PROGRAM BOOK

BERNOULLI - IMS

10 WORLDCONGRESS inth

PROBABILITY andSTATISTICSJULY 19 - 23, 2021
Virtual Congress

www.wc2020.org
HOSTED BY

Seoul National University
The Korean Statistical Society

ORGANIZED BY

Bernoulli Society
Institute of Mathematical Statistics

SPONSORD BY

JULY 19 - 23, 2021

BERNOULLI-IMS

VIRTUAL CONGRESS

10th WORLD CONGRESS IN PROBABILITY AND STATISTICSCOMMITTEECONTENTS

2

3

COMMITTEE

5PROGRAM AT GLANCE10

VIRTUAL CONGRESS WEBSITE INFORMATION

13DAILY PROGRAM

14- July 19 (Monday)

25- July 20 (Tuesday)

37- July 21 (Wednesday)

49- July 22 (Thursday)

60- July 23 (Friday)BERNOULLI-IMSJULY 19 - 23, 2021

10th WORLD CONGRESS IN PROBABILITY AND STATISTICS

VIRTUAL CONGRESSCOMMITTEE
Scientific Program Committee
Siva Athreya (Chair)

Ellen Baake

Indian Statistical Institute, India

Bielefeld University, Germany

Nicolas Curien

Ioana Dumitriu

Paris-Saclay University, France

University of Washington, USA

Steven Evans

Ayalvadi Ganesh

UC Berkeley, USA

University of Bristol, UK

Martin Hairer

Tailen Hsing

Imperial College London, UK

University of Michigan, USA

Ingrid van Keilegom

Takashi Kumagai

KU Leuven, Belgium

Kyoto University, Japan

Runze Li

Enno Mammen

Pennsylvania State University, USA

Heidelberg University, Germany

Kerrie Mengersen

Thomas Mikosch

Queensland University of Technology, Australia

University of Copenhagen, Denmark

Hans-Georg Müller

Hee-Seok Oh (Chair)

UC Davis, USA

Seoul National University, South Korea

Byeong Uk Park

Judith Rousseau

past Bernoulli Society Scientific Secretary, South Korea

University of Oxford, UK

Qi-Man Shao

Dylan Small

Chinese University of Hong Kong, China

University of Pennsylvania, USA

Masashi Sugiyama

Béatrice de Tilière

The University of Tokyo, Japan

University Paris Est Creteil, France

Alexandre Tsybakov

Maria Eulália Vares

CREST, ENSAE, IP Paris, France

Federal University of Rio de Janeiro, Brazil

Ming Yuan
Columbia University, USA

3

JULY 19 - 23, 2021

BERNOULLI-IMS

VIRTUAL CONGRESS

10th WORLD CONGRESS IN PROBABILITY AND STATISTICSCOMMITTEE
Local Organizing Committee
Hwan Chung

Woncheol Jang

Korea University

Seoul National University

Yongho Jeon

Panki Kim

Yonsei University

Seoul National University

Eun Ryung Lee

Woojoo Lee

Sungkyunkwan University

Seoul National University

Young Kyung Lee

Chae Young Lim

Kangwon National University

Seoul National University

Johan Lim

Hee-Seok Oh (Chair)Seoul National University

Seoul National University

Insuk Seo

Seung Jun ShinSeoul National University

Korea University

Joong-Ho Won

Jae Keun Yoo

Seoul National University

Ewha Womans University

Kyusang Yu
Konkuk University

Local Advisory Committee
Jongwoo Jeon

Young-Won Kim

Seoul National University

past President of the Korean Statistical Society

Byeong Uk Park
President of the Korean Statistical Society

4

BERNOULLI-IMSJULY 19 - 23, 2021

10th WORLD CONGRESS IN PROBABILITY AND STATISTICS

VIRTUAL CONGRESSPROGRAM AT GLANCE _ JULY 19 (MON)Session timein KST

A

B

C

D

E

OCS15

OCS23

H

Regina Liu / Susan Murphy

IS30

IS39

Functional Estimation, Testing andClustering under Sparsity

KSS Invited Session: Interactive Particle
Systems and Urn Models

OCS02

11:30 -12:00

Nonlocal Operators Network-related Recent Advances in
Related to
Statistical Methods Statistical Methods
Probability
and Analysis
for Large Scale
Complex Data

Wald Lecture

19:00 - 20:00

Martin Barlow

Bernoulli Lecture

20:00 - 21:00

22:30 - 23:00

G

IMS Presidential Address

09:00 - 10:00

21:30 - 22:00

F

Alison Etheridge

IS17

IS20

IS33

OCS01

OCS04

Approximate Bayesian Computation

Heavy Tailed Phenomena

Integrable Probability

Coulomb Gases

Interacting Particle
Systems andInclusion Process

CS01

CS06

CS18

CS24

CS30

Stochastic Partial
Differential
Equations

Various Aspects ofDiffusion Processes

Inference on
Dependence

Time Series
Analysis I

Spatio-temporal
Data Analysis

CS34

IS13

IS15

IS24

Critical Phenomena in Statistical
Mechanics Models

PrivacyRandom Planar Geometries

OCS14
Multivariate andObject-Oriented
Data Analysis

OCS26

CS05

CS15

CS22

OCS22

Stochastic Process / Recent Progress ofModeling
Statistical Inference
for Economics andSocial Science

CS33

CS36

Recent Advances in Potential Theory in
Advanced
Bayesian Inference
Novel Statistical
Statistical Inference
Network Learning: Probability Theory Stochastic Processes
Approaches In
Theory and Practice
Genetic Association
AnalysesPlenary Talks

Invited Session

Organized Contributed Session

Contributed Session

Poster Session

5

JULY 19 - 23, 2021

BERNOULLI-IMS

VIRTUAL CONGRESS

10th WORLD CONGRESS IN PROBABILITY AND STATISTICS

PROGRAM AT GLANCE _ JULY 20 (TUE)
Session timein KST

A

B

C

D

E

OCS24

CS25

Advanced
Statistical
Methods forComplex Data

Time Series
Analysis II

PosterSession
I-1

JElchanan Mossel

IS04

IS18

Mathematical Population
Genetics and Computational
Statistics

Deep Learning

OCS07

OCS17

Anomalous The Advances in
Diffusions and Time Series andRelated Topics Spatial Statistics

Levy Lecture
Massimiliano Gubinelli

Doob Lecture

20:00 - 21:00

Nicolas Curien

IS16

IS27

IS28

IS31

Bootstrap for High-dimensional
Data

Random Matrices and Related
FieldsStatistical Inference for Graphs
and Networks

Information Theory andConcentration Inequalities

OCS12

OCS16

Recent
Non-Euclidean
Developments
Statisticalfor Dependent
Inference
Data

CS02

CS07

CS28

Financial
Mathematics
andProbabilistic
Modeling

SDEs andFractional
Brownian
Motions

NeuralNetworks andDeep Learning

PosterSession
I-2

IS02

IS07

IS08

IS32

IS41

Scaling Limits of Disordered
Systems and Disorder RelevanceHigh-dimensional Robustness

Functional Data Analysis

Statistical Learning

Bernoulli Paper Award

OCS06

OCS13

Theoretical
RecentAnalysis of
Advances in
Random Walks, Complex Time
Random Graphs Series Analysis
and Clustering

CS10

CS16

Reflecting
Diffusion
Processes,
Stochastic
Networks
and Their
Applications

Probability
Theory andStatistical
Mechanics

CS19

CS23

Detection andBayesian
Segmentation Nonparametric
Inference

Plenary Talks

6

I

IMS Medallion Lecture

19:00 - 20:00

22:30 - 23:00

H

Laurent Saloff-Coste

10:00 - 11:00

21:30 - 22:00

G

IMS Medallion Lecture

09:00 - 10:00

11:30 -12:00

F

Invited Session

Organized Contributed Session

Contributed Session

Poster Session

BERNOULLI-IMSJULY 19 - 23, 2021

10th WORLD CONGRESS IN PROBABILITY AND STATISTICS

VIRTUAL CONGRESSPROGRAM AT GLANCE _ JULY 21 (WED)
Session timein KST

A

B

C

D

E

H

I

J

PosterSession II-1

Tony Cai

Public Lecture

10:00 - 11:00

Young Han Kim

IS05

IS06

OCS09

OCS18

OCS27

OCS28

CS29

Recent Advances in Shape
Constrained Inference

Optimization in Statistical
Learning

RandomMatrices andInfinite Particle
Systems

Advanced
Learning
Methods forComplex Data
Analysis

Bayesian
Inference
for Complex
ModelsRecentadvances inTime Series
Analysis

Spatial Data
Analysis

11:30 -12:00

Wald Lecture

19:00 - 20:00

Martin Barlow

IMS Medallion Lecture

20:00 - 21:00

22:30 - 23:00

G

Laplace Lecture

09:00 - 10:00

21:30 - 22:00

F

Gerard Ben Arous

IS01

IS14

IS21

IS35

IS40

Conformal Invariance andRelated Topics

Optimal Transport

Probabilistic Theory of
Mean Field Games

Stochastic Analysis in
Mathematical Finance andInsurance

KSS Invited Session:
Nonparametric and Semiparametric Approaches inSurvival Analysis

OCS03

OCS20

CS13

CS20

CS26

CS31

Gaussian
Processes

Theories andApplications forComplex Data
Analysis

Random
Structures

CopulaModeling

Multivariate
Data Analysis

Statistical
Prediction

IS03

IS10

IS12

IS25

IS36

Potential Theory for Non-local
Operators and Jump Processes

Change-point Problems forComplex Data

Statistics for Data with
Geometric Structure

Random Graphs

Problems and Approaches inMulti-Armed Bandits

OCS29

CS03

CS08

CS12

CS27

Sequential
Analysis andApplications

Numerical
Study of
Stochastic
Processes /Stochastic
Interacting
Systems

Study of Various
Distributions

OptimalTransport

MachineLearning /Structural
Equation

Plenary Talks

PosterSession II-2

Invited Session

Organized Contributed Session

Contributed Session

Poster Session

7

JULY 19 - 23, 2021

BERNOULLI-IMS

VIRTUAL CONGRESS

10th WORLD CONGRESS IN PROBABILITY AND STATISTICS

PROGRAM AT GLANCE _ JULY 22 (THU)
Session timein KST

A

B

C

D

E

I

J

IMS Medallion Lecture
Andrea Montanari

IS38

OCS11

IMS Lawrence D. Brown Ph. D
Student Award

11:30 -12:00

OCS19

RandomRecentGrowth, Spatial Advances inProcesses, and Complex Data
Related Models
Analysis

OCS25

OCS31

RecentAdvances in
Biostatistics

BOK
Contributed
Session:Finance andContemporary
IssuesPosterSession
III-1

Blackwell Lecture

19:00 - 20:00

Gabor Lugosi

Tukey Lecture

20:00 - 21:00

Sara van de Geer

IS09

IS22

IS29

IS34

IS37

Quantum Statistics

Random TreesHigh Dimensional
Data Inference

Random Walks on RandomMedia

Bernoulli Society New
Researcher Award

OCS08

OCS21

CS09

Rough Path
TheoryRecentAdvances in
Statistics

Topics Related
to RMT

CS11

CS21

CS35

Topics Related
Dimension
Financial Data
to KPZ
Reduction andAnalysis
Universality Model Selection

IS11

IS19

IS23

IS26

Analysis of Dependent Data

Randomized Algorithms

Stochastic Partial Differential
Equations

Pathwise Stochastic Analysis

OCS10

OCS30

CS04

CS17

CS32

Random
Conformal
Geometry and
Related Fields

Stochastic
Adaptive
Optimization
Algorithms
and their
Applications
to Neural
Networks

