IMS-China International Conference
    on Statistics and Probability 2009

IMS

SCHEDULE

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July 3rd

Morning


8:00-8:30 Opening Ceremony
8:30-9:15 Plenary Talk 1
  • Chair: Jianqing Fan, Princeton University
  • Speaker: Peter Bickel, University of California, Berkeley
  • Title: Inference for Networks
9:15-10:00 Plenary Talk 2
  • Chair: Jia-an Yan, AMSS, CAS
  • Speaker: Mufa Chen, Beijing Normal University
  • Title: Speed of stability for stochastic systems
10:00-10:30 Tea Break
10:30-11:15 Plenary Talk 3
11:15-12:00 Plenary Talk 4
12:00-1:15 Lunch

Afternoon


1:30-3:30 Invited Sessions 1-5

"High dimensional inference and application"

"Semiparametric Modelling and Its Applications"

"New developments on machine learning and variable selection in high dimensional space"

"Random Matrices and Applications"

  • Organizer: Tiefeng Jiang, University of Minnesota
  • Chair: Tiefeng Jiang, University of Minnesota
  • 1. Zhidong Bai, National University of Singapore, Singapore, & NENEU; Corrections to LRT on large dimensional covariance matrix by RMT
  • 2. Guangming Pan, Nanyang Technological University; Large sample covariance matrice and Hotelling's T
  • 3. Shurong Zheng, Northeastern Normal University (NENU); Central limit theorem for linear spectral statsitics of large dimensional F matrix
  • 4. Tiefeng Jiang, University of Minnesota; spectral properties of large random graphs

Contributed Session "Stochastic Processes and Stochastic Differential Equation"

  • Chair: Weidong Zhao, Shandong University
  • 1. Ze-Chun Hu, Nanjing University; Representations of non-symmetric Dirichlet forms
  • 2. Lingtao Kong, Graduate University of the Chinese Academy of Sciences; The Exact Hausdorff Measure of the set of multipoints for a stable process
  • 3. Dawei Lu, Dalian University of Technology; The first exit time for a Bessel process from the minimum and maximum random domains
  • 4. Qingxin Meng, Fudan University; Stochastic Hamilton-Jacobi-Bellman equation with jumps
  • 5. Shujin Wu, East China Normal University; Existence, uniqueness, boundedness and stability of stochastic delay differential equations with random impulses and Markovian switching
  • 6. Fubao Xi, Beijing Technology University; Ergodicity of stochastic Lienard equations with continuous-state-dependent switching
  • 7. Weidong Zhao, Shandong University; A new numerical scheme for backward stochastic differential equations
3:30-4:00 Tea Break
4:00-6:00 Invited Sessions 6-10

"Large-scale and high-dimensional inference"

"Jump diffusions and stochastic analysis"

"Analysis of High-dimensional Genomics Data"

"Nonparametric Statistical Inference"

  • Chair: Jin Zhang, Yunnan University
  • 1. Zhaojun Wang, Nankai University; Nonparametric profile monitoring by mixed effects modeling
  • 2. Xingzhong Xu, Beijing Institute of Technology; Bootstrap pivotal quantities
  • 3. Deyuan Li, Fudan University; Bias reduction for endpoint estimation
  • 4. Jin Zhang, Yunnan University; A new and efficient estimation method for the generalized Pareto distribution

"BSDEs and Applications"

  • Chair: Shige Peng, Shandong University
  • 1. Guangyan Jia, Shandong University; $g$-convex function, Jensen's inequality for $g$-expectation and backward stochastic viability property
  • 2. Shaolin Ji, Shandong University; Neyman-Pearson lemma under $g$-probability
  • 3. Juan Li, Shandong University at Weihai; Mean-field backward stochastic differential equations and related partial differential equations
  • 4. Zhen Wu, Shandong University; Maximum principlefor stochastic optimal control problem with delay and application
6:30-8:00 Dinner

July 4th

Morning


8:00-10:00 Invited Sessions 11-15

"Variable Selection and Regularization"

"Semiparametric Inference"

"Advances in Limit Theory"

