
Serge Hayward
|
|
| Crime and Regional Business Cycles in Italy - A Frequency Domain Approach |
|
|
Camilla Mastromarco, Ulrich Woitek
|
|
| Session T23I | Sunday 10:30-12:30 | |
Fuzzy Statistical Analysis
| | Chair: Renato Coppi | Room: R8 |
|
|
| Empirical discussions on the power associated with the triangular fuzzification of Binomial populations in two-sided tests |
|
|
Gil Gonzalez-Rodriguez, Ana Colubi
|
|
| Bootstrap one-sample test about the mean of a general fuzzy random variable |
|
|
Maria Angeles Gil, Gil Gonzalez-Rodriguez, Ana Colubi, Manuel Montenegro
|
|
| Fuzzy Clustering Models for Multivariate Spatial Time Series |
|
|
Renato Coppi, Pierpaolo D'Urso, Paolo Giordani
|
|
| k-sample median test for fuzzy data |
|
|
Przemyslaw Grzegorzewski
|
|
| Linguistic fuzzy regression |
|
|
Murat Alper Basaran, Suleyman Gunay
|
|
| A Study on the Analytic Hierarchy Process Using a Fuzzy Reciprocal Matrix |
|
|
Shin-ichi Ohnishi, Didier Dubois, Henri Prade, Hideyuki Imai, Takahiro
Yamanoi
|
|
| Session T25I | Sunday 10:30-12:30 | |
Statistical Algorithms and Software
| | Chair: Ioannis Demetriou | Room: R11 |
|
|
| Data smoothing by nonnegative divided differences and least squares |
|
|
Evangelos Vassiliou, Ioannis Demetriou
|
|
| Best L1 approximation to discrete data that gives convexity |
|
|
Sotirios Papakonstantinou, Ioannis Demetriou
|
|
| The least sensitive action in Bayesian Inference |
|
|
Pablo Arias-Nicolas, Jacinto Martin, Fabrizio Ruggeri, Alfonso Suarez-Llorens
|
|
| Logistic regression in content-based image retrieval applied to medicine |
|
|
Pablo Arias-Nicolas, Pablo G. Rodriguez, Maria L. Duran, Carlos Disdier
|
|
| Session T07J | Monday 08:00-10:00 | |
Clinical Trials
| | Chair: Joyce Niland | Room: R3+4+5 |
|
|
| A Computable Structured Protocol Representation for Clinical Trials |
|
|
Joyce Niland
|
|
| Translation, cultural adaptation and initial validation of the kidney disease quality of life questionnaire (KDQOL) in Italy |
|
|
Catherine Klersy, Aliria Callegari, Pierluigi Politi, Ines Giogi
|
|
| Software for clinical trials: The IT activities of the Coordinating Centres for Clinical Trials in Germany |
|
|
Dimitrios Venizeleas, Wolfgang Kuchink, Christian Ohman, Michael Wittenberg, Ronald Speer
|
|
| The effects of physical therapy interventions for physical limitations on disability: a bayesian meta-analysis |
|
|
James Baurley, David Conti, Stanley Azen, Carolee Winstein
|
|
| Session T11J | Monday 08:00-10:00 | |
Latent Variable and Structural Equation Models
| | Chair: Karl Joreskog | Room: R8 |
|
|
| Choice of Scores for the Estimation of the Association Parameter Beta in Linear-by-Linear Association Model |
|
|
Atilla Goktas, Tulay Saracbasi
|
|
| Bayesian Analysis of Bivariate Count Data |
|
|
Ioannis Ntzoufras, Dimitris Karlis
|
|
| Bayesian estimation of the ordered RC association model for a two-way contingency table |
|
|
Maria Kateri, George Iliopoulos, Ioannis Ntzoufras
|
|
| On Conditional Independence for Multivariate Binary Data with an Application in Caries Research |
|
|
Maria Jose Garcia-Zattera, Alejandro Jara, Emmanuel Lesaffre, Dominique Declerck
|
|
| Different approaches for analyzing latent variable models for ordinal data with covariate effects: an empirical comparison on a
customer satisfaction study |
|
|
Silvia Cagnone, Stefania Mignani
|
|
| Estimating School and Prior Attainment Effects in the Presence of Complex Data Structures |
|
|
Neil Spencer
|
|
| Session T13J | Monday 08:00-10:00 | |
Advances in Mixture Models
| | Chair: Dankmar Boehning | Room: R1 |
|
|
| An EM-type algorithm for a semiparametric mixture model |
|
|
Didier Chauveau, Laurent Bordes, Pierre Vandekerkhove
|
|
| Estimation of Mixture Models with Sufficient EM on Compressed Data |
|
|
Peter M. Steiner, Marcus Hudec
|
|
| A hybrid globally convergent EM- algorithm for generalized mixed linear models with covariates |
|
|
Peter Schlattmann
|
|
| Dirichlet process mixture model for the analysis of correlated binary responses |
|
|
Alejandro Jara, MariaJose Garcia-Zattera, Emmanuel Lesaffre
|
|
| Mixture Modeling of Sojourn Times in Web Navigation |
|
|
Marcus Hudec, Patrick Mair, Roland Kurzawa
|
|