Stochastic
Processes andRelated Topics

Various Limit
Theorems

Statistical
Modeling andPrediction

Plenary Talks

8

H

Daniela Witten

10:00 - 11:00

22:30 - 23:00

G

IMS Medallion Lecture

09:00 - 10:00

21:30 - 22:00

F

Invited Session

Organized Contributed Session

Contributed Session

Poster Session

BERNOULLI-IMSJULY 19 - 23, 2021

10th WORLD CONGRESS IN PROBABILITY AND STATISTICS

VIRTUAL CONGRESSPROGRAM AT GLANCE _ JULY 23 (FRI)
Session timein KST

A

B

C

D

E

F

G

H

I

J

Schramm Lecture

09:00 - 10:00

Omer Angel

Kolmogorov Lecture

10:00 - 11:00

Persi Diaconis

Wald Lecture

19:00 - 20:00

Martin Barlow

Presentation of the Inaugural Willem van Zwet Medal and Closing Remarks
20:00 - 21:00

Claudia Klüppelberg (Past President of the Bernoulli Society)

Invitation to the Bernoulli-IMS 11th WC2024
Herold Dehling

Plenary Talks

Invited Session

Organized Contributed Session

Contributed Session

Poster Session

9

JULY 19 - 23, 2021

BERNOULLI-IMS

VIRTUAL CONGRESS

10th WORLD CONGRESS IN PROBABILITY AND STATISTICS

VIRTUAL CONGRESS WEBSITE INFORMATION
Registration>> Walk-in Registration: From July 19 (Mon) to 23 (Fri)[ For Overseas ][ For Domestic ]Click here to Register

Click here to Register>> Walk-in Registration Fees
- Overseas
CATEGORY

WALK-IN REGISTRATION FEES

BS / IMS member-individual€ 180

BS / IMS member-student€ 70

Organizer / Presenter in Invited Session€ 200

Non - BS / IMS member-individual€ 280

Non - BS / IMS member-student€ 110- Reduced fees for permanent resident of the countries designated by the IMS Council
CATEGORY

WALK-IN REGISTRATION FEES

BS / IMS member-individual€ 70

BS / IMS member-student€ 30

Non - BS / IMS member-individual€ 100

Non - BS / IMS member-student€ 40* Please confirm the country list at https://imstat.org/designated-countries- Domestic
CATEGORY
BS / IMS / KMS / KSS member-individual

WALK-IN REGISTRATION FEES
₩ 220,000

BS / IMS / KMS / KSS member-student₩ 90,000

Organizer / Presenter in Invited Session₩ 250,000

Non - BS / IMS / KMS / KSS member-individual₩ 350,000

Non - BS / IMS / KMS / KSS member-student₩ 140,000* During the congress, only credit card payment is allowed.
* Admission to the virtual site will only be permitted after administrator approval. (About 10 min.)* Working Hours : July 19(Mon) - 23(Fri), 08:00 - 23:00 (KST / UTC +9)

10

BERNOULLI-IMSJULY 19 - 23, 2021

10th WORLD CONGRESS IN PROBABILITY AND STATISTICS

VIRTUAL CONGRESSVIRTUAL CONGRESS WEBSITE INFORMATION
How to Access the Virtual Website
https://wc2021.info

Sign Up

Click the "Sign Up" tocreate your own ID and PW

Activate your account on
your "Profile"* If you do not register previously, you cannot sign-up at virtual website, so please register first at the 10th World Congress in Probability andStatistics Website (www.wc2020.org).
* Please use the same ‘Name / ID / PW / Affiliation’ as the 10th World Congress website.
* Enter the registration ID (email address) you entered when registering for the 10th World Congress (wc2020.org)

How to use the Virtual Website- All participants can see the session information by Date, by Type of the session, and by Time Zone.
- All abstracts, slides, and videos will be available On-Demand at the virtual website.
- All participants can leave the comments or vote to the sessions, abstracts and presentation videos.
- Live Q&A session will run according to the session time and participants can join through the ZOOM.

How to Participate the Live Zoom Q&A- All participants can join the live Q&A time through the ZOOM by clicking the “ Enter Zoom “.
- ZOOM will be only opened at the session time.
- All ZOOM Participants except chairs and speakers join the Zoom meeting room with both video and audio turned off, and if you havequestions, you may participate by chat box or raise hand according to the chair’s instruction.

11

DAILY PROGRAM
July 19 (Monday)
July 20 (Tuesday)
July 21 (Wednesday)
July 22 (Thursday)
July 23 (Friday)

JULY 19 - 23, 2021

BERNOULLI-IMS

VIRTUAL CONGRESS

10th WORLD CONGRESS IN PROBABILITY AND STATISTICSDAILY PROGRAM _ JULY 19 (MON)*All times are KST (UTC+9)

09:00 - 10:00
Chair

IMS Presidential Address
Siva Athreya (Indian Statistical Institute) / Hee-Seok Oh (Seoul National University)

IMS Presidential Address
Regina Liu (Rutgers University), Susan Murphy (Harvard University)

11:30 - 12:00

IS30. Functional Estimation, Testing and Clustering under Sparsity

Organizer

Jiashun Jin (Carnegie Mellon University)

Chair

Jiashun Jin (Carnegie Mellon University)

Optimal network testing by the signed-polygon statistics
Tracy Ke (Harvard University)

Statistical inference for linear mediation models with high-dimensional mediators
Runze Li (Penn State University)

Perturbation bounds for tensors and their applications in high dimensional data analysis
Ming Yuan (Columbia University)

11:30 - 12:00
Organizer
Chair

IS39. KSS Invited Session: Interactive Particle Systems and Urn Models
Woncheol Jang (Seoul National University)
Panki Kim (Seoul National University)

Convergence of randomized urn models with irreducible and reducible replacement
Li-Xin Zhang (Zhejiang University)

Condensation phenomenon and metastability in interacting particle systems
Insuk Seo (Seoul National University)

Time correlation exponents in planar last passage percolation
Riddhipratim Basu (International Centre for Theoretical Sciences-TIFR)

11:30 - 12:00

OCS02. Nonlocal Operators Related to Probability

Organizer

Ildoo Kim (Korea University)

Chair

Ildoo Kim (Korea University)

A Sobolev space theory for time-fractional stochastic PDE driven by Levy processes
Daehan Park (Korea Advanced Institute of Science and Technology (KAIST))14BERNOULLI-IMSJULY 19 - 23, 2021

10th WORLD CONGRESS IN PROBABILITY AND STATISTICS

VIRTUAL CONGRESSDAILY PROGRAM _ JULY 19 (MON)A regularity theory for stochastic modified Burgers' equation driven by multiplicative space-time white noiseBeom-Seok Han (Pohang University of Science and Technology)

General Law of iterated logarithm for Markov processes
Jaehun Lee (Korea Institute for Advanced Study)

Heat kernel estimates for subordinate Markov processes and their applications
Soobin Cho (Seoul National University)

A maximal Lp-regularity theory to initial value problems with time measurable nonlocal operators generated byadditive processes
Jae-Hwan Choi (Korea University)

11:30 - 12:00

OCS15. Network-related Statistical Methods and Analysis

Organizer

Donghyeon Yu (Inha University)

Chair

Donghyeon Yu (Inha University)

Estimation of particulate levels using deep Dehazing network and temporal prior
SungHwan Kim (Konkuk University)

Graph-regularized contextual bandits with scalable Thompson sampling and semi-parametric reward models
Young-Geun Choi (Sookmyung Women's University)

INN: A stable method identifying clean-annotated samples via consistency effect in deep neural networks
Dongha Kim (Sungshin Women's University)

An efficient parallel block coordinate descent algorithm for large-scale precision matrix estimation using graphics
processing units
Donghyeon Yu (Inha University)

11:30 - 12:00

OCS23. Recent Advances in Statistical Methods for Large Scale Complex Data

Organizer

Seyoung Park (Sungkyunkwan University)

Chair

Seyoung Park (Sungkyunkwan University)

Multivariate responses quantile regression for regional quantiles with applications to CCLE data
Seyoung Park (Sungkyunkwan University)

On sufficient graphical models
Kyongwon Kim (Ewha Womans University)

15

JULY 19 - 23, 2021

BERNOULLI-IMS

VIRTUAL CONGRESS

10th WORLD CONGRESS IN PROBABILITY AND STATISTICSDAILY PROGRAM _ JULY 19 (MON)Principal component analysis in the wavelet domain
Yaeji Lim (Chung Ang University)

Bayesian inference of evolutionary models from genomic data
Yujin Chung (Kyonggi University)

19:00 - 20:00
Chair

Wald Lecture 1
Takashi Kumagai (Kyoto University)

Random walks and fractal graphs
Martin Barlow (University of British Columbia)

20:00 - 21:00
Chair

Bernoulli Lecture
Ellen Baake (Bielefeld University)

Some models of spatially distributed populations: the effect of crowding
Alison Etheridge (University of Oxford)

21:30 - 22:00

IS17. Approximate Bayesian Computation

Organizer

Yanan Fan (University of New South Wales)

Chair

Yanan Fan (University of New South Wales)

Approximate inference for ordinal linear regression
Jean-Luc Dortet-Bernadet (Université de Strasbourg)

Generalized Bayesian likelihood-free inference using scoring rules estimators
Ritabrata Dutta (University of Warwick)

21:30 - 22:00

IS20. Heavy Tailed Phenomena

Organizer

Stilian A Stoev (University of Michigan, Ann Arbor)

Chair

Stilian A Stoev (University of Michigan, Ann Arbor)

Random linear functions of regularly varying vectors
Bikramjit Das (Singapore University of Technology and Design)16

BERNOULLI-IMSJULY 19 - 23, 2021

10th WORLD CONGRESS IN PROBABILITY AND STATISTICS

VIRTUAL CONGRESSDAILY PROGRAM _ JULY 19 (MON)Power laws and weak convergence of the Kingman coalescent
Henrik Hult (KTH Royal Institute of Technology)

Limit theorems for topological invariants of extreme sample cloud
Takashi Owada (Purdue University)

21:30 - 22:00

IS33. Integrable Probability

Organizer

Tomohiro Sasamoto (Chiba University)

Chair

Tomohiro Sasamoto (Chiba University)

Reversing nonequilibrium systems
Leonid Petrov (University of Virginia)

Mapping KPZ models to free fermions at positive temperature
Takashi Imamura (Chiba University)

Relaxation time limit of TASEP on a ring
Jinho Baik (University of Michigan)

21:30 - 22:00

OCS01. Coulomb Gases

Organizer

Paul Jung (Korea Advanced Institute of Science and Technology (KAIST))

Chair

Paul Jung (Korea Advanced Institute of Science and Technology (KAIST))

Outliers for Coulomb gases
David Garcia-Zelada (Aix-Marseille University)

Edge behaviors of 2D Coulomb gases with boundary confinements
Seong-Mi Seo (Korea Institute for Advanced Study)

Large deviations in the quantum quasi-1D jellium
Christian Hirsch (University of Groningen)Lemniscate ensembles with spectral singularities
Sung-Soo Byun (Seoul National University)

17

JULY 19 - 23, 2021

BERNOULLI-IMS

VIRTUAL CONGRESS

10th WORLD CONGRESS IN PROBABILITY AND STATISTICSDAILY PROGRAM _ JULY 19 (MON)21:30 - 22:00

OCS04. Interacting Particle Systems and Inclusion Process

Organizer

Cristian Giardinà (University of Modena and Reggio Emilia)

Chair

Cristian Giardinà (University of Modena and Reggio Emilia)

Metastability in the reversible inclusion process
Sander Dommers (University of Hull)

