PROGRAMME ERCIM 2011
KEYNOTE TALKS
PARALLEL SESSIONS
| Parallel session D: | Saturday 17.12.2011 | 11:15 - 12:30 |
| Session ES06 | Room: B34 |
| Small area estimation | Saturday 17.12.2011 11:15 - 12:30 |
| Chair: Domingo Morales |
Organizer: Domingo Morales |
| E217: T. Goicoa, L. Ugarte, A. Militino, J. Etxeberria | |
| Mean squared error estimation of cancer risk predictions using area level models in disease mapping | |
| E136: M. Lombardia, E. Lopez-Vizcaino, D. Morales | |
| Multinomial-based small area estimation of labor force indicators | |
| E182: E. Fabrizi, F. Greco, C. Trivisano | |
| A sensitivity analysis to the hyperprior specification in disease mapping and small area models |
| Session ES20 | Room: B33 |
| Applied statistics I | Saturday 17.12.2011 11:15 - 12:30 |
| Chair: Paula Camelia Trandafir |
Organizer: Agustin Mayo-Iscar |
| E588: M. Al-Saleh, A. Ababneh | |
| Test for accuracy in ranking in moving extreme ranked set sampling | |
| E653: P. Trandafir , S. Mandal, A. Biswas | |
| Optimal target allocation proportion for correlated binary responses in a two-treatment set up | |
| E494: R. Maiti, A. Biswas | |
| Coherent forecasting for discrete-valued time series data with application to infant sleep status data |
| Session ES39 | Room: B20 |
| High dimensional design of experiments | Saturday 17.12.2011 11:15 - 12:30 |
| Chair: Davide Ferrari |
Organizer: Davide Ferrari |
| E575: M. Forlin | |
| Optimizing experiments with mixtures | |
| E589: D. Slanzi, I. Poli | |
| High dimensional design of experiments: The combination of evolution and statistical models | |
| E611: M. Borrotti, D. De March, D. Ferrari | |
| Improving complex experiments by co-information composite likelihood optimization |
| Session ES62 | Room: B35 |
| Imprecision in inference | Saturday 17.12.2011 11:15 - 12:30 |
| Chair: Maria Brigida Ferraro |
Organizer: Maria Brigida Ferraro |
| E150: A. Ramos Guajardo, A. Colubi, G. Gonzalez-Rodriguez, M. Gil | |
| Testing partial inclusion of the mean of a random interval in a fixed interval | |
| E483: T. Nakama, E. Ruspini | |
| Extension of Ruspini's formulation of evidential reasoning to evidence fusion based on conditioning | |
| E279: M. Ferraro | |
| Fitting parametric link functions in a regression model with imprecise random variables |
| Session ES77 | Room: G16 |
| Biostatistics II | Saturday 17.12.2011 11:15 - 12:30 |
| Chair: Ayse Ulgen |
Organizer: Ayse Ulgen |
| E536: I. Tachmazidou, E. Zeggini | |
| Next generation association studies: In search of low frequency and rare variants affecting complex traits | |
| E863: J. Dureau, K. Kalogeropoulos, M. Baguelin | |
| Capturing the time-varying drivers of an epidemic with particle Markov Chain Monte Carlo algorithms | |
| E793: M. Gomez Mateu, G. Gomez Melis, U. Dafni | |
| Sample size and asymptotic relative efficiency when using composite endpoints |
| Session ES11 | Room: B18 |
| Statistical monitoring and its applications II | Saturday 17.12.2011 11:15 - 12:30 |
| Chair: Rebecca Killick |
Organizer: Abdulkadir Hussien |
| E379: J. Huh | |
| Likelihood based estimation of the log-variance function with a change point | |
| E393: Y. Yang, A. De Waegenaere, B. Melenberg | |
| On the modeling and estimation of the US health process and healthy life expectancy | |
| E815: F. Figueiredo, M. Gomes | |
| Monitoring the mean value in the contaminated normal family of distributions |
| Parallel session E: | Saturday 17.12.2011 | 14:00 - 16:05 |
| Session ES09 | Room: B18 |
| Perspectives on high-dimensional data analysis | Saturday 17.12.2011 14:00 - 16:05 |
| Chair: Ejaz Ahmed |
Organizer: Ejaz Ahmed |
| E060: P. Alquier | |
| Estimation by projection on confidence regions | |
| E131: P. McNicholas, J. Andrews | |
| Clustering and classification of high-dimensional data via modified t-factor analyzers | |
| E499: A. Khalili, S. Lin | |
| Regularization in finite mixture of regression models with diverging number of parameters | |
| E519: Y. Gel, P. Bickel | |
| Banded regularization of autocovariance matrices in application to parameter estimation and forecasting of time series | |
| E969: E. Ahmed | |
| Perspectives on machine bias versus human bias: Generalized linear model |
| Session ES15 | Room: B35 |
| Networking on Biostatistics: the BIOSTATNET project II | Saturday 17.12.2011 14:00 - 16:05 |
| Chair: Carmen Cadarso |
Organizer: Carmen Cadarso |
| E218: M. Rodriguez Alvarez, J. Roca-Pardinas, C. Cadarso-Suarez | |
| Software developments for non-parametric ROC regression analysis | |
| E226: P. Puig, J. Barquinero | |
| New method for evaluating the degree of exposure to radiation | |
| E290: F. Gude, M. Rodriguez-Girondo, T. Kneib, C. Cadarso-Suarez | |
| Geoadditive survival models for the identification of geographical patterns in coronary heart disease | |
| E325: A. Sanchez-Pla, F. Reverter, E. Vegas, J. Oller, M. Ruiz de Villa | |
| Multivariate methods for the integration of omics data of different types and different nature | |
| E357: I. Arostegui, V. Nunez-Anton | |
| Partial additive beta-binomial model for bounded outcome scores |
| Session ES29 | Room: B33 |
| Advances in optimal experimental design | Saturday 17.12.2011 14:00 - 16:05 |
| Chair: Jesus Lopez Fidalgo |
Organizer: Jesus Lopez Fidalgo |
| E288: N. Flournoy | |
| Adaptive designs for dose-response studies | |
| E119: W. Wong, S. Chang, W. Wang , R. Chen | |
| Nature-inspired metaheuristic algorithms for generating optimal experimental designs | |
| E151: M. Stehlik | |
| Optimal design for parameters of correlated processes | |
| E152: J. Rodriguez-Diaz, M. Santos-Martin, C. Tomassi | |
| Optimal designs for the random effect logistic regression model with covariance structure | |
| E579: H. Wynn, N. Youssef | |
| A maximum entropy sampling approach to adaptive design for spatial processes |
| Session ES31 | Room: G16 |
| Applied statistics II | Saturday 17.12.2011 14:00 - 16:05 |
| Chair: Agustin Mayo-Iscar |
Organizer: Agustin Mayo-Iscar |
| E622: T. Bellini | |
| Intra-Day robust exchange rate forecasting | |
| E767: V. Todorov | |
| Robust methods for analysis of multivariate grouped data in R | |
| E593: A. Marazzi, V. Yohai, C. Agostinelli | |
| Robust estimates of the generalized loggamma distribution | |
| E599: C. Hennig, P. Coretto | |
| Comparating methods for robust elliptical clustering, including the robust improper ML estimator | |
| E828: P. Coretto, F. Giordano | |
| Power distribution and dynamic range in PCM music signals |
| Session ES38 | Room: B34 |
| Statistics in functional and Hilbert spaces I | Saturday 17.12.2011 14:00 - 16:05 |
| Chair: Gil Gonzalez-Rodriguez |
Organizer: Gil Gonzalez-Rodriguez |
| E351: A. Aguilera, M. Escabias, C. Preda, G. Saporta | |
| Functional PLS versus functional PCR through simulated data and chemometric applications | |
| E362: C. Ritz, E. Olsen | |
| Comparison of two methods based on 3-dimensional position data | |
| E549: V. Inacio, W. Gonzalez-Manteiga, M. Febrero-Bande, F. Gude, C. Cadarso-Suarez | |
| Extending induced ROC methodology to the functional context | |
| E614: A. Kneip, P. Sarda | |
| Factor models and variable selection in high dimensional regression | |
| E626: V. Panaretos, D. Kraus | |
| Statistical inference on the second order structure of functional data |
