Wednesday 4th June 2025 |
Session 1: State Inference (chair: Nakahiro Yoshida) |
| 11h00-11h30 | | Yury Kutoyants - On adaptive filtering of low noise linear system. |
| 11h30-12h00 | | Pavel Chigansky - Asymptotic analysis of the finite predictor for the fractional Gaussian noise. |
| 12h00-12h30 | | Kasper Bågmark - Deep learning for the nonlinear filtering problem. |
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Session 2: Stochastic Modelling (chair: Marina Klepstyna) |
| 14h00-14h30 | | Peter Spreij - Polynomial approximation of discounted moments |
| 14h30-15h00 | | Alexander Schnurr - Analyzing rainfall radar data using multivariate motion patterns. |
| 15h00-15h30 | | Nilton Ávido - Parameter estimation of an SDE modelling the slow drift of an offshore structure: a simulation study. |
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Session 3: Stochastic Equations (I) (chair: Alexander Schnurr) |
| 16h00-16h30 | | Nicolas Marie - On a computable Skorokhod's integral based estimator of the drift parameter in fractional SDE. |
| 16h30-17h00 | | Johannes Brutsche - The level of self-organized criticality in oscillating Brownian motion: n-consistency and stable Poisson-type convergence of the MLE. |
| 17h00-17h30 | | Houssem Dahbi - The double Heston model. |
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| 18h00 | | Welcome cocktail at Le Mans University |
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Thursday 5th June 2025 |
Session 4: Particle Systems (chair: Pavel Chigansky) |
| 09h00-09h30 | | Mark Podolskij - On nonparametric estimation of the interaction function in particle system models. |
| 09h30-10h00 | | Yating Liu - Supervised classification for interacting particle systems. |
| 10h00-10h30 | | Akram Heidari - Local asymptotic normality for discretely observed McKean–Vlasov diffusions. |
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Session 5: High-Dimensional Statistics (chair: Mark Podolskij) |
| 11h00-11h30 | | Francesco Iafrate - Network stochastic differential equations: error bounds and graph recovery. |
| 11h30-12h00 | | Francisco Pina - Consistent support recovery for high-dimensional diffusions. |
| 12h00-12h30 | | Shogo Nakakita - LASSO Estimation of high-dimensional Ornstein-Uhlenbeck processes with i.i.d. paths. |
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Session 6: Point Processes (chair: Yury Kutoyants) |
| 14h00-14h30 | | Nakahiro Yoshida - Point processes applied to high frequency data: ratio model and deep learning. |
| 14h30-15h00 | | Charlotte Dion-Blanc - Nonparametric estimation of the stationary density for Hawkes-diffusion system. |
| 15h00-15h30 | | Serguei Dachian - On the estimation of cusp location in a misspecified Poissonian model. |
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| 17h30 | | Visit of the Abbaye Royale de l'Épau |
| 18h30 | | Cocktail at the Abbaye |
| 19h00 | | Conference dinner at the Abbaye |
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Friday 6th June 2025 |
Session 7: Stochastic Equations (II) (chair: Michael Sorensen) |
| 09h00-09h30 | | Masayuki Uchida - Estimation for a linear parabolic SPDE in two space dimensions with a small noise using triple increments. |
| 09h30-10h00 | | Orimar Sauri - Estimating non-linear functionals of trawl processes. |
| 10h00-10h30 | | Bowen Fang - Splitting methods for one-dimensional SDEs and parameter inference. |
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Session 8: Jump Processes (I) (chair: Peter Spreij) |
| 11h00-11h30 | | Hiroki Masuda - Jump-resistant volatility regression. |
| 11h30-12h00 | | Taher Jalal - Adaptive minimax estimation for discretely observed Levy processes. |
| 12h00-12h30 | | Malo Sahin - A dependent and censored first hitting-time model with compound Poisson processes. |
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Session 9: Jump Processes (II) (chair: Hiroki Masuda) |
| 14h00-14h30 | | Elise Bayraktar - Volatility and jump activity estimation in a stable Cox-Ingersoll-Ross model. |
| 14h30-15h00 | | Thi Bao Trâm Ngo - Efficient estimation for stable-Lévy stochastic differential equations. |
