ERCIM'11

4th International Conference of the ERCIM WG on
COMPUTING & STATISTICS (ERCIM'11)
17-19 December 2011, Senate House, University of London, UK



PROGRAMME ERCIM 2011


KEYNOTE TALKS


Keynote talk1 Saturday 17.12.2011 10:15 - 11:05 Room: Beveridge
Achieving accuracy and correctness in parametric inference
Speaker: A. Young   Co-authors: Chair: Ana Colubi
Keynote talk2 Monday 19.12.2011 09:35 - 10:25 Room: Beveridge
Bayesian analysis for a stationary and transition density function
Speaker: S. Walker   Co-authors: Chair: Christophe Croux
Keynote talk3 Monday 19.12.2011 18:05 - 18:55 Room: Beveridge
Parametric inference on strong dependence
Speaker: P. Robinson   Co-authors: Chair: Stephen Pollock


PARALLEL SESSIONS


Parallel session D: Saturday 17.12.2011 11:15 - 12:30

Session ES06 Room: B34
Small area estimation Saturday 17.12.2011    11:15 - 12:30
Chair: Domingo Morales Organizer: Domingo Morales and Lola Ugarte
  E217:   T. Goicoa, L. Ugarte, A. Militino, J. Etxeberria
  Mean squared error estimation of cancer risk predictions using area level models in disease mapping
  E136:   M. Lombardia, E. Lopez-Vizcaino, D. Morales
  Multinomial-based small area estimation of labor force indicators
  E182:   E. Fabrizi, F. Greco, C. Trivisano
  A sensitivity analysis to the hyperprior specification in disease mapping and small area models
Session ES20 Room: B33
Applied statistics I Saturday 17.12.2011    11:15 - 12:30
Chair: Paula Camelia Trandafir Organizer: Agustin Mayo-Iscar and Paula Camelia Trandafir
  E588:   M. Al-Saleh, A. Ababneh
  Test for accuracy in ranking in moving extreme ranked set sampling
  E653:   P. Trandafir , S. Mandal, A. Biswas
  Optimal target allocation proportion for correlated binary responses in a two-treatment set up
  E494:   R. Maiti, A. Biswas
  Coherent forecasting for discrete-valued time series data with application to infant sleep status data
Session ES39 Room: B20
High dimensional design of experiments Saturday 17.12.2011    11:15 - 12:30
Chair: Davide Ferrari Organizer: Davide Ferrari
  E575:   M. Forlin
  Optimizing experiments with mixtures
  E589:   D. Slanzi, I. Poli
  High dimensional design of experiments: The combination of evolution and statistical models
  E611:   M. Borrotti, D. De March, D. Ferrari
  Improving complex experiments by co-information composite likelihood optimization
Session ES62 Room: B35
Imprecision in inference Saturday 17.12.2011    11:15 - 12:30
Chair: Maria Brigida Ferraro Organizer: Maria Brigida Ferraro
  E150:   A. Ramos Guajardo, A. Colubi, G. Gonzalez-Rodriguez, M. Gil
  Testing partial inclusion of the mean of a random interval in a fixed interval
  E483:   T. Nakama, E. Ruspini
  Extension of Ruspini's formulation of evidential reasoning to evidence fusion based on conditioning
  E279:   M. Ferraro
  Fitting parametric link functions in a regression model with imprecise random variables
Session ES77 Room: G16
Biostatistics II Saturday 17.12.2011    11:15 - 12:30
Chair: Ayse Ulgen Organizer: Ayse Ulgen
  E536:   I. Tachmazidou, E. Zeggini
  Next generation association studies: In search of low frequency and rare variants affecting complex traits
  E863:   J. Dureau, K. Kalogeropoulos, M. Baguelin
  Capturing the time-varying drivers of an epidemic with particle Markov Chain Monte Carlo algorithms
  E793:   M. Gomez Mateu, G. Gomez Melis, U. Dafni
  Sample size and asymptotic relative efficiency when using composite endpoints
Session ES11 Room: B18
Statistical monitoring and its applications II Saturday 17.12.2011    11:15 - 12:30
Chair: Rebecca Killick Organizer: Abdulkadir Hussien and Rebecca Killick
  E379:   J. Huh
  Likelihood based estimation of the log-variance function with a change point
  E393:   Y. Yang, A. De Waegenaere, B. Melenberg
  On the modeling and estimation of the US health process and healthy life expectancy
  E815:   F. Figueiredo, M. Gomes
  Monitoring the mean value in the contaminated normal family of distributions
Parallel session E: Saturday 17.12.2011 14:00 - 16:05

