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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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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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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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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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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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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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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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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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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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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