| Session ES63 | Room: B20 |
| Handling imprecision in graphical models | Saturday 17.12.2011 14:00 - 16:05 |
| Chair: Antonio Salmeron |
Organizer: Antonio Salmeron |
| E299: A. Masegosa, J. Abellan, R. Baker, F. Coolen, R. Crossman | |
| Building decision trees from a nonparametric predictive inference perspective | |
| E334: S. Moral, A. Cano, M. Gomez-Olmedo, A. Masegosa | |
| The imprecise sample size Dirichlet model | |
| E404: A. Fernandez, J. Gamez, R. Rumi, A. Salmeron | |
| Data clustering using hidden variables in hybrid Bayesian networks | |
| E124: A. Salmeron, J. Gamez, J. Nielsen | |
| Estimating CG-PDGs from incomplete data using an EM approach | |
| E327: R. Marinescu, N. Wilson | |
| Order of magnitude influence diagrams |
| Session ES70 | Room: B36 |
| Statistics for random intervals and random sets | Saturday 17.12.2011 14:00 - 16:05 |
| Chair: Thierry Denoeux |
Organizer: Thierry Denoeux |
| E927: M. Garcia-Barzana, A. Colubi, E. Kontoghiorghes | |
| On the estimation of a multiple linear regression model for interval data | |
| E569: S. Destercke, E. Miranda, M. Troffaes | |
| On p-boxes and random sets | |
| E859: R. Seri, C. Choirat | |
| Bootstrap confidence sets for the Aumann mean of a random closed set | |
| E545: A. Han, Y. Hong, S. Wang | |
| Autoregressive conditional models for interval-valued time series data | |
| E761: A. Blanco-Fernandez, A. Colubi, G. Gonzalez-Rodriguez | |
| Hypothesis testing of regression parameters in a linear model for interval-valued random sets |
| Session EP02 | Room: Chancellor's |
| Poster session II | Saturday 17.12.2011 14:00 - 16:05 |
| Chair: Klea Panayidou |
Organizer: ERCIM 2011 |
| E755: R. Alotaibi, R. Henderson, M. Farrow | |
| Explained variation for non-Hodgkin's lymphoma survival: A review and comparison | |
| E796: V. Alba-Fernandez, M. Jimenez-Gamero, I. Barranco-Chamorro | |
| Goodness-of-fit for the Moran-Downton exponential distribution | |
| E781: P. Roman-Roman, F. Torres-Ruiz | |
| Modeling the effect of therapies by using diffusion processes | |
| E885: G. Manzi, P. Ferrari, A. Barbiero, N. Solaro | |
| An imputation method for mixed-type data using nonlinear principal component analysis | |
| E868: E. Jones, V. Didelez | |
| Learning tree or forest graphical model structures | |
| E867: L. Geppert | |
| Efficient Bayesian analysis by combining ideas from merge and reduce and meta-analysis | |
| E851: M. Fernandez-Sanchez, A. Hernandez-Bastida | |
| The Bayes premium in the collective risk Poisson-Lindley and Exponential model with different structure functions | |
| E849: S. Salini, F. De Battisti | |
| Statisticians and bibliometric laws | |
| E963: B. Kaszuba | |
| Empirical comparison of robust portfolios' investment effects |
| Session EP01 | Room: Chancellor's |
| Posters session I | Saturday 17.12.2011 14:00 - 16:05 |
| Chair: Klea Panayidou |
Organizer: ERCIM 2011 |
| E638: M. Rodero Cosano, C. Garcia Alonso | |
| Structural equation models based on covariance vs partial least squared to develop spatial indices | |
| E655: J. Linares-Perez, R. Caballero-Aguila, A. Hermoso-Carazo | |
| Linear estimation based on covariance using uncertain observations featuring random delays and packet dropouts | |
| E702: M. Garcia-Ligero, A. Hermoso-Carazo, J. Linares-Perez | |
| Distributed fusion filter for systems with markovian delays | |
| E706: A. Hermoso-Carazo, R. Caballero-Aguila, J. Linares-Perez | |
| Recursive estimation algorithm from measurements with upper-bounded random delays | |
| E723: B. Kan, B. Yazici | |
| Steps of a recursive partitioning algorithm | |
| E751: M. Molina, M. Mota, A. Ramos | |
| Software in R and computational methods for branching processes | |
| E752: M. Mota, M. Gonzalez, C. Gutierrez, R. Martinez | |
| Approximate Bayesian computation methods for branching models in genetic context: application to X-linked genes | |
| E754: S. Meintanis, K. Fragiadakis | |
| Goodness-of-fit tests for the multivariate skew normal distribution |
| Parallel session F: | Saturday 17.12.2011 | 16:35 - 18:40 |
| Session ES10 | Room: S261 |
| Classification and discriminant procedures for dependent data | Saturday 17.12.2011 16:35 - 18:40 |
| Chair: Andres M. Alonso |
Organizer: Andres M. Alonso |
| E547: C. Sguera, P. Galeano, R. Lillo | |
| Spatial depth-based classification for functional data | |
| E338: J. Gonzalez, A. Munoz | |
| Time series classification via the combination of functional data projections | |
| E521: M. Febrero-Bande | |
| Comparison of several supervised classification methods for functional data | |
| E328: A. Alonso, D. Casado, S. Lopez-Pintado, J. Romo | |
| Robust functional classification for time series |
| Session ES14 | Room: Bloomsbury |
| Networking on Biostatistics: the BIOSTATNET project I | Saturday 17.12.2011 16:35 - 18:40 |
| Chair: Guadalupe Gomez |
Organizer: Guadalupe Gomez |
| E138: S. Campos, J. Lopez-Fidalgo | |
| Experimental design for modeling benign positional vertigo | |
| E211: C. Armero, S. Perra, A. Quiros, S. Cabras, M. Castellanos, M. Oruezabal, J. Sanchez-Rubio | |
| A Bayesian multi-state model for estimating the progression of stage IV non-small cells lung cancer | |
| E245: S. Perez-Alvarez, G. Gomez, C. Brander | |
| FARMS: A new strategy for model selection | |
| E205: A. Sorribas, C. Pozo, G. Guillen-Gosalbez, L. Jimenez, R. Alves, A. Marin-Sanguino | |
| Global optimization strategies for non-linear dynamical models of cell metabolism based on recasting into power-law models | |
| E293: B. de Sousa, E. Duarte, T. Kneib, C. Cadarso-Suarez, V. Rodrigues | |
| Structured additive regression modeling of time between menarche and menopause in breast cancer screening women |
| Session ES17 | Room: Senate |
| Outliers and change-points in time series I | Saturday 17.12.2011 16:35 - 18:40 |
| Chair: Roland Fried |
Organizer: Christophe Croux |
| E086: S. Hoermann, P. Kokoszka, R. Gabrys | |
| Monitoring the intraday volatility pattern | |
| E263: B. Spangl, P. Ruckdeschel, R. Fruehwirth | |
| Robust nonlinear filtering of state-space models with applications | |
| E168: P. Ruckdeschel, C. Erlwein | |
| Robustification of Elliott's HMM-based online filter | |
| E409: A. Perez-Espartero, E. Ruiz, A. Carnero | |
| Effects of outliers on the identification and estimation of asymmetric GARCH-type models |
| Session ES18 | Room: Gordon |
| Extreme value theory and applications | Saturday 17.12.2011 16:35 - 18:40 |
| Chair: Michael Falk |
Organizer: Michael Falk |
| E066: A. Guillou, Y. Goegebeur | |
| Asymptotically unbiased estimation of the coefficient of tail dependence | |
| E174: P. Cirillo | |
| A simple Bayesian combinatorial model for bivariate extreme shocks | |
| E239: R. Reiss, U. Cormann | |
| Conditioning exceedances on covariate processes | |
| E403: J. Huesler | |
| On extremes of Gaussian processes in a random environment | |
| E410: S. Aulbach, M. Falk | |
| Testing for a generalized Pareto process |
| Session ES25 | Room: Jessel |
| Model validation | Saturday 17.12.2011 16:35 - 18:40 |
| Chair: M. Dolores Jimenez-Gamero |
Organizer: M. Dolores Jimenez-Gamero |
| E020: I. Van Keilegom, J. Escanciano, J. Pardo Fernandez | |
| A nonparametric test for risk-return relationships | |
| E106: C. Tenreiro | |