Session ES09 Room: B18
Perspectives on high-dimensional data analysis Saturday 17.12.2011    14:00 - 16:05
Chair: Ejaz Ahmed Organizer: Ejaz Ahmed
  E060:   P. Alquier
  Estimation by projection on confidence regions
  E131:   P. McNicholas, J. Andrews
  Clustering and classification of high-dimensional data via modified t-factor analyzers
  E499:   A. Khalili, S. Lin
  Regularization in finite mixture of regression models with diverging number of parameters
  E519:   Y. Gel, P. Bickel
  Banded regularization of autocovariance matrices in application to parameter estimation and forecasting of time series
  E969:   E. Ahmed
  Perspectives on machine bias versus human bias: Generalized linear model
Session ES15 Room: B35
Networking on Biostatistics: the BIOSTATNET project II Saturday 17.12.2011    14:00 - 16:05
Chair: Carmen Cadarso Organizer: Carmen Cadarso
  E218:   M. Rodriguez Alvarez, J. Roca-Pardinas, C. Cadarso-Suarez
  Software developments for non-parametric ROC regression analysis
  E226:   P. Puig, J. Barquinero
  New method for evaluating the degree of exposure to radiation
  E290:   F. Gude, M. Rodriguez-Girondo, T. Kneib, C. Cadarso-Suarez
  Geoadditive survival models for the identification of geographical patterns in coronary heart disease
  E325:   A. Sanchez-Pla, F. Reverter, E. Vegas, J. Oller, M. Ruiz de Villa
  Multivariate methods for the integration of omics data of different types and different nature
  E357:   I. Arostegui, V. Nunez-Anton
  Partial additive beta-binomial model for bounded outcome scores
Session ES29 Room: B33
Advances in optimal experimental design Saturday 17.12.2011    14:00 - 16:05
Chair: Jesus Lopez Fidalgo Organizer: Jesus Lopez Fidalgo
  E288:   N. Flournoy
  Adaptive designs for dose-response studies
  E119:   W. Wong, S. Chang, W. Wang , R. Chen
  Nature-inspired metaheuristic algorithms for generating optimal experimental designs
  E151:   M. Stehlik
  Optimal design for parameters of correlated processes
  E152:   J. Rodriguez-Diaz, M. Santos-Martin, C. Tomassi
  Optimal designs for the random effect logistic regression model with covariance structure
  E579:   H. Wynn, N. Youssef
  A maximum entropy sampling approach to adaptive design for spatial processes
Session ES31 Room: G16
Applied statistics II Saturday 17.12.2011    14:00 - 16:05
Chair: Agustin Mayo-Iscar Organizer: Agustin Mayo-Iscar and Paula Camelia Trandafir
  E622:   T. Bellini
  Intra-Day robust exchange rate forecasting
  E767:   V. Todorov
  Robust methods for analysis of multivariate grouped data in R
  E593:   A. Marazzi, V. Yohai, C. Agostinelli
  Robust estimates of the generalized loggamma distribution
  E599:   C. Hennig, P. Coretto
  Comparating methods for robust elliptical clustering, including the robust improper ML estimator
  E828:   P. Coretto, F. Giordano
  Power distribution and dynamic range in PCM music signals
Session ES38 Room: B34
Statistics in functional and Hilbert spaces I Saturday 17.12.2011    14:00 - 16:05
Chair: Gil Gonzalez-Rodriguez Organizer: Gil Gonzalez-Rodriguez
  E351:   A. Aguilera, M. Escabias, C. Preda, G. Saporta
  Functional PLS versus functional PCR through simulated data and chemometric applications
  E362:   C. Ritz, E. Olsen
  Comparison of two methods based on 3-dimensional position data
  E549:   V. Inacio, W. Gonzalez-Manteiga, M. Febrero-Bande, F. Gude, C. Cadarso-Suarez
  Extending induced ROC methodology to the functional context
  E614:   A. Kneip, P. Sarda
  Factor models and variable selection in high dimensional regression
  E626:   V. Panaretos, D. Kraus
  Statistical inference on the second order structure of functional data
Session ES63 Room: B20
Handling imprecision in graphical models Saturday 17.12.2011    14:00 - 16:05
Chair: Antonio Salmeron Organizer: Antonio Salmeron and Rafael Rumi
  E299:   A. Masegosa, J. Abellan, R. Baker, F. Coolen, R. Crossman
  Building decision trees from a nonparametric predictive inference perspective
  E334:   S. Moral, A. Cano, M. Gomez-Olmedo, A. Masegosa
  The imprecise sample size Dirichlet model
  E404:   A. Fernandez, J. Gamez, R. Rumi, A. Salmeron
  Data clustering using hidden variables in hybrid Bayesian networks
  E124:   A. Salmeron, J. Gamez, J. Nielsen
  Estimating CG-PDGs from incomplete data using an EM approach
  E327:   R. Marinescu, N. Wilson
  Order of magnitude influence diagrams
Session ES70 Room: B36
Statistics for random intervals and random sets Saturday 17.12.2011    14:00 - 16:05
Chair: Thierry Denoeux Organizer: Thierry Denoeux and Ana Colubi
  E927:   M. Garcia-Barzana, A. Colubi, E. Kontoghiorghes
  On the estimation of a multiple linear regression model for interval data
  E569:   S. Destercke, E. Miranda, M. Troffaes
  On p-boxes and random sets
  E859:   R. Seri, C. Choirat
  Bootstrap confidence sets for the Aumann mean of a random closed set
  E545:   A. Han, Y. Hong, S. Wang
  Autoregressive conditional models for interval-valued time series data
  E761:   A. Blanco-Fernandez, A. Colubi, G. Gonzalez-Rodriguez
  Hypothesis testing of regression parameters in a linear model for interval-valued random sets
Session EP02 Room: Chancellor's
Poster session II Saturday 17.12.2011    14:00 - 16:05
Chair: Klea Panayidou Organizer: ERCIM 2011
  E755:   R. Alotaibi, R. Henderson, M. Farrow
  Explained variation for non-Hodgkin's lymphoma survival: A review and comparison
  E796:   V. Alba-Fernandez, M. Jimenez-Gamero, I. Barranco-Chamorro
  Goodness-of-fit for the Moran-Downton exponential distribution
  E781:   P. Roman-Roman, F. Torres-Ruiz
  Modeling the effect of therapies by using diffusion processes
  E885:   G. Manzi, P. Ferrari, A. Barbiero, N. Solaro
  An imputation method for mixed-type data using nonlinear principal component analysis
  E868:   E. Jones, V. Didelez
  Learning tree or forest graphical model structures
  E867:   L. Geppert
  Efficient Bayesian analysis by combining ideas from merge and reduce and meta-analysis
  E851:   M. Fernandez-Sanchez, A. Hernandez-Bastida
  The Bayes premium in the collective risk Poisson-Lindley and Exponential model with different structure functions
  E849:   S. Salini, F. De Battisti
  Statisticians and bibliometric laws
  E963:   B. Kaszuba
  Empirical comparison of robust portfolios' investment effects
Session EP01 Room: Chancellor's
Posters session I Saturday 17.12.2011    14:00 - 16:05
Chair: Klea Panayidou Organizer: ERCIM 2011
  E638:   M. Rodero Cosano, C. Garcia Alonso
  Structural equation models based on covariance vs partial least squared to develop spatial indices
  E655:   J. Linares-Perez, R. Caballero-Aguila, A. Hermoso-Carazo
  Linear estimation based on covariance using uncertain observations featuring random delays and packet dropouts
  E702:   M. Garcia-Ligero, A. Hermoso-Carazo, J. Linares-Perez
  Distributed fusion filter for systems with markovian delays
  E706:   A. Hermoso-Carazo, R. Caballero-Aguila, J. Linares-Perez
  Recursive estimation algorithm from measurements with upper-bounded random delays
  E723:   B. Kan, B. Yazici
  Steps of a recursive partitioning algorithm
  E751:   M. Molina, M. Mota, A. Ramos
  Software in R and computational methods for branching processes
  E752:   M. Mota, M. Gonzalez, C. Gutierrez, R. Martinez
  Approximate Bayesian computation methods for branching models in genetic context: application to X-linked genes
  E754:   S. Meintanis, K. Fragiadakis
  Goodness-of-fit tests for the multivariate skew normal distribution
Parallel session F: Saturday 17.12.2011 16:35 - 18:40

