Programme
| Heures |
événement |
(+)
|
|
10:00 - 10:45
|
Accueil-Café (Hall UFR S&T) |
|
|
10:45 - 11:00
|
Ouverture (Amphi D) |
|
|
11:00 - 11:45
|
Nonparametric estimation for i.i.d. Stochastic Differential Equations with space-time dependent coefficients (Amphi D) - F. Comte |
|
|
11:45 - 12:30
|
Normal Deviation of Gamma Processes in Random Media (Amphi D) - N. Limnios |
|
|
12:30 - 14:00
|
Déjeuner - Salle d'examen |
|
|
14:00 - 14:45
|
Hidden Markov Processes and Adaptive Filtration (Amphi D) - Y. Kutoyants |
|
|
14:45 - 15:30
|
Model-based Co-Clustering: High Dimension and Estimation Challenges (Amphi D) - C. Biernacki |
|
|
15:30 - 16:00
|
Pause café (Hall UFR S&T) |
|
|
16:00 - 16:45
|
Change-point detection in a Poisson process (Amphi D) - S. Robin |
|
|
16:45 - 17:30
|
A guided tour on nodes clustering in hypergraphs (Amphi D) - C. Matias |
|
| Heures |
événement |
(+)
|
|
09:45 - 10:30
|
Reliable detection of unknown transient change profile by the FMA test (Amphi D) - I. Nikiforov |
|
|
10:30 - 11:00
|
Pause café (Hall UFR S&T) |
|
|
11:00 - 11:45
|
Modélisation de dégradation pour la prédiction et la maintenance (Amphi D) - M. Fouladirad |
|
|
11:45 - 12:30
|
Optimal univariate change-point detection and Localization (Amphi D) - N. Verzelen |
|
|
12:30 - 14:00
|
Déjeuner - Salle des examens |
|
|
14:00 - 14:45
|
High-frequency estimation of stable CIR processes (Amphi D) - E. Clément |
|
|
14:45 - 15:30
|
Functional convex order for stochastic processes: a constructive (and simulable) approach (Amphi D) - G. Pagès |
|
|
15:30 - 16:00
|
Pause café (Hall UFR S&T) |
|
|
16:00 - 16:45
|
Deux extensions du cadre HSMM : cas de plusieurs chaı̂nes cachées et cas où la dynamique de la chaı̂ne cachée dépend des observations (Amphi D) - N. Peyrard |
|
|
16:45 - 17:30
|
Stochastic minimization of directed distances (Amphi D) - M. Broniatowski |
|
|
19:30 - 23:00
|
Repas de gala - Repas de gala : Restaurant D'eux-mêmes,
9 Place du Vieux Marché,
76000 ROUEN |
|
| Heures |
événement |
(+)
|
|
09:45 - 10:30
|
Optimal guaranteed estimation methods for the Cox-Ingersoll-Ross models (Amphi D) - T. Ngo |
|
|
10:30 - 11:00
|
Pause café (Hall UFR S&T) |
|
|
11:00 - 11:45
|
Zero-inflation in the Multivariate Poisson Lognormal Family: variational inference and application to microbiome data (Amphi D) - J.Chiquet |
|
|
11:45 - 12:30
|
Multilevel Monte Carlo for pricing Barrier options under CIR, CEV and Heston models (Amphi D) - A. Kebaier |
|
|
12:30 - 12:45
|
Clôture (Amphi D) |
|
|
12:45 - 14:00
|
Déjeuner - Salle d'examens |
|
|