| An affine invariant multiple test procedure for assessing multivariate normality | |
| E121: J. Ojeda Cabrera | |
| Bootstrap model validation under bias selected data | |
| E186: A. Karagrigoriou, I. Vonta | |
| Tests of fit via phi-divergence measures for biostatistics and reliability data | |
| E198: M. Jimenez-Gamero | |
| Testing for the symmetric component in skew-symmetric distributions |
| Session ES41 | Room: Court |
| Statistics in functional and Hilbert spaces II | Saturday 17.12.2011 16:35 - 18:40 |
| Chair: Gil Gonzalez-Rodriguez |
Organizer: Gil Gonzalez-Rodriguez |
| E170: C. Goga, M. Chaouch | |
| On the estimation of the L1-median of a functional variable with complex surveys: application to the electricity load curves | |
| E204: H. Cardot | |
| Confidence bands for unequal probability and model assisted Horvitz Thompson estimators for functional data | |
| E292: L. Sangalli, L. Azzimonti, P. Secchi, J. Ramsay | |
| Partial differential smoothing for surface estimation | |
| E711: B. Martin-Barragan, R. Lillo, J. Romo | |
| Interpretable support vector machines for functional data |
| Session ES43 | Room: Torrington |
| Order-restricted inference and applications | Saturday 17.12.2011 16:35 - 18:40 |
| Chair: Cristina Rueda |
Organizer: Cristina Rueda |
| E044: O. Davidov, S. Peddada | |
| Order restricted inference for multivariate binary data with applications | |
| E127: M. Meyer, J. Wang | |
| Testing against linear inequality constraints in parametric regression | |
| E298: M. Fernandez, D. Conde, C. Rueda, B. Salvador | |
| Isotonized linear discriminant rules with application to medical studies | |
| E319: S. Peddada, M. Fernandez, C. Rueda | |
| Identification of tightly regulated temporally conserved cell-cycle genes in budding yeast, fission yeast and humans |
| Session ES37 | Room: Woburn |
| Bayesian modelling and computation | Saturday 17.12.2011 16:35 - 18:40 |
| Chair: Antonio Lijoi |
Organizer: Jim Griffin |
| E269: C. Hans, S. MacEachern, A. Som | |
| Prior information and dependence in regression | |
| E270: A. Banerjee, D. Dunson, S. Tokdar | |
| Efficient computation techniques for high dimensional Bayesian non parametric models | |
| E450: M. Kalli, J. Griffin | |
| Flexible modelling of dependence in volatility processes | |
| E683: E. Waldmann, T. Kneib | |
| Variational approximations in geoadditive quantile regression | |
| E366: R. Fuentes-Garcia | |
| A probability for classification based on the Dirichlet process mixture model |
| Session ES58 | Room: S264 |
| Statistical monitoring and its applications I | Saturday 17.12.2011 16:35 - 18:40 |
| Chair: Abdulkadir Hussien |
Organizer: Abdulkadir Hussien |
| E068: E. Gombay | |
| Truncated sequential monitoring | |
| E073: E. Ahmed | |
| Monitoring equality of two process capability indices | |
| E076: R. Killick, I. Eckley | |
| Efficient detection of multiple changepoints within wind energy time series | |
| E078: A. Hussein | |
| Some aspects of risk-adjusted monitoring charts |
| Session ES69 | Room: Bedford |
| Imprecise probabilistic modeling to solve statistical problems I | Saturday 17.12.2011 16:35 - 18:40 |
| Chair: Sebastien Destercke |
Organizer: Sebastien Destercke |
| E527: F. Ali, T. Coolen-Maturi, F. Coolen | |
| Nonparametric predictive inference to assess three-group diagnostic tests | |
| E528: T. Coolen-Maturi, F. Ali, F. Coolen | |
| The ordering of future observations from multiple sources | |
| E572: G. Walter | |
| Generalised Bayesian inference with conjugate priors, and a link to g-priors for Bayesian model selection | |
| E573: M. Troffaes, D. Kelly, G. Walter | |
| Elicitation and inference for the imprecise Dirichlet model with arbitrary sets of hyperparameters | |
| E946: G. de Cooman , A. Van Camp | |
| Modelling the observational process using coherent lower previsions |
| Parallel session G: | Sunday 18.12.2011 | 08:55 - 10:35 |
| Session ES02 | Room: Gordon |
| Statistical algorithms and software I | Sunday 18.12.2011 08:55 - 10:35 |
| Chair: Cristian Gatu |
Organizer: Cristian Gatu |
| E482: D. Zhang, Y. Lin, M. Zhang | |
| Fitting high-dimensional generalized linear models via generalized orthogonal-components regression | |
| E618: F. Loecker | |
| Numerical solution of Levy-Ito type stochastic differential equations in Mathematica | |
| E691: C. Wild | |
| Gaining inzight | |
| E705: T. Rudas, A. Klimova | |
| On a limitation of Markov chain Monte Carlo methods for categorical data |
| Session ES16 | Room: Bloomsbury |
| Statistical machine learning and robustness | Sunday 18.12.2011 08:55 - 10:35 |
| Chair: Robert Hable |
Organizer: Andreas Christmann |
| E063: R. Hable, A. Christmann | |
| On support vector machines to estimate scale functions | |
| E148: D. Paindaveine, P. Ilmonen | |
| Semiparametrically efficient inference based on signed ranks in symmetric independent component models | |
| E464: D. Sejdinovic, K. Fukumizu, B. Schoelkopf, A. Smola, L. Song, B. Sriperumbudur, A. Gretton | |
| Hypothesis testing and Bayesian inference: New applications of kernel methods | |
| E753: G. Boente | |
| Some recent results for functional data analysis |
| Session ES19 | Room: Woburn |
| Advances in robust data analysis | Sunday 18.12.2011 08:55 - 10:35 |
| Chair: Luis A. Garcia-Escudero |
Organizer: Luis A. Garcia-Escudero |
| E173: C. Ruwet, L. Garcia-Escudero, A. Gordaliza, A. Mayo-Iscar | |
| Impact of contamination on the TCLUST procedure | |
| E411: E. del Barrio | |
| Similarity in $k$-sample problems | |
| E415: F. Torti, M. Riani, A. Cerioli | |
| Robust analysis and data exploration with FSDA toolbox for MATLAB | |
| E159: A. Garcia-Perez | |
| The p-value line: some applications |
| Session ES21 | Room: S261 |
| Copula modelling and computational analysis | Sunday 18.12.2011 08:55 - 10:35 |
| Chair: Richard Gerlach |
Organizer: Richard Gerlach |
| E057: C. Czado | |
| Vine copulas with application to financial data | |
| E195: M. Hofert, M. Maechler, A. McNeil | |
| Likelihood inference for Archimedean copulas in high dimensions | |
| E213: A. Nikoloulopoulos, H. Joe, N. Chaganty | |
| Weighted scores method for regression models with dependent data | |
| E860: F. Durante | |
| Invariant dependence structures under truncation |
| Session ES27 | Room: Jessel |
| Semiparametric quantile and expectile regression | Sunday 18.12.2011 08:55 - 10:35 |
| Chair: Thomas Kneib |
Organizer: Thomas Kneib |
| E029: S. Volgushev, H. Dette | |
| Nonparametric estimates of quantile curves for censored data | |
| E203: A. Mayr, T. Hothorn, N. Fenske | |
| Fitting prediction intervals by boosting quantile regression | |
| E161: T. Kneib, F. Sobotka | |
| Semiparametric expectile regression | |
| E083: R. Koenker | |
| Additive models for quantile regression: Model selection and confidence bandaids |
| Session ES52 | Room: Torrington |
| Mixture models in R | Sunday 18.12.2011 08:55 - 10:35 |
| Chair: Bettina Gruen |
Organizer: Bettina Gruen |
| E143: I. Visser, M. Speekenbrink | |
| Dependent mixture models with R | |
| E149: A. Komarek | |
| Clustering for multivariate continuous and discrete longitudinal data using R package mixAK | |
| E166: B. Gruen, K. Hornik | |
| Fitting finite mixtures of von Mises-Fisher distributions using the R package movMF | |
