September 9 Arrival
Charter bus from Tallinn Sea Terminal to Tartu at 13.00
Accommodation in Tartu 16-17
Common supper 18-20 (booked). Get together at fountain, Town Hall Square, at 18.00.
September 10
9.30 Welcome coffee (I-st floor, cafeteria)
Chair Paavo Salminen
10.00 Pärna Kalev, Welcome. Teaching statistics at Tartu University.
10.15 Doc. Klemelä Jussi, Solving linear and nonlinear inverse problems with empirical risk minimization
11.00 Tikanmäki Heikki, Fractional Lévy processes as a result of compact interval integral transformation
11.30 Zhegulova Anastassia, On estimation of loss distributions and risk measures
12-14 Lunch, including a short city walk
Chair Göran Högnäs
14.00 DSc. Leskelä Lasse, Markov couplings, stochastic orders, and stochastic relations
14.45 Matomäki Pekka, On optimal two-sided control in a singular stochastic control problem
15.15 Perkkiö Ari-Pekka, Convex duality in stochastic optimization over processes of bounded variation
17-18 Social event (boat trip, 1 hour) Get together at fountain, Town Hall Square at 16.30
Free time
September 11
Chair Juha Alho
9.00 Dr. Ahlgren Niklas, Tests for Abnormal Returns under Weak Dependence
9.45 Jung Brita, The Cauchy-Frullani integral and exit times for autoregressive processes
10.15-10.45 Coffee
10.45 Suomala Jaakko, Complex unit root tests in VAR models
11.15 Hou Yongming, On the principle of minimum entropy in random equilibrium economics
12-14 Lunch, including an excursion to the university main building
Chair Lasse Leskelä
14.00 Dr. Mukherjee Amitava, A Nonparametric Partially Sequential Test for Monitoring Phase-II Location under Pair-wise Dependence between Two Phases
14.45-15.00 Coffee
15.00 Stepanov Mikhail, Random graph theory for modelling and analysis of large networks
15.30 Fischer Daniel, Analyzing microarray data with machine learning techniques
16.00 End of Seminar
Free time
19 - 22 Seminar Dinner
September 12 Departure
Charter bus at 7.30 from the hotels to Tallinn Sea Terminal