Metastability in the reversible inclusion process II: Toward the characterization of the relaxation time
Alessandra Bianchi (Università di Padova)

Condensation and metastability of general inclusion processes
Seonwoo Kim (Seoul National University)

Condensation of SIP particles and sticky Brownian motion
Gioia Carinci (Università di Modena e Reggio Emilia)

Condensed phase structure in inclusion processes
Watthanan Jatuviriyapornchai (Faculty of Science, Mahidol University)

21:30 - 22:00

OCS22. Recent Progress of Statistical Inference for Economics and Social Science

Organizer

Eun Ryung Lee (Sungkyunkwan University)

Chair

Eun Ryung Lee (Sungkyunkwan University)

A Spline-based modeling approach for time-indexed multilevel data
Eun Ryung Lee (Sungkyunkwan University)

Impulse response analysis for sparse high-dimensional time series
Carsten Trenkler (University of Mannheim)

Revealing cluster structures based on mixed sampling frequencies: with an application to the state-level labormarkets
Yeonwoo Rho (Michigan Technological University)

Semiparametric efficient estimators in heteroscedastic error models
Mijeong Kim (Ewha Womans University)

18

BERNOULLI-IMSJULY 19 - 23, 2021

10th WORLD CONGRESS IN PROBABILITY AND STATISTICS

VIRTUAL CONGRESSDAILY PROGRAM _ JULY 19 (MON)21:30 - 22:00

CS01. Stochastic Partial Differential Equations

Chair

Kunwoo Kim (Pohang University of Science and Technology)

A sobolev space theory for SPDEs with space-time nonlocal operotors
Junhee Ryu (Korea University)

Improved stability for linear SPDEs using mixed boundary/internal controls
Dan Goreac (University Shandong Weihai, China and University Gustave Eiffel, France)

Law of the large numbers and central limit theorems for stochastic heat equations
Kunwoo Kim (Pohang University of Science and Technology)

The stochastic heat equation with Lévy noise: Existence, moments and intermittency
Carsten Chong (Columbia University)

21:30 - 22:00
Chair

CS06. Various Aspects of Diffusion Processes
Insuk Seo (Seoul National University)

On nonlinear filtering of jump diffusions
Fabian Germ (University of Edinburgh)

Uniqueness and superposition of the distribution-dependent Zakai equations
Huijie Qiao (Southeast University)

Quadratic variation and quadratic roughness
Purba Das (University of Oxford)

Eyring-Kramers formula for non-reversible metastable diffusion processes
Jungkyoung Lee (Seoul National University)

21:30 - 22:00
Chair

CS18. Inference on Dependence
Minsun Song (Sookmyung Women’s University)

Covariance networks for functional data on multidimensional domains
Soham Sarkar (Ecole Polytechnique Federale de Lausanne)

Large dimensional sample covariance matrices with independent columns and diagonalizable simultaneously
population covariance matrices
Tianxing Mei (The University of Hong Kong)

Random surface covariance estimation by shifted partial tracing
Tomas Masak (EPFL)
19

JULY 19 - 23, 2021

BERNOULLI-IMS

VIRTUAL CONGRESS

10th WORLD CONGRESS IN PROBABILITY AND STATISTICSDAILY PROGRAM _ JULY 19 (MON)21:30 - 22:00
Chair

CS24. Time Series Analysis I
Kyongwon Kim (Ewha Womans University)

Statistical modelling of rainfall time series using ensemble empirical mode decomposition and generalised
extreme value distribution
Willard Zvarevashe (University of Zululand)

Regularity of multifractional moving average processes with random Hurst exponent
Fabian Mies (RWTH Aachen University)

High-frequency instruments and identification-robust inference for stochastic volatility models
Md. Nazmul Ahsan (Concodia University)

21:30 - 22:00

CS30. Spatio-temporal Data Analysis

Chair

Seoncheol Park (Chungbuk National University)

Statistical inference for mean function of longitudinal imaging data over complicated domains
Jie Li (Tsinghua University)

Gaussian linear dynamic spatio-temporal models and time asymptotics
Suman Guha (Presidency University, Kolkata)High-dimensional spectral analysis
Jonas Krampe (University of Mannheim)

Extreme value analysis for mixture models with heavy-tailed impurity
Ekaterina Morozova (HSE University)

21:30 - 22:00
Chair

CS34. Stochastic Process / Modeling
Jaehong Jeong (Hanyang University)

Ruin probabilities in the presence of risky investments and random switching
Konstantin Borovkov (The University of Melbourne)

Wasserstein convergence rates for random bit approximations of continuous Markov processes
Thomas Kruse (University of Giessen)

The discrete membrane model on trees
Biltu Dan (Indian Institute of Science)

On a two-server queue with consultation by main server with protected phases of service
Resmi Thekkiniyedath (KKTM Govternment College)
20

BERNOULLI-IMSJULY 19 - 23, 2021

10th WORLD CONGRESS IN PROBABILITY AND STATISTICS

VIRTUAL CONGRESSDAILY PROGRAM _ JULY 19 (MON)22:30 - 23:00

IS13. Critical Phenomena in Statistical Mechanics Models

Organizer

Akira Sakai (Hokkaido University)

Chair

Akira Sakai (Hokkaido University)

Recent results for critical lattice models in high dimensions
Mark Holmes (University of Melbourne)

Near-critical avalanches in 2D frozen percolation and forest fires
Pierre Nolin (City University of Hong Kong)

Quenched and annealed Ising models on random graphs
Cristian Giardinà (Modena & Reggio Emilia University)

22:30 - 23:00

IS15. Privacy

Organizer

Angelika Rohde (University of Freiburg)

Chair

Angelika Rohde (University of Freiburg)

The right complexity measure in locally private estimation: It is not the Fisher information
John Duchi (Stanford University)

Sequentially interactive versus non-interactive local differential privacy: estimating the quadratic functional
Lukas Steinberger (University of Vienna)

Gaussian differential privacy
Weijie Su (University of Pennsylvania)

22:30 - 23:00

IS24. Random Planar Geometries

Organizer

Nina Holden (ETH Zurich)

Chair

Nina Holden (ETH Zurich)Markovian infinite triangulations
Thomas Budzinski (ENS Lyon)

Rotational invariance in planar FK-percolation
Ioan Manolescu (Université de Fribourg)

Brownian half-plane excursions, CLE4 and critical Liouville quantum gravity
Ellen Powell (Durham University)

21

JULY 19 - 23, 2021

BERNOULLI-IMS

VIRTUAL CONGRESS

10th WORLD CONGRESS IN PROBABILITY AND STATISTICSDAILY PROGRAM _ JULY 19 (MON)22:30 - 23:00

OCS14. Multivariate and Object-Oriented Data Analysis

Organizer

Cheolwoo Park (Korea Advanced Institute of Science and Technology (KAIST))

Chair

Cheolwoo Park (Korea Advanced Institute of Science and Technology (KAIST))

Bayesian spatial binary regression for label fusion in structural neuroimaging
Andrew Brown (Clemson University)

Convex clustering analysis for histogram-valued data
Cheolwoo Park (Korea Advanced Institute of Science and Technology (KAIST))

A geometric mean for multivariate functional data
Juhyun Park (ENSIIE)

A confidence region for the elastic shape mean of planar curves
Justin Strait (University of Georgia)

22:30 - 23:00

OCS26. Recent Advances in Network Learning: Theory and Practice

Organizer

Kyoungjae Lee (Inha University)

Chair

Kyoungjae Lee (Inha University)

Scalable Bayesian high-dimensional local dependence learning
Kyoungjae Lee (Inha University)

Fast and flexible estimation of effective migration surfaces
Wooseok Ha (UC Berkeley)

Statistical inference for cluster trees
Jisu Kim (Inria)

Autologistic network model on binary data for disease progression study
Yei Eun Shin (National Cancer Institute)

22:30 - 23:00
Chair

CS05. Potential Theory in Probability Theory
Panki Kim (Seoul National University)

Heat contents for time-changed killed Brownian motions
Hyunchul Park (SUNY New Paltz)

Heat kernel bounds for nonlocal operators with singular kernels
Kyung-Youn Kim (National Chengchi University)

22

BERNOULLI-IMSJULY 19 - 23, 2021

10th WORLD CONGRESS IN PROBABILITY AND STATISTICS

VIRTUAL CONGRESSDAILY PROGRAM _ JULY 19 (MON)The full characterization of the expected supremum of infinitely divisible processes
Rafal Martynek (University of Warsaw)

The e-property of asymptotically stable Markov-Feller operators
Hanna Wojewódka-Ściążko (Institute of Mathematics, University of Silesia in Katowice)

22:30 - 23:00

CS15. Advanced Stochastic Processes

Chair

Jaehun Lee (Korea Institute of Advanced Study)

A multi-species Ehrenfest process and its diffusion approximation
Serena Spina (University of Salerno)

Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes
Yuan Li (Imperial College London)

A Yaglom type asymptotic result for subcritical branching Brownian motion with absorption
Jiaqi Liu (University of California, San Diego)

22:30 - 23:00
Chair

CS22. Bayesian Inference
Seongil Jo (Inha University)

Bayesian and stochastic modeling of polysomnography data from children using pacifiers for improved estimationof the apnea-hypopnea index
Sujay Datta (University of Akron (Ohio))

Asymmetric prior in wavelet shrinkage
Alex Rodrigo dos Santos Sousa (University of São Paulo)

Semiparametric Bayesian regression analysis of multi-typed matrix-variate responses
Inkoo Lee (Florida State University)

Bayesian phylogenetic inference of stochastic block models on infinite trees
Wenjian Liu (Queensborough Community College, CUNY)

Order-restricted Bayesian inference for the simple step-stress accelerated life tests
David Han (The University of Texas at San Antonio)

23

JULY 19 - 23, 2021

BERNOULLI-IMS

VIRTUAL CONGRESS

10th WORLD CONGRESS IN PROBABILITY AND STATISTICSDAILY PROGRAM _ JULY 19 (MON)22:30 - 23:00
Chair

CS33. Novel Statistical Approaches in Genetic Association Analyses
Saurabh Ghosh (Indian Statistical Institute)An extended model for phylogenetic maximum likelihood based on discrete morphological charactersDavid Spade (University of Wisconsin--Milwaukee)

Combined linkage and association mapping integrating population-based and family-based designs using
multinomial regression
Saurabh Ghosh (Indian Statistical Institute)An alternative to intersection-union test for the composite null hypothesis used to identify shared genetic risk of
disease outcomes
Debashree Ray (Johns Hopkins University)

Efficient SNP-based heritability estimation using Gaussian predictive process in large-scale cohort studies
Saonli Basu (University of Minnesota)

Data-adaptive groupwise test for genomic studies via the Yanai's generalized coefficient of determination
Masao Ueki (Nagasaki University)

22:30 - 23:00
Chair

CS36. Statistical Inference
Mijeong Kim (Ewha Womans University)

Density deconvolution with non-standard error distributions: Rates of convergence and adaptive estimation
Taeho Kim (University of Haifa)

Moments of the doubly truncated selection elliptical distributions: recurrence, existence and applications
Christian Galarza Morales (Escuela Superior Politécnica del Litoral)

Characterization of probability distributions by a generalized notion of sufficiency and Fisher information
Atin Gayen (Indian Institute of Technology Palakkad, India)

24

BERNOULLI-IMSJULY 19 - 23, 2021

10th WORLD CONGRESS IN PROBABILITY AND STATISTICS

VIRTUAL CONGRESSDAILY PROGRAM _ JULY 20 (TUE)*All times are KST (UTC+9)