| E595: D. Stasinopoulos, R. Rigby, A. Van den Hout, G. Muniz | |
| Applying the R package gamlss.mx to investigate cognitive decline. |
| Session ES53 | Room: Senate |
| Frequency domain analysis | Sunday 18.12.2011 08:55 - 10:35 |
| Chair: Alessandra Luati |
Organizer: Alessandra Luati |
| E224: A. Walden | |
| Stabilization of spectral matrix inversion and its uses | |
| E236: M. Pourahmadi | |
| Prediction of stationary spatial processes with exponential expectrum | |
| E539: R. Dahlhaus | |
| Spectrum based inference for nonstationary processes | |
| E605: R. Bhansali, L. Ippoliti, R. Martin | |
| Rational spectral density models for lattice data |
| Session ES81 | Room: S264 |
| Time series modeling and computation II | Sunday 18.12.2011 08:55 - 10:35 |
| Chair: Roland Fried |
Organizer: Andres M. Alonso |
| E155: J. Steinebach | |
| Sequential testing of changes in the drift of a stochastic process | |
| E501: A. Jach, T. McElroy | |
| Subsampling inference for the autocovariances of long-memory time series | |
| E505: M. Borowski, R. Fried | |
| Online signal extraction from data streams by robust moving window regression with automatic width adaption | |
| E651: Z. Praskova | |
| On testing stability in multivariate RCA models |
| Session ES76 | Room: Bedford |
| Design and analysis of computer experiments II | Sunday 18.12.2011 08:55 - 10:35 |
| Chair: Sonja Kuhnt |
Organizer: Sonja Kuhnt |
| E523: O. Roustant | |
| Some kernels for Kriging models | |
| E529: H. Maruri Aguilar, A. Boukouvalas, J. Gosling | |
| Sequential screening with elementary effects | |
| E555: O. Harari, D. Steinberg | |
| Bayesian mixture of Gaussian processes for deterministic computer experiments | |
| E554: T. Muehlenstaedt | |
| Kernel interpolation |
| Session ES65 | Room: Court |
| Symbolic data analysis | Sunday 18.12.2011 08:55 - 10:35 |
| Chair: Monique Noirhomme |
Organizer: Monique Noirhomme |
| E635: F. Tenorio de Carvalho, Y. Lechevallier | |
| A clustering algorithm for multiple relational data matrices | |
| E377: P. Brito, M. Ichino | |
| Conceptual clustering of symbolic data using a quantile representation: discrete and continuous approaches | |
| E387: S. Dias, P. Brito | |
| Distribution and symmetric distribution model - A linear regression model for histogram-valued variables | |
| E139: M. Noirhomme, T. Amouh | |
| A tree construction algorithm for complex data |
| Parallel session I: | Sunday 18.12.2011 | 11:05 - 12:45 |
| Session ESI03 | Room: Woburn |
| Advances in multivariate analysis | Sunday 18.12.2011 11:05 - 12:45 |
| Chair: Ana Colubi |
Organizer: ERCIM 2011 |
| E202: H. Oja | |
| Multivariate linear L1 regression | |
| E688: P. Groenen, G. van den Burg | |
| A new multiclass support vector machine based on $L_p$ norms | |
| E834: J. Romo, H. Laniado, R. Lillo | |
| Multivariate extremes: a directional approach |
| Session ES01 | Room: Senate |
| Robust analysis of complex data sets | Sunday 18.12.2011 11:05 - 12:45 |
| Chair: Stefan Van Aelst |
Organizer: Christophe Croux |
| E430: A. Alfons, C. Croux, S. Gelper | |
| Robust regression and model selection: sparse least trimmed squares | |
| E449: A. Thieler, R. Fried | |
| Robust analysis of periodicities in light curves using M-regression | |
| E451: M. El Asri | |
| On asymptotic properties of weighted M-estimators | |
| E532: C. Bruffaerts, B. De Rock, C. Dehon | |
| The robustness of the hyperbolic efficiency estimator |
| Session ES04 | Room: Bloomsbury |
| Time Series modeling and computation I | Sunday 18.12.2011 11:05 - 12:45 |
| Chair: Andres M. Alonso |
Organizer: Andres M. Alonso |
| E023: P. Poncela, M. Camacho, G. Perez-Quiros | |
| Forecasting with Markov-switching dynamic factor models | |
| E534: A. Luati, A. Harvey | |
| Dynamic conditional score models | |
| E349: M. Wiper | |
| Time series models for compass wind directions | |
| E492: C. Garcia-Martos, J. Rodriguez, M. Sanchez | |
| Forecasting electricity prices and their volatilities using unobserved components |
| Session ES23 | Room: Gordon |
| Advances in distance-based methods and applications | Sunday 18.12.2011 11:05 - 12:45 |
| Chair: Aurea Grane |
Organizer: Aurea Grane |
| E395: J. Fortiana, A. Esteve, E. Boj | |
| Influential subsets in distance-based (DB) prediction from genomic data | |
| E402: E. Boj, T. Costa, J. Fortiana | |
| Applications of distance-based (DB) methods in actuarial science using R | |
| E508: O. Pujol | |
| New trends in error correcting output codes | |
| E531: A. Grane, P. Alonso, I. Albarran | |
| Profile identification via weighted related metric scaling: an application to Spanish dependent children |
| Session ES24 | Room: Torrington |
| Mixture models: applications and extensions | Sunday 18.12.2011 11:05 - 12:45 |
| Chair: John Hinde |
Organizer: John Hinde |
| E882: R. Browne, P. McNicholas | |
| Model-based clustering and classification of data with mixed type | |
| E856: N. Coffey, J. Hinde, A. Garcia | |
| Finite mixture model clustering of SNP data | |
| E823: A. Figueiredo | |
| Classification of variables using the Watson distribution | |
| E801: J. Hinde | |
| Mixture models for outliers |
| Session ES28 | Room: Bedford |
| Design and analysis of computer experiments I | Sunday 18.12.2011 11:05 - 12:45 |
| Chair: Sonja Kuhnt |
Organizer: Sonja Kuhnt |
| E144: A. Jourdan | |
| Global sensitivity analysis of computer models by using orthogonal arrays and Fourier regressions | |
| E222: D. Ginsbourger, C. Chevalier, J. Janusevskis, R. Le Riche | |
| Dealing with asynchronicity in Kriging-based parallel global optimization | |
| E397: N. Youssef, H. Wynn | |
| Partial maximum entropy sampling criterion for computer experiments | |
| E455: J. Fruth, S. Kuhnt | |
| Total interaction indices for the decomposition of functions with high complexity |
| Session ES30 | Room: S264 |
| Biostatistics I | Sunday 18.12.2011 11:05 - 12:45 |
| Chair: Gilbert Mackenzie |
Organizer: Gilbert Mackenzie |
| E315: G. MacKenzie , J. Xu | |
| Advances in covariance modelling | |
| E369: J. Xu, G. MacKenzie | |
| Modelling covariance structure for incomplete multivariate longitudinial data | |
| E488: S. Conde, G. MacKenzie | |
| Model selection in sparse high-dimensional contingency tables | |
| E443: D. Peng , G. MacKenzie | |
| Optimal choice of reference subclass in categorical regression models |
| Session ES33 | Room: S261 |
| Robust methods in small area estimation | Sunday 18.12.2011 11:05 - 12:45 |
| Chair: Isabel Molina |
Organizer: Isabel Molina |
| E116: D. Haziza, V. Dongmo Jiongo, P. Duchesne | |
| Controlling the bias of robust small area predictors | |
| E425: T. Schoch, B. Hulliger | |
| On computing and tuning some simple and robust unit-level SAE estimators | |
| E466: R. Fried, I. Molina Peralta, B. Perez Garrido, A. Thieler | |
| Robustness analysis of unbalanced linear mixed modeling | |
| E712: N. Tzavidis, S. Krieg, M. Smeets, C. Bocci, V. Blaess | |
| Outlier robust domain estimation for business survey data |
| Session ES36 | Room: Jessel |
| Parametric and semiparametric hazards models and analyses | Sunday 18.12.2011 11:05 - 12:45 |
| Chair: M. Carmen Pardo |
Organizer: M. Carmen Pardo |
| E069: M. Avendano, M. Pardo, N. Balakrishnan | |
| Inference for a semiparametric generalized logit-based proportional hazards model in survival analysis | |