  • Organizer: Qiman Shao, Hong Kong University of Science and Technology
  • Chair, Qiman Shao, Hong Kong University of Science and Technology
  • 1. Zhonggen Su, Zhejiang University; Riemann-Hilbert approach, universality of random matrix and Dyson's Constant"
  • 2. Qiying Wang, University of Sydney; Structural nonparametric cointegrating regression
  • 3. Wang Zhou, National University of Singapore; On normal approximations to U-statistics
  • 4. Weiguo Yang, Jiangsu University; Some researches on the strong limit theorems for Markov chains indexed by trees

"Insurance Mathematics"

  • Chair: Junyi Guo, Nankai University
  • 1. Guojing Wang, Suzhou University; Default time and the pricing of defaultable bond and par premium for a structural credit risk model with jumps
  • 2. Rongming Wang, East China Normal University; Optimal reinsurance and dividend strategies under the Marko-modulated insurance risk model
  • 3. Guoxin Liu, National University of Technology; Optimal dividend and insurance of equity for the Cramer-Lundberg risk model
  • 4. Junyi Guo, Nankai University; Optimal dividends and optimal reinsurance strategies for a risk model with merger of two businesses

Contributed Session "Bayesian Statistics, Spatial Statistics and related Topics"

10:00-10:30 Tea Break
10:30-12:00 Invited Sessions 16-20

"Functional and Transportation Inequalities"

  • Organizer: Feng-Yu Wang, Beijing Normal University
  • Chair: Yonghua Mao, Beijing Normal University
  • 1. Fuqing Gao, Wuhan University; Deviation inequalities and moderate deviations in statistical inference
  • 2. Jinghai Shao, Beijing Normal University; Optimal transport maps on path groups and loop groups
  • 3. Peter Qian, University of Wisconsin; Nested Latin hypercube designs

"Advances in Nonlinear Time Series and Applications"

"Superprocesses in Random Environment"

"Multivariate Quantile and Depth Functions"

Contributed Session "Nonparametric Statistics and Related Topics"

12:00-1:15 Lunch

Afternoon


1:30-3:30 Invited Sessions 21-25

"Small p, Medium p and Large p"

"Gaussian Processes and Applications"

"Statistical challenges in biology and chemistry"

"New developments in high dimensional inference"

Contributed Session "Mathematical Finance and Insurance"

  • Chair: Shengli Zhao, Qufu Normal University
  • 1. Lihua Bai, Nan Kai University; Optimal dividend policies for a general diffusion with transaction costs and solvency constraints
  • 2. Jinzhu Li, Nankai University; Mean-variance portfolio selection for an insurer in the Markov-modulated market
  • 3. Wei Wang, Nankai University; Optimality of barrier dividend strategy in a jump-diffusion risk model with debit Interest
  • 4. Jiaqin Wei, East China Normal University; Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching
  • 5. Dingjun Yao, East China Normal University; Optimal intervention strategy in the exchange market with geometric mean reversion
  • 6. Xin Zhang, Nankai University; Portfolio selection in the enlarged Markovian regime-switching market
  • 7. Guilan Wang, Shanghai Jiaotong University; A new model for market risk and credit risk
  • 8. Shengli Zhao, Qufu Normal University; Construction theories on blocked two-level designs with general minimum lower order confounding
3:30-4:00 Tea Break
4:00-6:00 Invited Sessions 26-30

"Regression Analysis"

  • Chair: Guohua Zou, AMSS, CAS
  • 1. Lu Lin, Shandong University; Simulation-extrapolation based consistent inference for biased wroking model for high-dimensional linear regression
  • 2. Hansheng Wang, Peking University; Tail index regression
  • 3. Jinguan Lin, Southeast University; Statistical diagnostics for skew-t-normal nonlinear models
  • 4. Guohua Zou, AMSS, CAS; On optimal weight choice in a frequentist model average estimator

"Applied Statistics"

"Application of semiparametric methods"

"Semiparametric Modelling"

