Program (pdf version here)
Book of Abstracts here.
Last update on 5th July 2016 (changes in red)
Poster size : Width :1,20 metres -> Length : 1,40 metres
Monday, 4 July 2016
08:30 - 09:45 Registration
09:45 - 10:00 Opening
10:00 - 11:00 K1: Plenary Session
Peter Bühlmann, ETH Zürich, Switzerland
Inhomogeneous large-scale data: a call for (non-conventional) robust statistics.
11:00 - 11:30 Coffee Break
11:30 - 13:00 I1: Concepts and theory of robust statistics
Werner Stahel
Exploring the robustness of robustness concepts and approaches.
Robert G. Staudte
Robust Inequality Measures.
Stephan Morgenthaler
Quo vadis Robustness.
11:30 - 13:00 C1: Bootstrap methods
Firat Ozdemir
Inferences about robust correlations with a percentile bootstrap method.
Kris Peremans
Fast and robust bootstrap in seemingly unrelated regression models.
Pieter Segaert
Robust bootstrap procedures for claims reserving using Generalized Linear Models.
Ugur Binzat
A Simulation Study on Resampling Based Methods for Comparing k Independent Groups.
13:00 - 14:30 Lunch
14:30 - 16:00 I2: Time series analysis
Joanna Mills Flemming
Identifying Behaviors from Marine Animal Tracks.
Daniel Peña
Outlier Detection in Large Sets of Multivariate Time Series.
Peter Ruckdeschel
Robustness for Dynamic Models for Extreme Values.
14:30 - 16:00 C2: High-dimensional statistics I
Marco Avella-Medina
Robust estimation of high dimensional covariance and precision matrices.
Yixin Wang
A robust method for ultra-high dimensional regression analysis.
Wei-Ying Wu CANCELLED
On High-Dimensional Cross-Validation.
Yichen Qin
Robust Estimation and Variable Selection for High-Dimensional Linear Regression.
16:00 - 16:30 Coffee Break
16:30 - 18:00 C3: Time series I
Julien Bodelet
Robust Inference for Dynamic Semiparametric Factor Models.
William Aeberhard
Robust and Consistent Estimation of Fixed Parameters in General State-Space Models.
Ruben Crevits
Outlier Robust Filtering.
Roberto Molinari
An R Package for Robust Time Series Analysis.
16:30 - 18:00 C4: Clustering, mixtures, discriminant analysis
Agustin Mayo-Iscar
Robust model-based clustering and mixture modeling via trimming and constraints.
Christian Hennig
Estimating the number of clusters in OTRIMLE robust Gaussian mixture clustering.
Irene Hoffmann
Robust and sparse multiclass classification by the optimal scoring approach.
Brenton R. Clarke
A Comparison of the L2 Minimum Distance Estimator and the EM-Algorithm when Fitting k-Component Univariate Normal Mixtures.
18:15 - Welcome Reception
Tuesday, 5 July 2016
09:30 - 11:00 I3: Quantile regression I
Roger Koenker
Computational Methods for Quantile Regression.
Jana Jureckova
Regression quantile and averaged regression quantile processes.
Stephen Portnoy
On the Jackknife for regression quantiles.
09:30 - 11:00 C5: Outlier identification
Mohamed Ibazizen
Outliers in the power exponential model.
Derya Karagoz CANCELLED
Robust Tests for Exponential Distribution Data based on Repeated Median Estimator.
Jairo Diaz Rodriguez
GLM-lasso explores the cosmos.
Andrea Cerioli
Outlier detection and the distribution of residuals in robust regression.
Matias Heikkila
Tools for outlier detection inspired by topology.
11:00 - 11:30 Coffee Break
11:30 - 13:00 I4: High-dimensional data
Yiyuan She
Progressive iterative quantile thresholding for robust estimation beyond Gaussianity.
Po-Ling Loh
High-dimensional consistency of robust precision matrix estimators.
Peter J. Rousseeuw
Detecting anomalous data cells.
11:30 - 13:00 C6: Multivariate analysis and missing data
Yves Dominicy
Multivariate Moment Based Extreme Value Index Estimators.
Samuel Orso
Two-step robust estimation of copulae.
Chris ChatzinakosCANCELLED
A Robust Method (LTED) for Imputation Missing Values and Location Estimate.
Fulya Gokalp Yavuz
Adapting Robust Estimators to Iterative Parameter Estimation and Model Selection in Linear Mixed Models.
13:00 - 14:30 Lunch
14:30 - 16:00 I5: Functional data problems
Matias Salibian Barrera
Robust functional principal components with sparse observations.
Jane-Ling Wang
From Sparse to Dense Functional Data and Beyond.
