March 22 (Fri)
1030-1100 Masayuki Uchida (Osaka University)
Statistical simulations of a discretely observed stochastic partial differential equation
1110-1140 Shoichi Eguchi (Osaka University)
Improvement of the functions for statistical inference in YUIMA package
1150-1220 Alexandre Brouste (University of Maine)
Inference for the fractional Ornstein-Uhlenbeck in Yuima
1400-1430 Lorenzo Mercuri (University of Milan)
Numerical issues on the estimation of Point Process Regression Models
1440-1510 Kengo Kamatani(Osaka University)
Discussion of machine learning methodologies for Bayesian estimation in Yuima
1520-1550 Nakahiro Yoshida (University of Tokyo)
Asymptotic expansion revisited: toward reconstruction of the asymptotic term
1600-1700 Discussion

March 23 (Sat), 24 (Sun) 
Working groups discussion

March 25 (Mon) 
1030-1100 Emanuele Guidotti (Partner with Algo Finance Sagl., 
CEO Founder of WhatsOut Srl)
RblDataLicense: R Interface to ‘Bloomberg Data License’
1110-1140 Yuta Koike (University of Tokyo)
High-Dimensional covariance estimation in YUIMA package
1150-1220 Hiroki Masuda (Kyushu University)
On some use of yuima.Law class
1400-1430 Yuma Uehara (The Institute of Statistical Mathematics)
Jump detection on YUIMA package
1440-1510 Alessandro De Gregorio (Sapienza University of Rome)
An overview on penalised estimators for sparse SDE’s


22-03-2019 to 25-03-2019
SAPIENZA University of Rome Dipartimento di Scienze Statistiche (the orange tag on the map) Sapienza Campus Building CU002, 4th floor, Room 34 The main entrance of the Campus is at Piazzale Aldo Moro 5, 00185 Rome