Session ES10 Room: S261
Classification and discriminant procedures for dependent data Saturday 17.12.2011    16:35 - 18:40
Chair: Andres M. Alonso Organizer: Andres M. Alonso
  E547:   C. Sguera, P. Galeano, R. Lillo
  Spatial depth-based classification for functional data
  E338:   J. Gonzalez, A. Munoz
  Time series classification via the combination of functional data projections
  E521:   M. Febrero-Bande
  Comparison of several supervised classification methods for functional data
  E328:   A. Alonso, D. Casado, S. Lopez-Pintado, J. Romo
  Robust functional classification for time series
Session ES14 Room: Bloomsbury
Networking on Biostatistics: the BIOSTATNET project I Saturday 17.12.2011    16:35 - 18:40
Chair: Guadalupe Gomez Organizer: Guadalupe Gomez
  E138:   S. Campos, J. Lopez-Fidalgo
  Experimental design for modeling benign positional vertigo
  E211:   C. Armero, S. Perra, A. Quiros, S. Cabras, M. Castellanos, M. Oruezabal, J. Sanchez-Rubio
  A Bayesian multi-state model for estimating the progression of stage IV non-small cells lung cancer
  E245:   S. Perez-Alvarez, G. Gomez, C. Brander
  FARMS: A new strategy for model selection
  E205:   A. Sorribas, C. Pozo, G. Guillen-Gosalbez, L. Jimenez, R. Alves, A. Marin-Sanguino
  Global optimization strategies for non-linear dynamical models of cell metabolism based on recasting into power-law models
  E293:   B. de Sousa, E. Duarte, T. Kneib, C. Cadarso-Suarez, V. Rodrigues
  Structured additive regression modeling of time between menarche and menopause in breast cancer screening women
Session ES17 Room: Senate
Outliers and change-points in time series I Saturday 17.12.2011    16:35 - 18:40
Chair: Roland Fried Organizer: Christophe Croux and Roland Fried
  E086:   S. Hoermann, P. Kokoszka, R. Gabrys
  Monitoring the intraday volatility pattern
  E263:   B. Spangl, P. Ruckdeschel, R. Fruehwirth
  Robust nonlinear filtering of state-space models with applications
  E168:   P. Ruckdeschel, C. Erlwein
  Robustification of Elliott's HMM-based online filter
  E409:   A. Perez-Espartero, E. Ruiz, A. Carnero
  Effects of outliers on the identification and estimation of asymmetric GARCH-type models
Session ES18 Room: Gordon
Extreme value theory and applications Saturday 17.12.2011    16:35 - 18:40
Chair: Michael Falk Organizer: Michael Falk
  E066:   A. Guillou, Y. Goegebeur
  Asymptotically unbiased estimation of the coefficient of tail dependence
  E174:   P. Cirillo
  A simple Bayesian combinatorial model for bivariate extreme shocks
  E239:   R. Reiss, U. Cormann
  Conditioning exceedances on covariate processes
  E403:   J. Huesler
  On extremes of Gaussian processes in a random environment
  E410:   S. Aulbach, M. Falk
  Testing for a generalized Pareto process
Session ES25 Room: Jessel
Model validation Saturday 17.12.2011    16:35 - 18:40
Chair: M. Dolores Jimenez-Gamero Organizer: M. Dolores Jimenez-Gamero
  E020:   I. Van Keilegom, J. Escanciano, J. Pardo Fernandez
  A nonparametric test for risk-return relationships
  E106:   C. Tenreiro
  An affine invariant multiple test procedure for assessing multivariate normality
  E121:   J. Ojeda Cabrera
  Bootstrap model validation under bias selected data
  E186:   A. Karagrigoriou, I. Vonta
  Tests of fit via phi-divergence measures for biostatistics and reliability data
  E198:   M. Jimenez-Gamero
  Testing for the symmetric component in skew-symmetric distributions
Session ES41 Room: Court
Statistics in functional and Hilbert spaces II Saturday 17.12.2011    16:35 - 18:40
Chair: Gil Gonzalez-Rodriguez Organizer: Gil Gonzalez-Rodriguez
  E170:   C. Goga, M. Chaouch
  On the estimation of the L1-median of a functional variable with complex surveys: application to the electricity load curves
  E204:   H. Cardot
  Confidence bands for unequal probability and model assisted Horvitz Thompson estimators for functional data
  E292:   L. Sangalli, L. Azzimonti, P. Secchi, J. Ramsay
  Partial differential smoothing for surface estimation
  E711:   B. Martin-Barragan, R. Lillo, J. Romo
  Interpretable support vector machines for functional data
Session ES43 Room: Torrington
Order-restricted inference and applications Saturday 17.12.2011    16:35 - 18:40
Chair: Cristina Rueda Organizer: Cristina Rueda and Miguel Fernandez
  E044:   O. Davidov, S. Peddada
  Order restricted inference for multivariate binary data with applications
  E127:   M. Meyer, J. Wang
  Testing against linear inequality constraints in parametric regression
  E298:   M. Fernandez, D. Conde, C. Rueda, B. Salvador
  Isotonized linear discriminant rules with application to medical studies
  E319:   S. Peddada, M. Fernandez, C. Rueda
  Identification of tightly regulated temporally conserved cell-cycle genes in budding yeast, fission yeast and humans
Session ES37 Room: Woburn
Bayesian modelling and computation Saturday 17.12.2011    16:35 - 18:40
Chair: Antonio Lijoi Organizer: Jim Griffin , Sonia Petrone and Igor Pruenster
  E269:   C. Hans, S. MacEachern, A. Som
  Prior information and dependence in regression
  E270:   A. Banerjee, D. Dunson, S. Tokdar
  Efficient computation techniques for high dimensional Bayesian non parametric models
  E450:   M. Kalli, J. Griffin
  Flexible modelling of dependence in volatility processes
  E683:   E. Waldmann, T. Kneib
  Variational approximations in geoadditive quantile regression
  E366:   R. Fuentes-Garcia
  A probability for classification based on the Dirichlet process mixture model
Session ES58 Room: S264
Statistical monitoring and its applications I Saturday 17.12.2011    16:35 - 18:40
Chair: Abdulkadir Hussien Organizer: Abdulkadir Hussien and Rebecca Killick
  E068:   E. Gombay
  Truncated sequential monitoring
  E073:   E. Ahmed
  Monitoring equality of two process capability indices
  E076:   R. Killick, I. Eckley
  Efficient detection of multiple changepoints within wind energy time series
  E078:   A. Hussein
  Some aspects of risk-adjusted monitoring charts
Session ES69 Room: Bedford
Imprecise probabilistic modeling to solve statistical problems I Saturday 17.12.2011    16:35 - 18:40
Chair: Sebastien Destercke Organizer: Sebastien Destercke
  E527:   F. Ali, T. Coolen-Maturi, F. Coolen
  Nonparametric predictive inference to assess three-group diagnostic tests
  E528:   T. Coolen-Maturi, F. Ali, F. Coolen
  The ordering of future observations from multiple sources
  E572:   G. Walter
  Generalised Bayesian inference with conjugate priors, and a link to g-priors for Bayesian model selection
  E573:   M. Troffaes, D. Kelly, G. Walter
  Elicitation and inference for the imprecise Dirichlet model with arbitrary sets of hyperparameters
  E946:   G. de Cooman , A. Van Camp
  Modelling the observational process using coherent lower previsions
Parallel session G: Sunday 18.12.2011 08:55 - 10:35

Session ES02 Room: Gordon
Statistical algorithms and software I Sunday 18.12.2011    08:55 - 10:35
Chair: Cristian Gatu Organizer: Cristian Gatu
  E482:   D. Zhang, Y. Lin, M. Zhang
  Fitting high-dimensional generalized linear models via generalized orthogonal-components regression
  E618:   F. Loecker
  Numerical solution of Levy-Ito type stochastic differential equations in Mathematica
  E691:   C. Wild
  Gaining inzight
  E705:   T. Rudas, A. Klimova
  On a limitation of Markov chain Monte Carlo methods for categorical data
Session ES16 Room: Bloomsbury
Statistical machine learning and robustness Sunday 18.12.2011    08:55 - 10:35
Chair: Robert Hable Organizer: Andreas Christmann
  E063:   R. Hable, A. Christmann
  On support vector machines to estimate scale functions
  E148:   D. Paindaveine, P. Ilmonen
  Semiparametrically efficient inference based on signed ranks in symmetric independent component models
  E464:   D. Sejdinovic, K. Fukumizu, B. Schoelkopf, A. Smola, L. Song, B. Sriperumbudur, A. Gretton
  Hypothesis testing and Bayesian inference: New applications of kernel methods
  E753:   G. Boente
  Some recent results for functional data analysis
Session ES19 Room: Woburn
Advances in robust data analysis Sunday 18.12.2011    08:55 - 10:35
Chair: Luis A. Garcia-Escudero Organizer: Luis A. Garcia-Escudero and Agustin Gordaliza
  E173:   C. Ruwet, L. Garcia-Escudero, A. Gordaliza, A. Mayo-Iscar
  Impact of contamination on the TCLUST procedure
  E411:   E. del Barrio
  Similarity in $k$-sample problems
  E415:   F. Torti, M. Riani, A. Cerioli
  Robust analysis and data exploration with FSDA toolbox for MATLAB
  E159:   A. Garcia-Perez
  The p-value line: some applications
Session ES21 Room: S261
Copula modelling and computational analysis Sunday 18.12.2011    08:55 - 10:35
Chair: Richard Gerlach Organizer: Richard Gerlach
  E057:   C. Czado
  Vine copulas with application to financial data
  E195:   M. Hofert, M. Maechler, A. McNeil
  Likelihood inference for Archimedean copulas in high dimensions
  E213:   A. Nikoloulopoulos, H. Joe, N. Chaganty
  Weighted scores method for regression models with dependent data
  E860:   F. Durante
  Invariant dependence structures under truncation
Session ES27 Room: Jessel
Semiparametric quantile and expectile regression Sunday 18.12.2011    08:55 - 10:35
Chair: Thomas Kneib Organizer: Thomas Kneib
  E029:   S. Volgushev, H. Dette
  Nonparametric estimates of quantile curves for censored data
  E203:   A. Mayr, T. Hothorn, N. Fenske
  Fitting prediction intervals by boosting quantile regression
  E161:   T. Kneib, F. Sobotka
  Semiparametric expectile regression
  E083:   R. Koenker
  Additive models for quantile regression: Model selection and confidence bandaids
Session ES52 Room: Torrington
Mixture models in R Sunday 18.12.2011    08:55 - 10:35
Chair: Bettina Gruen Organizer: Bettina Gruen
  E143:   I. Visser, M. Speekenbrink
  Dependent mixture models with R
  E149:   A. Komarek
  Clustering for multivariate continuous and discrete longitudinal data using R package mixAK
  E166:   B. Gruen, K. Hornik
  Fitting finite mixtures of von Mises-Fisher distributions using the R package movMF
  E595:   D. Stasinopoulos, R. Rigby, A. Van den Hout, G. Muniz
  Applying the R package gamlss.mx to investigate cognitive decline.
Session ES53 Room: Senate
Frequency domain analysis Sunday 18.12.2011    08:55 - 10:35
Chair: Alessandra Luati Organizer: Alessandra Luati
  E224:   A. Walden
  Stabilization of spectral matrix inversion and its uses
  E236:   M. Pourahmadi
  Prediction of stationary spatial processes with exponential expectrum
  E539:   R. Dahlhaus
  Spectrum based inference for nonstationary processes
  E605:   R. Bhansali, L. Ippoliti, R. Martin
  Rational spectral density models for lattice data
Session ES81 Room: S264
Time series modeling and computation II Sunday 18.12.2011    08:55 - 10:35
Chair: Roland Fried Organizer: Andres M. Alonso and Roland Fried
  E155:   J. Steinebach
  Sequential testing of changes in the drift of a stochastic process
  E501:   A. Jach, T. McElroy
  Subsampling inference for the autocovariances of long-memory time series
  E505:   M. Borowski, R. Fried
  Online signal extraction from data streams by robust moving window regression with automatic width adaption
  E651:   Z. Praskova
  On testing stability in multivariate RCA models
Session ES76 Room: Bedford
Design and analysis of computer experiments II Sunday 18.12.2011    08:55 - 10:35
Chair: Sonja Kuhnt Organizer: Sonja Kuhnt
  E523:   O. Roustant
  Some kernels for Kriging models
  E529:   H. Maruri Aguilar, A. Boukouvalas, J. Gosling
  Sequential screening with elementary effects
  E555:   O. Harari, D. Steinberg
  Bayesian mixture of Gaussian processes for deterministic computer experiments
  E554:   T. Muehlenstaedt
  Kernel interpolation
Session ES65 Room: Court
Symbolic data analysis Sunday 18.12.2011    08:55 - 10:35
Chair: Monique Noirhomme Organizer: Monique Noirhomme
  E635:   F. Tenorio de Carvalho, Y. Lechevallier
  A clustering algorithm for multiple relational data matrices
  E377:   P. Brito, M. Ichino
  Conceptual clustering of symbolic data using a quantile representation: discrete and continuous approaches
  E387:   S. Dias, P. Brito
  Distribution and symmetric distribution model - A linear regression model for histogram-valued variables
  E139:   M. Noirhomme, T. Amouh
  A tree construction algorithm for complex data
Parallel session I: Sunday 18.12.2011 11:05 - 12:45

