WELCOME !

It is a great pleasure to welcome you to COMPSTAT 2010, the 19th international conference on computational statistics.

This conference is held at Conservatoire National des Arts et Métiers (CNAM), a very unique French institution of long-standing and deep scientific tradition since 1794, with the scientific and technical support of INRIA, the National Institute for Research in Computer Science and Control.

With the help of the Scientific Programme Committee and many reviewers, we have prepared a scientific programme which we hope very attractive, as well as the social programme.

Besides the 3 keynote lectures and the 39 invited communications, we received about 450 submissions. After the reviewing process we retained 127 “long papers”, 92 “short” papers and 144 posters.

Participants come from 52 countries.

This booklet contains the detailed conference programme as well as some practical information.

Do not hesitate to contact us if you need further information.

We wish you all a very fruitful conference and a pleasant stay in Paris.

Paris, August 2010

The Local Organizing Committee

SPONSORS

SCIENTIFIC PROGRAMME COMMITTEE

Ex-officio:

COMPSTAT'2010 organiser and Chairperson of SPC

Gilbert Saporta, CNAM, France

Past Compstat organiser

Maria Paula Brito, University of Porto, Portugal

Next Compstat organiser

Erricos Kontoghiorghes, University of Cyprus, Cyprus

Incoming IASC-ERS Chairman

Patrick J. F. Groenen, Erasmus University, Rotterdam, Netherlands

Members:

Ana Maria Aguilera, Universidad Granada, Spain

Avner Bar-Hen, Université René Descartes, Paris

Christophe Croux, Katholieke Universiteit Leuven, Belgium

Michel Denuit, Université Catholique de Louvain, Belgique

Gejza Dohnal, Technical University, Prag, Czech Republic

Georges Hébrail, TELECOM ParisTech, Paris

Martina Mittlböck, Medical University of Vienna, Austria

Christian P. Robert, Université Paris-Dauphine, France

Maurizio Vichi, Universita La Sapienza , Roma, Italy

Peter Winker, Universität Giessen

Consultative Members:

Representative of the ARS of IASC

Moon Yul Huh, SungKyunKwan University, Seoul, Korea

Representative of the IFCS

Henk Kiers, University of Groningen, Netherlands

Representative of KDD community

Djamel Zighed, Université Lumière, Lyon, France

LOCAL ORGANIZING COMMITTEE

Gilbert Saporta, CNAM, chairman

Yves Lechevallier, INRIA, vice-chairman

Stéphanie Aubin, INRIA

Gérard Biau, ISUP

Stéphanie Chaix, INRIA

Marc Christine, INSEE

Laurence de Crémiers, CNAM

Séverine Demeyer, CNAM-LNE

Christian Derquenne, EDF

Thierry Despeyroux, INRIA

Vincenzo Esposito-Vinzi, ESSEC

Ali Gannoun, U.MONTPELLIER 2

Jean-Pierre Gauchi, INRA

Chantal Girodon, INRIA

Pierre-Louis Gonzalez, CNAM

Luan Jaupi, CNAM

Ludovic Lebart, ENST

Anna Mozgunova, INRIA

Ndeye Niang, CNAM

Françoise Potier, INRETS

Giorgio Russolillo, CNAM

Julie Séguéla, CNAM

PROGRAMME

List of sessions by type

Session	Title
KN1	David Hand
KN2	Luc Devroye
KN3	Lutz Edler
IP1	Algorithms for Robust Statistics
IP2	Functional Data Analysis
IP3	Brain Imaging
IP4	Computer-Intensive Actuarial Methods
IP5	Computational Econometrics
IP6	Optimization Heuristics in Statistical Modelling
IP7	Data Stream Mining
IP8	ARS Session (Financial) Time Series
IP9	Spatial Statistics / Spatial Epidemiology
IP10	KDD Session: Topological Learning
IP11	ABC Methods for Genetic Data
IP12	IFCS Session: New Developments in Two or Highermode Clustering; Model Based Clustering and Reduction for High Dimensional Data
IP13	Kernel Methods
IP14	Monte Carlo Methods in System Safety, Reliability and Risk Analysis
CP1	Algorithm for Robust Statistics & Robustness
CP2	Categorical Data Analysis
CP3	Computational Bayesian Methods
CP4	Multivariate Data Analysis 1
CP5	Time Series Analysis & Signal Processing 1
CP6	Biostatistics & Bio-Computing 1
CP7	Clustering & Classification 1
CP8	Functional Data
CP9	Multivariate Data Analysis 2
CP10	Time Series Analysis & Signal Processing 2
CP11	Biostatistics & Bio-Computing 2
CP12	Clustering & Classification 2
CP13	Nonparametric Statistics & Smoothing
CP14	Optimization Heuristics
CP15	Multivariate Data Analysis 3
CP16	Data Visualization
CP17	Sampling Methods
CP18	Spatial Statistics
CP19	Time Series Analysis & Signal Processing 3
CP20	Computational Econometrics & Finance
CP21	Machine Learning
CP22	Numerical Methods
CP23	Symbolic Data Analysis
SP1	Biostatistics
SP2	Nonparametric Statistics
SP3	Econometrics & Finance
SP4	Multivariate Analysis 1 & Spatial Statistics
SP5	Classification
SP6	Data Analysis
SP7	Multivariate Analysis 2
SP8	Time Series & Numerical Methods
TU1	Statistical approaches for complex data
TU2	Bayesian discrimination between embedded models
TU3	Machine learning and association rules
PS1	poster session n°1
PS2	poster session n°2

PROGRAMME
List of sessions by day

Sunday, August 22

Time

type

chaiperson

room

14h00-17h00

TU1

Lynne Billard

Museum conference room

Monday, August 23

Time	type	chaiperson	room
9h30-10h30	KN1	Patrick Groenen	Paul Painlevé (PP)
11h00-12h30	IP1	Christophe Croux	Abbé Grégoire (C)
	IP2	Ana Aguilera	Paul Painlevé (PP)
14h00-16h00	CP1	Anne Ruiz-Gazen	Paul Painlevé (PP)
	CP2	Donatella Vicari	Abbé Grégoire (C)
	CP3	Michael Blum	Robert Faure (Z)
	CP4	Wenceslao Gonzalez-Manteiga	Jean-Baptiste Say (Y)
	CP5	Marc Paolella	Jean Prouvé (V)
	SP1	Lutz Edler	Fabry-Pérot (A)
16h30-18h30	CP6	Jean-Baptiste Poline	Paul Painlevé (PP)
	CP7	Marieke Timmermann	Abbé Grégoire (C)
	CP8	Cristian Preda	Robert Faure (Z)
	CP9	Hans-Georg Müller	Jean-Baptiste Say (Y)
	CP10	Jiazhu Pan	Jean Prouvé (V)
	SP2	Pierre-Louis Gonzalez	Fabry-Pérot (A)

Tuesday, August 24

Time	type	chaiperson	room
9h00-10h30	IP3	Hervé Abdi	Abbé Grégoire (C)
	IP4	Michel Denuit	Paul Painlevé (PP)
11h00-12h30	CP11	Stephen Strother	Paul Painlevé (PP)
	CP12	Léon Bottou	Abbé Grégoire (C)
	CP13	Ali Gannoun	Robert Faure (Z)
	CP14	Irene Poli	Jean-Baptiste Say (Y)
	SP3	Vincent Goulet	Fabry-Pérot (A)
	SP4	Ludovic Lebart	Jean Prouvé (V)
14h00-16h00	CP15	Stefan Lang	Abbé Grégoire (C)
14h00-15h00	CP16	Iven van Mechelen	Paul Painlevé (PP)
15h00-16h00	CP17	Iven van Mechelen	Paul Painlevé (PP)
14h00-16h00	CP18	John Molitor	Robert Faure (Z)
	CP19	Yasuhiro Omori	Jean-Baptiste Say (Y)
	SP5	Jean-Michel Marin	Fabry-Pérot (A)
	SP6	Lynne Billard	Jean Prouvé (V)
16h30-18h30	PS1		Salle des textiles

Wednesday, August 25

Time	type	chaiperson	room
9h00-10h30	IP5	Erricos Kontoghiorghes	Abbé Grégoire (C)
	IP6	Peter Winker	Paul Painlevé (PP)
11h00-12h30	KN2	Gilbert Saporta	Paul Painlevé (PP)
14h00-15h30	IP7	Georges Hébrail	Paul Painlevé (PP)
	IP8	In-Kwon Yeo	Abbé Grégoire (C)

Thursday, August 26

Time	type	chaiperson	room
9h00-10h30	IP9	Martina Mittlböck	Abbé Grégoire (C)
	IP10	Djamel Zighed	Paul Painlevé (PP)
11h00-12h30	PS2		Salle des textiles
14h00-15h30	IP11	Avner Bar-Hen	Abbé Grégoire (C)
	IP12	Henk Kiers and Maurizio Vichi	Paul Painlevé (PP)
16h00-18h00	CP20	Cathy Chen	Paul Painlevé (PP)
	CP21	John Shawe-Taylor	Abbé Grégoire (C)
	CP22	Jaromir Antoch	Robert Faure (Z)
	CP23	Paula Brito	Jean-Baptiste Say (Y)
	SP7	Gérard Biau	Fabry-Pérot (A)
	SP8	Christian Derquenne	Jean Prouvé (V)

Friday, August 27

Time	type	chaiperson	room
9h00-10h30	IP13	Patrick J. F. Groenen	Paul Painlevé (PP)
	IP14	Gejza Dohnal	Abbé Grégoire (C)
11h00-12h00	KN3	Stan Azen	Paul Painlevé (PP)
14h00-17h00	TU2	Jean-Michel Marin	Abbé Grégoire (C)
	TU3	Petr Brka & Jan Rauch	Fabry-Pérot (A)

PROGRAMME BY DAY

	Sunday, August 22	Monday, August 23	Tuesday, August 24
8h00-9h00		Registration	Registration
9h00-9h30		Opening Ceremony	Invited Papers
9h30-10h00		KN1	IP3 and IP4
10h00-10h30		David Hand
10h30-11h00		Coffee break	Coffee break
11h00-11h30		Invited Papers	Contributed and
11h30-12h00		IP1 and IP2	Short Papers
12h00-12h30			CP11, CP12, CP13,
12h30-13h00		Lunch	CP14,SP3 and SP4
13h00-13h30			Lunch
13h30-14h00		ERS BoD Meeting	IASC Council Meeting
14h00-14h30	TU1 : Lynne Billard	Contributed and	Contributed and Short
14h30-15h00		Short Papers	Papers CP15,
15h00-15h30	Statistical Approaches	CP1,CP2,CP3	CP16, CP17, CP18,
15h30-16h00	for	CP4,CP5 and SP1	CP19, SP5 and SP6
16h00-16h30	Complex Data	Coffee break	Coffee break
16h30-17h00		Contributed and	Poster
17h00-17h30		Short Papers	session PS1	ERS General Assembly
17h30-18h00	Registration	CP6,CP7,CP8,
18h00-18h30		CP9,CP10 and SP2
18h30-19h00	Ice Breaker
19h00-19h30	Café des Techniques	Cocktail	Concert
19h30-20h00		Museum Chapel	Oratoire du Louvre
20h00-21h00
21h00-24h00