Stefan Van Aelst
Robust principal components by least trimmed squares for high-dimensional and functional data.
14:30 - 16:00 C7: Inference based on divergence measures, moment conditions, and generalized estimating equations
Abhik Ghosh
Robust Wald-Type Tests under Random Censoring.
Wolfgang Stummer
Robust statistics by means of scaled Bregman distances.
Aida Toma
Robust inference with minimum dual divergence estimators for moment condition models.
Alan Welsh
Robustness of quadratic inference function estimators.
16:00 - 16:30 Coffee Break
16:00 - 17:00 PS1: Poster Session I
Isaac Almasi
Interpolation of Order Statistics in Stable Distribution.
Angela Chukwu
The Beta- Fisher Snedecor Distribution with applications to Cancer Remission Data.
Kam Fung Wing
Detection of Genomic Imprinting Effects for Qualitative Traits on the X Chromosome.
Iklim Gedik Balay
Estimation in Accelerated Failure Time (AFT) Model.
Alexander Koldanov
Testing the symmetry of multivariate distribution.
Nursel Koyuncu
Ratio Estimators in Median Ranked Set and Neoteric Ranked Set Sampling.
Kuo-Chin Lin
Appraising the aptness of GEE models for longitudinal binary data via graphical and numerical methods.
Gozde Navruz
Comparing Two Independent Groups Through Quantiles.
16:30 - 18:00 I6: Statistical inference based on divergence measures
Ayanendranath Basu
A Minimum Distance Weighted Likelihood Method of Estimation.
Marianthi Markatou
Distances and Their Role in Robustness.
Michel Broniatowski
A weighted bootstrap procedure for divergence minimization problems.
16:30 - 18:25 C8: Quantile regression II
Mohammed Abdulkerim Ibrahim
Testing the heteroscedastic error structure in quantile varying coefficient models.
Anneleen Verhasselt
Quantile regression in varying coefficient models: non-crossingness and heteroscedasticity.
Bo Kai
Nonparametric Quantile Regression via a New MM Algorithm.
Davide Bossoli
Quantile regression for dependent data using a working odds ratios matrix.
James Dawber
Method of moments approach to nuisance scale estimation for Huber M-quantiles.
18:30 - Steering Committee
Wednesday, 6 July 2016
08:30 - 10:00 I7: Robust statistics in business and finance
Doug Martin
Finance Applications of Robust Statistics and Influence Functions
Debbie Dupuis
Measuring Correlation in the Presence of Spikes.
Christophe Croux
Robust forecasting of short time series.
08:30 - 10:00 C9: Spatial statistics
Alfonso Garcia-Perez
On Robustness for Spatial Data.
Marc Genton
Tukey g-and-h Random Fields.
Ying Sun - CANCELLED
Total Variation Depth for Functional Data: Properties and Applications.
Aylin Alin
Robust Weighted Partial Least Squares Regression
Steffen Liebscher
A robust estimator for the mean direction of the von Mises-Fisher distribution.
10:00 - 11:00 K2: Plenary Session
Tianxi Cai, Harvard University, USA
Efficient Use of EMR for Discovery Research.
11:00 - 11:05 Information about ICORS 2017
11:00 - 11:30 Coffee Break
11:30 - 13:00 I8: Robust and nonparametric multivariate statistics
Mia Hubert
Sparse PCA for high-dimensional data with outliers.
David E. Tyler
Joint penalization of multiple scatter matrices.
Ricardo Maronna
Can we do without subsampling?.
11:30 - 13:00 C10: Time series II
Ufuk Beyaztas
A weighted likelihood ratio test for change point analysis in time series.
Beste Beyaztas
A new and fast block bootstrap based prediction intervals for GARCH processes with application to exchange rates.
Markus Matilainen
Sliced inverse regression for time series.
Masoud Yarmohammadi
Robust Singular Spectrum Analysis.
13:00-14:30 Lunch
14:30-19:00 Excursions
Thursday, 7 July 2016
08:30 - 09:30 I9: Generalized linear and mixed models
Victor J. Yohai
Robust estimators for negative binomial regression.
Lingzhou Xue CANCELLED
Sufficient Forecasting Using Factor Models.
Graciela Boente
Robust testing for superiority between two regression curves.
08:30 - 10:00 C11: Regression and functional data
Ines Wilms
Comparison of estimation methods for cellwise robust regression.
Valentin Todorov
Robust orthogonal regression for compositional data in R.
Jakob Raymaekers
Finding Outliers in Surface Data and Video.
Marie-Hélène Descary
Smooth plus rough variation of random functions: the interplay between rank, resolution, and scale.
