• All activities will take place in the Mathematics & Statistics Building, with talks in room MS.02 (signposted from lobby), unless otherwise stated.
  

Wednesday 10th September, 2014

• 12pm - 1pm - Registration and Lunch
• 1pm - 1.15pm - Welcome: Gareth Roberts (Warwick)
• 1.15pm - 1.45pm - Joris Bierkens (Radboud) - "Non-reversible Metropolis-Hastings and its mixing properties" 
• 1.45pm - 2.15pm - Reinhard Höpfner (Mainz) - "Ergodicity for strongly degenerate stochastic systems, with application to stochastic Hodgkin-Huxley models" 
• 2.15pm - 2.45pm - Kengo Kamatani (Osaka) - "Rate optimality of Random walk Metropolis algorithm in high-dimension with heavy- tailed target distribution"
• 2.45pm - 3.15pm - Coffee Break
• 3.15pm - 3.45pm - Arnaud Gloter (Évry) - "LAMN property for discretely observed S.D.E. driven by stable Lévy processes"
• 3.45pm - 4.15pm - Ester Mariucci (Grenoble) - "Asymptotic equivalence for time-inhomogeneous jump-diffusion processes and white noise" 
• 4.15pm - 4.45pm - Jeannette Woerner (TU Dortmund) - "Testing for jumps in stochastic volatility models"
• 4.45pm - 6.30pm - Poster Presentations, Poster Session and Wine Reception
  • Tobias Berg (Mainz) - "Reconstruction Algorithm for Branching Diffusions with Immigration" 
  • Jere Koskela (Warwick) - "Approximately optimal importance sampling for Lambda-coalescents" 
    
  • Gwennaëlle Mabon (CREST-ENSAE) - "Adaptive deconvolution on the nonnegative real line"
    
  • Fanni Nedényi (Szeged) - "Change-Point Detection in Parametric Stochastic Models" 
    
  • Murray Pollock (Warwick) - "Exact Simulation in a Nutshell" 
    
  • Christian Schmidt (Aarhus) - "U- and V-statistics for Ito Semimartingales" 
• 7.30pm - Dinner (Rootes Restaurant, Rootes Building)

Thursday 11th September, 2014

• 9.15am - 9.45am - Markus Bibinger (Humboldt) - "Volatility estimation from high-frequency observations with irregular errors - Concepts and consequences" 
• 9.45am - 10.15am - Nakahiro Yoshida (Tokyo) - "Volatility model selection"
• 10.15am - 10.45am - Coffee
• 10.45am - 11.15am - Claudio Heinrich (Aarhus) - "Spectral Analysis of the Quadratic Variation of High Dimensional Itô Processes" 
• 11.15am - 11.45am - Bezirgen Veliyev (Aarhus) - "Edgeworth expansion for the pre-averaging estimator" 
• 11.45am - 12.15pm - Mark Podolskij (Aarhus) - "Infill asymptotics for Levy moving average processes" 
• 12.15pm - 2.15pm - Lunch
• 2.15pm - 2.45pm - Moritz Schauer (TU Delft) - "Bayesian inference for discretely observed multi-dimensional diffusion processes"
• 2.45pm - 3.15pm - Charlotte Dion (Grenoble) - "Nonparametric estimation in a mixed-effect Ornstein-Uhlenbeck model" 
• 3.15pm - 3.45pm - Masayuki Uchida (Osaka) - "Hybrid multi-step estimators for stochastic differential equations from discrete observations"
• 3.45pm - 4.15pm - Coffee
• 4.15pm - 4.45pm - Ana Prior (Lisbon) - "Parameter estimation of the drift of a two-regime bidimensional Ornstein-Uhlenbeck process with singular diffusion matrix" - Talk unavailable
• 4.45pm - 5.15pm - Paul Jenkins (Warwick) - "Exact simulation of the sample paths of a diffusion with a finite entrance boundary" 
• 5.15pm - 6.30pm - Dynstoch Meeting
• 7.30pm - Conference Dinner (Panorama Room, Rootes Building)

Friday 12th September, 2014

• 9.15am - 9.45am - Khalil El Waled (Rennes) - "Parametric estimation problem for a time-periodic signal with additive periodic noise" 
• 9.45am - 10.15am - Dominique Dehay (Rennes) - "Bootstrap method for random sampled almost periodic process"
  
• 10.15am - 10.45am - Coffee
  
• 10.45am - 11.15am - Nina Munkholt (Copenhagen) - "Efficient Martingale Estimating Functions for Diffusions Sampled at High Frequency Over a Fixed Time-Interval"
  
• 11.15am - 11.45am - Mathias Trabs (Humboldt) - "Adaptive confidence bands for drift estimation of diffusions"
  
• 11.45am - 12.15pm - Jakob Söhl (Cambridge) - "High-frequency Donsker theorems for Levy measures"
  
• 12.15pm - 2.15pm - Lunch
  
• 2.15pm - 2.45pm - Luigi Spezia (BioSS) - "Markov switching models for high-frequency time series from automatic monitoring of animals" 
  
• 2.45pm - 3.15pm - Alexander Schnurr (TU Dortmund) - "Limit Theorems for Ordinal Pattern Dependence and Their Application to Medical/Biological Data"
  
• 3.15pm - 3.45pm - Yan Zhang (Warwick) - "Variational Bayesian inference method in stochastic modelling of subcutaneous glucose concentration" - Talk unavailable