09:00 - 10:00
Chair

IMS Medallion Lecture
Qi-Man Shao (Chinese University of Hong Kong)

Gambler's ruin problems
Laurent Saloff-Coste (Cornell University)

10:00 - 11:00
Chair

IMS Medallion Lecture
Krzysztof Burdzy (University of Washington)

Simplicity and complexity of belief-propagation
Elchanan Mossel (MIT)11:30 - 12:00

IS04. Mathematical Population Genetics and Computational Statistics

Organizer

Paul Jenkins (University of Warwick)

Chair

Paul Jenkins (University of Warwick)

Mapping genetic ancestors
Graham Coop (University of California at Davis)

Cellular point processes: quantifying cell signaling
Barbara Engelhardt (Princeton University)

Fitting stochastic epidemic models to gene genealogies using linear noise approximation
Vladimir Minin (University of California, Irvine)

11:30 - 12:00

IS18. Deep Learning

Organizer

Johannes Schmidt-Hieber (University of Twente)

Chair

Johannes Schmidt-Hieber (University of Twente)

Dynamics and phase transitions in deep neural networks
Yasaman Bahri (Google Research)

Theoretical understanding of adding noises to deep generative models
Yongdai Kim (Seoul National University)

Adversarial examples in random deep networks
Peter Bartlett (University of California at Berkeley)25

JULY 19 - 23, 2021

BERNOULLI-IMS

VIRTUAL CONGRESS

10th WORLD CONGRESS IN PROBABILITY AND STATISTICSDAILY PROGRAM _ JULY 20 (TUE)
11:30 - 12:00

OCS07. Anomalous Diffusions and Related Topics

Organizer

Zhen-Qing Chen (University of Washington)

Chair

Zhen-Qing Chen (University of Washington)

Lp-Kato class measures for symmetric Markov processes under heat kernel estimates
Kazuhiro Kuwae (Fukuoka University)

Green function estimates and boundary Harnack principles for non-local operators whose kernels degenerate at
the boundary
Panki Kim (Seoul National University)

Heat kernel upper bounds for symmetric Markov semigroups
Jian Wang (Fujian Normal University)

Inverse local time of one-dimensional diffusions and its comparison theorem
Lidan Wang (Nankai University)

Archimedes' principle for ideal gas
Krzysztof Burdzy (University of Washington)

11:30 - 12:00

OCS17. The Advances in Time Series and Spatial Statistics

Organizer

Wei-Ying Wu (National Dong Hwa University)

Chair

Wei-Ying Wu (National Dong Hwa University)

Interpretable, predictive spatio-temporal models via enhanced pairwise directions estimation
ShengLi Tzeng (National Sun Yat-sen University)

Model selection with a nested spatial correlation structurekernels degenerate at the boundary
Chun-Shu Chen (National Central University)

Consistent order selection for ARFIMA models
Kun Chen (Southwestern University of Finance and Economics)

Whittle likelihood for irregularly spaced spatial data
Soutir Bandyopadhyay (Colorado School of Mines)

11:30 - 12:00
Organizer
Chair

OCS24. Advanced Statistical Methods for Complex Data
Jongho Im (Yonsei University)
Seung Hwan Park (Kangwon National University)

On the verifiable identification condition in NMAR missing data analysis
Kosuke Morikawa (Osaka University and The University of Tokyo)
26

BERNOULLI-IMSJULY 19 - 23, 2021

10th WORLD CONGRESS IN PROBABILITY AND STATISTICS

VIRTUAL CONGRESSDAILY PROGRAM _ JULY 20 (TUE)
Bayesian hierarchical spatial model for small-area estimation with non-ignorable nonresponses and its application
to the NHANES dental caries data
Ick Hoon Jin (Yonsei University)

Raking-based relabeling classification method for highly imbalanced data
Seunghwan Park (Kangwon National University)

Imputation approach for outcome dependent sampling design
Jongho Im (Yonsei University)

11:30 - 12:00
Chair

CS25. Time Series Analysis II
Joungyoun Kim (Yonsei University)

Robust Bayesian analysis of multivariate time series
Yixuan Liu (The University of Auckland)

Posterior consistency for the spectral density of non-Gaussian stationary time series
Yifu Tang (The University of Auckland)

ARMA models for zero inflated count time series
Vurukonda Sathish

Time-series data clustering via thick pen transformation
Minji Kim (Seoul National University)

11:30 - 12:00

Poster I-1
GMOTE: Gaussian-based minority oversampling technique for imbalanced classification adapting tail probability ofoutliers
Seung Jee Yang (Hanyang University)

Exact inference for an exponential parameter under generalized progressive type II hybrid censored competingrisk data
Subin Cho (Daegu University)

Meta-analysis methods for multiple related markers: Applications to microbiome studies with the results on
multiple α-diversity indices
Hyunwook Koh (The State University of New York, Korea)

Estimation for a nonlinear regression model with non-zero mean errors and an application to a biomechanicalmodel
Hojun You (Seoul National University)

27

JULY 19 - 23, 2021

BERNOULLI-IMS

VIRTUAL CONGRESS

10th WORLD CONGRESS IN PROBABILITY AND STATISTICSDAILY PROGRAM _ JULY 20 (TUE)
Neural network-based clustering for ischemic stroke patients
Su Hoon Choi (Chonnam National University)

Principal component analysis of amplitude and phase variation in multivariate functional data
Soobin Kim (Seoul National University)

Clustering non-stationary advanced metering infrastructure data
Donghyun Kang (Chung-Ang University)

19:00 - 20:00
Chair

Levy Lecture
Martin Hairer (Imperial College London)

A variational method for Euclidean quantum fields
Massimiliano Gubinelli (University of Bonn)

20:00 - 21:00
Chair

Doob Lecture
Wendelin Werner (ETH Zurich)

Parking on Cayley trees and Frozen Erdös-Rényi
Nicolas Curien (Paris-Saclay University)

21:30 - 22:00

IS16. Bootstrap for High-dimensional Data

Organizer

Kengo Kato (Cornell University)

Chair

Kengo Kato (Cornell University)

Inference for nonlinear inverse problems
Vladimir Spokoinyi (WIAS and HU Berlin)

Change point analysis for high-dimensional data
Xiaohui Chen (University of Illinois at Urbana-Champaign)

Bootstrap test for multi-scale lead-lag relationships in high-frequency data
Yuta Koike (University of Tokyo)

28

BERNOULLI-IMSJULY 19 - 23, 2021

10th WORLD CONGRESS IN PROBABILITY AND STATISTICS

VIRTUAL CONGRESSDAILY PROGRAM _ JULY 20 (TUE)
21:30 - 22:00
Organizer
Chair

IS27. Random Matrices and Related Fields
Manjunath Krishnapur (Indian Institute of Science)
Ji Oon Lee (Korea Advanced Institute of Science and Technology (KAIST))The scaling limit of the characteristic polynomial of a random matrix at the spectral edge
Elliot Paquette (McGill University)

Strong asymptotics of planar orthogonal polynomials: Gaussian weight perturbed by finite number of point
charges
Seung Yeop Lee (University of South Florida)

Secular coefficients and the holomorphic multiplicative chaos
Joseph Najnudel (University of Bristol)

21:30 - 22:00

IS28. Statistical Inference for Graphs and Networks

Organizer

Betsy Ogburn (Johns Hopkins University)

Chair

Betsy Ogburn (Johns Hopkins University

A goodness-of-fit test for exponential random graphs
Gesine Reinert (University of Oxford)

Networks in the presence of informative community structure
Alexander Volfovsky (Duke University)

Motif estimation via subgraph sampling: The fourth-moment phenomenon
Bhaswar Bhattacharya (University of Pennsylvania)

21:30 - 22:00

IS31. Information Theory and Concentration Inequalities

Organizer

Chandra Nair (Chinese University of Hong Kong)

Chair

Chandra Nair (Chinese University of Hong Kong)

Algorithmic optimal transport in Euclidean spaces
Salman Beigi (Institute for Research in Fundamental Sciences (IPM))

Entropy bounds for discrete log-concave distributions
Sergey Bobkov (University of Minnesota)

Entropy and convex geometry
Tomasz Tkocz (Carnegie Mellon University)

29

JULY 19 - 23, 2021

BERNOULLI-IMS

VIRTUAL CONGRESS

10th WORLD CONGRESS IN PROBABILITY AND STATISTICSDAILY PROGRAM _ JULY 20 (TUE)
21:30 - 22:00

OCS12. Recent Developments for Dependent Data

Organizer

Mikyoung Jun (University of Houston)

Chair

Mikyoung Jun (University of Houston)

DeepKriging: Spatially dependent deep neural networks for spatial prediction
Ying Sun (KAUST)

A model-free subsampling method based on minimum energy criterion
Wenlin Dai (Renmin University of China)

Global wind modeling with transformed Gaussian processes
Jaehong Jeong (Hanyang University)

Threshold estimation for continuous three-phase polynomial regression models with constant mean in the middle
regimeChih-Hao Chang (National University of Kaohsiung)

21:30 - 22:00

OCS16. Non-Euclidean Statistical Inference

Organizer

Young Kyung Lee (Kangwon National University)

Chair

Young Kyung Lee (Kangwon National University)

Functional linear regression model with randomly censored data: predicting conversion time to Alzheimer's
diseaseSeong Jun Yang (Jeonbuk National University)

Deconvolution estimation on hyperspheres
Jeong Min Jeon (KU Leuven)

Confidence band for persistent homology of KDEs
Jisu Kim (Inria)

Analysis of chemical-gene bipartite network via a user-based collaborative filtering method incorporating chemical
structure information
Namgil Lee (Kangwon National University)

21:30 - 22:00
Chair

CS02. Financial Mathematics and Probabilistic Modeling
Hyungbin Park (Seoul National University)

How to detect a salami slicer: a stochastic controller-stopper game with unknown competition
Kristoffer Lindensjö (Stockholm University30

BERNOULLI-IMSJULY 19 - 23, 2021

10th WORLD CONGRESS IN PROBABILITY AND STATISTICS

VIRTUAL CONGRESSDAILY PROGRAM _ JULY 20 (TUE)
Solving the selection-recombination equation: Ancestral lines and duality
Frederic Alberti (Bielefeld University)

Short time asymptotics for modulated rough stochastic volatility models
Barbara Pacchiarotti (Università degli studi di Roma "Tor Vergata”)

21:30 - 22:00
Chair

CS07. SDEs and Fractional Brownian Motions
Ildoo Kim (Korea University)

Weak rough-path type solutions for singular Lévy SDEs
Helena Katharina Kremp (Freie Universität Berlin)

Functional limit theorems for approximating irregular SDEs, general diffusions and their exit times
Mikhail Urusov (University of Duisburg-Essen)

21:30 - 22:00
Chair

CS28. Neural Networks and Deep Learning
Jong-June Jeon (University of Seoul)

Simulated annealing-backpropagation algorithm on parallel trained maxout networks (SABPMAX) in detecting
credit card fraud
Sheila Mae Golingay (University of the Philippines-Diliman)

The smoking gun: Statistical theory improves neural network estimates
Sophie Langer (Technische Universität Darmstadt)

Stochastic block model for multiple networks
Tabea Rebafka (Sorbonne Université)

Deep neural networks for faster nonparametric regression models
Mehmet Ali Kaygusuz (The Middle East Technical University)

Generative model for fbm with deep ReLU neural networks
Michael Allouche (Ecole Polytechnique)31

JULY 19 - 23, 2021

BERNOULLI-IMS

VIRTUAL CONGRESS

10th WORLD CONGRESS IN PROBABILITY AND STATISTICSDAILY PROGRAM _ JULY 20 (TUE)
21:30 - 22:00

Poster I-2
Geometrically adapted Langevin algorithm (GALA) for Markov Chain Monte Carlo (MCMC) simulations
Mariya Mamajiwala (University College London)