10:00 - 11:00 K3: Plenary Session
David Hendry, Oxford University, UK
Robustness and Model Selection.
11:00 - 11:30 Coffee Break
11:30 - 13:00 I10: R session
Martin Maechler
Practical Robust Statistical Methods via R.
Peter Filzmoser
Robustness in practice.
11:30 - 12:40 C12: Other methods I
Tsung-Shan Tsou
A robust likelihood approach to inference about the difference between two multinomial distributions in paired designs.
Alexey Kharin
Performance analysis and robustification of sequential statistical decision rules.
Soham Sarkar
Some tests of independence between two random vectors in arbitrary dimensions.
Maheswaran Rohan CANCELLED
Maximum likelihood framework for computing robust statistics.
13:00 - 14:30 Lunch
14:30 - 16:00 SP: Business Analytics
Diego Kuonen
Business analytics, statistical thinking and statistical engineering and their application in education at the GSEM.
Davis Wu
The journey of predictive analytics in Nestle.
Yves-Laurent Grize
Analytics in Insurance: Opportunities and Profit Drivers.
Panel discussion
14:30 - 16:00 C13: Nonparametric and semiparametric techniques
Ana Maria Bianco
Robust estimation in single index models with asymmetric errors.
Pavel Cizek
Robust semiparametric estimation of single-index binary choice models under missclassification.
Spiridon Penev
Locally robust density estimation and near-parametric asymptotics.
Xavier de Luna
Robust semi-parametric estimators: missing data and causal inference.
16:00 - 16:30 Coffee Break
16:00 - 17:00 PS2: Poster Session II
Kumar Pathak Ashok
On the bivariate generalized linear exponential distribution.
Maruti Patil
Inference for Zero Inflated Truncated Power Series Family of Distributions.
Vilas Pawar
Nonparametric Control Chart Based on Quantiles.
Kiran Potdar
Reliability Estimation for Generalized Inverted Scale Family of Distributions.
Miroslav Siman
Recent Advances in Directional Multiple-Output Quantile Regression.
Natchalee Srimaneekarn
The new confidence set method for statistical classification.
Xeniya Yermolenko
Non-unbiased two-sample nonparametric tests. Numerical example.
16:30 - 17:40 C14: High-dimensional statistics II
Anand Vidyashankar
Trade-off between Efficiency and Robustness in Post-Model Selection Inference.
Jairo Diaz Rodriguez MOVED TO C5 (Tuesday)
GLM-lasso explores the cosmos.
Matey Neykov
A Unified Theory of Confidence Regions and Testing for High Dimensional Estimating Equations.
Natalia Stepanova
On estimation of the amount of sparsity in normal mixture models.
16:30 - 17:40 C15: Model selection
Dattatraya Kashid
Model Selection in Multiple Linear Regression.
Fulya Gokalp Yavuz MOVED TO C6 (Tuesday)
Adapting Robust Estimators to Iterative Parameter Estimation and Model Selection in Linear Mixed Models.
Guanqun Cao
Robust Variable Selection for Functional Linear Regression.
Toby Kenney
The Adequate Bootstrap: A new Method for Measuring Model Uncertainty.
19:30 - Conference Dinner
Friday, 8 July 2016
09:30 - 11:00 I11: Graphical models, network problems, genetics
David Hunter
Modeling Homophily in ERGMs for Bipartite Networks.
Bing Li
A nonparametric graphical models for functional data with application to brain networks based on fMRI.
Xiaoyu Song
A new weighted estimating equation approach for secondary trait analyses in genetic case-control studies.
09:30 - 10:40 C16: Asymptotics
Jan Amos Visek
S-weighted estimators.
Bent Nielsen
Tightness of M-estimators for multiple linear regression in time series.
Vanessa Berenguer
Statistical Functionals of Residuals.
11:00 - 11:30 Coffee Break
11:30 - 13:00 C17: Other methods II
Eustasio Del Barrio
Robust parallelized inference based on wide consensus.
Hong Gu
Robust Ranking Using Heavy-tailed Prior Distributions.
Radka Sabolova
Robustness, Information Geometry and Sparse Goodness-of-Fit Testing.
Petr Koldanov
Robust threshold graph selection in random variables network.
11:30 - 12:40 C18: Multivariate analysis
Digambar Shirke
Tests based on notion of data depth for testing equality of locations.
Niko Lietzen
On complex valued ICA using M-estimators.
Tim Verdonck
The Minimum Regularized Covariance Determinant estimator.
Aylin Alin MOVED TO C9 (Wednesday)
Robust Weighted Partial Least Squares Regression
13:00 - Closing/Lunch