| E157: L. Bordes, D. Chauveau | |
| EM and stochastic EM algorithms for duration mixture models under random censoring | |
| E371: K. Langohr, G. Gomez, M. Calle | |
| Tools for the assessment of the linear regression model with an interval-censored covariate | |
| E724: F. Vaida, M. Donohue, R. Haut, R. Xu | |
| Conditional AIC for generalized linear and proportional hazards mixed models |
| Session ES59 | Room: Court |
| Imprecise probabilistic modeling to solve statistical problems II | Sunday 18.12.2011 11:05 - 12:45 |
| Chair: Marco Cattaneo |
Organizer: Marco Cattaneo |
| E196: O. Strauss, S. Destercke | |
| Performing non-parametric homogeneity tests on interval-valued samples | |
| E420: E. Miranda, I. Montes, S. Diaz | |
| Imprecise preferences by means of probability boxes | |
| E422: T. Augustin | |
| Imprecise measurement error models and partial identification: towards a unified approach for non-idealized data | |
| E465: M. Cattaneo, A. Wiencierz | |
| On the implementation of likelihood-based imprecise regression |
| Parallel session J: | Sunday 18.12.2011 | 14:15 - 16:20 |
| Session ES08 | Room: Bloomsbury |
| Optimal design | Sunday 18.12.2011 14:15 - 16:20 |
| Chair: Steve Gilmour |
Organizer: Steve Gilmour |
| E169: S. Biedermann, M. Yang | |
| Optimal designs for multinomial logistic regression | |
| E446: H. Grossmann | |
| Algorithmic choice designs for paired comparisons of partial profiles | |
| E598: P. Tsai, S. Gilmour | |
| $Q_B$-optimal saturated two-level main effects designs | |
| E556: P. Goos, S. Gilmour, H. Grossmann | |
| Model-robust variance-component estimation and lack-of-fit test for split-plot and other multi-stratum response surface designs | |
| E847: S. Gilmour, L. Trinca | |
| An improved algorithm for split-plot and multi-stratum designs |
| Session ES12 | Room: Jessel |
| High-dimensional statistics, sparsity and applications | Sunday 18.12.2011 14:15 - 16:20 |
| Chair: Pierre Alquier |
Organizer: Gerard Biau |
| E089: B. Guedj, G. Biau, E. Moulines, P. Alquier | |
| PAC-Bayesian and interacting MCMC techniques under the scope of sparse generalized additive model | |
| E108: E. Gautier, A. Tsybakov | |
| High dimensional instrumental regression and confidence sets | |
| E133: K. Bleakley, J. Vert | |
| The group fused Lasso for multiple change-point detection | |
| E463: A. Kaban, B. Durrant | |
| Subspace adaptiveness of compressive Fisher's linear discriminant classifier | |
| E030: R. Samworth, R. Shah | |
| A second look at stability selection |
| Session ES22 | Room: S261 |
| Dealing with rare events: resampling-based methods | Sunday 18.12.2011 14:15 - 16:20 |
| Chair: M. Ivette Gomes |
Organizer: M. Ivette Gomes |
| E306: M. Neves, I. Gomes, F. Figueiredo, D. Prata Gomes | |
| Computer-intensive methods in an adaptive estimation of parameters of rare events | |
| E355: M. Xie | |
| Confidence intervals and hypothesis tests for order statistics of parameters | |
| E486: M. Brito | |
| Resampling tail estimators and applications | |
| E059: L. Peng | |
| Resampling for endpoint | |
| E955: A. Cornea, K. Abadir | |
| Bootstrapping with fat-tailed asymmetry |
| Session ES26 | Room: Gordon |
| MCMC for estimating diffusions | Sunday 18.12.2011 14:15 - 16:20 |
| Chair: Frank van der Meulen |
Organizer: Geurt Jongbloed |
| E099: A. Golightly, D. Wilkinson | |
| Irreducible MCMC schemes for diffusions using high frequency imputation | |
| E898: K. Kalogeropoulos, A. Beskos, E. Pazos | |
| Advanced MCMC methods for sampling on diffusion pathspace | |
| E407: O. Papaspiliopoulos, G. Sermaidis, R. Gareth, A. Beskos, F. Paul | |
| Markov chain Monte Carlo for exact inference for diffusions | |
| E933: O. Stramer, M. Bognar | |
| Bayesian inference for a generalized class of Heston models | |
| E281: F. van der Meulen, H. van Zanten , M. Schauer | |
| Nonparametric drift estimation for diffusions |
| Session ES35 | Room: Woburn |
| Longitudinal data analysis | Sunday 18.12.2011 14:15 - 16:20 |
| Chair: M. Carmen Pardo |
Organizer: M. Carmen Pardo |
| E047: V. Nunez-Anton | |
| Antedependence models for longitudinal nonstationary data | |
| E137: D. Morina, P. Puig, J. Valero | |
| Autoregressive models for positive time series | |
| E231: A. Guha, B. Atanu | |
| Modelling and analysis of multivariate ordinal categorical data in longitudinal setup | |
| E282: O. Ilk, O. Asar | |
| Computational ease on marginalized models for multivariate longitudinal binary data via probit link | |
| E496: R. Cook, M. Cuerden, C. Cotton | |
| Issues in the analysis of longitudinal data with dependent observation schemes |
| Session ES40 | Room: Senate |
| Bayesian nonparametrics modelling | Sunday 18.12.2011 14:15 - 16:20 |
| Chair: Jim Griffin |
Organizer: Jim Griffin |
| E134: A. Kottas, K. Fronczyk | |
| Nonparametric mixture modeling for Bayesian analysis of dose-response studies | |
| E113: F. Petralia, D. Dunson | |
| Repulsive mixtures | |
| E600: S. Favaro, A. Lijoi, I. Pruenster | |
| On the stick-breaking representation for Gibbs-type priors | |
| E265: R. Mena, R. Fuentes-Garcia , M. Ruggiero, S. Walker | |
| Nonparametric stick breaking priors with simple weights | |
| E962: S. Petrone, S. Wade, S. Walker | |
| A predictive study of Bayesian nonparametric regression models |
| Session ES46 | Room: Bedford |
| Recent advances in multi-state models | Sunday 18.12.2011 14:15 - 16:20 |
| Chair: Jacobo de Una-Alvarez |
Organizer: Jacobo de Una-Alvarez |
| E300: M. Rodriguez-Girondo, J. de Una-Alvarez | |
| Nonparametric methods for testing Markov condition in multi-state models | |
| E216: L. Machado, A. Moreira, J. de Una-Alvarez | |
| Presmoothing the Aalen-Johansen estimator in an illness-death model | |
| E237: S. Datta | |
| Nonparametric regression for sojourn time distributions in a multistate model | |
| E238: S. Datta | |
| Nonparametric regression using partial least squares dimension reduction in multistate models | |
| E123: P. Andersen, G. Cortese, T. Gerds | |
| Comparison of prediction models for competing risks with time-dependent covariates |
| Session ES49 | Room: Torrington |
| New developments in quantile regression | Sunday 18.12.2011 14:15 - 16:20 |
| Chair: Stanislav Volgushev |
Organizer: Stanislav Volgushev |
| E053: I. Fernandez-Val, A. Belloni, V. Chernozhukov | |
| Conditional quantile processes based on series or many regressors | |
| E065: T. Kley, H. Dette, M. Hallin | |
| A quantile-based approach to spectral analysis of time series | |
| E181: J. Jureckova | |
| Two-step regression quantiles: Advantages and applications | |
| E345: C. Heuchenne, I. Van Keilegom | |
| Quantile regression in nonparametric location-scale models with censored data | |
| E392: Y. Wei, Y. Ma, R. Carroll | |
| Multiple imputation in quantile regression |
| Session ES56 | Room: Court |
| Approaches to the treatment of imprecision of statistical data | Sunday 18.12.2011 14:15 - 16:20 |
| Chair: Renato Coppi |
Organizer: Renato Coppi |
| E309: R. Coppi | |
| The ontological and epistemic views of fuzzy data in the statistical reasoning process | |
| E361: D. Dubois, E. Huellermeier | |
| Making sense of set-valued data: Ontic vs. epistemic representations | |
| E468: R. Siciliano, M. Aria, V. Cozza, A. D'Ambrosio | |
| Ternary classification trees for imprecise data | |