Session ESI03 Room: Woburn
Advances in multivariate analysis Sunday 18.12.2011    11:05 - 12:45
Chair: Ana Colubi Organizer: ERCIM 2011
  E202:   H. Oja
  Multivariate linear L1 regression
  E688:   P. Groenen, G. van den Burg
  A new multiclass support vector machine based on $L_p$ norms
  E834:   J. Romo, H. Laniado, R. Lillo
  Multivariate extremes: a directional approach
Session ES01 Room: Senate
Robust analysis of complex data sets Sunday 18.12.2011    11:05 - 12:45
Chair: Stefan Van Aelst Organizer: Christophe Croux and Stefan Van Aelst
  E430:   A. Alfons, C. Croux, S. Gelper
  Robust regression and model selection: sparse least trimmed squares
  E449:   A. Thieler, R. Fried
  Robust analysis of periodicities in light curves using M-regression
  E451:   M. El Asri
  On asymptotic properties of weighted M-estimators
  E532:   C. Bruffaerts, B. De Rock, C. Dehon
  The robustness of the hyperbolic efficiency estimator
Session ES04 Room: Bloomsbury
Time Series modeling and computation I Sunday 18.12.2011    11:05 - 12:45
Chair: Andres M. Alonso Organizer: Andres M. Alonso and Roland Fried
  E023:   P. Poncela, M. Camacho, G. Perez-Quiros
  Forecasting with Markov-switching dynamic factor models
  E534:   A. Luati, A. Harvey
  Dynamic conditional score models
  E349:   M. Wiper
  Time series models for compass wind directions
  E492:   C. Garcia-Martos, J. Rodriguez, M. Sanchez
  Forecasting electricity prices and their volatilities using unobserved components
Session ES23 Room: Gordon
Advances in distance-based methods and applications Sunday 18.12.2011    11:05 - 12:45
Chair: Aurea Grane Organizer: Aurea Grane
  E395:   J. Fortiana, A. Esteve, E. Boj
  Influential subsets in distance-based (DB) prediction from genomic data
  E402:   E. Boj, T. Costa, J. Fortiana
  Applications of distance-based (DB) methods in actuarial science using R
  E508:   O. Pujol
  New trends in error correcting output codes
  E531:   A. Grane, P. Alonso, I. Albarran
  Profile identification via weighted related metric scaling: an application to Spanish dependent children
Session ES24 Room: Torrington
Mixture models: applications and extensions Sunday 18.12.2011    11:05 - 12:45
Chair: John Hinde Organizer: John Hinde
  E882:   R. Browne, P. McNicholas
  Model-based clustering and classification of data with mixed type
  E856:   N. Coffey, J. Hinde, A. Garcia
  Finite mixture model clustering of SNP data
  E823:   A. Figueiredo
  Classification of variables using the Watson distribution
  E801:   J. Hinde
  Mixture models for outliers
Session ES28 Room: Bedford
Design and analysis of computer experiments I Sunday 18.12.2011    11:05 - 12:45
Chair: Sonja Kuhnt Organizer: Sonja Kuhnt
  E144:   A. Jourdan
  Global sensitivity analysis of computer models by using orthogonal arrays and Fourier regressions
  E222:   D. Ginsbourger, C. Chevalier, J. Janusevskis, R. Le Riche
  Dealing with asynchronicity in Kriging-based parallel global optimization
  E397:   N. Youssef, H. Wynn
  Partial maximum entropy sampling criterion for computer experiments
  E455:   J. Fruth, S. Kuhnt
  Total interaction indices for the decomposition of functions with high complexity
Session ES30 Room: S264
Biostatistics I Sunday 18.12.2011    11:05 - 12:45
Chair: Gilbert Mackenzie Organizer: Gilbert Mackenzie
  E315:   G. MacKenzie , J. Xu
  Advances in covariance modelling
  E369:   J. Xu, G. MacKenzie
  Modelling covariance structure for incomplete multivariate longitudinial data
  E488:   S. Conde, G. MacKenzie
  Model selection in sparse high-dimensional contingency tables
  E443:   D. Peng , G. MacKenzie
  Optimal choice of reference subclass in categorical regression models
Session ES33 Room: S261
Robust methods in small area estimation Sunday 18.12.2011    11:05 - 12:45
Chair: Isabel Molina Organizer: Isabel Molina
  E116:   D. Haziza, V. Dongmo Jiongo, P. Duchesne
  Controlling the bias of robust small area predictors
  E425:   T. Schoch, B. Hulliger
  On computing and tuning some simple and robust unit-level SAE estimators
  E466:   R. Fried, I. Molina Peralta, B. Perez Garrido, A. Thieler
  Robustness analysis of unbalanced linear mixed modeling
  E712:   N. Tzavidis, S. Krieg, M. Smeets, C. Bocci, V. Blaess
  Outlier robust domain estimation for business survey data
Session ES36 Room: Jessel
Parametric and semiparametric hazards models and analyses Sunday 18.12.2011    11:05 - 12:45
Chair: M. Carmen Pardo Organizer: M. Carmen Pardo
  E069:   M. Avendano, M. Pardo, N. Balakrishnan
  Inference for a semiparametric generalized logit-based proportional hazards model in survival analysis
  E157:   L. Bordes, D. Chauveau
  EM and stochastic EM algorithms for duration mixture models under random censoring
  E371:   K. Langohr, G. Gomez, M. Calle
  Tools for the assessment of the linear regression model with an interval-censored covariate
  E724:   F. Vaida, M. Donohue, R. Haut, R. Xu
  Conditional AIC for generalized linear and proportional hazards mixed models
Session ES59 Room: Court
Imprecise probabilistic modeling to solve statistical problems II Sunday 18.12.2011    11:05 - 12:45
Chair: Marco Cattaneo Organizer: Marco Cattaneo and Ines Couso
  E196:   O. Strauss, S. Destercke
  Performing non-parametric homogeneity tests on interval-valued samples
  E420:   E. Miranda, I. Montes, S. Diaz
  Imprecise preferences by means of probability boxes
  E422:   T. Augustin
  Imprecise measurement error models and partial identification: towards a unified approach for non-idealized data
  E465:   M. Cattaneo, A. Wiencierz
  On the implementation of likelihood-based imprecise regression
Parallel session J: Sunday 18.12.2011 14:15 - 16:20

