Program
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