Bayes estimation for the Weibull distribution under generalized adaptive hybrid progressive censored competingrisks data
Yeongjae Seong (Daegu University)

Large deviations of mean-field interacting particle systems in a fast varying environment
Sarath Yasodharan (Indian Institute of Science)

Stochastic homogenisation of Gaussian fields
Leandro Chiarini (Utrecht University)

Concentration inequality for U-statistics for uniformly ergodic Markov chains, and applications
Quentin Duchemin (LAMA, Univ Gustave Eiffel, CNRS, Marne-la-Vallée, France)

A Bayesian illness-death model to approach the incidence of recurrent hip fracture and death in elderly patients
Fran Llopis-Cardona (Foundation for the Promotion of Health and Biomedical Research of Valencia Region(FISABIO))

The contact process with two types of particles and priority: metastability and convergence in infinite volume
Mariela Pentón Machado (Instituto de Matemática e Estatística, Universidade de São Paulo)

A nonparametric instrumental approach to endogeneity in competing risks models
Jad Beyhum (ORSTAT, KU Leuven)

22:30 - 23:00

IS02. Scaling Limits of Disordered Systems and Disorder Relevance

Organizer

Rongfeng Sun (National University of Singapore)

Chair

Rongfeng Sun (National University of Singapore)

Exceptional geodesic pairs in the directed landscape
Erik Bates (University of Wisconsin-Madison)

Disorder relevance and the continuum random field Ising model
Adam Bowditch (University College Dublin)

A CLT for KPZ on torus
Yu Gu (Carnegie Mellon University)

32

BERNOULLI-IMSJULY 19 - 23, 2021

10th WORLD CONGRESS IN PROBABILITY AND STATISTICS

VIRTUAL CONGRESSDAILY PROGRAM _ JULY 20 (TUE)
22:30 - 23:00

IS07. High-dimensional Robustness

Organizer

Stanislav Minsker (University of Southern California)

Chair

Stanislav Minsker (University of Southern California)

Distribution-free robust linear regression
Nikita Zhivotovskiy (ETH Zurich)

Algorithmic high-dimensional robust statistics
Ilias Diaconicolas (University of Wisconsin-Madison)

Robust estimation of a mean vector with respect to any norm : a minimax MOM and a Stahel-Donoho Median ofmeans estimators
Guillaume Lecué (Laboratoire de statistiques at CREST)

22:30 - 23:00
Organizer
Chair

IS08. Functional Data Analysis
Aurore Delaigle (University of Melbourne)
Yunjin Choi (University of Seoul)

Partially specified covariance operators and intrinsically functional graphical models
Victor Panaretos (EPFL)

Domain selection for functional linear models: a dynamic RKHS approach
Jane Ling Wang (University of California at Davis)

Simultaneous Inference for function-valued parameters: A fast and fair approach
Dominik Liebl (University of Bonn)

22:30 - 23:00

IS32. Statistical Learning

Organizer

Yichao Wu (University of Illinois at Chicago)

Chair

Yichao Wu (University of Illinois at Chicago)

Equivariant variance estimation for multiple change-point model
Ning Hao (University of Arizona)

A forward approach for sufficient dimension reduction in binary classification
Seung Jun Shin (Korea University)

Variable selection for global Fréchet regression
Dani Tucker (University of Illinois at Chicago)

33

JULY 19 - 23, 2021

BERNOULLI-IMS

VIRTUAL CONGRESS

10th WORLD CONGRESS IN PROBABILITY AND STATISTICSDAILY PROGRAM _ JULY 20 (TUE)
22:30 - 23:00
Organizer
Chair

IS41. Bernoulli Paper Prize Session
Bernoulli Society
Ofer Zeitouni (Weizmann Institute of Science) / Richard Samworth (University of Cambridge)

Bernoulli Prize for an outstanding survey article in Probability: From infinite random matrices over finite fields tosquare ice
Leonid Petrov (University of Virginia)

Bernoulli Journal Read Paper Award: A general frequency domain method for assessing spatial covariancestructures
Soutir Bandyopadhyay (Colorado School of Mines)

22:30 - 23:00

OCS06. Theoretical Analysis of Random Walks, Random Graphs and Clustering

Organizer

Ji Oon Lee (Korea Advanced Institute of Science and Technology (KAIST))Chair

Ji Oon Lee (Korea Advanced Institute of Science and Technology (KAIST))

Spectral large deviations for sparse random matrices
Kyeongsik Nam (University of California, Los Angeles)

Robust hypergraph clustering via convex relaxation of truncated MLE
Hye Won Chung (Korea Advanced Institute of Science and Technology (KAIST))

Convergence rate to the Tracy-Widom laws for the largest eigenvalue of Wigner matrices
Kevin Schnelli (KTH Royal Institute of Technology)

Attributed graph alignment
Lele Wang (University of British Columbia)

Minkowski content for the scaling limit of loop-erased random walk in three dimensions
Xinyi Li (Peking University)

22:30 - 23:00

OCS13. Recent Advances in Complex Time Series Analysis

Organizer

Haeran Cho (University of Bristol)

Chair

Haeran Cho (University of Bristol)

Change points detection for high dimensional time series
Likai Chen (Washington University in Saint Louis)

Asymptotics of large autocovariance matrices
Monika Bhattacharjee (Indian Institute of Technology Bombay)

34

BERNOULLI-IMSJULY 19 - 23, 2021

10th WORLD CONGRESS IN PROBABILITY AND STATISTICS

VIRTUAL CONGRESSDAILY PROGRAM _ JULY 20 (TUE)
Factor models for matrix-valued high-dimensional time series
Xialu Liu (San Diego State University)

Multi-level changepoint inference for periodic data sequences
Anastasia Ushakova (Lancaster University)

22:30 - 23:00

CS10. Reflecting Diffusion Processes Stochastic Networks and Their Applications

Organizer

Amber Puha (California State University, San Marcos)

Chair

Ruth J. Williams (University of California at San Diego)

Measure valued processes characterized by a field of reflecting Brownian motions arising from certain queuingproblems
Amarjit Budhiraja (University of North Carolina)

Asymptotic behavior of a critical fluid model for bandwidth sharing with general file size distributions
Yingjia Fu (University of California San Diego)

Error bounds for the one-dimensional constrained langevin approximation for density dependent Markov chains
Felipe Campos (University of California, San Diego)

Obliquely reflecting diffusions in nonsmooth domains: Some new uniqueness results
Cristina Costantini (University of Chieti-Pescara)

22:30 - 23:00
Chair

CS16. Probability Theory and Statistical Mechanics
HyunJae Yoo (Hankyong National University

Coexistence of localized Gibbs measures and delocalized gradient Gibbs measures on trees
Florian Henning (Ruhr-University Bochum)

Inhomogeneous gradient Gibbs measures on regular trees with homogeneous interactions
Christof Kuelske (Ruhr-University Bochum)

Statistical mechanical model of adsorption at the surface interface contacting with an ideal gas
Changho Kim (University of California, Merced)

35

JULY 19 - 23, 2021

BERNOULLI-IMS

VIRTUAL CONGRESS

10th WORLD CONGRESS IN PROBABILITY AND STATISTICSDAILY PROGRAM _ JULY 20 (TUE)
22:30 - 23:00
Chair

CS19. Detection and Segmentation
Myung Hee Lee (Weil Cornell Medicine)

Detection of outliers in compositional data on disabled people in the São Paulo State
Paulo Oliveira (University of São Paulo)

Consistent change-point detection for general distributions
Florencia Leonardi (University of São Paulo)

Change point detection under linear model: Use of MOSUM approach
Joonpyo Kim (Seoul National University)

Interval-censored least-squares regressions
Taehwa Choi (Korea University)

22:30 - 23:00
Chair

CS23. Bayesian Nonparametric Inference
Kyoungjae Lee (Inha University)

Bernstein - von Mises type theorem for a scale hyperparameter in Bayesian nonparametric inference
Natalia Bochkina (University of Edinburgh)

Convergence of unadjusted Hamiltonian Monte Carlo for mean-field models
Katharina Schuh (University Bonn)

Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equationsPeter Spreij (University of Amsterdam)

Hamiltonian Monte Carlo in high dimensions
Andreas Eberle (University of Bonn)36

BERNOULLI-IMSJULY 19 - 23, 2021

10th WORLD CONGRESS IN PROBABILITY AND STATISTICS

VIRTUAL CONGRESSDAILY PROGRAM _ JULY 21 (WED)*All times are KST (UTC+9)

09:00 - 10:00
Chair

Laplace Lecture
Runze Li (Pennsylvania State University)

Transfer learning: optimality and adaptive algorithms
Tony Cai (University of Pennsylvania)

10:00 - 11:00
Chair

Public Lecture
Joong-Ho Won (Seoul National University)

Structure and randomness in data
Young-Han Kim (UCSD and Gauss Labs Inc.)

11:30 - 12:00

IS05. Recent Advances in Shape Constrained Inference

Organizer

Bodhisatva Sen (Columbia University)

Chair

Bodhisatva Sen (Columbia University)

Global rates of convergence in mixture density estimation
Arlene Kyoung Hee Kim (Korea University)

Convex regression in multidimensions
Adityanand Guntuboyina (University of California Berkeley)Multiple isotonic regression: limit distribution theory and confidence intervals
Qiyang Han (Rutgers University)

11:30 - 12:00

IS06. Optimization in Statistical Learning

Organizer

Garvesh Raskutti (University of Wisconsin-Madison)

Chair

Garvesh Raskutti (University of Wisconsin-Madison)

Statistical inference on latent network growth processes using the PAPER model
Min Xu (Rutgers University)

Adversarial classification, optimal transport, and geometric flows
Nicolas Garcia Trillos (University of Wisconsin-Madison)

Capturing network effect via fused lasso penalty with application on shared-bike data
Yunjin Choi (University of Seoul)

37

JULY 19 - 23, 2021

BERNOULLI-IMS

VIRTUAL CONGRESS

10th WORLD CONGRESS IN PROBABILITY AND STATISTICSDAILY PROGRAM _ JULY 21 (WED)
11:30 - 12:00

OCS09. Random Matrices and Infinite Particle Systems

Organizer

Hirofumi Osada (Kyushu University)

Chair

Hirofumi Osada (Kyushu University)

Dynamical universality for random matrices
Hirofumi Osada (Kyushu University)

Signal processing via the stochastic geometry of spectrogram level sets
Subhroshekhar Ghosh (National University of Singapore)

Logarithmic derivatives and local densities of point processes arising from random matrices
Shota Osada (Kyushu University)

Stochastic differential equations for infinite particle systems of jump type with long range interactions
Hideki Tanemura (Keio university)

11:30 - 12:00

OCS18. Advanced Learning Methods for Complex Data Analysis

Organizer

Xinlei Wang (Southern Methodist University

Chair

Xinlei Wang (Southern Methodist University

Peel learning for pathway-related outcome prediction
Rui Feng (University of Pennsylvania)

Principal boundary for data on manifolds
Zhigang Yao (National University of Singapore)

Probabilistic semi-supervised learning via sparse graph structure learning
Li Wang (University of Texas at Arlington)

Bayesian modeling for paired data in genome-wide association studies with application to breast cancer
Min Chen (University of Texas at Dallas)

11:30 - 12:00

OCS27. Bayesian Inference for Complex Models

Organizer

Joungyoun Kim (Yonsei Univesity)

Chair

Joungyoun Kim (Yonsei Univesity)