Wednesday, August 25	Thursday, August 26	Friday, August 27
Registration	Registration		8h30-9h00
Invited Papers	Invited Papers	Invited Papers	9h00-9h30
IP5 and IP6	IP9 and IP10	IP13 and IP14	9h30-10h00
			10h00-10h30
Coffee break	Coffee break	Coffee break	10h30-11h00
Hommage to John Nelder	Poster Session	KN3	11h00-11h30
KN2	PS2	Lutz Edler	11h30-12h00
Luc Devroye		Closing Ceremony	12h00-12h30
Lunch	Lunch	Lunch	12h30-13h00
Dublin and Hong Kong	CSDA Editorial		13h00-13h30
ISI Committees	Board Meeting		13h30-14h00
Invited Papers	Invited Papers	TU2 : Bayesian	14h00-14h30
IP7 and IP8	IP11 and IP12	Discrimination between	14h30-15h00
		embedded models	15h00-15h30
	Coffee break	TU3	15h30-16h00
Optional	Contributed and	Machine Learning and	16h00-16h30
Social program	Short Papers	Association Rules	16h30-17h00
	CP20, CP21,CP22,		17h00-17h30
	CP23,SP7 and SP8		17h30-18h00
			18h00-18h30
			18h30-19h00
	Conference		19h00-19h30
	Dinner		19h30-20h00
	Paris City Hall		20h00-21h00
	(Mairie de Paris)		21h00-24h00

SUNDAY, AUGUST 22

Sunday, August 22, 14h00-17h00 TU1 : Lynne Billard

Organiser : Lynne Billard Room : Museum conference room

14h00-17h00

Statistical approaches for complex data

Lynne Billard

University of Georgia, United States

MONDAY, August 23

Monday, August 23, 9h00-9h30 Opening Ceremony

Room : Paul Painlevé (PP)

Monday, August 23, 9h30-10h30 KN1: David Hand

Chairperson : Patrick Groenen Room : Paul Painlevé (PP)

9h30-10h30

The laws of Coincidence
David Hand,

Statistics Section, Imperial College, London

Monday, August 23, 10h30-11h00

Coffee break

Monday, August 23, 11h-12h30 IP1: Algorithms for Robust statistics

Chairperson : Christophe Croux Room : Abbé Grégoire (C)

260.

11h00-11h30

22.

11h30-12h00

266.

12h00-12h30

Robust model selection with LARS based on S-estimators
Matias Salibian-Barrera¹ and Claudio Agostinelli²
¹University of British Columbia, Vancouver, Canada
²Ca'Foscari University, Venice, Italy

Robust multivariate methods for compositional data
Peter Filzmoser¹ and Karel Hron²
¹Vienna University of Technology, Austria
²Palacky University, Czech Republic

Detecting multivariate outliers using projection pursuit with particle swarm optimization
Anne Ruiz-Gazen¹, Souad Larabi Marie-Sainte² and Alain Berro²
¹TSE,Université Toulouse 1, France
²IRIT,Université Toulouse 1, France

Monday, August 23, 11h-12h 30 IP2: Functional Data Analysis

Chairperson : Ana Maria Aguilera Room : Paul Painlevé (PP)

280.

11h00-11h30

122.

11h30-12h00

168.

12h00-12h30

Empirical Dynamics and Functional Data Analysis

Hans-Georg Müller

University of California, Davis, United States

Bootstrap Calibration in Functional Linear Regression Models with Applications

Wenceslao González-Manteiga and Adela Martínez-Calvo

University of Santiago de Compostela, Spain

Anticipated and Adaptive Prediction in Functional Discriminant Analysis

Cristian Preda¹, Gilbert Saporta²and Mohamed Hadj Mbarek³

¹France Polytech Lille, USTL, France

²CNAM PARIS - CEDRIC, France

³Institut Supérieur de Gestion de Sousse, Tunisia

Monday, August 23, 12h30-14h00

Lunch

ERS BoD Meeting

Monday, August 23, 14h-16h CP1 : Algorithm for Robust Statistics & Robustness

Chairperson : Anne Ruiz-Gazen Room : Paul Painlevé (PP)

51.

14h00-14h20

230.

14h20h-14h40

79.

14h40-15h00

116.

15h00-15h20

88.

15h20-15h40

150.

15h40-16h00

Robust Principal Component Analysis Based on Pairwise Correlation Estimators
Stefan Van Aelst , Ellen Vandervieren , Gert Willems

DetMCD in a Calibration Framework
Tim Verdonck, Mia Hubert, Peter J. Rousseeuw

Diagnostic Checking of Multivariate Normality Under Contamination
Andrea Cerioli

Regularized Directions of Maximal Outlyingness
Michiel Debruyne

Two Kurtosis Measures in a Simulation Study
Anna Maria Fiori

Empirical Composite Likelihoods
Nicola Lunardon , Francesco Pauli , Laura Ventura

Monday, August 23, 14h-16h CP2: Categorical Data Analysis

Chairperson : Donatella Vicari Room : Abbé Grégoire (C)

40.

14h00-14h20

56.

14h20-14h40

57.

14h40-15h00

103.

15h00-15h20

124.

15h20-15h40

228.

15h40-16h00

Mixtures of Weighted Distance-Based Models for Ranking Data

Paul H. Lee, Philip L. H. Yu

Data Clustering with Mixed Type Variables and Cluster Determination
Hana Rezankova, Dusan Husek , Tomas Loster

Multiblock Method for Categorical Variables
Stephanie Bougeard, El Mostafa Qannari, Claire Chauvin

Boolean Factor Analysis by the Expectation-Maximization Algorithm
Alexander A. Frolov , Pavel, Y. Polyakov , Dusan Husek

Statistical Inference on Large Contingency Tables: Convergence, Testability, Stability
Marianna Bolla

How to Take into Account the Discrete Parameters in the BIC Criterion?
Vincent Vandewalle

Monday, August 23, 14h-16h CP3 : Computational Bayesian Methods
Chairperson : Michael Blum Room : Robert Faure (Z)

81.

14h00-14h20

92.

14h20h-14h40

97.

14h40-15h00

165.

15h00-15h20

205.

15h20-15h40

288.

15h40-16h00

Bayesian Flexible Modelling of Mixed Logit Models
Luisa Scaccia, Edoardo Marcucci

Determining the Direction of the Path Using a Bayesian Semiparametric Model
Kei Miyazaki, Takahiro Hoshino, , Kazuo Shigemasu

Metropolis-Hastings Algorithm for Mixture Model and its Weak Convergence
Kengo Kamatani

A Simulation Study of the Bayes Estimator of Parameters in an Extension of the Exponential Distribution
Samira Sadeghi

Pseudo-Bayes Factors
Stefano Cabras, Walter Racugno, Laura Ventura

Contributions to Bayesian Structural Equation Modeling
Séverine Demeyer, Nicolas Fischer, Gilbert Saporta

Monday, August 23, 14h-16h CP4 : Multivariate Data Analysis 1
Chairperson : Wenceslao Gonzalez-Manteiga Room : Jean-Baptiste Say (Y)

37.

14h00-14h20

188.

14h20h-14h40

67.

14h40-15h00

127.

15h00-15h20

128.

15h20-15h40

281.

15h40-16h00

Nonlinear Regression Model of Copper Bromide Laser Generation
Snezhana Georgieva Gocheva-Ilieva, Iliycho Petkov Iliev

On Multiple-Case Diagnostics in Linear Subspace Method
Kuniyoshi Hayashi, Hiroyuki Minami, Masahiro Mizuta

“Made in Italy” Firms Competitiveness: A Multilevel Longitudinal Model on Export Performance
Matilde Bini, Margherita Velucchi

A Fast Parsimonious Maximum Likelihood Approach for Predicting Outcome Variables from a Large Number of Predictors
Jay Magidson

Multidimensional Exploratory Analysis of a Structural Model Using a Class of Generalized Covariance Criteria
Xavier Bry, Thomas Verron, Patrick Redont

Boosting a Generalised Poisson Hurdle Model
Vera Hofer

Monday, August 23, 14h-16h CP5 : Time Series Analysis

& Signal Processing 1

Chairperson : Marc Paolella Room : Jean Prouvé (V)

46.

14h00-14h20

166.

14h40-15h00

195.

15h00-15h20

209.

15h20-15h40

248.

15h40-16h00

Quasi-Maximum Likelihood Estimators for Threshold ARMA Models: Theoretical Results and Computational Issues
Marcella Niglio, Cosimo Damiano Vitale

Continuous Wavelet Transform and the Annual Cycle in Temperature and the of Deaths
Milan Basta, Josef Arlt, Marketa Arltova, Karel Helman

Empirical Mode Decomposition for Trend Extraction. Application to Electrical Data
Farouk Mhamdi, Meriem Jaidane-Saidane, Jean-Michel Poggi

Comparing Two Approaches to Testing Linearity against Markov-switching Type Non-linearity
Jana Lencuchova, Anna Petrickova, Magdalena Komornikova

Polynomial Methods in Time Series Analysis

Felix Aparicio-Perez

Monday, August 23, 14h-16h SP1 : Biostatistics
Chairperson : Lutz Edler Room : Fabry-Pérot (A)

333.

14h00-14h10

341.

14h10-14h20

342.

14h20-14h30

373.

14h30-14h40

381.

14h40-14h50

382.

14h50-15h00

399.

15h00-15h10

467.

15h10-15h20

401.

15h20-15h30

461.

15h30-15h40

482.

15h40-15h50

448.

15h50-16h00

Analysis of Binary Longitudinal Responses
M. Helena Gonçalves and M. Salome Cabral

On the Identification of Predictive Biomarkers: Detecting Treatment-by-Gene Interaction in High-Dimensional Data
Wiebke Werft and Axel Benner

Hidden Markov models for DNA sequence segmentation
Darfiana Nur and Kerrie L. Mengersen

Data Mining for Genomic-Phenomic Correlations
Joyce Niland and Rebecca Nelson

Over-optimism in biostatistics and bioinformatics
Anne-Laure Boulesteix

µTOSS - An Open Software Solution for Multiple Hypotheses Testing
Gilles Blanchard, Thorsten Dickhaus, Niklas Hack, Frank Konietschke, Kornelius Rohmeyer, Jonathan Rosenblatt, Marsel Scheer and Wiebke Werft

Data Mining for Population Based Studies
Stanley P. Azen, Katherine J. Sullivan, Julie K. Tilson, Steven Y. Cen,
Jiaxiu He, Cheryl Vigen

Integrating biological knowledge related to co-expression when analysing Xomic data
Marie Verbanck and Sebastien Le

Additional Hierarchy in the modelling of meta-analysis data
Elizabeth Stojanovski and Kerrie Mengersen

Bayesian Modelling of Cross-study Discrepancies in Gene Networks
Xiaodan Fan

Mixture models of truncated data for estimating the number of species
Sebastien Li-Thiao-Te, Jean-Jacques Daudin and Stephane Robin

Sequential Monte Carlo techniques for MLE in plant growth modeling
Samis Trevezas and Paul-Henry Cournede

Monday, August 23, 16h00-16H30

Coffee break

Monday, August 23, 16h30-18h30 CP6 : Biostatistics & Bio-Computing 2
Chairperson : Jean-Baptiste Poline Room : Paul Painlevé (PP)

90.

16h00-16h20

104.

16h50h-17h10

126.

17h10-17h30

242.

17h30-17h50

75.