| E477: E. Huellermeier, D. Dubois | |
| On the notion of disambiguation in learning from imprecise data | |
| E784: M. Gil, S. de la Rosa de Saa, M. Lopez, M. Lubiano | |
| Comparing Likert and fuzzy scales through some statistical tools |
| Session ES72 | Room: S264 |
| Networking on Biostatistics: the BIOSTATNET project III | Sunday 18.12.2011 14:15 - 16:20 |
| Chair: Guadalupe Gomez |
Organizer: Carmen Cadarso |
| E323: E. Molanes Lopez, E. Leton | |
| The use of the Youden index in diagnostic studies | |
| E339: M. Rivas-Lopez, J. Lopez-Fidalgo | |
| Designs for partial likelihood in survival analysis | |
| E906: R. Dorta Guerra, E. Gonzalez Davila, J. Ginebra | |
| D-optimal factorial designs for Poisson models in the context of toxicity studies | |
| E914: C. Serrat | |
| Durability in building maintenance | |
| E886: I. Sousa | |
| Transformed Gaussian model for joint modelling of longitudinal measurements and time-to-event in R |
| Session EP03 | Room: Chancellor's |
| Posters session III | Sunday 18.12.2011 14:15 - 16:20 |
| Chair: Cristian Gatu |
Organizer: ERCIM 2011 |
| E842: I. Papageorgiou | |
| An optimal design to improve control charts for correlated observations | |
| E862: E. Gonzalez-Davila, A. Gonzalez-Yanes | |
| Adaptation to the survey ICT-H in Canary Islands of the dual frame methodology | |
| E928: T. Okubo, S. Mayekawa | |
| Applying mixed-multivariate beta models and log-linear models to discrete test score distributions. | |
| E869: N. Lunardon, L. Greco, L. Ventura | |
| Pairwise likelihood based robust estimation of multivariate location and covariance | |
| E891: J. Vicente, A. Dionisio, M. Oliveira | |
| The potentialities of Chinese airline market for Lisbon international airport: the empirical modelling analysis | |
| E935: F. Marques, C. Coelho | |
| On the linear combination of independent Gumbel random variables | |
| E807: A. Sezer, B. Kan, B. Yazici | |
| Nonparametric bootstrap inference for quantiles and its application to the extremes | |
| E948: A. Mohammad-Djafari, D. Pougaza | |
| New copulas obtained by maximizing R\'enyi entropis and their use for multivariate data analysis | |
| E957: M. Malina, S. Tworek, M. Bogdan | |
| Selection of interactions with Bayesian logic regression methods |
| Parallel session K: | Sunday 18.12.2011 | 16:50 - 18:30 |
| Session ESI04 | Room: Senate |
| Space-time modelling in disease mapping | Sunday 18.12.2011 16:50 - 18:30 |
| Chair: Lola Ugarte |
Organizer: Domingo Morales |
| E158: L. Ugarte, T. Goicoa, J. Etxeberria, A. Militino | |
| Detecting space-time interactions in disease mapping when using CAR models | |
| E250: A. Lawson, J. Choi | |
| Latent clustering and grouping in Bayesian mixed effect spatio-temporal models for small area disease risk | |
| E546: A. Biggeri, D. Catelan | |
| Hierarchical Bayesian modelling to assess divergence in spatio-temporal disease mapping |
| Session ES13 | Room: S264 |
| Robust methods for financial applications | Sunday 18.12.2011 16:50 - 18:30 |
| Chair: Kris Boudt |
Organizer: Kris Boudt |
| E118: S. Straetmans, B. Candelon | |
| Long-term asset tail risks in developed and emerging markets | |
| E125: D. Tuerk, M. Eichler | |
| Fitting semiparametric Markov-switching models to electricity prices | |
| E301: P. Exterkate, C. Croux | |
| Sparse and robust factor modelling | |
| E440: J. Cornelissen, K. Boudt, C. Croux, S. Laurent | |
| Nonparametric tests for intraday jumps: impact of periodicity and microstructure noise |
| Session ES32 | Room: S261 |
| Diagnostic tests for independent and time-series data | Sunday 18.12.2011 16:50 - 18:30 |
| Chair: Simos Meintanis |
Organizer: Simos Meintanis |
| E262: A. Cabana, A. Arratia, E. Cabana | |
| Modelling stationary time series by continuous time processes | |
| E312: M. Huskova, Z. Hlavka, C. Kirch, S. Meintanis | |
| Sequential monitoring of stability of time series | |
| E342: O. Thas, J. Rayner | |
| Diagnostic tests for the location-shift assumption | |
| E524: N. Henze, S. Meintanis | |
| The probability weighted empirical characteristic function and goodness-of-fit testing |
| Session ES44 | Room: G16 |
| Modelling the extremes | Sunday 18.12.2011 16:50 - 18:30 |
| Chair: Carl Scarrott |
Organizer: Carl Scarrott |
| E308: Y. Liu, J. Tawn, A. Ledford | |
| Conditional analysis for multivariate extremes in finance | |
| E399: C. Scarrott , A. MacDonald , D. Lee | |
| Modelling non-stationary extremal behaviour via mixture modelling | |
| E484: X. Zhao, D. Lee, M. Reale, L. Oxley, C. Scarrott | |
| A Dirichlet process mixture model in fitting peaks over threshold | |
| E562: A. Alvarez-Iglesias, J. Newell, C. Scarrott, J. Hinde | |
| Extreme value modeling of survival times |
| Session ES45 | Room: B36 |
| Mixture models: theory and data analysis | Sunday 18.12.2011 16:50 - 18:30 |
| Chair: Marco Riani |
Organizer: Marco Riani |
| E244: D. Perrotta | |
| Fitting regression mixtures to contaminated data | |
| E322: A. Mayo Iscar, L. Garcia-Escudero, A. Gordaliza, C. Matran | |
| Constraints in mixture modelling | |
| E340: S. Ingrassia, S. Minotti, A. Punzo | |
| Parsimonious linear Student-t cluster weighted model | |
| E354: A. Corbellini | |
| A comparison of different multivariate clustering methods |
| Session ES47 | Room: B33 |
| Semiparametric models with incomplete data | Sunday 18.12.2011 16:50 - 18:30 |
| Chair: Ingrid Van Keilegom |
Organizer: Ingrid Van Keilegom |
| E215: J. de Una-Alvarez, C. Moreira | |
| Semiparametric kernel density estimation with doubly truncated data | |
| E225: O. Lopez, S. Gribkova, P. Saint Pierre | |
| A goodness-of-fit procedure for semiparametric copula models under random censoring | |
| E321: U. Mueller | |
| Complete case analysis revisited | |
| E584: R. Braekers, A. Gaddah | |
| Flexibly extending the classical Koziol-Green model by a copula function. |
| Session ES51 | Room: B18 |
| Advances in software for tree models | Sunday 18.12.2011 16:50 - 18:30 |
| Chair: Achim Zeileis |
Organizer: Achim Zeileis |
| E329: E. Dusseldorp, I. Van Mechelen | |
| TINT R-package for advanced subgroup analysis | |
| E401: T. Grubinger, A. Zeileis, K. Pfeiffer | |
| evtree: Evolutionary learning of globally optimal classification and regression trees in R | |
| E424: A. Zeileis, T. Hothorn | |
| partykit: A toolkit for recursive partytioning | |
| E510: C. Conversano | |
| Detecting threshold interactions in supervised classification and regression: STIMA |
| Session ES55 | Room: B35 |
| Fuzzy sets in statistics | Sunday 18.12.2011 16:50 - 18:30 |
| Chair: Gil Gonzalez-Rodriguez |
Organizer: Gil Gonzalez-Rodriguez |
| E197: W. Waegeman, T. Pahikkala, A. Airola, T. Salakoski, B. De Baets | |
| A kernel framework for learning relations from paired-comparison data | |
| E478: C. Roldan, A. Roldan, J. Martinez-Moreno | |
| On a fuzzy regression model with crisp input and trapezoidal fuzzy output data | |
| E479: L. Rodriguez-Muniz, L. Troiano, I. Diaz | |
| Output distributions of aggregation functions: a statistical study | |
| E566: P. Teran, J. Moreno | |
| Modelling decisors' subjective attitude towards negotiation in e-democracy and e-cognocracy problems |
| Session ES74 | Room: B34 |
| Outliers and change-points in time series II | Sunday 18.12.2011 16:50 - 18:30 |