Session ES08 Room: Bloomsbury
Optimal design Sunday 18.12.2011    14:15 - 16:20
Chair: Steve Gilmour Organizer: Steve Gilmour and Ben Parker
  E169:   S. Biedermann, M. Yang
  Optimal designs for multinomial logistic regression
  E446:   H. Grossmann
  Algorithmic choice designs for paired comparisons of partial profiles
  E598:   P. Tsai, S. Gilmour
  $Q_B$-optimal saturated two-level main effects designs
  E556:   P. Goos, S. Gilmour, H. Grossmann
  Model-robust variance-component estimation and lack-of-fit test for split-plot and other multi-stratum response surface designs
  E847:   S. Gilmour, L. Trinca
  An improved algorithm for split-plot and multi-stratum designs
Session ES12 Room: Jessel
High-dimensional statistics, sparsity and applications Sunday 18.12.2011    14:15 - 16:20
Chair: Pierre Alquier Organizer: Gerard Biau and Pierre Alquier
  E089:   B. Guedj, G. Biau, E. Moulines, P. Alquier
  PAC-Bayesian and interacting MCMC techniques under the scope of sparse generalized additive model
  E108:   E. Gautier, A. Tsybakov
  High dimensional instrumental regression and confidence sets
  E133:   K. Bleakley, J. Vert
  The group fused Lasso for multiple change-point detection
  E463:   A. Kaban, B. Durrant
  Subspace adaptiveness of compressive Fisher's linear discriminant classifier
  E030:   R. Samworth, R. Shah
  A second look at stability selection
Session ES22 Room: S261
Dealing with rare events: resampling-based methods Sunday 18.12.2011    14:15 - 16:20
Chair: M. Ivette Gomes Organizer: M. Ivette Gomes
  E306:   M. Neves, I. Gomes, F. Figueiredo, D. Prata Gomes
  Computer-intensive methods in an adaptive estimation of parameters of rare events
  E355:   M. Xie
  Confidence intervals and hypothesis tests for order statistics of parameters
  E486:   M. Brito
  Resampling tail estimators and applications
  E059:   L. Peng
  Resampling for endpoint
  E955:   A. Cornea, K. Abadir
  Bootstrapping with fat-tailed asymmetry
Session ES26 Room: Gordon
MCMC for estimating diffusions Sunday 18.12.2011    14:15 - 16:20
Chair: Frank van der Meulen Organizer: Geurt Jongbloed and Frank van der Meulen
  E099:   A. Golightly, D. Wilkinson
  Irreducible MCMC schemes for diffusions using high frequency imputation
  E898:   K. Kalogeropoulos, A. Beskos, E. Pazos
  Advanced MCMC methods for sampling on diffusion pathspace
  E407:   O. Papaspiliopoulos, G. Sermaidis, R. Gareth, A. Beskos, F. Paul
  Markov chain Monte Carlo for exact inference for diffusions
  E933:   O. Stramer, M. Bognar
  Bayesian inference for a generalized class of Heston models
  E281:   F. van der Meulen, H. van Zanten , M. Schauer
  Nonparametric drift estimation for diffusions
Session ES35 Room: Woburn
Longitudinal data analysis Sunday 18.12.2011    14:15 - 16:20
Chair: M. Carmen Pardo Organizer: M. Carmen Pardo
  E047:   V. Nunez-Anton
  Antedependence models for longitudinal nonstationary data
  E137:   D. Morina, P. Puig, J. Valero
  Autoregressive models for positive time series
  E231:   A. Guha, B. Atanu
  Modelling and analysis of multivariate ordinal categorical data in longitudinal setup
  E282:   O. Ilk, O. Asar
  Computational ease on marginalized models for multivariate longitudinal binary data via probit link
  E496:   R. Cook, M. Cuerden, C. Cotton
  Issues in the analysis of longitudinal data with dependent observation schemes
Session ES40 Room: Senate
Bayesian nonparametrics modelling Sunday 18.12.2011    14:15 - 16:20
Chair: Jim Griffin Organizer: Jim Griffin , Sonia Petrone and Igor Pruenster
  E134:   A. Kottas, K. Fronczyk
  Nonparametric mixture modeling for Bayesian analysis of dose-response studies
  E113:   F. Petralia, D. Dunson
  Repulsive mixtures
  E600:   S. Favaro, A. Lijoi, I. Pruenster
  On the stick-breaking representation for Gibbs-type priors
  E265:   R. Mena, R. Fuentes-Garcia , M. Ruggiero, S. Walker
  Nonparametric stick breaking priors with simple weights
  E962:   S. Petrone, S. Wade, S. Walker
  A predictive study of Bayesian nonparametric regression models
Session ES46 Room: Bedford
Recent advances in multi-state models Sunday 18.12.2011    14:15 - 16:20
Chair: Jacobo de Una-Alvarez Organizer: Jacobo de Una-Alvarez
  E300:   M. Rodriguez-Girondo, J. de Una-Alvarez
  Nonparametric methods for testing Markov condition in multi-state models
  E216:   L. Machado, A. Moreira, J. de Una-Alvarez
  Presmoothing the Aalen-Johansen estimator in an illness-death model
  E237:   S. Datta
  Nonparametric regression for sojourn time distributions in a multistate model
  E238:   S. Datta
  Nonparametric regression using partial least squares dimension reduction in multistate models
  E123:   P. Andersen, G. Cortese, T. Gerds
  Comparison of prediction models for competing risks with time-dependent covariates
Session ES49 Room: Torrington
New developments in quantile regression Sunday 18.12.2011    14:15 - 16:20
Chair: Stanislav Volgushev Organizer: Stanislav Volgushev
  E053:   I. Fernandez-Val, A. Belloni, V. Chernozhukov
  Conditional quantile processes based on series or many regressors
  E065:   T. Kley, H. Dette, M. Hallin
  A quantile-based approach to spectral analysis of time series
  E181:   J. Jureckova
  Two-step regression quantiles: Advantages and applications
  E345:   C. Heuchenne, I. Van Keilegom
  Quantile regression in nonparametric location-scale models with censored data
  E392:   Y. Wei, Y. Ma, R. Carroll
  Multiple imputation in quantile regression
Session ES56 Room: Court
Approaches to the treatment of imprecision of statistical data Sunday 18.12.2011    14:15 - 16:20
Chair: Renato Coppi Organizer: Renato Coppi
  E309:   R. Coppi
  The ontological and epistemic views of fuzzy data in the statistical reasoning process
  E361:   D. Dubois, E. Huellermeier
  Making sense of set-valued data: Ontic vs. epistemic representations
  E468:   R. Siciliano, M. Aria, V. Cozza, A. D'Ambrosio
  Ternary classification trees for imprecise data
  E477:   E. Huellermeier, D. Dubois
  On the notion of disambiguation in learning from imprecise data
  E784:   M. Gil, S. de la Rosa de Saa, M. Lopez, M. Lubiano
  Comparing Likert and fuzzy scales through some statistical tools
Session ES72 Room: S264
Networking on Biostatistics: the BIOSTATNET project III Sunday 18.12.2011    14:15 - 16:20
Chair: Guadalupe Gomez Organizer: Carmen Cadarso
  E323:   E. Molanes Lopez, E. Leton
  The use of the Youden index in diagnostic studies
  E339:   M. Rivas-Lopez, J. Lopez-Fidalgo
  Designs for partial likelihood in survival analysis
  E906:   R. Dorta Guerra, E. Gonzalez Davila, J. Ginebra
  D-optimal factorial designs for Poisson models in the context of toxicity studies
  E914:   C. Serrat
  Durability in building maintenance
  E886:   I. Sousa
  Transformed Gaussian model for joint modelling of longitudinal measurements and time-to-event in R
Session EP03 Room: Chancellor's
Posters session III Sunday 18.12.2011    14:15 - 16:20
Chair: Cristian Gatu Organizer: ERCIM 2011
  E842:   I. Papageorgiou
  An optimal design to improve control charts for correlated observations
  E862:   E. Gonzalez-Davila, A. Gonzalez-Yanes
  Adaptation to the survey ICT-H in Canary Islands of the dual frame methodology
  E928:   T. Okubo, S. Mayekawa
  Applying mixed-multivariate beta models and log-linear models to discrete test score distributions.
  E869:   N. Lunardon, L. Greco, L. Ventura
  Pairwise likelihood based robust estimation of multivariate location and covariance
  E891:   J. Vicente, A. Dionisio, M. Oliveira
  The potentialities of Chinese airline market for Lisbon international airport: the empirical modelling analysis
  E935:   F. Marques, C. Coelho
  On the linear combination of independent Gumbel random variables
  E807:   A. Sezer, B. Kan, B. Yazici
  Nonparametric bootstrap inference for quantiles and its application to the extremes
  E948:   A. Mohammad-Djafari, D. Pougaza
  New copulas obtained by maximizing R\'enyi entropis and their use for multivariate data analysis
  E957:   M. Malina, S. Tworek, M. Bogdan
  Selection of interactions with Bayesian logic regression methods
Parallel session K: Sunday 18.12.2011 16:50 - 18:30