17h50-18h10

254.

18h10-18h30

215.

18h30-18h50

Evaluation of DNA Mixtures Accounting for Sampling Variability
Yuk-Ka Chung, Yue-Qing Hu, De-Gang Zhu, Wing K. Fung

Variable Selection and Parameter Tuning in High-Dimensional Prediction
Christoph Bernau, Anne-Laure Boulesteix

Learning Hierarchical Bayesian Networks for Genome-Wide Association Studies
Raphael Mourad, Christine Sinoquet, Philippe Leray

Differentiation Tests for the Mean Shape and the Mean Variance of Renal Tumours appearing in early Childhood
Stefan Markus Giebel, Jens-Peter Schenk , Jang Schiltz

On the Correlated Gamma Frailty Model for Bivariate Current Status Data
Niel Hens, Andreas Wienke

Posterior Distribution over the Segmentation Space
G. Rigaill, E. Lebarbier, S. Robin

A Bootstrap Method to Improve Brain Subcortical Network Segregation in Resting-State FMRI Data
Caroline Malherbe, Eric Bardinet, Arnaud Messe, Vincent Perlbarg, Guillaume Marrelec, Melanie Pelegrini-Issac, Jerome Yelnik, Stephane Lehericy, Habib Benali

Monday, August 23, 16h30-18h30 CP7 : Clustering & Classification 1

Chairperson : Marieke Timmermann Room : Abbé Grégoire (C)

35.

16h00-16h20

76.

16h20-16h40

191.
17h10-17h30

211.
17h30-17h50

258.
17h50-18h10

59.

18h10-18h30

277.

18h30-18h50

Clustering of Multiple Dissimilarity Data Tables for Documents Categorization
Yves Lechevallier, Francisco de A. T. de Carvalho, Thierry Despeyroux, Filipe M. de Melo

Improving Overlapping Clusters obtained by a Pyramidal Clustering
Edwin Diday, Francisco de A. T. de Carvalho, Luciano D.S. Pacifico

A Cluster-Target Similarity Based Principal Component Analysis for Interval-Valued Data
Mika Sato-Ilic

Cutting the Dendrogram through Permutation Tests
Dario Bruzzese, Domenico Vistocco

Unsupervised Recall and Precision Measures: a Step towards New Efficient Clustering Quality Indexes
Jean-Charles Lamirel, Maha Ghribi, Pascal Cuxac

Two-way Classification of a Table with non-negative entries: Validation of an Approach based on Correspondence Analysis and Information Criteria
Antonio Ciampi, Alina Dyachenko, Yves Lechevallier

Half-Taxi Metric in Compositional Data Geometry Rcomp
Katarina Kosmelj, Vesna Zabkar

Monday, August 23, 16h30-18h30 CP8 : Functional Data Analysis

Chairperson : Cristian Preda Room : Robert Faure (Z)

47.
16h00-16h20

99.
16h20-16h40

160.
17h10-17h30

161.
17h30-17h50

268.
17h50-18h10

144.
18h10-18h30

257.
18h30-18h50

Semiparametric Models with Functional Responses in a Model Assisted Survey Sampling Setting : Model Assisted Estimation of Electricity Consumption Curves
Herve Cardot, Alain Dessertaine, Etienne Josserand

EOFs for Gap Filling in Multivariate Air Quality data: a FDA Approach
Mariantonietta Ruggieri, Francesca Di Salvo, Antonella Plaia, Gianna Agro

Clustering Functional Data Using Wavelets
Anestis Antoniadis, Xavier Brossat, Jairo Cugliari, Jean-Michel Poggi

Forecasting a Compound Cox Process by means of PCP
Paula R. Bouzas, Nuria Ruiz-Fuentes, Juan Eloy Ruiz-Castro

Stochastic Approximation for Multivariate and Functional Median
Herve Cardot, Peggy Cenac, Mohamed Chaouch

Different P-spline Approaches for Smoothed Functional Principal Component Analysis
Ana M. Aguilera, M. Carmen Aguilera-Morillo, Manuel Escabias , Mariano J. Valderrama

Score Moment Estimators
Zdenek Fabian

Monday, August 23, 16h30-18h30 CP9 : Multivariate Data Analysis 2
Chairperson : Hans-Georg Müller Room : Jean-Baptiste Say (Y)

53.
16h00-16h20

101.

16h20-16h40

159.
17h10-17h30

236.
17h30-17h50

276.
17h50-18h10

105.
18h10-18h30

The Set of 3x4 4x4 Contingency Tables has 3-Neighborhood Property
Toshio Sumi, Toshio Sakata

On Aspects of Quality Indexes for Scoring Models
Martin Rezac, Jan Kolacek

Generative Model for Rank Data Based on Sorting Algorithm
Christophe Biernacki , Julien Jacques

Slimming Down a High-Dimensional Binary Datatable: relevant Eigen-Subspace and Substantial Content
Alain Lelu

Data Mining and Multiple Correspondence Analysis via Polynomial Transformations
Rosaria Lombardo

Structural Modelling of Nonlinear Exposure-Response Relationships for Longitudinal Data
Xiaoshu Lu , Esa-Pekka Takala

Monday, August 23, 16h30-18h30 CP10 : Time Series Analysis & Signal Processing 2

Chairperson : Jiazhu Pan Room : Jean Prouvé (V)

49.
16h00-16h20

117.
16h20-16h40

206.
17h10-17h30

217.
17h30-17h50

265.

17h50-18h10

222.
18h10-18h30

91.
18h30-18h50

Depth Based Procedures for Estimation ARMA and GARCH Models
Daniel Kosiorowski

Visualizing and Forecasting Complex Time Series: Beanplot Time Series
Carlo Drago, Germana Scepi

The Financial Crisis of 2008: Modelling the Transmission Mechanism Between the Markets
M. Pilar MunozMaria Dolores Marquez, Helena Chulia

Modeling and Forecasting Electricity Prices and their Volatilities by Conditionally Heteroskedastic Seasonal Dynamic Factor Analysis
Carolina Garcia-Martos, Julio Rodriguez, Maria Jesus Sanchez

Estimation and Detection of Outliers and Patches in Nonlinear Time Series Models
Ping Chen

Wavelet-PLS Regression: Application to Oil Production Data
Salwa Benammou, Kacem Zied, Hedi Kortas, Dhifaoui Zouhaier

Test of Mean Difference for Longitudinal Data Using Circular Block Bootstrap
Hirohito Sakurai , Masaaki Taguri

Monday, August 23, 16h30-18h20 SP2 : Nonparametric Statistics

Chairperson : Pierre-Louis Gonzalez Room : Fabry-Pérot (A)

181.

16h30-16h40

319.

16h40-16h50

329.

16h50-17h00

350.

17h00-17h10

383.

17h10-17h20

444.

17h20-17h30

469.

17h30-17h40

470.

17h40-17h50

476.

17h50-18h00

351.

18h00-18h10

322.

18h10-18h20

Variational Bayesian Inference for Parametric and Non-Parametric Regression with Missing Predictor Data
Christel Faes, John T. Ormerod, and Matt P. Wand

Adaptive Histograms from a Randomized Queue that is Prioritized for Statistically Equivalent Blocks
Gloria Teng, Jennifer Harlow and Raazesh Sainudiin

Application of the generalized jackknife procedure to estimate species richness
Tsung-Jen Shen and Wen-Han Hwang

Robust Generalized Additive Models: mean and dispersion function estimation
Christophe Croux, Irene Gijbels and Ilaria Prosdocimi

A Test Statistic for Weighted Runs
Frederik Beaujean and Allen Caldwell

Ensembled Multivariate Adaptive Regression Splines with Nonnegative Garrote Estimator
Hiroki Motogaito and Masashi Goto

Comparison of Regression Methods by Employing Bootstrapping Methods
Ayca Yetere Kursun and Inci Batmaz

Statistical inference for Rényi entropy of integer order
David Kallberg and Oleg Seleznjev

Modelling of extreme events in linear models and two-step regression quantiles
Jan Dienstbier

Non Parametric Confidence Intervals for ROC Curves Comparison
Ana Cristina Braga, Lino Costa and Pedro Oliveira

Non-Parametric Estimation of Forecast Distributions in Non-Gaussian State Space Models
Jason Ng, Catherine Forbes, Gael Martin and Brendan P.M. McCabe

Tuesday, August 24

Tuesday, August 24, 09h00-10h30 IP3 : Brain Imaging

Chairperson : Hervé Abdi Room : Abbé Grégoire (C)

272.

09h00-09h30

279.

09h30-10h00

229.

10h00-10h30

Model based clustering and reduction for high dimensional data, Multivariate Data Analysis
Nikolaus Kriegeskorte
MRC Cognition and Brain Sciences Unit, United Kingdom

The NPAIRS Computational Statistics Framework for Data Analysis in Neuroimaginging
Stephen Strother¹, Anita Oder², Nathan Spreng³, Robyn Spring¹ and Cheryl Grady¹
¹Rotman Research Institute, Baycrest and University of Toronto, Canada
²Rotman Research Institute, Baycrest, Canada
³Harvard University, United States

Imaging genetics: bio-informatics and bio-statistics challenges
Jean-Baptiste Poline
Neurospin CEA, France

Tuesday, August 24, 09h00-10h30 IP4 : Computer-Intensive Actuarial Methods

Chairman : Michel Denuit Room : Paul Painlevé (PP)

142.

09h00-09h30

270.

09h30-10h00

29.

10h00-10h30

A numerical approach to ruin models with excess-of-loss reinsurance and reinstatements
Hansjörg Albrecher and Sandra Haas
University of Lausanne, Switzerland

Computation of the Aggregate Claim Amount Distribution Using R and actuar
Vincent Goulet
Université Laval, Québec, Canada

Applications of multilevel structured additive regression models to insurance data Stefan Lang and Nikolaus Umlauf
Leopold-Franzens-University, Innsbruck, Austria

Tuesday, August 24, 10h30-11h00

Coffee break

Tuesday, August 24, 11h00-12h40 CP11 : Biostatistics & Bio-Computing 1
Chairperson : Nikolaus Kriegeskorte Room : Paul Painlevé (PP)

38.
11h00-11h20

133.
11h20-11h40

203.
11h40-12h00

251.
12h00-12h20

278.
12h20-12h40

Comprehensive Assessment on Hierarchical Structures of DNA markers Using Echelon Analysis
Makoto Tomita, Koji Kurihara

Analysis of Breath Alcohol Measurements Using Compartmental and Generalized Linear Models
Chi Ting Yang, Wing Kam Fung, Thomas Wai Ming Tam

A Flexible IRT Model for Health Questionnaire: an Application to HRQoL
Serena Broccoli , Giulia Cavrini

Socioeconomic Factors in Circulatory System Mortality in Europe: A Multilevel Analysis of Twenty Countries
Sara Balduzzi , Lucio Balzani , Matteo Di Maso , Chiara Lambertini , Elena Toschi

Time-Varying Coefficient Model with Linear Smoothing Function for Longitudinal Data in Clinical Trial
Masanori Ito, Toshihiro Misumi, Hideki Hirooka

Tuesday, August 24, 11h00-12h40 CP12 : Clustering & Classification 2
Chairperson : Léon Bottou Room : Abbé Grégoire (C)