| Chair: Christophe Croux |
Organizer: Christophe Croux |
| E460: T. Liboschik, R. Fried | |
| Interventions in INGARCH processes and their effects on the estimation of autocorrelation | |
| E662: D. Ferger | |
| Least squares estimation in models with multiple change-points | |
| E533: S. Iacus | |
| Recent results on volatility change point estimation for stochastic differential equations | |
| E021: D. Wied, W. Kraemer, H. Dehling | |
| Testing for structural changes in the dependence structure at an unknown point in time |
| Session ES67 | Room: B20 |
| Heuristics in finance | Sunday 18.12.2011 16:50 - 18:30 |
| Chair: Dietmar Maringer |
Organizer: Dietmar Maringer |
| E258: G. Kronberger, S. Fink, M. Affenzeller | |
| Modeling and prognosis of European interest rate swaps using genetic programming | |
| E268: S. Villa, F. Stella | |
| Continuous time Bayesian classifiers for intraday FX prediction | |
| E302: C. Oesch | |
| Option pricing with grammatical evolution | |
| E474: G. Dash, N. Kajiji | |
| Multivariate neural network estimation of bidirectional volatility spillover between U.S. and European government bond markets |
| Parallel session N: | Monday 19.12.2011 | 10:55 - 12:35 |
| Session ES05 | Room: B34 |
| Bayesian nonparametric priors | Monday 19.12.2011 10:55 - 12:35 |
| Chair: Igor Pruenster |
Organizer: Jim Griffin |
| E314: F. Caron, Y. Teh | |
| A Bayesian nonparametric model for ranking | |
| E937: E. Fox, D. Dunson | |
| Bayesian nonparametric covariance regression | |
| E852: A. Lijoi, B. Nipoti | |
| Vectors of dependent random probabilities | |
| E495: S. Williamson, Z. Ghahramani, S. MacEachern | |
| Constructing exchangeable priors via restriction |
| Session ES07 | Room: B18 |
| Mixture models | Monday 19.12.2011 10:55 - 12:35 |
| Chair: Christian Hennig |
Organizer: Christian Hennig |
| E676: I. Kosmidis, D. Karlis | |
| Model-based clustering via copulas | |
| E578: J. Dupuy, A. Diop, A. Diop | |
| Maximum likelihood estimation in the logistic regression model with a cure fraction | |
| E709: L. Bagnato, F. Greselin, S. Ingrassia, A. Punzo | |
| Normal discriminant analysis via the 2-terms eigenvalue decomposition | |
| E770: A. Mohammadi, M. Salehi-Rad, E. Wit | |
| Using mixture of Gamma distributions for Bayesian analysis in an M/G/1 queue with optional second service |
| Session ES34 | Room: B36 |
| Invariant coordinate selection and dimension reduction | Monday 19.12.2011 10:55 - 12:35 |
| Chair: Hannu Oja |
Organizer: Hannu Oja |
| E273: A. Ruiz-Gazen | |
| Multivariate outliers detection using ICS | |
| E358: K. Nordhausen, E. Liski, H. Oja | |
| Supervised invariant coordinate selection | |
| E376: F. Critchley, A. Pires, C. Amado | |
| Invariant coordinate selection revisited: a symmetry group perspective | |
| E470: D. Tyler, J. Wang | |
| Testing the equality of the roots in ICS |
| Session ES42 | Room: G16 |
| Point processes: modelling and forecasting | Monday 19.12.2011 10:55 - 12:35 |
| Chair: Paula Rodriguez Bouzas |
Organizer: Paula Rodriguez Bouzas |
| E072: A. Cebrian | |
| Modelling the occurrence of extreme heat events using a bivariate Poisson process | |
| E120: M. Lieshout | |
| A J-function for inhomogeneous point processes with applications | |
| E438: C. Caroni, D. Stogiannis | |
| Tests for outliers in power-law and inverse Gaussian models for event times | |
| E346: N. Ruiz-Fuentes, P. Bouzas, G. Atsalakis | |
| Behavior comparison of turning points of stock prices |
| Session ES48 | Room: B33 |
| Multivariate nonparametrics | Monday 19.12.2011 10:55 - 12:35 |
| Chair: Daniel Vogel |
Organizer: Daniel Vogel |
| E266: K. Mosler, R. Dyckerhoff | |
| Weighted-mean regions of a probability distribution | |
| E375: S. Taskinen, H. Oja | |
| Hettmansperger-Randles estimators for multivariate regression | |
| E866: A. Duerre, D. Vogel, R. Fried | |
| The Fisher consistent transformed spatial sign covariance matrix and its properties | |
| E432: D. Vogel, H. Dehling, R. Fried | |
| A nonparametric test for change-points in correlation |
| Session ES64 | Room: B35 |
| Fuzzy knowledge extraction and engineering | Monday 19.12.2011 10:55 - 12:35 |
| Chair: Anne Laurent |
Organizer: Anne Laurent |
| E444: S. Ben Yahia, A. Ben Jrad, C. Trabelsi | |
| Towards a fuzzy ontology learning from folksonomies | |
| E689: M. Pelka, A. Dudek | |
| Comparison of fuzzy clustering methods for interval-valued symbolic data | |
| E551: C. Marsala, M. Rifqi | |
| Characterizing forest of fuzzy decision trees errors | |
| E502: A. Laurent, S. Ayouni, L. Di Jorio, S. Ben Yahia, P. Poncelet | |
| Mixing multiple fuzzy modalities for fuzzy gradual pattern mining |
| Session ES68 | Room: B20 |
| Microarray data analysis | Monday 19.12.2011 10:55 - 12:35 |
| Chair: Taesung Park |
Organizer: Taesung Park |
| E228: S. Lee, J. Kim, S. Lee | |
| Comparative evaluation of gene-set analysis methods in association with survival time | |
| E386: H. Kim, E. Gelenbe | |
| Stochastic model based abnormality detection in a large-scale gene regulatory network | |
| E568: S. Imoto | |
| NetworkProfiler: Uncovering cancer heterogeneity in transcriptome data | |
| E574: T. Park, J. Lee, S. Ahn | |
| Gene set analysis for SNPs with low minor allele frequencies |
| Parallel session O: | Monday 19.12.2011 | 14:05 - 15:45 |
| Session ESI01 | Room: Beveridge |
| Robust methods | Monday 19.12.2011 14:05 - 15:45 |
| Chair: Alastair Young |
Organizer: ERCIM 2011 |
| E208: S. Van Aelst | |
| Robust correlations revisited | |
| E525: A. Gordaliza, L. Garcia-Escudero, C. Matran, A. Mayo-Iscar | |
| Robust cluster analysis based on trimming: Review and advances | |
| E559: M. Riani | |
| Breakdown and efficiency in complex models |
| Session ES03 | Room: B36 |
| Imprecision in statistical data analysis I | Monday 19.12.2011 14:05 - 15:45 |
| Chair: Olivier Strauss |
Organizer: Thierry Denoeux |
| E811: B. Sinova, A. Colubi, M. Gil, S. Van Aelst | |
| The mids/ldev/rdev characterization of a fuzzy number. Some statistical applications | |
| E838: B. Quost, T. Denoeux | |
| Clustering imprecise data using the fuzzy EM algorithm | |
| E744: M. Symeonaki, A. Kazani, K. Michalopoulou | |
| Fuzzifying Likert scales with factor analysis techniques | |
| E343: J. Verwaeren, W. Waegeman, B. De Baets | |
| Incorporating imprecise prior knowledge in multiple output regression | |
| E156: M. Odejar | |
| Messy data analysis of interval data |
| Session ES82 | Room: B34 |
| Clustering and classification | Monday 19.12.2011 14:05 - 15:45 |
| Chair: Maria Brigida Ferraro |
Organizer: ERCIM 2011 |
| E878: S. Kanj, F. Abdallah, T. Denoeux | |
| Multi-label classification in the belief function framework using the evidential random k-labelsets method | |
| E892: A. Daher, T. Dhorne | |
| Spatial clustering through aggregation control | |
| E905: K. Payne, A. Marshall, K. Cairns, E. McCall, S. Craig | |
| Modelling the development of late-onset sepsis and corresponding length of stay within preterm neonatal care | |
| E884: D. Prastyo, W. Haerdle, R. Moro | |
| Evolutionary algorithm to optimise a support vector machine for probability of default prediction | |
| E810: G. Menardi, A. Azzalini | |
| Identification of connected regions in density-based clustering methods: a new dimension-independent technique |
