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5th International Conference on Stoñhastic Methods 2020
(November 23–27, 2020, online, Steklov Mathematical Institute of RAS, PFUR, Moscow)
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| 5th International Conference on Stoñhastic Methods 2020, Steklov Mathematical Institute of RAS, PFUR, Moscow, November 23–27, 2020 |
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November 23, 2020 (Mon) |
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| 1. |
Short Expansions for High-Dimension Low-Sample-Size Data Statistics in Random Setting
Gerd Christoph, Vladimir Ulyanov
November 23, 2020 10:00–10:45, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 2. |
Improved Estimation Method for Non-Gaussian Regression Models from Discrete Time Observations
Evgeny Pchelintsev, Serguei Pergamenchtchikov
November 23, 2020 10:45–11:30, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 3. |
Limit of the smallest eigenvalue of a large dimensional sample covariance matrix for spherical and related distributions
Pavel Yaskov
November 23, 2020 11:50–12:20, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 4. |
A multivariate central limit theorem for weighted sums
Sagak Ayvazyan, Vladimir Ulyanov
November 23, 2020 12:20–12:50, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 5. |
Two-sided bounds for PDF's maximum of a sum of weighted chi-square variables
Vladimir Ulyanov
November 23, 2020 12:50–13:20, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 6. |
Testing hypothesis versus nonparametric alternatives
Mikhail Ermakov
November 23, 2020 14:30–15:00, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 7. |
On threshold selection problem for estimation of extremal index
Igor Rodionov
November 23, 2020 15:00–15:30, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 8. |
Cramer-von Mises test for parametric families of distributions
Gennady Martynov
November 23, 2020 15:30–16:00, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 9. |
On Robust Sequential 2D-Parameter Estimating
Ivan Tsitovich
November 23, 2020 16:50–17:20, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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November 24, 2020 (Tue) |
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| 10. |
On the Information Content of some Stochastic Algorithms
Manuel L. Esquivel, Nadezhda Krasii, Pedro Mota, Nelio Machado
November 24, 2020 10:00–10:45, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 11. |
Extremal problem for double stochastic matrices and application to the chromatic number of a random 3-uniform hypergraph
Dmitry Shabanov, Yury Demidovich
November 24, 2020 10:45–11:30, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 12. |
Modern Theory of Feature Selection and Some Applications
Alexander Bulinski
November 24, 2020 11:50–12:35, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 13. |
Generalization Bounds for Imbalanced Classification
Evgeny Burnaev
November 24, 2020 12:35–13:20, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 14. |
Extremes of Sums and Maxima with Application to Random Networks
Natalia Markovich
November 24, 2020 14:30–15:00, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 15. |
On the law of large numbers and linear regression of fuzzy random variables
Vladimir Khatskevich
November 24, 2020 15:00–15:30, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 16. |
MDR-EFE method with forward selection
Alexandr Rakitko
November 24, 2020 15:30–16:00, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 17. |
Negative binomial regression in dose-effect relationships
Mikhail Tikhov
November 24, 2020 16:20–16:50, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 18. |
Minimum Variance and Minimum Kulback-Leibler Mean Estimation with a Known Quantile
Musoni Wilson, Zhanna Zenkova
November 24, 2020 16:50–17:20, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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November 25, 2020 (Wed) |
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| 19. |
A critical branching process with immigration in random environment
Valeriy Afanasyev
November 25, 2020 10:00–10:45, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 20. |
Weakly supercritical random walks in a non homogeneous branching medium
Elena Yarovaya
November 25, 2020 10:45–11:30, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 21. |
Resonances in Large Systems with Random External Force
Margarita Melikian, Vadim Malyshev, Andrey Zamyatin, Alexander Lykov
November 25, 2020 11:50–12:35, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 22. |
Cycles of Finitely Additive Measures of General Markov Chains
Alexander Zhdanok
November 25, 2020 12:35–13:20, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 23. |
Clustering conditions in branching random walks
Daria Balashova, Yulia Makarova, Stanislav Molchanov, Elena Yarovaya