61.
11h00-11h20

135.
11h20-11h40

154.
11h40-12h00

213.
12h00-12h20

196.
12h20-12h40

Selecting Variables in Two-Group Robust Linear Discriminant Analysis
Stefan Van Aelst , Gert Willems

Separable Two-Dimensional Linear Discriminant Analysis
Jianhua Zhao, Philip L.H. Yu, Shulan Li

Separable Two-Dimensional Linear Discriminant Analysis
Jianhua Zhao, Philip L.H. Yu, Shulan Li

Fast and Robust Classifiers Adjusted for Skewness
Mia Hubert, Stephan Van der Veeken

A New Approach to Robust Clustering in Rp
Catherine Dehon, Kaveh Vakili

Tuesday, August 24, 11h00-12h40 CP13 : Nonparametric Statistics & Smoothing

Chairperson : Ali Gannoun Room : Robert Faure (Z)

65.
11h00-11h20

73.
11h20-11h40

118.
11h40-12h00

210.
12h00-12h20

256.
12h20-12h40

Censored Survival Data: Simulation and Kernel Estimates
Jiri Zelinka

EM-Like Algorithms for Nonparametric Estimation in Multivariate Mixtures
Tatiana Benaglia, Didier Chauveau, David R. Hunter

Longitudinal Data Analysis Based on Ranks and its Performance
Takashi Nagakubo, Masashi Goto

Computational Treatment of the Error Distribution in Nonparametric Regression with Right-Censored and Selection-Biased Data
Géraldine Laurent, Cedric Heuchenne

Local or Global Smoothing? A Bandwidth Selector for Dependent Data
Francesco Giordano, Maria Lucia Parrella

Tuesday, August 24, 11h00-12h20 CP14 : Optimization heuristics in Statistical Modelling

Chairperson : Irene Poli Room : Jean-Baptiste Say (Y)

41.
11h00-11h20

123.
11h20-11h40

180.
11h40-12h00

293.
12h00-12h20

On Computationally Complex Instances of the c-optimal Experimental Design Problem: Breaking RSA-based Cryptography via c-optimal Designs
Michal Cerny, Milan Hladik, Veronika Skocdopolova

Fourier Analysis and Swarm Intelligence for Stochastic Optimization of Discrete Functions
Jin Rou New, Eldin Wee Chuan Lim

Sub-Quadratic Markov Tree Mixture Models for Probability Density Estimation
Sourour Ammar, Philippe Leray, Louis Wehenkel

Evolutionary Stochastic Portfolio Optimization and Probabilistic Constraints
Ronald Hochreiter

Tuesday, August 24, 11h00-12h40 SP3 : Econometrics & Finance
Chairperson : Vincent Goulet Room : Fabry-Pérot (A)

305.

11h00-11h10

309.
11h10-11h20

310.
11h20-11h30

326.
11h30-11h40

327.
11h40-11h50

362.
11h50-12h00

377.
12h00-12h10

397.
12h10-12h20

464.
12h20-12h30

439.
12h30-12h40

The Effect of Estimating Parameters on Long-Term Forecasts for Cointegrated Systems
Hiroaki Chigira and Taku Yamamoto

Robustness of the Separating Information Maximum Likelihood Estimation of Realized Volatility with Micro-Market Noise
Naoto Kunitomo and Seisho Sato

Augmented Likelihood Estimators for Mixture Models
Markus Haas, Jochen Krause and Marc S. Paolella

Using clustering techniques to defining customer churn in a non-contractual setting
Monica Clemente and Susana San Matias

Regional Convergence in Japan: A Bayesian Spatial Econometrics Perspective
Kazuhiko Kakamu and Hajime Wago

A generalized confidence interval for the mean response in log-regression models with a random effect
Miguel Fonseca, Thomas Mathew and Joao Tiago Mexia

Copula simulation by means of Adaptive Importance Sampling
Marco Bee

Approximate Bayesian Computation with Indirect Moment Conditions
Alexander Gleim and Christian Pigorsch

Statistical Data Mining for Computational Financial Modeling
Ali Serhan Koyuncugil and Nermin Ozgulbas

Shooting arrows in the stock market
Javier Arroyo and Immanuel Bomze

Tuesday, August 24, 11h00-13h00 SP4 : Multivitariate Analysis 1 & Spatial Statistics
Chairperson : Ludovic Lebart Room : Jean Prouvé (V)

162.
11h00-11h10

428.
11h10-11h20

323.
11h20-11h30

315.
11h30-11h40

420.

11h40-11h50

430.

11h50-12h00

451.
12h00-12h10

406.

12h10-12h20

429.
12h20-12h30

134.
12h30-12h40

357.
12h40-12h50

432.

12h50-13h00

Smoothly Clipped Absolute Deviation for correlated variables
Mkhadri Abdallah, N'guessan Assi, and Sidi Zakari Ibrahim

Discrete wavelet preconditioning of Krylov spaces and PLS
Athanassios Kondylis and Joe Whittaker

Parametric and non-parametric multivariate test statistics for high-dimensional fMRI data
Daniela Adolf, Johannes Bernarding and Siegfried Kropf

Robust Mixture Modeling Using Multivariate Skew t Distributions
Tsung-I Lin

Robust scatter regularization
Gentiane Haesbroeck and Christophe Croux

On Feature Analysis Methods for Collective Web Data
Ken Nittono

Paired comparison or exhaustive classification to explain consumers’ preferences
Salwa Benammou, Besma Souissi, and Abir Abid

Selecting an Optimal Mixed Effect Model Based on Information Criteria
Wataru Sakamoto

Implementation of Moment Formula of Unitary Matrix Elements by Statistical Soft R and Its Applications
Toshio Sakata and Kazumitsu Maehara

Spatial sampling design criterion for classification based on plug - in Bayes discriminant function
Kestutis Ducinskas and Lina Dreiziene

Evaluation of Deformable Image Registration Spatial Accuracy Using a Bayesian Hierarchical Model
Ying Yuan, Richard Castillo, Thomas Guerrero and Valen E. Johnson

Spatial Distribution of Trees
Makiko Oda, Fumio Ishioka and Koji Kurihara

Tuesday, August 24, 12h30-14h00

Lunch

IASC Council Meeting

Tuesday, August 24, 14h00-16h00 CP15 : Multivariate Data Analysis 3

Chairperson : Stefan Lang Room : Abbé Grégoire (C)

45.
14h00-14h20

82.
14h20-14h40

139.
14h40-15h00

152.
15h00-15h20

219.

15h20-15h40

Application of Local Influence Diagnostics to the Buckley-James Model
Nazrina Aziz, Dong Qian Wang

Imputation by Gaussian Copula Model with an Application to Incomplete Customer Satisfaction Data
Meelis Kaarik, Ene Kaarik

The Evaluation of Non-centred Orthant Probabilities for Singular Multivariate Normal Distributions

Tetsuhisa Miwa

On the use of Weighted Regression in Conjoint Analysis
Salwa Benammou, Besma Souissi, Gilbert Saporta

A Case Study of Bank Branch Performance Using Linear Mixed Models
Peggy Ng, Claudia Czado, Eike Christian Brechmann, Jon Kerr

Tuesday, August 24, 14h00-15h00 CP16 : Data Visualization
Chairperson : Iven van Mechelen Room : Paul Painlevé (PP)

44.
14h00-14h20

110.
14h20-14h40

235.
14h40-15h00

Visualizing the Sampling Variability of Plots
Rajiv S. Menjoge, Roy E. Welsch

Visualisation of Large Sized Data Sets : Constraints and Improvements for Graph Design
Jean-Paul Valois

Visualization Techniques for the Integration of Rank Data
Michael G. Schimek, Eva Budinska

Tuesday, August 24, 15h00-15h40 CP17 : Sampling Methods
Chairperson : Iven van Mechelen Room : Paul Painlevé (PP)

98.

15h00-15h20

119.
15h20-15h40

Dealing with Nonresponse in Survey Sampling: an Item Response Modeling Approach
Alina Matei

Using Auxiliary Information Under a Generic Sampling Design
Giancarlo Diana, Pier Francesco Perri

Tuesday, August 24, 14h00-16h00 CP18 : Spatial Statistics
Chairperson : John Molitor Room : Robert Faure (Z)

63.
14h00-14h20

58.
14h20-14h40

89.
14h40-15h00

136.
15h00-15h20

Application of a Bayesian Approach for Analysing Disease Mapping Data: Modelling Spatially Correlated Small Area Counts
Mohammadreza Mohebbi, Rory Wolfe

A Mann-Whitney Spatial Scan Statistic for Continuous Data
Lionel Cucala

Detection of Spatial Cluster for Suicide Data using Echelon Analysis
Fumio Ishioka, Makoto Tomita, Toshiharu Fujita

A Comparison between Two Computing Methods for an Empirical Variogram in Geostatistical Data
Takafumi Kubota, Tomoyuki Tarumi

Tuesday, August 24, 14h00-16h00 CP19 : Time Series Analysis & Signal Processing 3
Chairperson : Yasuhiro Omori Room : Jean-Baptiste Say (Y)

121.
14h00-14h20

125.
14h20-14h40

151.
14h40-15h00

163.
15h00-15h20

185.

15h20-15h40

273.
15h40-16h00

Monotone Graphical Multivariate Markov Chains
Roberto Colombi, Sabrina Giordano

An Exploratory Segmentation Method for Time Series
Christian Derquenne

Multiple Change Point Detection by Sparse Parameter Estimation
Jiri Neubauer, Vitezslav Vesely

M-estimation in INARCH Models with a Special Focus on Small Means
Hanan El-Saied, Roland Fried

Rplugin.Econometrics: R-GUI for Teaching Time Series Analysis
Dedi Rosadi

Fourier Methods for Sequential Change Point Analysis in Autoregressive Models
Marie Huskova, Claudia Kirch, Simos G. Meintanis

Tuesday, August 24, 14h00-16h00 SP5 : Classification

Chairperson : Jean-Michel Marin Room : Fabry-Pérot (A)

231.

14h00-14h10

239.
14h10-14h20

300.
14h20-14h30

348.

14h30-14h40

360.
14h40-14h50

384.
14h50-15h00

410.
15h00-15h10

437.
15h10-15h20

438.
15h20-15h30

453.
15h30-15h40

466.
15h40-15h50

473.
15h50-16h00

Threshold Accepting for Credit Risk Assessment and Validation
Marianna Lyra, Peter Winker and Akwum Onwunta

Clustering of 561 French Dwellings into Indoor Air Pollution Profiles
Jean-Baptiste Masson and Gerard Govaert

Classification Ensemble That Maximizes the Area Under Receiver Operating Characteristic Curve
Eunsik Park and Yuan-Chin I. Chang

Constrained latent class models for joint product positioning and market segmentation
Michel Meulders

A Proximity-based Discriminant Analysis for Random Fuzzy Sets
Gil Gonzalez-Rodriguez, Ana Colubi and M. angeles Gil

On Mixtures of Factor Mixture Analyzers
Cinzia Viroli

Hybrid Image Classification using Captions and Image Features
Iulian Ilies, Arne Jacobs, Otthein Herzog and Adalbert Wilhelm

An extensive evaluation of the performance of clusterwise regression and its multilevel extension
Eva Vande Gaer, Eva Ceulemans and Iven Van Mechelen

Spatial clustering for local analysis
Alessandra Petrucci and Federico Benassi

Semi-supervised Discriminant Analysis for Interval-valued Data
Kenji Toyoda, Hiroyuki Minami and Masahiro Mizuta

Symbolic Clustering Based on Quantile Representation
Paula Brito and Manabu Ichino

High-Dimensional Classification in the Presence of Correlation: A Factor Model Approach
A. Pedro Duarte Silva

Tuesday, August 24, 14h00-16h00 SP6 : Data Analysis
Chairperson : Lynne Billard Room : Jean Prouvé (V)

109.
14h00-14h10

314.
14h10-14h20

316.
14h20-14h30

336.

