15th Workshop on
Stochastic Models, Statistics and Their Applications
(SMSA 2024)
13 - 15 March 2024 | TU Delft, The Netherlands
Conference Agenda
Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).
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Session Overview | |
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Location: Collegezaal C Aula Congrescentrum Mekelweg 5 2628 CC Delft |
| Date: Wednesday, 13/Mar/2024 | |
| 1:30pm - 3:10pm |
High-dimensional Statistics Location: Collegezaal C Chair: Nestor Parolya Signpost testing to navigate the high-dimensional parameter space of the linear regression model 1:55pm - 2:20pm High-dimensional vine copula regression for mixed continuous-ordinal features 2:20pm - 3:10pm Reviving pseudo-inverses: Asymptotic properties of large dimensional Moore-Penrose and Ridge-type inverses with applications |
| 3:40pm - 5:45pm |
Statistics for Stochastic Processes Location: Collegezaal C Chair: Fabian Mies Spectral calibration of time-inhomogeneous exponential Lévy models 4:05pm - 4:30pm Kolmogorov-Smirnov Distribution and Self-Similarity of fractional Brownian motion 4:30pm - 4:55pm Asymptotic Efficiency for Fractional Brownian Motion 4:55pm - 5:20pm Bridge simulation for manifold-valued semimartingales 5:20pm - 5:45pm Constructing Confidence Intervals for Compound Poisson Process |
| Date: Thursday, 14/Mar/2024 | |
| 10:30am - 12:10pm |
Statistical Process Monitoring Location: Collegezaal C Chair: Sven Knoth Covariate-adjusted Sensor Outputs for Structural Health Monitoring: A Functional Data Approach 10:55am - 11:20am A Technical Note on Self-starting Regression Control Charts 11:20am - 11:45am Predictive Ratio Cusum (PRC): A Bayesian Approach in Online Change Point Detection of Short Runs 11:45am - 12:10pm AI and the Future of Work in Analytics: insights from a first attempt to Augment ChatGPT and to assess the Quality of Generative AI Analytics capabilities |
| 1:10pm - 2:50pm |
High-dimensional Statistics Location: Collegezaal C Chair: Nestor Parolya Weak dependence and optimal quantitative self-normalized central limit theorems 1:35pm - 2:00pm Recent advances in large sample correlation matrices and their applications 2:00pm - 2:25pm Linear shrinkage for optimization in high dimensions 2:25pm - 2:50pm A test on the location of tangency portfolio for small sample size and singular covariance matrix |
| 4:30pm - 6:10pm |
Discrete Time Series Location: Collegezaal C Chair: Christian Weiß Modeling multivariate ordinal time series 4:55pm - 5:20pm Using Spatial Ordinal Patterns for Non-parametric Testing of Spatial Dependence 5:20pm - 5:45pm Multivariate Motion Patterns and Applications to Rainfall Radar Data 5:45pm - 6:10pm Depth patterns |
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