  • Chair: Liuquan Sun, AMSS, CAS
  • 1. Liugen Xue, Beijing University of Technology; Estimation for a partial-linear single-index model
  • 2. Riquan Zhang, East China Normal University; Statistical inference on parametric part for partial linear single-index model
  • 3. Zhongyi Zhu, Fudan University; Joint mean-covariance models with applications to longitudinal data in partial linear model
  • 4. Liuquan Sun, AMSS, CAS; A class of Box-Cox transformation models for recurrent event data

Contributed Session "Multiplicity Issues and Related Topics"

6:30-8:00 Banquet

July 5th

Morning


8:00-10:00 Invited Sessions 31-35

"Financial econometrics"

"Survival and hazard regression"

Contributed Session "Applied Statistics and Related Topics

Contributed Session "Statistics and Related Topics"

  • Chair: Minya Xu, Peking University
  • 1. Yan-Hong Chen, Dalian University of Technology; Empirical likelihood and order restricted on parameters
  • 2. Zhenlong Gao, Graduate University of Chinese Academy of Sciences; Limit theorems for Galton-Watson processes in random environments
  • 3. Hongxia Wang, Nanjing University; Estimation of the trend function for spatiotemporal model
  • 4. Lihong Wang, Nanjing University; Wavelet change-point estimation for long memory nonparametric random design model
  • 5. Xiaoguang Wang, Dalian University of Technology; Adaptive lasso variable selection for the accelerated failure models
  • 6. Yue Zhao, Dalian University of Technology; Sieve maximum likelihood estimation using B-spline method for semiparametric models

"New Developments in High-dimensional Correlated Data"

10:00-10:30 Tea Break
10:30-12:00 Invited Sessions 36-40 (3 talks each)

"Mathematical Finance"

"Advances in Stochastic Processes and Applications"

  • Chair: Fuqing Gao, Wuhan University.
  • 1. Weiyin Fei, Anhui University of Technology and Science; Optimal protfolio choice based on $\alpha$-MEU under ambiguity
  • 2. Yan-Xia Ren, Peking University; $L\log L$ condition for supercritical branching Hunt processes
  • 3. Yonghua Mao, Beijing Normal University; Convergence rates for reversible Markov Chains without the assumption of nonnegative definite matrices

"Functional Data Analysis"

"Time Series Analysis"

"Analysis of Dependent Data"

12:00-1:15 Lunch

Afternoon


1:30-3:30 Invited Sessions 41-45

"Statistical Analysis with Missing Data and Structural Learning"

  • Chair: Qihua Wang
  • 1. Nian-Sheng Tang, Yunnan University; Bayesis local influence analysis
  • 2. Yong Zhou, AMSS, CAS & Shanghai University of Finance and Economics; Smoothed estimating equations inference with missing data
  • 3. Zhi Geng, Peking University; Decomposing, active and local learning of Causal networks
  • 4. Qihua Wang, AMSS, CAS; Structural nonparametric cointegrating regression

"Recent advances in semiparametric regression modeling and applications"

"Stochastic Process and Applications"

  • Chair: Fuzhou Gong, AMSS, CAS
  • 1. Litan Yan, Donghua University; The weighted quadratic covariation for fractional Brownian motion
  • 2. Xinsheng Zhang, Fudan University; Empirical likelihood estimation of discretely sampled jum-diffusioin processes
  • 3. Fuzhou Gong, AMSS, CAS; Insider trading in the market with rational expected price

"Advances in Probability Theory and Applications"

  • Chair: Zaiming Liu, Central East University
  • 1. Zhao Dong, AMSS, CAS; Ergodicity of stochastic 2D Navier-Stokes equations with Levy noise
  • 2. Xicheng Zhang, Huazhong University of Science and Technology; Stochastic tamed 3D Navier-Stokes equations: existence, uniqueness an ergodicity
  • 3. Zaiming Liu, Central East University; The queueing system and reliability system based on Markovian arrival process
  • 4. Tetyana Kadankova, Hasselt University; Busy period, time of the first lossof a number of the customers in a queuing system

"Statistical Methods for Disease Prevention, Detection and Treatment"

6:30-8:00 Dinner

July 6th

Morning


8:00am-6:00pm Excursion (details in excursion page)