Session ESI04 Room: Senate
Space-time modelling in disease mapping Sunday 18.12.2011    16:50 - 18:30
Chair: Lola Ugarte Organizer: Domingo Morales and Lola Ugarte
  E158:   L. Ugarte, T. Goicoa, J. Etxeberria, A. Militino
  Detecting space-time interactions in disease mapping when using CAR models
  E250:   A. Lawson, J. Choi
  Latent clustering and grouping in Bayesian mixed effect spatio-temporal models for small area disease risk
  E546:   A. Biggeri, D. Catelan
  Hierarchical Bayesian modelling to assess divergence in spatio-temporal disease mapping
Session ES13 Room: S264
Robust methods for financial applications Sunday 18.12.2011    16:50 - 18:30
Chair: Kris Boudt Organizer: Kris Boudt
  E118:   S. Straetmans, B. Candelon
  Long-term asset tail risks in developed and emerging markets
  E125:   D. Tuerk, M. Eichler
  Fitting semiparametric Markov-switching models to electricity prices
  E301:   P. Exterkate, C. Croux
  Sparse and robust factor modelling
  E440:   J. Cornelissen, K. Boudt, C. Croux, S. Laurent
  Nonparametric tests for intraday jumps: impact of periodicity and microstructure noise
Session ES32 Room: S261
Diagnostic tests for independent and time-series data Sunday 18.12.2011    16:50 - 18:30
Chair: Simos Meintanis Organizer: Simos Meintanis
  E262:   A. Cabana, A. Arratia, E. Cabana
  Modelling stationary time series by continuous time processes
  E312:   M. Huskova, Z. Hlavka, C. Kirch, S. Meintanis
  Sequential monitoring of stability of time series
  E342:   O. Thas, J. Rayner
  Diagnostic tests for the location-shift assumption
  E524:   N. Henze, S. Meintanis
  The probability weighted empirical characteristic function and goodness-of-fit testing
Session ES44 Room: G16
Modelling the extremes Sunday 18.12.2011    16:50 - 18:30
Chair: Carl Scarrott Organizer: Carl Scarrott
  E308:   Y. Liu, J. Tawn, A. Ledford
  Conditional analysis for multivariate extremes in finance
  E399:   C. Scarrott , A. MacDonald , D. Lee
  Modelling non-stationary extremal behaviour via mixture modelling
  E484:   X. Zhao, D. Lee, M. Reale, L. Oxley, C. Scarrott
  A Dirichlet process mixture model in fitting peaks over threshold
  E562:   A. Alvarez-Iglesias, J. Newell, C. Scarrott, J. Hinde
  Extreme value modeling of survival times
Session ES45 Room: B36
Mixture models: theory and data analysis Sunday 18.12.2011    16:50 - 18:30
Chair: Marco Riani Organizer: Marco Riani
  E244:   D. Perrotta
  Fitting regression mixtures to contaminated data
  E322:   A. Mayo Iscar, L. Garcia-Escudero, A. Gordaliza, C. Matran
  Constraints in mixture modelling
  E340:   S. Ingrassia, S. Minotti, A. Punzo
  Parsimonious linear Student-t cluster weighted model
  E354:   A. Corbellini
  A comparison of different multivariate clustering methods
Session ES47 Room: B33
Semiparametric models with incomplete data Sunday 18.12.2011    16:50 - 18:30
Chair: Ingrid Van Keilegom Organizer: Ingrid Van Keilegom
  E215:   J. de Una-Alvarez, C. Moreira
  Semiparametric kernel density estimation with doubly truncated data
  E225:   O. Lopez, S. Gribkova, P. Saint Pierre
  A goodness-of-fit procedure for semiparametric copula models under random censoring
  E321:   U. Mueller
  Complete case analysis revisited
  E584:   R. Braekers, A. Gaddah
  Flexibly extending the classical Koziol-Green model by a copula function.
Session ES51 Room: B18
Advances in software for tree models Sunday 18.12.2011    16:50 - 18:30
Chair: Achim Zeileis Organizer: Achim Zeileis
  E329:   E. Dusseldorp, I. Van Mechelen
  TINT R-package for advanced subgroup analysis
  E401:   T. Grubinger, A. Zeileis, K. Pfeiffer
  evtree: Evolutionary learning of globally optimal classification and regression trees in R
  E424:   A. Zeileis, T. Hothorn
  partykit: A toolkit for recursive partytioning
  E510:   C. Conversano
  Detecting threshold interactions in supervised classification and regression: STIMA
Session ES55 Room: B35
Fuzzy sets in statistics Sunday 18.12.2011    16:50 - 18:30
Chair: Gil Gonzalez-Rodriguez Organizer: Gil Gonzalez-Rodriguez
  E197:   W. Waegeman, T. Pahikkala, A. Airola, T. Salakoski, B. De Baets
  A kernel framework for learning relations from paired-comparison data
  E478:   C. Roldan, A. Roldan, J. Martinez-Moreno
  On a fuzzy regression model with crisp input and trapezoidal fuzzy output data
  E479:   L. Rodriguez-Muniz, L. Troiano, I. Diaz
  Output distributions of aggregation functions: a statistical study
  E566:   P. Teran, J. Moreno
  Modelling decisors' subjective attitude towards negotiation in e-democracy and e-cognocracy problems
Session ES74 Room: B34
Outliers and change-points in time series II Sunday 18.12.2011    16:50 - 18:30
Chair: Christophe Croux Organizer: Christophe Croux and Roland Fried
  E460:   T. Liboschik, R. Fried
  Interventions in INGARCH processes and their effects on the estimation of autocorrelation
  E662:   D. Ferger
  Least squares estimation in models with multiple change-points
  E533:   S. Iacus
  Recent results on volatility change point estimation for stochastic differential equations
  E021:   D. Wied, W. Kraemer, H. Dehling
  Testing for structural changes in the dependence structure at an unknown point in time
Session ES67 Room: B20
Heuristics in finance Sunday 18.12.2011    16:50 - 18:30
Chair: Dietmar Maringer Organizer: Dietmar Maringer
  E258:   G. Kronberger, S. Fink, M. Affenzeller
  Modeling and prognosis of European interest rate swaps using genetic programming
  E268:   S. Villa, F. Stella
  Continuous time Bayesian classifiers for intraday FX prediction
  E302:   C. Oesch
  Option pricing with grammatical evolution
  E474:   G. Dash, N. Kajiji
  Multivariate neural network estimation of bidirectional volatility spillover between U.S. and European government bond markets
Parallel session N: Monday 19.12.2011 10:55 - 12:35

