### 10th World Congress in Probability and Statistics

## IMS Presidential Address

### IMS Presidential Address

Regina Liu (Rutgers University), Susan Murphy (Harvard University)

###### Session Chair

Siva Athreya (Indian Statistical Institute) / Hee-Seok Oh (Seoul National University)

## Functional Estimation, Testing and Clustering under Sparsity (Organizer: Jiashun Jin)

### Optimal Network Testing by the Signed-Polygon Statistics

Tracy Ke (Harvard University)

This is a collaborated work with Jiashun Jin and Shengming Luo.

### Statistical inference for linear mediation models with high-dimensional mediators

Runze Li (Penn State University)

### Perturbation Bounds for Tensors and Their Applications in High Dimensional Data Analysis

Ming Yuan (Columbia University)

### Q&A for Invited Session 30

###### Session Chair

Jiashun Jin (Carnegie Mellon University)

## KSS Invited Session: Interactive Particle Systems and Urn Models (Organizer: Woncheol Jang)

### Convergence of randomized urn models with irreducible and reducible replacement

Li-Xin Zhang (Zhejiang University)

### Condensation phenomenon and metastability in interacting particle systems

Insuk Seo (Seoul National University)

This talk is based on joint works with S. Kim, C, Landim, and D. Marcondes.

### Time correlation exponents in planar last passage percolation

Riddhipratim Basu (International Centre for Theoretical Sciences-TIFR)

Based on joint works with Shirshendu Ganguly and Lingfu Zhang.

### Q&A for Invited Session 39

###### Session Chair

Panki Kim (Seoul National University)

## Nonlocal Operators Related to Probability (Organizer: Ildoo Kim)

### A Sobolev space theory for time-fractional stochastic PDE driven by Levy processe

Daehan Park (Korea Advanced Institute of Science and Technology (KAIST))

### A regularity theory for stochastic modified Burgers' equation driven by multiplicative space-time white noise

Beom-Seok Han (Pohang University of Science and Technology)

### General Law of iterated logarithm for Markov processes

Jaehun Lee (Korea Institute for Advanced Study)

This talk is based on the joint work with Soobin Cho and Panki Kim.

### Heat kernel estimates for subordinate Markov processes and their applications

Soobin Cho (Seoul National University)

### A maximal $L_p$-regularity theory to initial value problems with time measurable nonlocal operators generated by additive processes

Jae-Hwan Choi (Korea University)

### Q&A for Organized Contributed Session 02

###### Session Chair

Ildoo Kim (Korea University)

## Network-related Statistical Methods and Analysis (Organizer: Donghyeon Yu)

### Estimation of particulate levels using deep dehazing network and temporal prior

SungHwan Kim (Konkuk University)

### Graph-regularized contextual bandits with scalable Thompson sampling and semi-parametric reward models

Young-Geun Choi (Sookmyung Women's University)

### INN: a stable method identifying clean-annotated samples via consistency effect in deep neural networks

Dongha Kim (Sungshin Women's University)

### An efficient parallel block coordinate descent algorithm for large-scale precision matrix estimation using graphics processing units

Donghyeon Yu (Inha University)

### Q&A for Organized Contributed Session 15

###### Session Chair

Donghyeon Yu (Inha University)

## Recent Advances in Statistical Methods for Large Scale Complex Data (Organizer: Seyoung Park)

### Multivariate responses quantile regression for regional quantiles with applications to CCLE data

Seyoung Park (Sungkyunkwan University)

### On sufficient graphical models

Kyongwon Kim (Ewha Womans University)

### Principal component analysis in the wavelet domain

Yaeji Lim (Chung Ang University)

### Bayesian inference of evolutionary models from genomic data

Yujin Chung (Kyonggi University)

### Q&A for Organized Contributed Session 23

###### Session Chair

Seyoung Park (Sungkyunkwan University)

## Wald Lecture 1 (Martin Barlow)

### Random walks and fractal graphs

Martin Barlow (University of British Columbia)

I will review de Gennes' questions. Since random fractals are hard, a first step was to look at deterministic exact fractals, and the graphs that can be associated naturally with them. The simplest of these is the Sierpinski gasket graph (SGG), and I will start with this example. Early work in this area used direct probabilistic methods, which were often very specific to the particular graph. The search for a more robust theory leads one to look for more flexible tools, of which the first is given by the connection, between random walks and electrical networks.