| Session T16J | Monday 08:00-10:00 | |
Nonlinear time series modelling
| | Chair: Wai-Sum Chan | Room: R6+7 |
|
|
| A Walk through Non-linear Models in Financial Series |
|
|
M. Pilar Munoz, M. Dolores Marquez, Manuel Marti-Recober, Cesar Villazon
|
|
| A simulated minimum distance approach to combining volatility forecasts |
|
|
Alessandra Amendola, Giuseppe Storti
|
|
| Stylized Facts of Financial Time Series and Hidden Semi-Markov Models |
|
|
Jan Bulla, Ingo Bulla
|
|
| Investigating Nonlinearity: A Note on the Estimation of Hamilton's Random Field Regression |
|
|
Edward J. O'Brien, Michael Harrison, Derek Bond
|
|
| Bank Loan Supply and Monetary Policy Transmission in Germany: An Assessment based on Matching Impulse Responses |
|
|
Oliver Huelsewig, Eric Mayer, Timo Wollmershaeuser
|
|
| The Pareto ACD models |
|
|
Paola Zuccolotto, Giovanni De Luca
|
|
| Session T21J | Monday 08:00-10:00 | |
Recursive Partitioning and related methods
| | Chair: Jacqueline J. Meulman | Room: R9 |
|
|
| Globally Optimal Tree Models |
|
|
Bart Jan Van Os, Jacqueline J. Meulman
|
|
| Assessing higher order interaction effects in regression problems: What is the best pruning rule for the regression trunk approach? |
|
|
Elise Dusseldorp, Claudio Conversano, Bart Jan van Os
|
|
| An unbiased split selection criterion for classification tree algorithms based on the Gini Index |
|
|
Carolin Strobl, Anne-Laure Boulesteix
|
|
| Regression trees for skew dependent variables |
|
|
Giuliano Galimberti, Angela Montanari, Michele Costa.
|
|
| Learning from the data with Random Recursive Partitiong |
|
|
Stefano Iacus, Giuseppe Porro
|
|
| Session T24J | Monday 08:00-10:00 | |
Computational Econometrics
| | Chair: Paolo Foschi | Room: R2 |
|
|
| Least squares in sparse systems |
|
|
Jan Magnus, Dmitry Danilov
|
|
| Exploratory Data Analysis with Posterior Plots |
|
|
Andrew Tremayne, John Marriott, John Naylor
|
|
| The Contest between MLE, GMM, and subsampling for huge spatial autoregressive models |
|
|
Janette Walde, Gottfried Tappeiner
|
|
| Open Source Econometric Computing in R |
|
|
Achim Zeileis
|
|
| Grid Enabled Empirical Econometrics |
|
|
Simon Peters, Ken Clark, Pascal Ekin, Stephen Pickles
|
|
| Session ERCIM1J | Monday 08:00-10:00 | |
Data Assimilation and its Application
| | Chair: Zahari Zlatev | Room: R10 |
|
|
| Combining observations and ensemble air-quality forecasts |
|
|
Vivien Mallet, Bruno Sportisse
|
|
| Implementation issues related to data assimilation using Kalman
filtering |
|
|
Gabriel Dimitriu
|
|
| Variational data assimilation: examination of results obtained
by different combinations of numerical algorithms and splitting
procedures |
|
|
Zahari Zlatev
|
|
| Error and Uncertainties in Data Assimilation |
|
|
Francois-Xavier Le Dimet
|
|
|
Determination of the material properties of a solid elastic medium in contact with a fluid medium with MCMC and SPSA |
|
|
Samih Zein, Jocelyne Erhel, Nabil Nassif, Edouard Canot
|
|
| Session T00K | Monday 10:30-12:30 | |
Design of Experiments
| | Chair: Lutz Edler | Room: R8 |
|
|
| Bayesian optimal exact design of experiments for nonlinear models |
|
|
Steven Gilmour, Luzia Trinca
|
|
| Some notes on the Construction of BIB Designs with Repeated Blocks |
|
|
Teresa Oliveira, Fatima Sousa
|
|
| Simulation study for the analysis of supersaturated designs |
|
|
Stella Stylianou, Christos Koukouvinos
|
|
| Simulation study of comparing unit root tests for seasonal
time series data |
|
|
Atilla Goktas, Pinar Ozgor Goktas and Yilmaz Akdi
|
|
| The Use of Regression Diagnostics for detecting Noise and
Background in Liquid Chromatography - Mass Spectrometry (LC-MS) data sets |
|
|
Stephen Nyangoma
|
|
| Session T05K | Monday 10:30-12:30 | |
Computer-intensive methods for dependent data
| | Chair: J. P. Kreiss | Room: R1 |
|
|
| Numerical integration in logistic-normal models |
|
|
Jorge Gonzalez, Francis Tuerlinckx, Paul De Boeck, Ronald Cools
|
|
| Non-parametric Bayesian estimation for multitype branching
processes through simulation-based methods |
|
|
Rodrigo Martinez, Miguel Gonzalez, Manuel Mota
|
|
| Multiple Tests with data-driven weighted P-values for dependent binary data |
|
|