Session ES05 Room: B34
Bayesian nonparametric priors Monday 19.12.2011    10:55 - 12:35
Chair: Igor Pruenster Organizer: Jim Griffin , Sonia Petrone and Igor Pruenster
  E314:   F. Caron, Y. Teh
  A Bayesian nonparametric model for ranking
  E937:   E. Fox, D. Dunson
  Bayesian nonparametric covariance regression
  E852:   A. Lijoi, B. Nipoti
  Vectors of dependent random probabilities
  E495:   S. Williamson, Z. Ghahramani, S. MacEachern
  Constructing exchangeable priors via restriction
Session ES07 Room: B18
Mixture models Monday 19.12.2011    10:55 - 12:35
Chair: Christian Hennig Organizer: Christian Hennig
  E676:   I. Kosmidis, D. Karlis
  Model-based clustering via copulas
  E578:   J. Dupuy, A. Diop, A. Diop
  Maximum likelihood estimation in the logistic regression model with a cure fraction
  E709:   L. Bagnato, F. Greselin, S. Ingrassia, A. Punzo
  Normal discriminant analysis via the 2-terms eigenvalue decomposition
  E770:   A. Mohammadi, M. Salehi-Rad, E. Wit
  Using mixture of Gamma distributions for Bayesian analysis in an M/G/1 queue with optional second service
Session ES34 Room: B36
Invariant coordinate selection and dimension reduction Monday 19.12.2011    10:55 - 12:35
Chair: Hannu Oja Organizer: Hannu Oja
  E273:   A. Ruiz-Gazen
  Multivariate outliers detection using ICS
  E358:   K. Nordhausen, E. Liski, H. Oja
  Supervised invariant coordinate selection
  E376:   F. Critchley, A. Pires, C. Amado
  Invariant coordinate selection revisited: a symmetry group perspective
  E470:   D. Tyler, J. Wang
  Testing the equality of the roots in ICS
Session ES42 Room: G16
Point processes: modelling and forecasting Monday 19.12.2011    10:55 - 12:35
Chair: Paula Rodriguez Bouzas Organizer: Paula Rodriguez Bouzas
  E072:   A. Cebrian
  Modelling the occurrence of extreme heat events using a bivariate Poisson process
  E120:   M. Lieshout
  A J-function for inhomogeneous point processes with applications
  E438:   C. Caroni, D. Stogiannis
  Tests for outliers in power-law and inverse Gaussian models for event times
  E346:   N. Ruiz-Fuentes, P. Bouzas, G. Atsalakis
  Behavior comparison of turning points of stock prices
Session ES48 Room: B33
Multivariate nonparametrics Monday 19.12.2011    10:55 - 12:35
Chair: Daniel Vogel Organizer: Daniel Vogel
  E266:   K. Mosler, R. Dyckerhoff
  Weighted-mean regions of a probability distribution
  E375:   S. Taskinen, H. Oja
  Hettmansperger-Randles estimators for multivariate regression
  E866:   A. Duerre, D. Vogel, R. Fried
  The Fisher consistent transformed spatial sign covariance matrix and its properties
  E432:   D. Vogel, H. Dehling, R. Fried
  A nonparametric test for change-points in correlation
Session ES64 Room: B35
Fuzzy knowledge extraction and engineering Monday 19.12.2011    10:55 - 12:35
Chair: Anne Laurent Organizer: Anne Laurent and Sadok Ben Yahia
  E444:   S. Ben Yahia, A. Ben Jrad, C. Trabelsi
  Towards a fuzzy ontology learning from folksonomies
  E689:   M. Pelka, A. Dudek
  Comparison of fuzzy clustering methods for interval-valued symbolic data
  E551:   C. Marsala, M. Rifqi
  Characterizing forest of fuzzy decision trees errors
  E502:   A. Laurent, S. Ayouni, L. Di Jorio, S. Ben Yahia, P. Poncelet
  Mixing multiple fuzzy modalities for fuzzy gradual pattern mining
Session ES68 Room: B20
Microarray data analysis Monday 19.12.2011    10:55 - 12:35
Chair: Taesung Park Organizer: Taesung Park
  E228:   S. Lee, J. Kim, S. Lee
  Comparative evaluation of gene-set analysis methods in association with survival time
  E386:   H. Kim, E. Gelenbe
  Stochastic model based abnormality detection in a large-scale gene regulatory network
  E568:   S. Imoto
  NetworkProfiler: Uncovering cancer heterogeneity in transcriptome data
  E574:   T. Park, J. Lee, S. Ahn
  Gene set analysis for SNPs with low minor allele frequencies
Parallel session O: Monday 19.12.2011 14:05 - 15:45