November 25, 2020 14:30–15:00, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 24. |
Branching Random Walks with Two Types of Particles
Yulia Makarova, Daria Balashova, Elena Yarovaya
November 25, 2020 15:00–15:30, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 25. |
Limit Theorems for Non-Markovian Models of Branching Random Walks in Non-Homogeneous Environment
Grigory Popov, Elena Yarovaya
November 25, 2020 15:30–16:00, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 26. |
On the notion of Markov–up processes
Alexander Veretennikov, Maria Veretennikova
November 25, 2020 16:20–16:50, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 27. |
A note on ñonvergence of nonlinear Markov chains
Aleksandr Shchegolev
November 25, 2020 16:50–17:20, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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November 26, 2020 (Thu) |
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| 28. |
Stochastic background of vanishing viscosity method
Yana Belopolskaya
November 26, 2020 10:00–10:45, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 29. |
First passage time for mean-reverting processes with bounded variation
Nikita Ratanov
November 26, 2020 10:45–11:30, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 30. |
On positive recurrence of 1D diffusions with switching
Alexander Veretennikov
November 26, 2020 11:50–12:35, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 31. |
An approximation of the Wiener process local time by functionals of random walks
Natalya Smorodina
November 26, 2020 12:35–13:20, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 32. |
A sequential test for the drift of a Brownian motion with a possibility to change a decision
Mikhail Zhitlukhin
November 26, 2020 14:30–15:00, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 33. |
Probabilistic approximation of evolution operators related to higher-order heat-type equations
Mariia Platonova
November 26, 2020 15:00–15:30, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 34. |
Application of Multiple Fourier-Legendre Series to the Implementation of Strong Exponential Milstein and Wagner-Platen Methods for Non-Commutative Semilinear SPDEs
Dmitriy Kuznetsov
November 26, 2020 15:30–16:00, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 35. |
Caratheodory Solutions of ODE with Random Right Part and Strong Solutions of SDE
Farit Nasyrov
November 26, 2020 16:20–16:50, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 36. |
Locally integrable increasing processes with continuous compensators
Dmitriy Borzykh
November 26, 2020 16:50–17:20, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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November 27, 2020 (Fri) |
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| 37. |
The Uniqueness Theorem for the Viscosity Solution of an Integro-Differential Equation as a Verification Argument for the Survival Probability
Tatiana Belkina
November 27, 2020 10:00–10:45, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 38. |
The existence of financial markets in which a predetermined probability measure is interpolating one
Igor Pavlov, Anzhelika Danekyants, Natalia Neumerzhitskaya
November 27, 2020 10:45–11:30, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 39. |
Investigation of deformed stochastic bases of the 2nd kind
Igor Pavlov, Tatiana Volosatova, Inna Tsvetkova
November 27, 2020 10:45–11:30, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 40. |
Asymptotic Analysis of Insurance Models with Bank Loans and Reinsurance
Ekaterina Bulinskaya
November 27, 2020 11:50–12:35, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 41. |
Out-of-sample utility bounds for empirically optimal portfolios
Dmitry Rokhlin
November 27, 2020 12:35–13:20, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 42. |
Option pricing under Levy processes with neural networks
Oleg Kudryavtsev, Vasily Rodochenko
November 27, 2020 14:30–15:00, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 43. |
A Simple Wiener-Hopf factorization method for pricing options with barriers in Levy-driven models
Oleg Kudryavtsev
November 27, 2020 15:00–15:30, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 44. |
On option pricing when volatility is proportional to stock price
Sergey Shorokhov
November 27, 2020 15:30–16:00, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 45. |
Reproducibility of multivariate probability distributions and related properties
Lana Melkumova
November 27, 2020 16:20–16:50, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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| 46. |
Multidimensional Carleman theorem in terms of cumulants
Konstantin Kostyashin
November 27, 2020 16:50–17:20, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
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