| Session ES83 | Room: B33 |
| Contributions in parametric and semiparametric inference | Monday 19.12.2011 14:05 - 15:45 |
| Chair: M. Dolores Jimenez-Gamero |
Organizer: ERCIM 2011 |
| E229: J. Gastwirth, W. Xu, Q. Pan | |
| Estimation of Cox proportional hazards models in the presence of a negatively correlated frailty | |
| E798: I. Barranco-Chamorro, M. Jimenez-Gamero | |
| Interval estimation of parametric functions in partially non-regular log-exponential models | |
| E951: A. Punzo, F. Greselin | |
| Closed likelihood-ratio testing procedures to assess similarity of covariance matrices | |
| E938: S. Minotti | |
| Mixtures of regressions with Student-t errors |
| Session ES60 | Room: G16 |
| Computer-aided data analysis | Monday 19.12.2011 14:05 - 15:45 |
| Chair: Dietmar Maringer |
Organizer: ERCIM2011 |
| E733: R. Xuriguera, M. Arias, A. Arratia | |
| Forecasting financial time series with Twitter | |
| E735: K. Okada | |
| Bayesian inequality constrained multidimensional scaling | |
| E845: S. Scheuring | |
| Multivariate Markov chain approximations | |
| E809: R. Almeida, N. Basturk, U. Kaymak, J. Sousa | |
| Fuzzy GARCH Models | |
| E668: S. Arima, A. Farcomeni | |
| A Bayesian autoregressive three-state HMM for switching monotonic regimes for microarray time course data |
| Session ES75 | Room: B35 |
| Contributions to extreme value theory and applications | Monday 19.12.2011 14:05 - 15:45 |
| Chair: Juerg Huesler |
Organizer: ERCIM 2011 |
| E602: K. Knight | |
| Extremal dependence and the ACE algorithm | |
| E633: M. Gomes, D. Pestana | |
| A simple generalization of the Hill estimator | |
| E704: D. Jaruskova | |
| Asymptotic behavior of max-type test statistic for detecting multiple change points | |
| E843: L. Cavalcante, M. Brito, A. Freitas | |
| Bias reduction of the geometric-type estimator and high order quantiles | |
| E925: J. Dienstbier, J. Picek | |
| Tail regression quantile process and its applications |
| Session ES84 | Room: B18 |
| Statistical algorithms and computer experiments | Monday 19.12.2011 14:05 - 15:45 |
| Chair: Cristian Gatu |
Organizer: ERCIM 2011 |
| E759: C. Yazici, F. Yerlikaya-Ozkurt , I. Batmaz | |
| A computational approach to nonparametric regression: Bootstrapping the CMARS method | |
| E881: C. Chevalier, D. Ginsbourger, V. Picheny, Y. Richet | |
| KrigInv, an R package for sequential inversion of expensive-to-evaluate black-box simulators | |
| E758: I. Batmaz, F. Yerlikaya-Ozkurt, C. Yazici | |
| New software for predictive data mining: The conic multivariate adaptive regression splines (CMARS) algorithm | |
| E583: S. Jolani | |
| Stochastic version of the EM algorithm for analysis of generalized sample selection models | |
| E830: M. Farah, A. Kottas, R. Morris | |
| Flexible Bayesian modeling for emulation and calibration of stochastic simulators |
| Session ES50 | Room: B20 |
| Computational statistics | Monday 19.12.2011 14:05 - 15:45 |
| Chair: Klea Panayidou |
Organizer: ERCIM 2011 |
| E943: S. Hadjiantoni, E. Kontoghiorghes | |
| Efficient algorithms for the re-estimation of the general linear and SUR models after deleting observations | |
| E591: F. Sobotka, R. Radice, G. Marra, T. Kneib | |
| A flexible instrumental variable approach to semiparametric expectile regression | |
| E722: M. Martinez-Miranda, M. Gamiz Perez, J. Nielsen | |
| Smoothing survival densities in practise | |
| E690: H. Noh, K. Chung, I. Van Keilegom | |
| Variable selection of varying coefficient models in quantile regression | |
| E829: K. Panayidou | |
| Tree learning and variable selection |
| Parallel session P: | Monday 19.12.2011 | 16:15 - 17:35 |
| Session ESI02 | Room: Beveridge |
| Bayesian nonparametrics | Monday 19.12.2011 16:15 - 17:35 |
| Chair: Stephen Walker |
Organizer: ERCIM 2011 |
| E372: I. Pruenster, S. Favaro, A. Lijoi, R. Mena | |
| A Bayesian nonparametric approach to species sampling problems | |
| E571: K. Ickstadt, M. Schafer, J. Wieczorek | |
| Nonparametric Bayesian modelling in systems biology | |
| E814: M. De Iorio | |
| Bayesian feature selection for classification of metabolite NMR Spectra |
| Session ES61 | Room: Woburn |
| Contributions in nonparametric statistics | Monday 19.12.2011 16:15 - 17:35 |
| Chair: Juan Carlos Pardo-Fernandez |
Organizer: ERCIM2011 |
| E090: M. Vollmer, C. Bandt | |
| A new independence test for continuous variables | |
| E765: J. Pardo-Fernandez, C. Heuchenne | |
| Testing for one-sided alternatives in nonparametric censored regression | |
| E792: L. Azzimonti, L. Sangalli, P. Secchi, M. Domanin | |
| Blood-flow velocity field estimation via spatial spline models with a PDE penalization | |
| E778: A. Daouia, B. Park | |
| On projection-type estimators of multivariate isotonic functions |
| Session ES73 | Room: Jessel |
| Contributions on high-dimensional data analysis | Monday 19.12.2011 16:15 - 17:35 |
| Chair: Ejaz Ahmed |
Organizer: ERCIM 2011 |
| E141: L. Hearne | |
| Multivariate density estimation using geometric methods | |
| E543: K. Glombek | |
| Testing for a large dimensional covariance matrix using the semicircle law | |
| E385: D. Koch, S. Van Bellegem | |
| Large portfolio optimization using wavelet thresholding | |
| E726: J. Lee, G. Kim, Y. Kim, H. Oh | |
| Sparse estimation of time-frequency surface for sound signals using regularized Bayesian methods |
| Session ES79 | Room: Court |
| Contributions to robust analysis of complex data sets | Monday 19.12.2011 16:15 - 17:35 |
| Chair: Christophe Croux |
Organizer: Christophe Croux |
| E590: G. Haesbroeck | |
| Robust multivariate coefficients of variation | |
| E639: K. Mukherjee | |
| Robust estimation of conditional heteroscedastic models and forecasting of value-at-risk | |
| E915: B. Nielsen, S. Johansen | |
| Asymptotic theory for iterated one-step Huber-skip estimators | |
| E088: M. Zhelonkin, M. Genton, E. Ronchetti | |
| On the robustness of two-stage estimators |
| Session ES54 | Room: Senate |
| Imprecision in statistical data analysis II | Monday 19.12.2011 16:15 - 17:35 |
| Chair: Angela Blanco-Fernandez |
Organizer: Ana Colubi |
| E475: W. Lamari, B. Ben Yaghlane, C. Simon | |
| Dynamic directed evidential networks with conditional belief functions: Application to system reliability | |
| E687: E. Ramasso, M. Rombaut, N. Zerhouni | |
| Joint prediction of observations and states in time-series: A partially supervised prognostics approach based on belief functions and K-nearest neighbours | |
| E728: S. Das | |
| Two-sample inference about mean, variance and proportion using imprecise data | |
| E835: A. Antonucci, R. de Rosa | |
| Time series classification by imprecise hidden Markov models: Supporting continuous variables |
| Session ES78 | Room: Bloomsbury |
| Contributions in applied statistics | Monday 19.12.2011 16:15 - 17:35 |
| Chair: Agustin Mayo-Iscar |
Organizer: ERCIM 2011 |
| E764: P. Mpesmpeas | |
| Modelling population dynamics from repeated surveys | |
| E880: C. Dooley, J. Hinde, J. Newell | |
| Propensity scores in observational studies | |
| E857: O. Anacleto-Junior, C. Queen, C. Albers | |
| Graphical model representations of multivariate time series for road traffic flow forecasting | |
| E873: D. Sanjel, S. Provost | |
| Semi-nonparametric approximations to the distribution of Portmanteau statistics |