Session ESI01 Room: Beveridge
Robust methods Monday 19.12.2011    14:05 - 15:45
Chair: Alastair Young Organizer: ERCIM 2011
  E208:   S. Van Aelst
  Robust correlations revisited
  E525:   A. Gordaliza, L. Garcia-Escudero, C. Matran, A. Mayo-Iscar
  Robust cluster analysis based on trimming: Review and advances
  E559:   M. Riani
  Breakdown and efficiency in complex models
Session ES03 Room: B36
Imprecision in statistical data analysis I Monday 19.12.2011    14:05 - 15:45
Chair: Olivier Strauss Organizer: Thierry Denoeux and Olivier Strauss
  E811:   B. Sinova, A. Colubi, M. Gil, S. Van Aelst
  The mids/ldev/rdev characterization of a fuzzy number. Some statistical applications
  E838:   B. Quost, T. Denoeux
  Clustering imprecise data using the fuzzy EM algorithm
  E744:   M. Symeonaki, A. Kazani, K. Michalopoulou
  Fuzzifying Likert scales with factor analysis techniques
  E343:   J. Verwaeren, W. Waegeman, B. De Baets
  Incorporating imprecise prior knowledge in multiple output regression
  E156:   M. Odejar
  Messy data analysis of interval data
Session ES82 Room: B34
Clustering and classification Monday 19.12.2011    14:05 - 15:45
Chair: Maria Brigida Ferraro Organizer: ERCIM 2011
  E878:   S. Kanj, F. Abdallah, T. Denoeux
  Multi-label classification in the belief function framework using the evidential random k-labelsets method
  E892:   A. Daher, T. Dhorne
  Spatial clustering through aggregation control
  E905:   K. Payne, A. Marshall, K. Cairns, E. McCall, S. Craig
  Modelling the development of late-onset sepsis and corresponding length of stay within preterm neonatal care
  E884:   D. Prastyo, W. Haerdle, R. Moro
  Evolutionary algorithm to optimise a support vector machine for probability of default prediction
  E810:   G. Menardi, A. Azzalini
  Identification of connected regions in density-based clustering methods: a new dimension-independent technique
Session ES83 Room: B33
Contributions in parametric and semiparametric inference Monday 19.12.2011    14:05 - 15:45
Chair: M. Dolores Jimenez-Gamero Organizer: ERCIM 2011
  E229:   J. Gastwirth, W. Xu, Q. Pan
  Estimation of Cox proportional hazards models in the presence of a negatively correlated frailty
  E798:   I. Barranco-Chamorro, M. Jimenez-Gamero
  Interval estimation of parametric functions in partially non-regular log-exponential models
  E951:   A. Punzo, F. Greselin
  Closed likelihood-ratio testing procedures to assess similarity of covariance matrices
  E938:   S. Minotti
  Mixtures of regressions with Student-t errors
Session ES60 Room: G16
Computer-aided data analysis Monday 19.12.2011    14:05 - 15:45
Chair: Dietmar Maringer Organizer: ERCIM2011
  E733:   R. Xuriguera, M. Arias, A. Arratia
  Forecasting financial time series with Twitter
  E735:   K. Okada
  Bayesian inequality constrained multidimensional scaling
  E845:   S. Scheuring
  Multivariate Markov chain approximations
  E809:   R. Almeida, N. Basturk, U. Kaymak, J. Sousa
  Fuzzy GARCH Models
  E668:   S. Arima, A. Farcomeni
  A Bayesian autoregressive three-state HMM for switching monotonic regimes for microarray time course data
Session ES75 Room: B35
Contributions to extreme value theory and applications Monday 19.12.2011    14:05 - 15:45
Chair: Juerg Huesler Organizer: ERCIM 2011
  E602:   K. Knight
  Extremal dependence and the ACE algorithm
  E633:   M. Gomes, D. Pestana
  A simple generalization of the Hill estimator
  E704:   D. Jaruskova
  Asymptotic behavior of max-type test statistic for detecting multiple change points
  E843:   L. Cavalcante, M. Brito, A. Freitas
  Bias reduction of the geometric-type estimator and high order quantiles
  E925:   J. Dienstbier, J. Picek
  Tail regression quantile process and its applications
Session ES84 Room: B18
Statistical algorithms and computer experiments Monday 19.12.2011    14:05 - 15:45
Chair: Cristian Gatu Organizer: ERCIM 2011
  E759:   C. Yazici, F. Yerlikaya-Ozkurt , I. Batmaz
  A computational approach to nonparametric regression: Bootstrapping the CMARS method
  E881:   C. Chevalier, D. Ginsbourger, V. Picheny, Y. Richet
  KrigInv, an R package for sequential inversion of expensive-to-evaluate black-box simulators
  E758:   I. Batmaz, F. Yerlikaya-Ozkurt, C. Yazici
  New software for predictive data mining: The conic multivariate adaptive regression splines (CMARS) algorithm
  E583:   S. Jolani
  Stochastic version of the EM algorithm for analysis of generalized sample selection models
  E830:   M. Farah, A. Kottas, R. Morris
  Flexible Bayesian modeling for emulation and calibration of stochastic simulators
Session ES50 Room: B20
Computational statistics Monday 19.12.2011    14:05 - 15:45
Chair: Klea Panayidou Organizer: ERCIM 2011
  E943:   S. Hadjiantoni, E. Kontoghiorghes
  Efficient algorithms for the re-estimation of the general linear and SUR models after deleting observations
  E591:   F. Sobotka, R. Radice, G. Marra, T. Kneib
  A flexible instrumental variable approach to semiparametric expectile regression
  E722:   M. Martinez-Miranda, M. Gamiz Perez, J. Nielsen
  Smoothing survival densities in practise
  E690:   H. Noh, K. Chung, I. Van Keilegom
  Variable selection of varying coefficient models in quantile regression
  E829:   K. Panayidou
  Tree learning and variable selection
Parallel session P: Monday 19.12.2011 16:15 - 17:35

Session ESI02 Room: Beveridge
Bayesian nonparametrics Monday 19.12.2011    16:15 - 17:35
Chair: Stephen Walker Organizer: ERCIM 2011
  E372:   I. Pruenster, S. Favaro, A. Lijoi, R. Mena
  A Bayesian nonparametric approach to species sampling problems
  E571:   K. Ickstadt, M. Schafer, J. Wieczorek
  Nonparametric Bayesian modelling in systems biology
  E814:   M. De Iorio
  Bayesian feature selection for classification of metabolite NMR Spectra
Session ES61 Room: Woburn
Contributions in nonparametric statistics Monday 19.12.2011    16:15 - 17:35
Chair: Juan Carlos Pardo-Fernandez Organizer: ERCIM2011
  E090:   M. Vollmer, C. Bandt
  A new independence test for continuous variables
  E765:   J. Pardo-Fernandez, C. Heuchenne
  Testing for one-sided alternatives in nonparametric censored regression
  E792:   L. Azzimonti, L. Sangalli, P. Secchi, M. Domanin
  Blood-flow velocity field estimation via spatial spline models with a PDE penalization
  E778:   A. Daouia, B. Park
  On projection-type estimators of multivariate isotonic functions
Session ES73 Room: Jessel
Contributions on high-dimensional data analysis Monday 19.12.2011    16:15 - 17:35
Chair: Ejaz Ahmed Organizer: ERCIM 2011
  E141:   L. Hearne
  Multivariate density estimation using geometric methods
  E543:   K. Glombek
  Testing for a large dimensional covariance matrix using the semicircle law
  E385:   D. Koch, S. Van Bellegem
  Large portfolio optimization using wavelet thresholding
  E726:   J. Lee, G. Kim, Y. Kim, H. Oh
  Sparse estimation of time-frequency surface for sound signals using regularized Bayesian methods
Session ES79 Room: Court
Contributions to robust analysis of complex data sets Monday 19.12.2011    16:15 - 17:35
Chair: Christophe Croux Organizer: Christophe Croux and Stefan Van Aelst
  E590:   G. Haesbroeck
  Robust multivariate coefficients of variation
  E639:   K. Mukherjee
  Robust estimation of conditional heteroscedastic models and forecasting of value-at-risk
  E915:   B. Nielsen, S. Johansen
  Asymptotic theory for iterated one-step Huber-skip estimators
  E088:   M. Zhelonkin, M. Genton, E. Ronchetti
  On the robustness of two-stage estimators
Session ES54 Room: Senate
Imprecision in statistical data analysis II Monday 19.12.2011    16:15 - 17:35
Chair: Angela Blanco-Fernandez Organizer: Ana Colubi and Thierry Denoeux
  E475:   W. Lamari, B. Ben Yaghlane, C. Simon
  Dynamic directed evidential networks with conditional belief functions: Application to system reliability
  E687:   E. Ramasso, M. Rombaut, N. Zerhouni
  Joint prediction of observations and states in time-series: A partially supervised prognostics approach based on belief functions and K-nearest neighbours
  E728:   S. Das
  Two-sample inference about mean, variance and proportion using imprecise data
  E835:   A. Antonucci, R. de Rosa
  Time series classification by imprecise hidden Markov models: Supporting continuous variables
Session ES78 Room: Bloomsbury
Contributions in applied statistics Monday 19.12.2011    16:15 - 17:35
Chair: Agustin Mayo-Iscar Organizer: ERCIM 2011
  E764:   P. Mpesmpeas
  Modelling population dynamics from repeated surveys
  E880:   C. Dooley, J. Hinde, J. Newell
  Propensity scores in observational studies
  E857:   O. Anacleto-Junior, C. Queen, C. Albers
  Graphical model representations of multivariate time series for road traffic flow forecasting
  E873:   D. Sanjel, S. Provost
  Semi-nonparametric approximations to the distribution of Portmanteau statistics