Nonparametric Bayesian latent factor model for multivariate functional data with covariate dependency
Yeonseung Chung (Korea Advanced Institute of Science and Technology (KAIST))

Bayesian model selection for ultrahigh-dimensional doubly-intractable distributions
Jaewoo Park (Yonsei University)

38

BERNOULLI-IMSJULY 19 - 23, 2021

10th WORLD CONGRESS IN PROBABILITY AND STATISTICS

VIRTUAL CONGRESSDAILY PROGRAM _ JULY 21 (WED)
Post-processed posteriors for banded covariances
Kwangmin Lee (Seoul National University)

Adaptive Bayesian inference for current status data on a grid
Minwoo Chae (Pohang University of Science and Technology)

11:30 - 12:00

OCS28. Recent Advances in Time Series Analysis

Organizer

Changryong Baek (Sungkyunkwan University)

Chair

Changryong Baek (Sungkyunkwan University)

Resampling long-range dependent time series
Shuyang Bai (University of Georgia)

Robust test for structural instability in dynamic factor models
Changryong Baek (Sungkyunkwan University)

On scaling in high dimensions
Gustavo Didier (Tulane University)

Thresholding and graphical local Whittle estimation
Marie Duker (Cornell University)

Cotrending: testing for common deterministic trends in varying means model
Vladas Pipiras (University of North Carolina at Chapel Hill)

11:30 - 12:00
Chair

CS29. Spatial Data Analysis
Yaeji Lim (Chung-Ang University)

Wild bootstrap for high-dimensional spatial data
Daisuke Kurisu (Tokyo Institute of Technology)

Lifting scheme for streamflow data in river networks
Seoncheol Park (Chungbuk National University)

Optimal designs for some bivariate cokriging models
Subhadra Dasgupta (IITB-Monash Research Academy)39

JULY 19 - 23, 2021

BERNOULLI-IMS

VIRTUAL CONGRESS

10th WORLD CONGRESS IN PROBABILITY AND STATISTICSDAILY PROGRAM _ JULY 21 (WED)
11:30 - 12:00

Poster II-1
Nonconstant error variance in generalized propensity score model
Doyoung Kim (Sungkyunkwan University)

Causal mediation analysis with multiple mediators of general structures
Youngho Bae (Sungkyunkwan University)

A fuzzy clustering ensemble based Mapper algorithm
SungJin Kang (Chung-Ang University)

Analysis of the association between suicide attempts and meteorological factors
Seunghyeon Kim (Chonnam National University)

Spectral clustering with the Wasserstein distance and its application
SangHun Jeong (Pusan National University)

Robust covariance estimation for partially observed functional data
Hyunsung Kim (Chung-Ang University)

Fast Bayesian functional regression for non-Gaussian spatial data
Yeo Jin Jung (Yonsei University)

19:00 - 20:00
Chair

Wald Lecture 2
Takashi Kumagai (Kyoto University)

Low dimensional random fractals
Martin Barlow (University of British Columbia)

20:00 - 21:00
Chair

IMS Medallion Lecture
Arup Bose (Indian Statistical Institute)Random determinants and the elastic manifold
Gerard Ben Arous (New York University)

40

BERNOULLI-IMSJULY 19 - 23, 2021

10th WORLD CONGRESS IN PROBABILITY AND STATISTICS

VIRTUAL CONGRESSDAILY PROGRAM _ JULY 21 (WED)
21:30 - 22:00

IS01. Conformal Invariance and Related Topics

Organizer

Hao Wu (Yau Mathematical Sciences Center, Tsinghua University)

Chair

Hao Wu (Yau Mathematical Sciences Center, Tsinghua University)

Asymptotics of determinants of discrete Laplacians
Konstantin Izyurov (University of Helsinki)

On Loewner evolutions with jumps
Eveliina Peltola (Rheinische Friedrich-Wilhelms-Universität Bonn)

Extremal distance and conformal radius of a CLE_4 loop
Titus Lupu (CNRS / Sorbonne Université)

21:30 - 22:00
Organizer
Chair

IS14. Optimal Transport
Philippe Rigollet (Massachusetts Institute of Technology)
Panki Kim (Seoul National University)

Density estimation and conditional simulation using triangular transport
Youssef Marzouk (Massachusetts Institute of Technology)

Estimation of Wasserstein distances in the spiked transport model
Jonathan Niles-Weed (Courant Institute of Mathematical Sciences, New York University)

Statistical estimation of barycenters in metric spaces and the space of probability measures
Quentin Paris (Higher School of Economics)

21:30 - 22:00

IS21. Probabilistic Theory of Mean Field Games

Organizer

Xin Guo (University of California, Berkeley)

Chair

Xin Guo (University of California, Berkeley)

Portfolio liquidation games with self-exciting order flow
Ulrich Horst (Humboldt University Berlin)

A mean-field game approach to equilibrium pricing in renewable energy certificate markets
Sebastian Jaimungal (University of Toronto)

Entropic optimal transport
Marcel Nutz (Columbia University)

41

JULY 19 - 23, 2021

BERNOULLI-IMS

VIRTUAL CONGRESS

10th WORLD CONGRESS IN PROBABILITY AND STATISTICSDAILY PROGRAM _ JULY 21 (WED)
21:30 - 22:00

IS35. Stochastic Analysis in Mathematical Finance and Insurance

Organizer

Marie Kratz (ESSEC)

Chair

Marie Kratz (ESSEC)

From signature based models in finance to affine and polynomial processes and backChrista Cuchiero (University of Vienna)

Optimal dividends with capital injections at a level-dependent cost
Ronnie Loeffen (University of Manchester)

Exponential Lévy-type change-point models in mathematical finance
Lioudmila Vostrikova (University of Angers

21:30 - 22:00

IS40. KSS Invited Session: Nonparametric and Semi-parametric Approaches in Survival Analysis

Organizer

Woncheol Jang (Seoul National University)

Chair

Woncheol Jang (Seoul National University)

Smoothed quantile regression for censored residual lifetime
Sangwook Kang (Yonsei University)

Superefficient estimation of future conditional hazards based on marker information
Enno Mammen (Heidelberg University)

On a semiparametric estimation method for AFT mixture cure models
Ingrid Van Keilegom (KU Leuven)

21:30 - 22:00

OCS03. Gaussian Processes

Organizer

Naomi Feldheim (Bar-Ilan University)

Chair

Naomi Feldheim (Bar-Ilan University)

Gaussian determinantal processes: A new model for directionality in data
Subhro Ghosh (National University of Singapore)

Persistence exponents of Gaussian stationary functions
Ohad Noy Feldheim (Hebrew University of Jerusalem)

Connectivity of the excursion sets of Gaussian fields with long-range correlations
Stephen Muirhead (University of Melbourne)

Overcrowding estimates for the nodal volume of stationary Gaussian processes on Rd
Lakshmi Priya (Indian Institute of Science)

42

BERNOULLI-IMSJULY 19 - 23, 2021

10th WORLD CONGRESS IN PROBABILITY AND STATISTICS

VIRTUAL CONGRESSDAILY PROGRAM _ JULY 21 (WED)
21:30 - 22:00

OCS20. Theories and Applications for Complex Data Analysis

Organizer

Arlene K.H. Kim (Korea University)

Chair

Arlene K.H. Kim (Korea University)

Partly interval-censored rank regression
Sangbum Choi (Korea University)

Two-sample testing of high-dimensional linear regression coefficients via complementary sketching
Tengyao Wang (University College London)

Optimal rates for independence testing via U-statistic permutation tests
Tom Berrett (University of Warwick)

Empirical Bayes PCA in high dimensions
Zhou Fan (Yale University)

21:30 - 22:00
Chair

CS13. Random Structures
Namgyu Kang (Korea Institute of Advanced Study)

Universal phenomena for random constrained permutations
Jacopo Borga (University of Zurich)

The scaling limit of the strongly connected components of a uniform directed graph with an i.i.d. degree sequence
Serte Donderwinkel (University of Oxford)

Spherical principal curves
Jongmin Lee (Seoul National University)

21:30 - 22:00

CS20. Copula Modeling

Chair

Daewoo Pak (Yonsei University)

Estimation of multivariate generalized gamma convolutions through Laguerre expansions
Oskar Laverny (Université Lyon 1 - SCOR SE)

Copula-based Markov zero-inflated count time series models
Mohammed Alqawba (Qassim University)

Bi-factor and second-order copula models for item response data
Sayed H. Kadhem (University of East Anglia)

43

JULY 19 - 23, 2021

BERNOULLI-IMS

VIRTUAL CONGRESS

10th WORLD CONGRESS IN PROBABILITY AND STATISTICSDAILY PROGRAM _ JULY 21 (WED)
21:30 - 22:00
Chair

CS26. Multivariate Data Analysis
Yunjin Choi (University of Seoul)

A nonparametric test for paired data
Grzegorz Wyłupek (Institute of Mathematics, University of Wrocław)Inference for Generalized Multivariate Analysis of Variance (GMANOVA) models, under Multivariate Skew t
distribution for modelling skewed and heavy-tailed data
Sayantee Jana (Indian Institute of Management Nagpur)

Multiscale representation of directional scattered data: Use of anisotropic radial basis functions
Junhyeon Kwon (Seoul National University)

21:30 - 22:00
Chair

CS31. Statistical Prediction
Changwon Lim (Chung-Ang University)

Robust geodesic regression
Ha-Young Shin (Seoul National University)

A multi-sigmoidal logistic model: statistical analysis and first-passage-time application
Paola Paraggio (Università degli Studi di Salerno (UNISA))

Statistical inference for functional linear problems
Tim Kutta (Ruhr University Bochum)

22:30 - 23:00

IS03. Potential Theory for Non-local Operators and Jump Processes

Organizer

Panki Kim (Seoul National University)

Chair

Panki Kim (Seoul National University)

SDEs driven by multiplicative stable-like Levy processes
Zhen-Qing Chen (University of Washington)

Periodic homogenization of non-symmetric Lévy-type processes
Takashi Kumagai (Kyoto University)

Optimal Hardy identities and inequalites for the fractional Laplacian on LP
Krzysztof Bogdan (Wrocław University of Science and Technology)

44

BERNOULLI-IMSJULY 19 - 23, 2021

10th WORLD CONGRESS IN PROBABILITY AND STATISTICS

VIRTUAL CONGRESSDAILY PROGRAM _ JULY 21 (WED)
22:30 - 23:00

IS10. Change-point Problems for Complex Data

Organizer

Claudia Kirch (Otto von Guericke University Magdeburg)

Chair

Claudia Kirch (Otto von Guericke University Magdeburg)

Two-sample tests for relevant differences in the eigenfunctions of covariance operators
Alexander Aue (UC Davis)

Multiple change point detection under serial dependence
Haeran Cho (University of Bristol)An asymptotic test for constancy of the variance in a time series
Herold Dehling (Ruhr-University Bochum)

22:30 - 23:00

IS12. Statistics for Data with Geometric Structure

Organizer

Sungkyu Jung (Seoul National University)

Chair

Sungkyu Jung (Seoul National University)

Wasserstein regression
Hans-Georg Müller (University of California, Davis)

Finite sample smeariness for Fréchet means
Stephan Huckemann (Georg-August-Universitaet Goettingen)

Score matching for microbiome compositional data
Janice Scealy (Australian National University)

22:30 - 23:00

IS25. Random Graphs

Organizer

Christina Goldschmidt (University of Oxford)

Chair

Christina Goldschmidt (University of Oxford)

An unexpected phase transition for percolation on scale-free networks
Souvik Dhara (Massachusetts Institute of Technology)

Recent results for the graph alignment problem
Marc Lelarge (INRIA)

