Luxembourg-Waseda Conference
on Modelling and Inference for Complex Data

The below schedule is presented based on the Paris time zone (CET/UTC+1).

Monday, January 23rd 2023

Time Speaker Topic Location
9:00 - 9:30 / Registration and welcome of participants MSA 3.370
9:30 - 10:00 / Welcome by Jean-Marc Schlenker, Dean of FSTM, introduction by Serge Allegrezza, Director of STATEC, and Christophe Ley and Masanobu Taniguchi, organizers of the workshop MSA 3.370 + Webex
10:00 - 11:00 Marc Hallin (Université libre de Bruxelles) (Keynote Speech)
Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA
MSA 3.370 + Webex
11:00 - 11:20 / Coffee Break MSA 3rd floor
11:20 - 12:00 Masanobu Taniguchi (Waseda) (Featured Talk)
Joint circular distributions in view of higher order spectra of time series and copula
MSA 3.370 + Webex
12:00 - 12:30 Mark Podolskij (Luxembourg) Estimation of mixed fractional stable processes using high-frequency data MSA 3.370 + Webex
12:30 / Lunch Break MSA 3rd floor
Afternoon / Visit to Luxembourg City Luxembourg
19:00 - 22:00 / Dinner Luxembourg

Tuesday, January 24th 2023

Time Speaker Topic Location
9:00 - 9:30 Shogo Kato (Institute of Statistical Mathematics) A copula model for trivariate circular data MSA 3.370 + Webex
9:30 - 10:00 Guendalina Palmirotta (European Space Agency) Breakthrough of directional statistics in space science MSA 3.370 + Webex
10:00 - 10:15 / Coffee Break MSA 3rd floor
10:15 - 10:45 Sajad Tabibi (Engineering, Luxembourg) GNSS-R at UL: overview and recent advances MSA 3.370 + Webex
10:45 - 11:15 Florian Felice (Luxembourg) Statistically Enhanced Learning MSA 3.370 + Webex
11:15 - 11:30 / Coffee Break MSA 3rd floor
11:30 - 12:00 Tomoyuki Amano (University of Electro-Communications) Instrumental variable method for nonlinear time series models MSA 3.370 + Webex
12:00 - 12:30 Christophe Ley (Luxembourg) Flexible models for complex data and where to find them MSA 3.370 + Webex
12:30 - 13:30 / Lunch TBD
13:30 - 14:00 Chiara Amorino (Luxembourg) Parameter estimation of discretely observed interacting particle systems MSA 3.370 + Webex
14:00 - 14:30 Hiroaki Ogata (Tokyo Metropolitan) A model for higher-order circular Markov process MSA 3.370 + Webex
14:30 - 15:00 Gautam Tripathi (Economics, Luxembourg) Integrated likelihood based inference for dynamic binary choice panel data models with fixed effects MSA 3.370 + Webex
15:00 - 15:30 / Coffee Break MSA 3rd floor
15:30 - 16:00 Yoichi Miyata (Takasaki City) An extended sine-skewed circular distribution and its application to a model on a cylinder MSA 3.370 + Webex
16:00 - 16:30 Vytauté Pilipauskaite (Aalborg) Aggregation of network traffic and anisotropic scaling of random fields MSA 3.370 + Webex
16:30 - 16:45 / Coffee Break MSA 3rd floor
16:45 - 17:15 Toshihiro Abe (Hosei) A simple EM algorithm for circular Cauchy type distributions MSA 3.370 + Webex
17:15 - 17:45 Benjamin Holcblat (Finance, Luxembourg) On partial sum processes of functions of ARMAX residuals MSA 3.370 + Webex
19:00 / Conference's dinner in Belval Postkutsch

Wednesday, January 25th 2023

Time Speaker Topic Location
9:00 - 9:30 Takayuki Shiohama (Nanzan) Complex-valued time series models and their relations to directional statistics MSA 3.370 + Webex
9:30 - 10:00 Giovanni Peccati (Luxembourg) Variations on a theorem by de Jong MSA 3.370 + Webex
10:00 - 10:30 Jean Schiltz (Finance, Luxembourg) New results in finite mixture modeling MSA 3.370 + Webex
10:30 - 11:00 / Coffee Break MSA 3rd floor
11:00 - 11:30 Damian Mingo Ndiwago (Engineering, Luxembourg) Using replica exchange Hamiltonian Monte Carlo and thermodynamic integration for comparison of dynamic rainfall-Runoff models MSA 3.370 + Webex
11:30 - 12:00 Yannick Baraud (Luxembourg) The search of universal estimators in statistics MSA 3.370 + Webex
12:00 / Lunch MSA 3rd floor