14h30-14h40

339.
14h40-14h50

32.
14h50-15h00

295.

15h00-15h10

446.

15h10-15h20

358.
15h20-15h30

484.
15h30-15h40

423.
15h40-15h50

431.
15h50-16h00

Symbolic PCA of compositional data
Sun Makosso Kallyth and Edwin Diday

Bivariate Normal Symbolic Regression Model for Interval Data Sets
Eufrasio de A. Lima Neto, Gauss M. Cordeiro, Francisco de A. T. de
Carvalho, Ulisses U. dos Anjos and Abner G. da Costa

Statistical Disclosure Control Using the epsilon-uncertainty Intervals and the Grouped Likelihood Method
Jinfang Wang

Symbolic Analysis Of Hierarchical-Structured Data. Application to Veterinary Epidemiology
Christelle Fablet, Edwin Diday, Stephanie Bougeard and Lynne Billard

Non-linear dimensionality reduction for functional computer code modelling
Benjamin Auder

Inference for the differences of two percentile residual life functions
Alba M. Franco-Pereira, Rosa E. Lillo and Juan Romo

A New Statistical Test for Analyzing Skew Normal Data
Hassan Elsalloukh and Jose Guardiola

Generalized Linear Factor Models: a local EM estimation algorithm
Xavier Bry, Christian Lavergne and Mohamed Saidane

The Aggregate Association Index
Eric Beh

Functional Estimation in Systems Defined by Differential Equation using Bayesian Smoothing Methods
Jonathan Jaeger and Philippe Lambert

Efficient Analysis of Three-Level Cross-Classified Linear Models with Ignorable Missing Data
Yongyun Shin

Analysis of Competing Risks in the Pareto Model for Progressive Censoring with binomial removals
Reza Hashemi and Jabar Azar

Tuesday, August 24, 16h00-16H30

Coffee break

Tuesday, August 24, 16h30-18h30 PS1: Poster Session

Room : Salle des Textiles

26.

31.

39.

52.

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60.

64.

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74.

86.

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108.

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131.

13.

16.

113.

130.

158.

170.

226.

241.

269.

296.

298.

299.

302.

306.

307.

308.

312.

324.

325.

328.

330.

331.

A Method for Time Series Analysis Using Probability Distribution of Local Standard Fractal Dimension

Kenichi Kamijo and Akiko Yamanouchi

Bootstrapping Additive Models in Presence of Missing Data

Rocio Raya-Miranda, Maria Dolores Martinez-Miranda, Andrés Gonzalez-Carmona

Global hypothesis test to simultaneously compare the predictive values of two binary diagnostic tests in paired designs, a simulation study

Jose Antonio Roldán Nofuentes, Juan de Dios Luna del Castillo and Miguel Ángel Montero Alonso

Model-Based Nonparametric Variance Estimation for Systematic Sampling. An Application in a Forest Survey

Mario Francisco-Fernandez, Jean Opsomer and Xiaoxi Li

Panel data models for productivity analysis

Luigi Grossi and Giorgio Gozzi

Consensus Analysis Through Modal Symbolic Objects

Jose M Garcia-Santesmases and M. Carmen Bravo

Clusters of gastrointestinal tract cancer in the Caspian region of Iran. A Spatial Scan Analysis

Mohammadreza Mohebbi and Rory Wolfe

Design of Least-Squares Quadratic Estimators Based on Covariances from Interrupted Observations Transmitted by Different Sensors

Raquel Caballero-Águila, Aurora Hermoso-Carazo and Josefa Linares-Pérez

Using Logitboost for stationary signals classification

Pedro Saavedra, Angelo Santana-del Pino, Carmen Nieves Hernández-Flores, Juan Artiles-Romero and Juan-José González-Henríquez

LTPD Plans by Variables when the Remainder of Rejected Lots is Inspected

Jindrich Klufa and Lubos Marek

Modelling the Andalusian Population by Means of a non-Homogeneous Stochastic Gompertz Process

Huete Morales María Dolores and Abad Montes Francisco

The Moving Average Control Chart Based on the Sequence of Permutation Tests

Grzegorz Konczak

Cointegrated Lee-Carter Mortality Forecasting Method

Josef Arlt, Marketa Arltova, Milan Basta and Jitka Langhamrova

A Class of Multivariate Type I Generalized Logistic Distributions

Salvatore Bologna

A general strategy for determining first-passage-time densities based on the First-Passage-Time Location function

Patricia Román-Román, Juan J. Serrano-Pérez and Francisco Torres-Ruiz

Using Observed Functional Data to Simulate a Stochastic Process via a Random Multiplicative Cascade Model

G. Damiana Costanzo, Samuele De Bartolo, Francesco Dell'Accio and Giulio Trombetta

Constructing Economic Summary Indexes via Principal Curves

Mohammad Zayed and Jochen Einbeck

Regression Diagnostics for Autocorrelated Models with Moving Average Errors

Sugata Senroy and Sibnarayan Guria

Latent Variable Regression Model for Asymmetric Bivariate Ordered Categorical Data, a Bayesian Approach

Rasool Gharaaghaji and Soghrat Faghihzadeh

Determinants of the Italian Labor Productivity. A Pooled Analysis

Margherita Velucchi and Alessandro Viviani

Calibration through Shuttle AlgorithM. Problems and Perpectives

Lucia Buzzigoli, Antonio Giusti and Monica Pratesi

Statistical Power and Sample Size Requirements in Experimental Studies with Hierarchical Data

Satoshi Usami

Properties of range-based volatility estimators

Peter Molnar

Stochastic control in insurance with a-stable claim process

Amel Louar and Kamel Boukhetala

Using mixtures of distribution

Mare Vähi

Comparing ORF Length in DNA Code Observed in Sixteen Yeast Chromosomes

Anna Bartkowiak and Adam Szustalewicz

A New Computational Approach to Calculate Tests Sizes for Unconditional Non-inferiority Tests

Felix Almendra-Arao

A functional relationship model for simultaneous data series

Xiaoshu Lu

Change Point Detection in Trend of Mortality Data

firouz amani, Anoushirvan Kazemnejad and Reza Habibi

Choosing variables in cluster analysis based on investigating correlation between variables

Jerzy Korzeniewski

Nonparametric approach for Scores of Department Required Test

Li-Fei Huang

Changes of Proportions of Overlooked Dementia in the Japanese Elderly during 5.9 Years

Chisako Yamamoto and Tanji Hoshi

A Model-Based Approach to Identify Historical Controls in Clinical Trials

Jessica Kim and John Scott

Accurate distribution and its asymptotic expansion for the tetrachoric correlation coefficient

Haruhiko Ogasawara

Error augmentation for the conditional score in joint modeling

Yihhuei Huang, Wenhan Hwang and Feiyin Chen

On the use of random forests and resampling techniques for predicting the duration of chemotherapy-induced neutropenia in cancer patients

Susana San Matias, Monica Clemente and Vicent Giner-Bosch

On Estimation of Tree Abundance from a Presence-Absence Map

Wen-Han Hwang

Scoring vs statistical classification methods for predicting the duration of chemotherapy-induced neutropenia

Vicent Giner-bosch, Susana San Matías and Mónica Clemente

Robust model for pharmacokinetic data in 2x2 crossover designs and its application to bioequivalence test

Yuh-Ing Chen and Chi-Shen Huang

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418.

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447.

488.

Functional data analysis to modelling the behaviour of customers

Monica Clemente, Susana San Matias and Teresa Leon

A New Methodology of Gini Coefficient Decomposition and Its Application

Xu Cao

A Widely Linear Estimation Algorithm

Rosa Fernandez-alcala, Jesus Navarro-Moreno, Juan Carlos Ruiz-Molina, Javier Moreno-Kayser and Antonia Oya-Lechuga

Artificial Neural Network Design for Modeling of Mixed Bivariate Responses in Medical Research Data

Morteza Sedehi, Yadollah Mehrabi and Anoushiravan Kazemnejad

Bayesian Analysis on Accelerated Life Tests of a Series System with Masked Interval Data Under Exponential Lifetime Distributions

Tsai-Hung Fan and Tsung-Ming Hsu

Random Forests for the optimization of parameters in experimental designs

Susana San Matias, Adriana Villa and Andres Carrion

Asymptotic Results in Partially Non-Regular Log-Location-Scale Models

Inmaculada Barranco-Chamorro, Dolores Jiménez-Gamero, Juan Luis Moreno-Rebollo and Ana Muñoz-Reyes

Bayesian Methods to Overcome the Winner's Curse in Genetic Studies

Radu Craiu, Lei Sun and Lizhen Xu

Robust inference in generalized linear models with missing responses

Ana Bianco, Graciela Boente and Isabel Rodrigues

An efficient Bayesian binary regression model considering misclassifications

Jacinto Martín Jiménez, Carlos Javier Pérez Sánchez and María Jesús Rufo Bazaga

Understanding co-expression of co-located genes using a PCA approach

Marion Ouedraogo, Frédéric Lecerf and Lê Sébastien

Assessing neural activity related to decision-making through flexible odds ratio curves and their derivatives

Javier Roca-Pardiñas, Carmen Cadarso-Suárez, Jose L. Pardo-Vazquez, Victor Leboran, Geert Molenberghs, Christel Faes and Carlos Acuña

Utilization of Bayesian Networks Together with Association Analysis in Knowledge Discovery

Derya Ersel, Yasemin Kayhan and Suleyman Gunay

LMS As a Robust Method for Outlier Detection in Multiple Linear Regression Models with No Intercept

Yasemin Kayhan and Suleyman Gunay

Weighted Kaplan-Meier test when the population marks are missing

M. Amalia Jácome and Dipankar Bandyopadhyay

A linear time Inverse Equivalent of Covariance matrix of a special structure

Sarada Velagapudi

Development of a Web-based integrated platform for test analysis

Takekatsu Hiramura, Tomoya Okubo and Shin-ichi Mayekawa

Identifying risk factors for complications after ERCP

Christine Duller

Differences in wages for atypical contracts and stable jobs in Italy. A Multilevel Approach for Longitudinal Data

Valentina Tortolini and Davide De March

BAT - The Bayesian Analysis Toolkit

Frederik Beaujean, Allen Caldwell, Daniel Kollár and Kevin Kröninger

Deriving a euro area monthly indicator of employment, a real time comparison of alternative model–based approaches

Filippo Moauro

Enhancing spatial maps by combining difference and equivalence test results

Harald Heinzl and Thomas Waldhoer

Some measures of multivariate association relating two spectral data sets

Carles M. Cuadras, Silvia Valero, Philippe Salembier and Jocelyn Chanussot

The Influence of Exchange Rate on the Volume of Japanese Manufacturing Export

Hitomi Okamura, Yumi Asahi and Toshikazu Yamaguchi

Descriptive patterns for multivariate time series based on KPCA-Biplot. A comparison between classical PCA and kernel PCA

Toni Monleón-Getino, Esteban Vegas, Ferran Reverter and Martín Ríos

Nonparametric variance function estimation with correlated errors and missing response

Ana Pérez González, Juan Manuel Vilar Fernández and Wenceslao González Manteiga

Widely Linear Simulation Of Complex Random Signals

Antonia Oya, Jesús Navarro-Moreno, Juan C. Ruiz-Molina, Dirk Blömker and Rosa M. Fernández-Alcalá

Model checks for nonparametric regression with missing response

Wenceslao Gonzalez-Manteiga, Tomas R. Cotos-yañez and Ana Perez-Gonzalez

Automatic Categorization of Job Postings

Julie Séguéla and Gilbert Saporta

Statistics and Data Quality. Towards more collaboration between these communities

soumaya ben hassine guetari, olivier Coppet and brigitte Laboisse

Mobile Learning and e-Book for Teaching Statistics

Taerim Lee

Tuesday, August 24, 17h00-18h30 ERS General Assembly

Room : Fabry-Pérot (A)

Wednesday, August 25

Wednesday, August 25, 09h00-10h30 IP5 : Computational Econometrics

Chairperson : Erricos Kontoghiorghes Room : Abbé Grégoire (C)

19.