Local law and Tracy-Widom limit for sparse stochastic block models
Ji Oon Lee (Korea Advanced Institute of Science and Technology (KAIST)45

JULY 19 - 23, 2021

BERNOULLI-IMS

VIRTUAL CONGRESS

10th WORLD CONGRESS IN PROBABILITY AND STATISTICSDAILY PROGRAM _ JULY 21 (WED)
22:30 - 23:00

IS36. Problems and Approaches in Multi-Armed Bandits

Organizer

Vianney Perchet (ENSAE)

Chair

Vianney Perchet (ENSAE)

Dynamic pricing and learning under the Bass model
Shipra Agrawal (Columbia University)

TensorPlan: A new, flexible, scalable and provably efficient local planner for huge MDPs
Csaba Szepesvari (Deepmind & University of Alberta)

On the importance of (linear) structure in contextual multi-armed bandit
Alessandro Lazaric (Facebook AI Research)

22:30 - 23:00

OCS29. Sequential Analysis and Applications

Organizer

Alexander Tartakovsky (Moscow Institute of Physics and Technology)

Chair

Alexander Tartakovsky (Moscow Institute of Physics and Technology)

Asymptotically optimal control of FDR and related metrics for sequential multiple testing
Jay Bartroff (University of Southern California)

Nearly optimal sequential detection of signals in correlated Gaussian noise
Grigory Sokolov (Xavier University)

A unified approach for solving sequential selection problems
Yaakov Malinovsky (University of Maryland)

Sequential change detection by optimal weighted l2 divergence
Yao Xie (Georgia Institute of Technology)

Detection of temporary disorders
Michael Baron (American University)

22:30 - 23:00
Chair

CS03. Numerical Study of Stochastic Processes / Stochastic Interacting Systems
Kyung-Youn Kim (National Chengchi University)

Splitting methods for SDEs with locally Lipschitz drift. An illustration on the FitzHugh-Nagumo model
Massimiliano Tamborrino (University of Warwick)

Simulation methods for trawl processes
Dan Leonte (Imperial College London)46

BERNOULLI-IMSJULY 19 - 23, 2021

10th WORLD CONGRESS IN PROBABILITY AND STATISTICS

VIRTUAL CONGRESSDAILY PROGRAM _ JULY 21 (WED)
Stochastic optimal control of SDEs and importance sampling
Han Cheng Lie (University of Potsdam)

Opinion dynamics with Lotka-Volterra type interactions
Michele Aleandri (LUISS University)

22:30 - 23:00
Chair

CS08. Study of Various Distributions
Gunwoong Park (University of Seoul)

Orlicz norm and concentration inequalities for beta-heavy tailed distributions
Emmanuel Gobet (Ecole Polytechnique)

The Dickman-Goncharov distribution
Vladimir Panov (HSE University)

Continuous scaled phase-type distributions
Jorge Yslas (University of Bern)

22:30 - 23:00
Chair

CS12. Optimal Transport
Yeonwoo Rho (Michigan Technology University)

Stochastic-uniform-approximations of Wasserstein barycenters
Florian Heinemann (Georg-August-University Göttingen)Measuring dependence between random vectors via optimal transport
Johan Segers (UCLouvain)

Transportation duality and reverse functional inequalities for Markov kernels
Nathaniel Eldredge (University of Northern Colorado)

22:30 - 23:00
Chair

CS27. Machine Learning / Structural Equation
Yoonsuh Jung (Korea University)

Replicability of statistical findings under distributional shift
Suyash Gupta (Stanford University)

Selection of graphical continuous Lyapunov models with Lasso
Philipp Dettling (Technical University of Munich)47

JULY 19 - 23, 2021

BERNOULLI-IMS

VIRTUAL CONGRESS

10th WORLD CONGRESS IN PROBABILITY AND STATISTICSDAILY PROGRAM _ JULY 21 (WED)
Identifiability of linear structural equation models with homoscedastic errors using algebraic matroids
Jun Wu (Technical University of Munich)Convergence of stochastic gradient descent for Lojasiewicz-landscapes
Sebastian Kassing (Westfälische Wilhelms-Universität Münster)

22:30 - 23:00

Poster II-2
Busemann process and semi-infinite geodesics in Brownian last-passage percolation
Evan Sorensen (University of Wisconsin-Madison)

Application of kernel mean embeddings to functional data
George Wynne (Imperial College London)

SIR-based examination of the policy effects on the COVID-19 spread in U.S.
David Han (The University of Texas at San Antonio)

Cross-validation confidence intervals for test error
Alexandre Bayle (Harvard University)

Comparison of quantile regression curves under different settings with censored data
Lorenzo Tedesco (KU Leuven)

48

BERNOULLI-IMSJULY 19 - 23, 2021

10th WORLD CONGRESS IN PROBABILITY AND STATISTICS

VIRTUAL CONGRESSDAILY PROGRAM _ JULY 22 (THU)*All times are KST (UTC+9)

09:00 - 10:00

IMS Medallion Lecture

Chair

Ja-Yong Koo (Korea University)

Selective inference for trees
Daniela Witten (University of Washington)

10:00 - 11:00
Chair

IMS Medallion Lecture
Myunghee Cho Paik (Seoul National University)

High-dimensional interpolators: From linear regression to neural tangent models
Andrea Montanari (Stanford University)

11:30 - 12:00
Organizer
Chair

IS38. IMS Lawrence D. Brown Ph.D. Student Award Session
Institute of Mathematical Statistics
Tracy Ke (Harvard University)

Efficient manifold approximation with Spherelets
Didong Li (Princeton University / University of California)

Toward instance-optimal reinforcement learning
Ashwin Pananjady (Georgia Institute of Technology)

Bayesian pyramids: Identifying interpretable discrete latent structures from discrete data
Yuqi Gu (Columbia University)

11:30 - 12:00

OCS11. Random Growth, Spatial Processes and Related Models

Organizer

Erik Bates (University of California Berkeley)

Chair

Erik Bates (University of California Berkeley)

Holes in first-passage percolation
Wai-Kit Lam (University of Minnesota)

Coalescence estimates for the corner growth model with exponential weights
Xiao Shen (University of Wisconsin-Madison)

Scaling limits of sandpiles
Ahmed Bou-Rabee (University of Chicago)

49

JULY 19 - 23, 2021

BERNOULLI-IMS

VIRTUAL CONGRESS

10th WORLD CONGRESS IN PROBABILITY AND STATISTICSDAILY PROGRAM _ JULY 22 (THU)
11:30 - 12:00

OCS19. Recent Advances in Complex Data Analysis

Organizer

Seung Jun Shin (Korea University)

Chair

Seung Jun Shin (Korea University)

Kernel density estimation and deconvolution under radial symmetryKwan-Young Bak (Korea University)

Penalized poly gram regression for bivariate smoothing
Jae-Hwan Jhong (Chungbuk National University)

Penalized logistic regression using functional connectivity as covariates with an application to mild cognitive
impairment
Eunjee Lee (Chungnam National University)

Resmax: Detecting voice spoofing attacks with residual network and max filter map
Il-Youp Kwak (Chung-Ang University)

Weighted validation of heteroscedastic regression models for better selection
Yoonsuh Jung (Korea University)

11:30 - 12:00

OCS25. Recent Advances in Biostatistics

Organizer

Sangwook Kang (Yonsei Univesity)

Chair

Sangwook Kang (Yonsei Univesity)

Bayesian nonparametric adjustment of confounding
Chanmin Kim (SungKyunKwan University)

Multivariate point process models for microbiome image analysis
Kyu Ha Lee (Harvard University)

Look before you leap: systematic evaluation of tree-based statistical methods in subgroup identification
Xiaojing Wang (University of Connecticut)

11:30 - 12:00
Organizer
Chair

OCS31. BOK Contributed Session: Finance and Contemporary Issues
BOK Economic Statistics Department
Changryong Baek (Sungkyunkwan University)

Multi-step reflection principle and barrier options
Seongjoo Song (Korea University)

50

BERNOULLI-IMSJULY 19 - 23, 2021

10th WORLD CONGRESS IN PROBABILITY AND STATISTICS

VIRTUAL CONGRESSDAILY PROGRAM _ JULY 22 (THU)
Change point analysis in Bitcoin return series: a robust approach
Junmo Song (Kyungpook National University)

A self-normalization test for correlation matrix change
Ji Eun Choi (Pukyong National University)

Volatility as a risk measure of financial time series : high frequency and realized volatility
Sun Young Hwang (Sookmyung Women's University)

11:30 - 12:00

Poster III-1
A penalized matrix normal mixture model for clustering matrix data
Jinwon Heo (Chonnam National University)

Univariate and multivariate normality tests using an entropy-based transformation
Shahzad Munir (Xiamen University)

Geum river network data analysis via weighted PCA
Seeun Park (Seoul National University)

Cauchy combination test with thresholding under arbitrary dependency structures
Junsik Kim (Seoul National University)

Control charts for monitoring linear profiles in the detection of network intrusion
Daeun Kim (Dankook University)

Benefits of international agreements as switching diffusions
Sheikh Shahnawaz (California State University)

Estimation of Hilbertian varying coefficient models
Hyerim Hong (Seoul National University)

Duality for a class of continuous-time reversible Markov models
Freddy Palma (Fundación Universidad de las Américas Puebla)

51

JULY 19 - 23, 2021

BERNOULLI-IMS

VIRTUAL CONGRESS

10th WORLD CONGRESS IN PROBABILITY AND STATISTICSDAILY PROGRAM _ JULY 22 (THU)
19:00 - 20:00
Chair

Blackwell Lecture
Byeong Uk Park (Seoul National University)

Estimating the mean of a random vector
Gabor Lugosi (ICREA & Pompeu Fabra University)

20:00 - 21:00
Chair

Tukey Lecture
Adam Jakubowski (Nicolaus Copernicus University)

Max-margin classification and other interpolation methods
Sara van de Geer (ETH Zurich)

21:30 - 22:00

IS09. Quantum Statistics

Organizer

Cristina Butucea (ENSAE)

Chair

Cristina Butucea (ENSAE)

Estimation of quantum state and quantum channel
Masahito Hayashi (Southern University of Science and Technology)

Information geometry and local asymptotic normality for quantum Markov processes
Madalin Guta (University of Nottingham)

Optimal adaptive strategies for sequential quantum hypothesis testing
Marco Tomamichel (National University of Singapore)

21:30 - 22:00

IS22. Random Trees

Organizer

Anita Winter (University of Duisburg-Essen)

Chair

Anita Winter (University of Duisburg-Essen)

1d Brownian loop soup, Fleming-Viot processes and Bass-Burdzy flow
Elie Aidekon (Fudan University)

A new state space of algebraic measure trees for stochastic processes
Wolfgang Löhr (University of Duisburg-Essen)

Scaling limits of critical rank-1 inhomogeneous random graphs
Minmin Wang (University of Sussex)

52

BERNOULLI-IMSJULY 19 - 23, 2021

10th WORLD CONGRESS IN PROBABILITY AND STATISTICS

VIRTUAL CONGRESSDAILY PROGRAM _ JULY 22 (THU)
21:30 - 22:00

IS29. High Dimensional Data Inference

Organizer

Florentina Bunea (Cornell University)

Chair

Florentina Bunea (Cornell University)

Minimax rates for derivative-free stochastic optimization with higher order smooth objectives
Alexandre Tsybakov (CREST, ENSAE, IP Paris)

High-dimensional, multiscale online changepoint detection
Richard Samworth (University of Cambridge)

Optimal transport and inference for stationary processes
Andrew Nobel (The University of North Carolina at Chapel Hill)

21:30 - 22:00

IS34. Random Walks on Random Media

Organizer

Alexander Drewitz (Universität zu Köln)