Ernst Schuster
|
|
| Performing Horvitz-Thompson estimation without tears: a
computer-intensive perspective for complex designs |
|
|
Lorenzo Fattorini
|
|
| Sampling algorithms for Generating Joint Uniform Distributions Using the Vine - Copula Method |
|
|
Dorota Kurowicka, Roger Cooke
|
|
| Cumulant plots for assessing distribution assumptions |
|
|
Ioannis Koutrouvelis
|
|
| Session T13/15K | Monday 10:30-12:30 | |
Mixture Models
| | Chair: Marco Alfo | Room: R2 |
|
|
| Spurious Mixture Components and Irregular Behaviour of Likelihood Methods |
|
|
Wilfried Seidel, Hana Sevcikova
|
|
| Testing for number of mixture components against nonparametric alternatives |
|
|
Krunoslav Sever, Wilfried Seidel, Hana Sevcikova
|
|
| Modeling count time series with local mixtures of poisson experts |
|
|
Alexandre Carvalho, Martin Tanner
|
|
| Equation ordering for mixed models |
|
|
Robin Thompson, Brian Cullis, Arthur Gilmour
|
|
| Sample-based maximum likelihood estimation of the autologistic model |
|
|
Steen Magnussen, Rob Reeves
|
|
| Evaluating job satisfaction: imputation and mixed models |
|
|
Caterina Giusti, Bruno Chiandotto
|
|
| Session T20K | Monday 10:30-12:30 | |
Models and methods for Customer Relationship Management
| | Chair: Gilbert Saporta | Room: R6+7 |
|
|
| Complex Stimuli in Preference Data Analysis: a new bridging approach |
|
|
Scepi Germana, Ilaria Ramunno, Giuseppe Giordano
|
|
| Genetic scoring model for explaining and predicting customer behavior |
|
|
Wojciech Latusek
|
|
| Clustering utility models by a functional approach |
|
|
Elvira Romano, Giuseppe Giordano, Carlo Natale Lauro
|
|
| Data extraction and structuration for analytical CRM |
|
|
Jean-Michel Gautier
|
|
| Nonparametric pooling of preference ratings for conjoint analysis experiments with application on health assistance service |
|
|
Marco Marozzi, Luigi Salmaso, Livio Corain
|
|
| Methods for the analysis of customer satisfaction and loyalty: the experience of Electricite de France |
|
|
Emmanuel Jakobowicz, Christian Derquenne, Vanessa Casacci
|
|
| Conjoint analysis with textual external information |
|
|
Giorgio Infante, Simona Balbi, Michelangelo Misuraca
|
|
| Session T22K | Monday 10:30-12:30 | |
Partial Least Squares
| | Chair: Carlo Lauro | Room: R9 |
|
|
| Partial robust M path modelling |
|
|
Sven Serneels, Christophe Croux, Peter Filzmoser, Pierre Van Espen
|
|
| Nonlinear Partial Least Squares Path Models |
|
|
Nicole Kramer
|
|
| On the relationships among latent variables and residuals in the PLS path modeling |
|
|
Giorgio Vittadini, Simona Caterina Minotti, Pietro Giorgio Lovaglio, Marco Fattore
|
|
| A Lagged PLS model: An application to European Union economic
prediction |
|
|
Joao Mexia, Manuela Oliveira, Joaquim Costa
|
|
| Session T25K | Monday 10:30-12:30 | |
Statistical Algorithms and Software
| | Chair: Junji Nakano | Room: R3+4+5 |
|
|
| Graphical Support for Asymmetric Multidimensional Scaling using Randers Metric |
|
|
Yoshiharu Sato
|
|
| Small World Graph Clustering |
|
|
Igor Kanovsky, Lilach Prego
|
|
| Exact distribution of a statistic linear combination of some multinomial variables |
|
|
Farid Beninel, Diawara Abdoulaye, Grelaud Gerard
|
|
| Descriptive statistics with KLASS. Supporting LaTeX documents ellaboration |
|
|
Karina Gibert, Ramon Nonell
|
|
| Web based e-Learning system for statistical education |
|
|
Taerim Lee, Jungjin Lee
|
|
| Developing an electronic syllabus system for statistical education |
|
|
Akinobu Takeuchi, Fumitake Sakaori, Takeshi Fujiwara, Naoko Sakurai, Kazunori Yamaguchi, Michiko Watanabe
|
|
| Session ERCIM2K | Monday 10:30-12:30 | |
QR and other factorizations
| | Chair: Bernard Philippe | Room: R10 |
|
|
| A Graph based strategy for the k-fold cross validation problem |
|
|
Petko Yanev
|
|
| Gaussian elimination and orthogonal factorization of sparse matrices |
|
|
Laura Grigori
|
|
| From sparse QR to sparse RRQR |
|
|
Dani Mezher
|
|
| A Package of Parallel Algebraic Two-level Preconditioners Based
on PSBLAS |
|
|
Daniela di Serafino, Pasqua D'Ambra, Salvatore Filippone
|
|
| Structured Total Least Squares for Color Image Restoration |
|
|
Jesse Barlow, Haoying Fu, Michael Ng
|
|