09h00-09h30

33.

09h30-10h00

18.

10h00-10h30

Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters
Esther Ruiz and Alejandro Rodríguez
Universidad Carlos III de Madrid, Spain

A comparison of estimators for regression models with change points
Cathy W S Chen¹, Jennifer Chan S K²and Richard Gerlach²
¹Feng Chia University, Taiwan
²University of Sydney, Australia

An Asymmetric Multivariate Student's t Distribution Endowed with Different Degrees of Freedom
Marc Paolella
University of Zurich, Switzerland

Wednesday, August 25, 09h00-10h30 IP6 : Optimization Heuristics in Statistical Modelling

Chairperson : Peter Winker Room : Paul Painlevé (PP)

145.

09h00-09h30

72.

09h30-10h00

297.

10h00-10h30

Evolutionary Algorithms for Complex Designs of Experiments and Data Analysis
Irene Poli
University Cà Foscari of Venice, Italy

Evolutionary Computation for Modelling and Optimization in Finance
Sandra Paterlini
University of Modena and Reggio E., Modena, Italy

Heuristic Optimization for Model Selection and Estimation
Dietmar Maringer
University of Basel , Switzerlan

Wednesday, August 25, 10h30-11h00

Coffee break

Wednesday, August 25, 11h00-11h30 Hommage to John Nelder

Room : Paul Painlevé (PP)

Wednesday, August 25, 11h30-12h30 KN2 : Luc Devroye

Chairperson : Gilbert Saporta Room : Paul Painlevé (PP)

11h30-12h30

Complexity questions in non-uniform random variate generation
Luc Devroye,

School of Computer Science, McGill University, Montreal

Wednesday, August 25, 12h30-14h00

Lunch

Dublin and Hong Kong ISI Committees

Wednesday, August 25, 14h00-15h30 IP7 : Data Stream Mining

Chairperson : Georges Hébrail Room : Paul Painlevé (PP)

17.

14h00-14h30

36.

14h30-15h00

Large-Scale Machine Learning and Stochastic Gradient Learning Algorithms
Léon Bottou
NEC Laboratories, United States

Temporally-Adaptive Linear Classification for Handling Population Drift in Credit Scoring
Niall Adams, Dimitris Tasoulis, Christoforos Anagnostopoulos and David Hand

Imperial college London, United Kingdom

Wednesday, August 25, 14h00-15h30 IP8 : ARS Session (Financial) Time Series

Chairperson : In-Kwon Yeo Room : Abbé Grégoire (C)

261.

14h00-14h30

156

14h30-15h00

42.

15h00-15h30.

Multivariate stochastic volatility model with cross leverage
Tsunehiro Ishihara and Yasuhiro Omori
University of Tokyo, Japan

Estimating Factor Models for Multivariate Volatilities: An Innovation Expansion Method
Jiazhu Pan¹, Wolfgang Polonik² and Qiwei Yao³
¹University of Strathclyde, United Kingdom
²University of California at Davis, United States
³ London School of Economics, United Kingdom

Semiparametric Seasonal Cointegrating Rank Selection
Byeongchan Seong¹, Sung K. Ahn² and Sinsup Cho³
¹Chung-Ang University, Republic of Korea
²Washington State University, United States
³Seoul National University, Republic of Korea

Thursday, August 26

Thursday, August 26, 09h00-10h30 IP9 : Spatial Statistics/Spatial Epidemiology

Chairperson : Martina Mittlböck Room : Abbé Grégoire (C)

20.

09h00-09h30

80.

09h30-10h00

252.

10h00-10h30

Bayesian space-time modelling of count data using INLA
Leonhard Held¹, Andrea Riebler¹, Havard Rue² and Birgit Schrödle¹
¹University of Zurich, Switzerland
²Norwegian University of Science and Technology, Norway

Assessing the Association between Environmental Exposures and Human Health
Linda Young¹, Carol Gotway², Kenneth Lopiano¹, Greg Kearney² and Chris DuClos³
¹University of Florida, United States
²U.S. Centers for Disease Control and Prevention, United States
³Florida Department of Health, United States

Spatial mapping of multivariate profiles
John Molitor¹, Jason Su², Nuoo-Ting Molitor¹, Sylvia Richardson¹ and Michael Jerrett²
¹Imperial College London, United Kingdom
²University of California, United States

Thursday, August 26, 09h00-10h30 IP10 : KDD Session Topological Learning

Chairperson : Djamel A. Zighed Room : Paul Painlevé (PP)

207.

09h00-09h30

78.

09h30-10h00

A Bag of Pursuits and Neural Gas for Improved Sparse Coding
Kai Labusch, Erhardt Barth and Thomas Martinetz
University of Lübeck, Germany

On the Role and Impact of the Metaparameters in t-distributed Stochastic Neighbor Embedding
John A Lee and Michel Verleysen

ouvain laL Neuve, Belgique

Thursday, August 26, 10h30-11h00

Coffee break

Thursday, August 26, 11h00-12h30 : PS2 : Poster Session

Room : Salle des Textiles

140.

141.

146.

153.

155.

169.

184.

186.

190.

193.

198.

208.

218.

225.

238.

245.

249.

250.

275.

282.

285.

320.

347.

363.

369.

372.

391.

392.

395.

400.

402.

403.

405.

407.

408.

409.

411.

412.

413.

414.

415.

416.

421.

422.

426.

427.

434.

435.

436.

440.

441.

442.

445.

449.

450.

454.

455.

457.

458.

459.

460.

463.

468.

471.

472.

474.

475.

477.

479.

480.

481.

483.

486.

487.

An empirical study of the use of nonparametric regression methods for imputation

Ismael Sánchez-Borrego, Maria Rueda and Encarnación Álvarez-Verdejo

The problem of determining the calibration equations to construct model-calibration estimators of the distribution function

Sergio Martínez, Maria Rueda, Antonio Arcos, Helena Martínez and Juan Francisco Muñoz

Computation of the projection of the inhabitants of the Czech Republic by the highest education level

Tomáš Fiala and Jitka Langhamrová

A comparison between Beale test and some heuristic criteria to estabilish cluster numbers

massimiliano giacalone and angela alibrandi

Variable Selection for Semi-Functional Partial Linear Regression Models

Germán Aneiros, Frédéric Ferraty and Philippe Vieu

Analysis of Baseball Data for Evaluating the Sacrifice bunt Strategy Using the Decision Tree

Kazunori Yamaguchi and Michiko Watanabe

A transient analysis of a complex discrete k-out-of-n. G system with multi-state components

Juan Eloy Ruiz-Castro and Paula R. Bouzas

Empirical analysis of the climatic and social-economic factors influence on the suicide development in the Czech Republic

Marketa Arltova, Jitka Langhamrova and Jana Langhamrova

Thresholding-wavelet-based functional estimation of spatiotemporal strong-dependence in the spectral domain

María Pilar Frías Bustamante and María Dolores Ruiz Medina

On composite Pareto models

Sandra Teodorescu and Raluca Vernic

Data visualization and aggregation

Junji Nakano and Yoshikazu Yamamoto

Clustering of Czech Household Incomes Over Very Short Time Period

Marie Forbelska and Jitka Bartosova

Testing the Number of Components in Poisson Mixture Regression Models

Susana Faria and Fátima Gonçalves

A statistical survival model based on counting processes

Jose-Manuel Quesada-Rubio, Julia Garcia-Leal, Esteban Navarrete-Alvarez, Maria-Jose Del-Moral-Avila and Maria-Jesus Rosales-Moreno

Assessment of scoring models using information value

Jan Kolacek and Martin Rezac

A stochastic Gamma diffusion model with threshold parameter

Eva Maria Ramos-Ábalos, Ramón Gutiérrez-Sánchez, Ramón Gutiérrez-Jáimez and Ahmed Nafidi

Clustering of Waveforms-Data Based on FPCA Direction

Giiada Adelfio, Marcello Chiodi, Dario Luzio and Antonino D'Alessandro

Maximum Margin Learning of Gaussian Mixture Models with Application to Multipitch Tracking

Michael Wohlmayr and Franz Pernkopf

Estimation of the Bivariate Distribution Function for Censored gap Times

Luís Machado and Ana Moreira

Two Measures of Dissimilarity for the Dendrogram Multi-Class SVM Model

Rafael Pino Mejías and María Dolores Cubiles de la Vega

Parcellation Schemes and Statistical Tests to Detect Active Regions on the Cortical Surface

Bertrand Thirion, Alan Tucholka and Jean-Baptiste Poline

Nonparametric Functional Methods for Electricity Demand and Price Forecasting

Juan Vilar, Germán Aneiros and Ricardo Cao

Functional ANOVA Starting from Discrete Data. An Application to Air Quality Data

Graciela Estévez-Pérez and José Antonio Vilar Fernández

Presmoothed log-rank test

M. Amalia Jácome and Ignacio López-de-Ullibarri

On the estimation in misspecified models using minimun $\phi$ divergence

M.Dolores Jiménez-Gamero and Virtudes Alba-fernández

Implementation of Regression Models for Longitudinal Count Data through SAS

Gul Inan and Ozlem Ilk

Bayesian tomographic restoration of Ionospheric electron density using Markov Chain Monte Carlo techniques

Eman Khorsheed, Merrilee Hurn and Chris Jennison

Consistent biclustering by sparse singular value decomposition incorporating stability selection

Martin Sill and Axel Benner

Comparison of Dimensionality Reduction Methods Used in Case of Ordinal Variables

Lukas Sobisek, Hana Rezankova and Vanda Vilhanova

Implications of primary endpoint definitions in randomized clinical trials with time-to-event outcome

Martina Mittlböck and Harald Heinzl

Estimation of Abilities by the Weighted Total Scores in IRT Models using R

Sayaka Arai and Shin-ichi Mayekawa

Association Rules Extraction from the Otolaryngology Discharge Notes

Basak Oguz, Ugur Bilge, M. Kemal Samur and Filiz Isleyen

Bayesian nonparametric analysis of GARCH models

M. Concepcion Ausin, Pedro Galeano and Pulak Ghosh

Electricity Consumption and Economic Growth in Turkey

Cherkez Aghayeva, Goknur Yapakci and Sel Ozcan

Tests for Abnormal Returns under Weak Dependence

Niklas Ahlgren and Jan Antell

Penalized Splines and Fractional Polynomials for Flexible Modelling the Effect of Continuous Predictor Variables. A Systematic, Simulation-Based Comparison

Alexander Strasak, Nikolaus Umlauf, Ruth Pfeiffer and Stefan Lang

Which Objective Measure can Mimic Experts’ Opinion for Quality of Dermatologic Images?