Chair

Alexander Drewitz (Universität zu Köln)

Random walk on a barely supercritical branching random walk
Jan Nagel (TU Dortmund)

Universality of cutoff for graphs with an added random matching
Perla Sousi (Cambridge University)

Invariance principle for a random walk among a Poisson field of moving traps
Rongfeng Sun (National University of Singapore)

21:30 - 22:00
Organizer
Chair

IS37. Bernoulli Society New Researcher Award Session
Bernoulli Society
Imma Curato (Ulm University)

Hydrodynamic large deviations of strongly asymmetric interacting particle systems
Li-Cheng Tsai (Rutgers University)

Conformal loop ensembles on Liouville quantum gravity with marked points
Nina Holden (ETH Zurich)

Integrability of Schramm-Loewner evolution and Liouville quantum gravity
Xin Sun (University of Pennsylvania)

53

JULY 19 - 23, 2021

BERNOULLI-IMS

VIRTUAL CONGRESS

10th WORLD CONGRESS IN PROBABILITY AND STATISTICSDAILY PROGRAM _ JULY 22 (THU)
21:30 - 22:00

OCS08. Rough Path Theory

Organizer

Ilya Chevyrev (University of Oxford)

Chair

Ilya Chevyrev (University of Oxford)

Rough path theory and the stochastic Loewner equation
Vlad Margarint (NYU Shanghai)

Rough path with jumps and its application in homogenization
Huilin Zhang (Fudan University)

Probabilistic rough paths
William Salkeld (Universite Cote d'Azur)

Transport and continuity equations with (very) rough noise
Nikolas Tapia (Weierstrass Institute / TU Berlin)

Rough walks in random environment
Tal Orenshtein (TU Berlin, WIAS Berlin)

21:30 - 22:00

OCS21. Recent Advances in Statistics

Organizer

Yunjin Choi (University of Seoul)

Chair

Yunjin Choi (University of Seoul)

Identifiability of additive noise models using conditional variances
Gunwoong Park (University of Seoul)

Multivariate functional group sparse regression: functional predictor selection
Jun Song (University of North Carolina at Charlotte)

Causal foundations for fair and responsible machine learning
Joshua Loftus (London School of Economics)

Network change point detection
Yi Yu (University of Warwick)

21:30 - 22:00
Chair

CS09. Topics Related to RMTKyeongsik Nam (UCLA)

On eigenvalue distributions of large auto-covariance matrices
Wangjun Yuan (The University of Hong Kong)

54

BERNOULLI-IMSJULY 19 - 23, 2021

10th WORLD CONGRESS IN PROBABILITY AND STATISTICS

VIRTUAL CONGRESSDAILY PROGRAM _ JULY 22 (THU)
Linear spectral statistics of sequential sample covariance matrices
Nina Dörnemann (Ruhr University Bochum)

Couplings for Andersen dynamics and related piecewise deterministic Markov processes
Nawaf Bou-Rabee (Rutgers University Camden)

21:30 - 22:00
Chair

CS11. Topics Related to KPZ Universality
Jaehoon Kang (KAIST)

Upper tail decay of KPZ models with Brownian initial conditions
Balint Veto (Budapest University of Technology and Economics)

Bijective matching between q-Whittaker and periodic Schur measures
Matteo Mucciconi (Tokyo Institute of Technology)

A new approach to KPZ models by determinantal and Pfaffian measures
Tomohiro Sasamoto (Tokyo Institute of Technology)

21:30 - 22:00
Chair

CS21. Dimension Reduction and Model Selection
Jisu Kim (India Saclay)

Probabilistic principal curves on Riemannian manifolds
Seungwoo Kang (Seoul National University)

The elastic information criterion for multicollinearity detection
Kimon Ntotsis (University of the Aegean)

A bidimensional shock model driven by the space-fractional Poisson process
Alessandra Meoli (Università degli Studi di Salerno)

21:30 - 22:00
Chair

CS35. Financial Data Analysis
Jae Youn Ahn (Ewha Womans University)

Hedging portfolio for a degenerate market model
Ihsan Demirel (Koç University)

An optimal combination of proportional - excess of loss reinsurance with random premiums
Suci Sari (Statistics Research Division, Faculty of Mathematics and Natural Sciences, Institut Teknologi Bandung)

A novel inventory policy for imperfect items with stock dependent demand rate
Praveen V P
55

JULY 19 - 23, 2021

BERNOULLI-IMS

VIRTUAL CONGRESS

10th WORLD CONGRESS IN PROBABILITY AND STATISTICSDAILY PROGRAM _ JULY 22 (THU)
22:30 - 23:00

IS11. Analysis of Dependent Data

Organizer

Chae Young Lim (Seoul National University)

Chair

Chae Young Lim (Seoul National University)

Statistical learning with spatially dependent high-dimensional data
Taps Maiti (Michigan State University)

Large-scale spatial data science with ExaGeoStat
Marc Genton (King Abdullah University of Science and Technology (KAUST))

Multivariate spatio-temporal Hawkes process models of terrorism
Mikyoung Jun (University of Houston)

22:30 - 23:00

IS19. Randomized Algorithms

Organizer

Devdatt Dubhashi (Chalmers University)

Chair

Devdatt Dubhashi (Chalmers University)

Is your distribution in shape?
Ronitt Rubinfeld (Massachusetts Institute of Technology)

Beyond independent rounding: Strongly Rayleigh distributions and traveling salesperson problem
Shayan Oveis Gharan (University of Washington)

A survey of dependent randomized rounding
Aravind Srinivasan (University of Maryland, College Park)

22:30 - 23:00

IS23. Stochastic Partial Differential Equations

Organizer

Leonid Mytnik (Israel Institute of Technology)

Chair

Leonid Mytnik (Israel Institute of Technology)

Phase analysis for a family of stochastic reaction-diffusion equations
Carl Mueller (University of Rochester)

Regularization by noise for SPDEs and SDEs: a stochastic sewing approach
Oleg Butkovsky (Weierstrass Institute)

Stochastic quantization, Large N, and mean field limit
Hao Shen (University of Wisconsin-Madison)56

BERNOULLI-IMSJULY 19 - 23, 2021

10th WORLD CONGRESS IN PROBABILITY AND STATISTICS

VIRTUAL CONGRESSDAILY PROGRAM _ JULY 22 (THU)
22:30 - 23:00

IS26. Pathwise Stochastic Analysis

Organizer

Hendrik Weber (University of Bath)Chair

Hendrik Weber (University of Bath)Sig-Wasserstein Generative models to generate realistic synthetic time series
Hao Ni (University College London)

State space for the 3D stochastic quantisation equation of Yang-Mills
Ilya Chevyrev (University of Edinburgh)

A priori bounds for quasi-linear parabolic equations in the full sub-critical regime
Scott Smith (Chinese Academy of Science)

22:30 - 23:00

OCS10. Random Conformal Geometry and Related Fields

Organizer

Nam-Gyu Kang (Korea Institute of Advanced Study)

Chair

Nam-Gyu Kang (Korea Institute of Advanced Study)

Loewner dynamics for the multiple SLE(0) process
Tom Alberts (The University of Utah)

Conformal field theory for annulus SLE
Sung-Soo Byun (Seoul National University)

Convergence of martingale observables in the massive FK-Ising model
S. C. Park (Korea Institute of Advanced Study)

Boundary Minkowski content of multi-force-point SLE κ( ρ ) curves
Dapeng Zhan (Michigan State University)

22:30 - 23:00
Organizer
Chair

OCS30. Stochastic Adaptive Optimization Algorithms and their Applications to Neural Networks
Miklos Rasonyi (Alfréd Rényi Institute) & Sotirios Sabanis (University of Edinburgh)
Sotirios Sabanis (University of Edinburgh)

An adaptive strong order 1 method for SDEs with discontinuous drift coefficient
Larisa Yaroslavtseva (University of Passau)

Nonconvex optimization via TUSLA with discontinuous updating
Ying ZHANG (Nanyang Technological University)

Approximation of stochastic equations with irregular drifts
Konstantinos Dareiotis (University of Leeds)

57

JULY 19 - 23, 2021

BERNOULLI-IMS

VIRTUAL CONGRESS

10th WORLD CONGRESS IN PROBABILITY AND STATISTICSDAILY PROGRAM _ JULY 22 (THU)
Neural SDEs: Deep generative models in the diffusion limit
Maxim Raginsky (University of Illinois at Urbana-Champaign)

Diffusion approximations and control variates for MCMC
Eric Moulines (Ecole Polytechnique)22:30 - 23:00
Chair

CS04. Stochastic processes and Related Topics
Yeonwoo Rho (Michigan Technology University)

Parameter estimation for weakly interacting particle systems and stochastic McKean-Vlasov processes
Louis Sharrock (Imperial College London)

CLT for cyclic long-memory processes
Andriy Olenko (La Trobe University)

22:30 - 23:00
Chair

CS17. Various Limit Theorems
Chi Tim Ng (Hang Seng University of Hong Kong)

Limit theorems for non-stationary strongly mixing random fields
Cristina Tone (University of Louisville)

On the law of the iterated logarithm and strong invariance principles in stochastic geometry
Johannes Krebs (Heidelberg University)

Functional limit theorems for U-statistics
Mikolaj Kasprzak (University of Luxembourg)

Proving Liggett's FCLT via Stein's method
Wasamon Jantai (Oregon State University)

22:30 - 23:00
Chair

CS32. Statistical Modeling and Prediction
Eun Jeong Min (Catholic University)

An evolution of the beta regression for non-monotone relations
Gloria Gheno (Ronin Institute)

Robust censored regression with l1-norm regularization
Jad Beyhum (ORSTAT, KU Leuven)

58

BERNOULLI-IMSJULY 19 - 23, 2021

10th WORLD CONGRESS IN PROBABILITY AND STATISTICS

VIRTUAL CONGRESSDAILY PROGRAM _ JULY 22 (THU)SPLVC modal regression with error-prone linear covariate
Tao Wang (University of California, Riverside)

Regularized double machine learning in partially linear models with unobserved confounding
Corinne Emmenegger (ETH Zurich)

59

JULY 19 - 23, 2021

BERNOULLI-IMS

VIRTUAL CONGRESS

10th WORLD CONGRESS IN PROBABILITY AND STATISTICSDAILY PROGRAM _ JULY 23 (FRI)*All times are KST (UTC+9)

09:00 - 10:00
Chair

Schramm Lecture
Maria Eulália Vares (Federal University of Rio de Janeiro)

Balloons in space(s)Omer Angel (University of British Columbia)

10:00 - 11:00
Chair

Kolmogorov Lecture
Laurent Saloff-Coste (Cornell University)

From algorithm to theorem
Persi Diaconis (Stanford University)

19:00 - 20:00
Chair

Wald Lecture 3
Takashi Kumagai (Kyoto University)

Higher dimensional spaces
Martin Barlow (University of British Columbia)

20:00 - 21:00
Chair

Presentation of the Inaugural Willem van Zwet Medal and Closing Remarks
Siva Athreya (Indian Statistical Institute) / Hee-Seok Oh (Seoul National University)

Presentation of the Inaugural Willem van Zwet Medal. Closing Remarks
Claudia Klüppelberg (Past President of the Bernoulli Society)

Invitation to the Bernoulli-IMS 11th WC2024
Herold Dehling60

10th World Congress secretariat [People-X, Inc.]
1F, Haeoreum Bldg., 16, Yeoksam-ro 17 gil, Gangnam-gu, Seoul, 06246, Korea Tel. +82 2 566 5950, 6031 Fax. +82 2 566 6087 E-mail. wc2020@wc2020.org