RMR 2024 : Modèles statistiques pour des données dépendantes et applications - Sciencesconf.org

Semaine Mer. 19 Jeu. 20 Ven. 21 Liste

	Mer. 19	Jeu. 20	Ven. 21
09:00 10:00 11:00 12:00 13:00 14:00 15:00 16:00 17:00 18:00 19:00 20:00 21:00 22:00 23:00	Accueil-Café 10:00 - 10:45 (45min) Accueil-Café Hall UFR S&T Ouverture 10:45 - 11:00 (15min) Ouverture Amphi D Nonparametric estimation for i.i.d. Stochastic Differential Equations with space-time dependent coefficients 11:00 - 11:45 (45min) Nonparametric estimation for i.i.d. Stochastic Differential Equations with space-time dependent coefficients Amphi D F. Comte Normal Deviation of Gamma Processes in Random Media 11:45 - 12:30 (45min) Normal Deviation of Gamma Processes in Random Media Amphi D N. Limnios Déjeuner 12:30 - 14:00 (1h30) Déjeuner Salle d'examen Hidden Markov Processes and Adaptive Filtration 14:00 - 14:45 (45min) Hidden Markov Processes and Adaptive Filtration Amphi D Y. Kutoyants Model-based Co-Clustering: High Dimension and Estimation Challenges 14:45 - 15:30 (45min) Model-based Co-Clustering: High Dimension and Estimation Challenges Amphi D C. Biernacki Pause café 15:30 - 16:00 (30min) Pause café Hall UFR S&T Change-point detection in a Poisson process 16:00 - 16:45 (45min) Change-point detection in a Poisson process Amphi D S. Robin A guided tour on nodes clustering in hypergraphs 16:45 - 17:30 (45min) A guided tour on nodes clustering in hypergraphs Amphi D C. Matias	Reliable detection of unknown transient change profile by the FMA test 9:45 - 10:30 (45min) Reliable detection of unknown transient change profile by the FMA test Amphi D I. Nikiforov Pause café 10:30 - 11:00 (30min) Pause café Hall UFR S&T Modélisation de dégradation pour la prédiction et la maintenance 11:00 - 11:45 (45min) Modélisation de dégradation pour la prédiction et la maintenance Amphi D M. Fouladirad Optimal univariate change-point detection and Localization 11:45 - 12:30 (45min) Optimal univariate change-point detection and Localization Amphi D N. Verzelen Déjeuner 12:30 - 14:00 (1h30) Déjeuner Salle des examens High-frequency estimation of stable CIR processes 14:00 - 14:45 (45min) High-frequency estimation of stable CIR processes Amphi D E. Clément Functional convex order for stochastic processes: a constructive (and simulable) approach 14:45 - 15:30 (45min) Functional convex order for stochastic processes: a constructive (and simulable) approach Amphi D G. Pagès Pause café 15:30 - 16:00 (30min) Pause café Hall UFR S&T Deux extensions du cadre HSMM : cas de plusieurs chaı̂nes cachées et cas où la dynamique de la chaı̂ne cachée dépend des observations 16:00 - 16:45 (45min) 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 Stochastic minimization of directed distances 16:45 - 17:30 (45min) Stochastic minimization of directed distances Amphi D M. Broniatowski Repas de gala 19:30 - 23:00 (3h30) Repas de gala Repas de gala : Restaurant D'eux-mêmes, 9 Place du Vieux Marché, 76000 ROUEN	Optimal guaranteed estimation methods for the Cox-Ingersoll-Ross models 9:45 - 10:30 (45min) Optimal guaranteed estimation methods for the Cox-Ingersoll-Ross models Amphi D T. Ngo Pause café 10:30 - 11:00 (30min) Pause café Hall UFR S&T Zero-inflation in the Multivariate Poisson Lognormal Family: variational inference and application to microbiome data 11:00 - 11:45 (45min) Zero-inflation in the Multivariate Poisson Lognormal Family: variational inference and application to microbiome data Amphi D J.Chiquet Multilevel Monte Carlo for pricing Barrier options under CIR, CEV and Heston models 11:45 - 12:30 (45min) Multilevel Monte Carlo for pricing Barrier options under CIR, CEV and Heston models Amphi D A. Kebaier Clôture 12:30 - 12:45 (15min) Clôture Amphi D Déjeuner 12:45 - 14:00 (1h15) Déjeuner Salle d'examens