Filiz Isleyen, Ayse Akman, Kemal H. Gulkesen, Yilmaz K. Yuce, Anil A. Samur, Erkan Alpsoy

An Application of The Poisson Regression on Infertility Treatment Data

Anil Aktas Samur, Osman Saka, Murat Inel

Application of Particle Swarm Approach to Copula Models Involving Large Numbers of Parameters

Enrico Foscolo and Matteo Borrotti

Algorithm of Sequential Assimilation of Observational Data in Problem of Kalman Filtration

Yuri Skiba

Computational Methods for Fitting the Lee-Carter Model of Turkish Mortality Change

Banu Özgürel

Application of Artificial Neural Network and Logistic Regressions on the Data Obtained from Pediatric Endocrinology Information System to Predict Familial Short Stature

Mehmet Kemal Samur, Ugur Bilge, Anil Aktas Samur and Ozgur Tosun

On estimation and influence diagnostics for Student-t semiparametric linear models

Germán Ibacache-Pulgar and Gilberto A. Paula

Dependence Analysis of Gas Flow at Nodes within Gas Transportation Networks

Radoslava Mirkov, Herwig Friedl, Isabel Wegner-Specht and Werner Roemisch

Right-censored Survival Analysis of Data with an Indefinite Initial Time Point

Shinobu Tatsunami, Takahiko Ueno, Rie Kuwabara, Junichi Mimaya, Akira Shirahata and Masashi Taki

A Comparison of Some Functional Data Depth Approaches

Stanislav Nagy

Beta-k distribution, an application to extreme hydrologic events

Md. Sharwar Murshed and Jeong Soo Park

Nonparametric hypothesis testing for non -increasing density family on R+

Soleiman Khazaei

Parameter Sensitivity analysis for alpha-stable claim process

Amel Louar and Kamel Boukhetala

New spatial statistics procedures suggested by a critical comparison between geoestatistical packages ArcGIS and R

Carlos Eduardo Melo Martínez, Jordi Ocaña Rebull and Antonio Monleón Getino

Mayte Suarez-farinas, Erica Billick, Hiroshi Mitsui, J. Fuentes-Duculan, H. Fujita, Michelle Lowes, K. E. Nograles and James G. Krueger

A computational approach to dissect skin pathologies based on gene expression barcode

Mayte Suarez-farinas, Erica Billick, Hiroshi Mitsui, J. Fuentes-Duculan, H. Fujita, Michelle Lowes, K. E. Nograles and James G. Krueger.

Assessing DNA copy numbers in large-scale studies using genomic arrays

Robert B Scharpf and Ingo Ruczinski

The Weighted Halfspace Depth - a Generalization of the Halfspace Depth

Lukáš Kotík

Indices of Nonlinearity and Predictability for Time Series Models

Norio Watanabe and Yusuke Yokoyama

Solution Tuning – an attempt to bridge existing methods and to open new ways

Tatjana Lange

Comparison of inference for eigenvalues of covariance matrix with missing data

Shin-ichi Tsukada, Yuichi Takeda and Takakazu Sugiyama

Spatial modeling of extreme values. A case of highest daily temperature in Korea

SangHoo Yoon, YoungSeang Lee and JeongSoo Park

Cointegration analysis of models with structural breaks

Emilia Gosinska

Application of Regression-Based Distance Matrix Analysis to Multivariate Behavioral Profile Data

Ozgur Tosun, William Iacono, Matthew McGue and Nicholas Schork

Simulating multi-self-similar spatiotemporal models with CUDA

Francisco Martínez, María Pilar Frías and María Dolores Ruiz-Medina

Application of autocopulas for analysing residuals of Markow -Switching models

Jozef Komorník and Magda Komornikova

Comparison of Robust Estimators in One-Way-Classification Experimental Design Model

Inci Batmaz and Ibrahim Erkan

Heterocedasticity in the SEM using Robust Estimation

Manuela Souto de Miranda

Assessing environmental performance using Data Envelopment Analysis combined with cluster analysis

Eugenia Nissi and Agnese Rapposelli

Stochastic Newmark Schemes for the Discretization of Hysteretic Models

Pedro Vieira, Paula Oliveira and Álvaro Cunha

Comparing the Central Venous Pressures Measured via Catheters Inserted in Abdominal Vena Cava Inferior and Vena Cava Superior in Intensive Care Patients with Bland Altman Analysis

deniz ozel and melike cengiz

Ratio Type Statistics for Detection of Changes in Mean and the Block Bootstrap Method

Barbora Madurkayova

Rank scores tests in measurement error models - computational aspects

Jan Picek

Classification based on data depth

Ondrej Vencalek

A Monte Carlo Simulation Study to Assess Performances of Frequentist and Bayesian Methods for Polytomous Logistic Regression

Munire Tugba Erdem and Zeynep Kalaylioglu

Transformed Gaussian model for joint modelling of longitudinal measurements and time-to-even under R

Ines Sousa

Semi-automated K-means Clustering

Sung-Soo Kim

Application of some multivariate statistical methods to data from winter oilseed rape experiments

Zygmunt Kaczmarek, Elzbieta Adamska, Stanislaw Mejza and Teresa Cegielska-Taras

Genotype-by-environment interaction of healthy and infected barley lines

Tadeusz Adamski, Zygmunt Kaczmarek, Iwona Mejza and Maria Surma

Thursday, August 26, 12h30-14h00

Lunch

CSDA Editorial Board Meeting

Thursday, August 26, 14h00-15h30 IP11 : ABC Methods for Genetic Data

Chairperson : Avner Bar-Hen Room : Abbé Grégoire (C)

244.
14h00-14h30

21.

14h30-15h00

34.

15h00-15h30

Selection of Summary Statistics for Approximate Bayesian Computation
David Balding and Matthew Nunes
University College London, United Kingdom

Choosing the Summary Statistics and the Acceptance Rate in Approximate Bayesian Computation
Michael Blum
CNRS, Laboratoire TIMC, Grenoble, France

Integrating Approximate Bayesian Computation with Complex Agent-Based Models for Cancer Research
Andrea Sottoriva and Simon Tavaré
University of Cambridge, United Kingdom

Thursday, August 26, 14h00-15h30

IP12 : IFCS Session New Developments in Two or Highermode Clustering and Model Based Clustering and Reduction for High Dimensional Data

Chairs : Henk Kiers and Maurizio Vichi Room : Paul Painlevé (PP)

25.

14h00-14h30

23.

14h30-15h00

28.

15h00-15h30

Clustering Discrete Choice Data
Donatella Vicari and Marco Alfo
La Sapienza University, Rome, Italy

Multiple Nested Reductions of Single Data Modes as a Tool to Deal with Large Data Sets
Iven Van Mechelen and Katrijn Van Deun
University of Leuven, Belgium

The Generic Subspace Clustering Model
Marieke Timmerman¹ and Eva Ceulemans²
¹University of Groningen, Netherlands
²Catholic University of Leuven, Belgium

Thursday, August 26, 15h30-16H00

Coffee break

Thursday, August 26, 16h00-18h00 CP20 : Computational Econometrics
Chairperson : Cathy Chen Room : Paul Painlevé (PP)

102.
16h00-16h20

120.
16h20-16h40

43.
16h40-17h00

233.
17h00-17h20

259.
17h20-17h40

167.
17h40-18h00

Yield Curve Predictability, Regimes, and Macroeconomic Information: A Data-Driven Approach
Francesco Audrino, Kameliya Filipova

Performance Assessment of Optimal Allocation for Large Portfolios
Fabrizio Laurini, Luigi Gross

Some Examples of Statistical Computing in France During the 19th Century
Antoine de Falguerolles

Modeling Operational Risk: Estimation and Effects of Dependencies
Stefan Mittnik , Sandra Paterlini , Tina Yener

Influence of the Calibration Weights on Results Obtained from Czech SILC Data
Jitka Bartosova, Vladislav Bina

A Markov Switching Re-evaluation of Event-Study Methodology
Rosella Castellano, Luisa Scaccia

Thursday, August 26, 16h00-18h00 CP21 : Machine Learning
Chairperson : John Shawe-Taylor Room : Abbé Grégoire (C)

94.
16h00-16h20

227.
16h20-16h40

240.
16h40-17h00

267.
17h00-17h20

286.
17h20-17h40

48.
17h40-18h00

Neural Network Approach for Histopathological Diagnosis of Breast Diseases with Images
Yuichi Ishibashi, Atsuko Hara, Isao Okayasu, Koji Kurihara

Variable Inclusion and Shrinkage Algorithm in High Dimension
Abdallah Mkhadri , Mohamed Ouhourane

Support Vector Machines for Large Scale Text Mining in R
Ingo Feinerer, Alexandros Karatzoglou

Random Forests Based Feature Selection for Decoding fMRI Data
Robin Genuer, Vincent Michel, Evelyn Eger, Bertrand Thirion

Peak Detection in Mass Spectrometry Data Using Sparse Coding
Theodore Alexandrov, Klaus Steinhorst, Oliver Keszocze, Stefan Schiffler

Adaptive Mixture Discriminant Analysis for Supervised Learning with Unobserved Classes
Charles Bouveyron

Thursday, August 26, 16h00-18h20 CP22 : Numerical Methods
Chairperson : Jaromir Antoch Room : Robert Faure (Z)

95.
16h00-16h20

106.
16h20-16h40

137.
16h40-17h00

147.
17h00-17h20

232.
17h20-17h40

192.
17h40-18h00

143.

18h00-18h20

Improvement of Acceleration of the ALS Algorithm Using the Vector e Algorithm
Masahiro Kuroda, Yuchi Mori, Masaya Iizuka, Michio Sakakihara

Numerical Methods for some Classes of Matrices with Applications to Statistics and Optimization
Juan M. Pena

Fisher Scoring for Some Univariate Discrete Distributions
Thomas W. Yee

Numerical Error Analysis for Statistical Software on Multi-Core Systems
Wenbin Li , Sven Simon

Computational Statistics: the Symbolic Approach
Colin Rose

Quantile Regression for Group Effect Analysis
Cristina Davino, Domenico Vistocco

Estimating Population Proportions in Presence of Missing Data
Encarnacion Alvarez-Verdejo, Antonio Arcos , Silvia Gonzalez, Juan Francisco Munoz, Maria Rueda

Thursday, August 26, 16h00-18h00 CP23 : Symbolic Data Analysis
Chairperson : Paula Brito Room : Jean-Baptiste Say (Y)

69.

16h00-16h20

77.
16h20-16h40

85.
16h40-17h00

132.
17h00-17h20

175.
17h20-17h40

189.

17h40-18h00

Ordinary Least Squares for Histogram Data Based on Wasserstein Distance
Rosanna Verde , Antonio Irpino

A Clusterwise Center and Range Regression Model for Interval-Valued Data
Francisco de A. T. de Carvalho, Gilbert Saporta, Danilo N. Queiroz

A Decision Tree for Symbolic Data
Djamal Seck, Lynne Billard, Edwin Diday, Filipe Afonso

Data Management in Symbolic Data Analysis
Teh Amouh, Monique Noirhomme-Fraiture, Benoit Macq

Non-Hierarchical Clustering for Distribution-Valued Data
Yoshikazu Terada, Hiroshi Yadohisa

Symbolic Data Analysis of Complex Data: Application to nuclear power plant
Filipe Afonso, Edwin Diday, Norbert Badez, Yves Genes

Thursday, August 26, 16h00-17h50 SP7 : Multivariate Analysis 2
Chairperson : Gérard Biau Room : Fabry-Pérot (A)

164.
16h00-16h10

183.

16h10-16h20

263.
16h20-16h30

304.
16h30-16h40

478.
16h40-16h50

361.
16h50-17h00

378.
17h00-17h10

388.
17h10-17h20

394.
17h20-17h30

396.
17h30-17h40

398.
17h40-17h50

Interactive graphics interfacing statistical modelling and data exploration
Adalbert Wilhelm

Contextual factors of the external effectiveness of the Italian university: a multilevel analysis
Matilde Bini, Leonardo Grilli, and Carla Rampichini

Multivariate Value at Risk Based on Extremality Notion
Henry Laniado, Rosa E. Lillo and Juan Romo

Modifications of BIC: Asymptotic optimality properties under sparsity and applications in genome wide association studies
Florian Frommlet, Piotr Twarog, and Malgorzata Bogdan

A New Post-processing Method to Deal with the Rotational Indeterminacy Problem in MCMC Estimation
Kensuke Okada and Shin-Ichi Mayekawa

A constrained condition-number LS algorithm with its applications to reverse component analysis and generalized oblique Procrustes rotation
Kohei Adachi

Matrix Visualization for MANOVA Modeling
Yin-Jing Tien, Han-Ming Wu and Chun-Houh Chen

Orthogonal grey simultaneous component analysis to distinguish common and distinctive information in coupled data
Martijn Schouteden, Katrijn Van Deun and Iven Van Mechelen

Clusterwise SCA-P for the analysis of structural differences in multivariate multiblock data
Kim De Roover, Eva Ceulemans, Marieke Timmerman and Patrick Onghena

A numerical convex hull based procedure for selecting among multilevel component solutions
Eva Ceulemans, Marieke E. Timmerman, and Henk A.L. Kiers

Treatment Interaction Trees (TINT): A tool to identify disordinal treatment-subgroup interactions
Elise Dusseldorp and Iven Van Mechelen

Thurday, August 26, 16h00-18h00 SP8 : Time Series & Numerical Methods

Chairperson : Christian Derquenne Room : Jean Prouvé (V)

223.

16h00-16h10

303.
16h10-16h20

353.
16h20-16h30

379.
16h30-16h40

404.
16h40-16h50

462.
16h50-17h00

332.
17h00-17h10

452.
17h10-17h20

417.

17h20-17h30

313.
17h30-17h40

443.
17h40-17h50

349.
17h50-18h00

Risk reduction using Wavelets-PCR models: Application to market data
Nabiha Haouas, Saloua benammou, and Zied Kacem

Cepstral-based Fuzzy Clustering of Time Series
Elizabeth Ann Maharaj and Pierpaolo D'Urso

On two SSA-based methods for imputation of missing time-series data
Marina Zhukova and Nina Golyandina

Data-driven window width adaption for robust online moving window regression
Matthias Borowski

Robust forecasting of non-stationary time series
Koen Mahieu

Spline approximation of a random process with singularity
Konrad Abramowicz and Oleg Seleznjev

Monitoring time between events in an exponentially distributed process by using Optimal Pre-control
Vicent Giner-Bosch and Susana San Matias

Calibration of hitting probabilities via adaptive multilevel splitting
Ioannis Phinikettos and Axel Gandy

On Calculation of Blaker's Binomial Confidence Limits
Jan Klaschka

Asymptotics and Bootstrapping in Errors-in-variables Model with Dependent Errors
Michal Pesta

A Power Comparison for Testing Normality
Shigekazu Nakagawa, Hiroki Hashiguchi and Naoto Niki

Genetics and/of basket options
Wolfgang K. Hardle and Elena Silyakova

Friday, August 27

Friday, August 27, 09h00-10h30 IP13: Kernel Methods

Chairperson : Patrick J. F. Groenen Room : Paul Painlevé (PP)

30.

09h00-09h45

212.

09h45-10h30

Indefinite Kernel Discriminant Analysis
Bernard Haasdonk¹ and Elzbieta Pekalska²
¹Stuttgart University, Germany
²University of Manchester, United Kingdom

Data Dependent Priors in PAC-Bayes Bounds
John Shawe-Taylor¹, Emilio Parrado-Hernandez² and Amiran Ambroladze³
¹ University College London, United Kingdom
²University Carlos III of Madrid, Spain
³Georgia

Friday, August 27, 09h00-10h30 IP14 : Monte Carlo Methods in System Safety, Reliability and Risk Analysis

Chairperson : Gejza Dohnal Room : Abbé Grégoire (C)

292

09h00-09h30

271

09h30-10h00

171

10h00-10h30

Use of Monte Carlo when estimating reliability of complex systems
Jaromir Antoch
Charles University, Prague, Czech Republic

Some Algorithms to Fit some Reliability Mixture Models under Censoring
Laurent Bordes¹ and Didier Chauveau²
¹Universite de Pau et des Pays de l'Adour, Pau, France
²Université d'Orléans, Orleans, France

Computational and Monte-Carlo Aspects of Systems for Monitoring Reliability Data
Emmanuel Yashchin
IBM Thomas J. Watson Research Center, United States

Friday, August 27, 10h30-11h00

Coffee break

Friday, August 27, 11h00-12h00 KN3: Lutz Edler

Chairperson : Stan Azen Room : Paul Painlevé (PP)

11h00-12h00

Computational Statistics Solutions for Modern Biomedical Research: A Challenge and Chance for Both
Lutz Edler,

Division of Biostatistics, German Cancer Research Center, Heidelberg

Friday, August 27, 12h00-12h30 Closing Ceremony

Room : Paul Painlevé (PP)

Friday, August 27, 12h30-14h00

Lunch

Friday, August 27, 14h00-17h00 Tutorial 2

Organiser : Jean-Michel Marin Room : Abbé Grégoire (C)

14h00-17h00

Bayesian discrimination betwenn embedded models
Jean-Michel Marin

Université Montpellier II, France

Friday, August 27, 14h00-17h00 Tutorial 3

Organisers : Petr Berka, Jan Rauch Room : Fabry-Pérot (A)

14h00-17h00

Machine learning and association rules

Petr Berka, Jan Rauch

University of Economics, Prague, Czech Republic

Room Map

Administrative meetings

- European Regional Section , Board of Directors meeting:

Monday August 23, 12h30- 14h00 (council room 9-A2-18)

- IASC council meeting:

Tuesday, August 24, 12h30- 14h00 (council room 9-A2-18)

- IASC ERS General assembly :

Tuesday, August 24, 17h00-18h30 (Room : Fabry-Pérot (A)

- Programme committees for Dublin and Hong-Kong ISI world congresses:

Wednesday August 25, 12h30- 14h00 (council room 9-A2-18)

- CSDA editorial board meeting:

Thursday, August 26, 12h30- 14h00

Computer and internet access :

WiFi connections are available everywhere at CNAM.

The network name is : cnam-compstat the password is: 25compstat0810.

A computer room is open in room PC1. Participants may also use working rooms 9-B-015 and 9-B0-16 with their own laptops. See map.

Lunches

Lunch is available at your own expenses at CNAM restaurant. We advise you to buy in advance your lunch tickets at the registration desk on Monday during the coffee break. Price is 12 euros per meal. See map:

restaurant

If you prefer to try nearby restaurants, here is a list of recommended places…

Some restaurants around CNAM

French cooking:

1 CAFE DE LA BOURSE, 60 rue de Turbigo ; 75003 Paris (dish of the day : 8 euros)

2 L’ABSINTHE CAFE, 54 rue de Turbigo ; 75003 Paris (lunch menu 12 euros)

3 PMU, 47 rue de Turbigo ; 75003 Paris (lunch menu 12 euros)

5 VIHAIPI, 38 rue de Turbigo ; 75003 Paris (lunch menu : 13 euros)

8 L’ATTIRAIL CAFE, 9 rue au Maire ; 75003 Paris (lunch menu 12 euros)

9 LE VERTBOIS, 38 rue du Vertbois ; 75003 Paris (lunch menu 15 euros)

10 CHEZ ALAIN, 9 rue du Vertbois ; 75003 Paris (lunch menu 17 euros)

11 AU FIL DES SAISONS, 6 rue des Fontaines du Temple; 75003 Paris (lunch menu 24 euros)

14 LE PLOMB DU CANTAL, 4 bd Saint-Denis; 75010 Paris (around you have also other nice cafes)

JULIEN, 16, rue du Faubourg Saint-Denis, 75010 Paris (Expensive)

Chinese cooking:

6 TIAN YI JIAO, 37 rue au Maire ; 75003 Paris (lunch menu starting at 6 euros)

7 ASIA 55, 55 rue au Maire ; 75003 Paris (lunch menu 10 euros)

12 LE CANARD PEKINOIS, 88 rue des Gravilliers; 75003 Paris (lunch menu 10 euros)

N.B. Many cheap chinese restaurants at “rue au Maire”

Japanese :

4 OCEAN SUSHI, 46 rue de Turbigo ; 75003 Paris (lunch menu 10 euros)

Morocco :

13 MEDINA DU MARAIS, 77 rue des Gravilliers ; 75003 Paris (lunch menu 13 euros)

Haitian :

14 AU PARADIS TROPICAL, 24 rue Notre Dame de Nazareth ; 75003 Paris (lunch menu 11 euros)

MAP

Social programme

Tuesday, 24^th August 2010, 19:00 : THE CONCERT

A 20 minutes walk to go to Oratoire du Louvre :

Oratoire du Louvre

The concert will be performed by Ensemble Gabriel.

The Temple Protestant de l'Oratoire du Louvre, also Eglise Réformée de l'Oratoire du Louvre, is a Protestant church located 145 rue Saint-Honoré - 160 rue de Rivoli in Paris.
A statue and monument dedicated to Admiral Gaspard de Coligny is visible there.

Wednesday, 25th August 2010 : Boat cruise on the river Seine

From the Eiffel Tower to Bercy, passing through the Place de la Concorde, the Invalides, the Grand Palais and the most beautiful bridges in Paris, enjoy the magic of a cruise on the river Seine.

The ballade from 4 to 7pm includes a cold drink served on the outside bridge reserved for

the group.

Price per person: 59 € TTC

The minimum number of participants for the cruise is 75 persons.

Thursday, 26th August 2010, 19:00 : THE CONFERENCE DINNER

The Conference Dinner will be held at Paris Town Hall. Price per person: 80.00 €

A 20 minutes walk to go to Thursday banquet dinner at City Hall (Hotel de Ville)

Useful information :

Emergency number: 112

ATM and post office: 259 rue Saint Martin, in front of CNAM main entrance