###### Session Chair

Takashi Kumagai (Kyoto University)

## Bernoulli Lecture (Allison Etheridge)

### Some models of spatially distributed populations: the effect of crowding

Alison Etheridge (University of Oxford)

As time permits, we will touch on work with lots of people including Tom Kurtz (Madison), Peter Ralph (Oregon), Ian Letter, Aaron Smith, and Terence Tsui (all Oxford).

###### Session Chair

Ellen Baake (Bielefeld University)

## Approximate Bayesian Computation (Organizer: Yanan Fan)

### Approximate inference for ordinal linear regression

Jean-Luc Dortet-Bernadet (Université de Strasbourg)

(joint work with Yanan Fan)

### Generalized Bayesian likelihood-free inference using scoring rules estimators

Ritabrata Dutta (University of Warwick)

### Q&A for Invited Session 17

###### Session Chair

Yanan Fan (University of New South Wales)

## Heavy Tailed Phenomena (Organizer: Stilian A Stoev)

### Random linear functions of regularly varying vectors

Bikramjit Das (Singapore University of Technology and Design)

This talk is based on joint work with Claudia Kluppelberg and Vicky Fasen-Hartmann.

### Power laws and weak convergence of the Kingman coalescent

Henrik Hult (KTH Royal Institute of Technology)

This is joint work with Martina Favero.

### Limit theorems for topological invariants of extreme sample cloud

Takashi Owada (Purdue University)

### Q&A for Invited Session 20

###### Session Chair

Stilian A Stoev (University of Michigan, Ann Arbor)

## Integrable Probability (Organizer: Tomohiro Sasamoto)

### Reversing nonequilibrium systems

Leonid Petrov (University of Virginia)

### Mapping KPZ models to free fermions at positive temperature

Takashi Imamura (Chiba University)

### Relaxation time limit of TASEP on a ring

Jinho Baik (University of Michigan)

### Q&A for Invited Session 33

###### Session Chair

Tomohiro Sasamoto (Chiba University)

## Coulomb Gases (Organizer: Paul Jung)

### Outliers for Coulomb gases

David Garcia-Zelada (Aix-Marseille University)

It is based on a joint work with Raphael Butez, Alon Nishry and Aron Wennman (arXiv:1811.12225 and arXiv:2104.03959).

### Edge behaviors of 2D Coulomb gases with boundary confinements

Seong-Mi Seo (Korea Institute for Advanced Study)

### Large deviations in the quantum quasi-1D jellium

Christian Hirsch (University of Groningen)

### Lemniscate ensembles with spectral singularities

Sung-Soo Byun (Seoul National University)

### Q&A for Organized Contributed Session 01

###### Session Chair

Paul Jung (Korea Advanced Institute of Science and Technology (KAIST))

## Interacting Particle Systems and Inclusion Process (Organizer: Cristian Giardinà)

### Metastability in the reversible inclusion process

Sander Dommers (University of Hull)

This is joint work with Alessandra Bianchi and Cristian Giardinà.

### Metastability in the reversible inclusion process II: multiple timescales

Alessandra Bianchi (Università di Padova)

Joint work with S. Dommers and C. Giardinà.

### Condensation and metastability of general Inclusion processes

Seonwoo Kim (Seoul National University)

### Condensation of SIP particles and sticky Brownian motion

Gioia Carinci (Università di Modena e Reggio Emilia)

Joint works with M. Ayala, C Giardina and F. Redig

### Condensed phase structure in Inclusion processes

Watthanan Jatuviriyapornchai (Mahidol University)

### Q&A for Organized Contributed Session 04

###### Session Chair

Cristian Giardinà (University of Modena and Reggio Emilia)

## Recent Progress of Statistical Inference for Economics and Social Science (Organizer: Eun Ryung Lee)

### A spline-based modeling approach for time-Indexed multilevel data

Eun Ryung Lee (Sungkyunkwan University)

### Impulse response analysis for sparse high-dimensional time series

Carsten Trenkler (University of Mannheim)

### Revealing cluster structures based on mixed sampling frequencies: with an application to the state-level labor markets

Yeonwoo Rho (Michigan Technological University)

### Semiparametric efficient estimators in heteroscedastic error models

Mijeong Kim (Ewha Womans University)

### Q&A for Organized Contributed Session 22

###### Session Chair

Eun Ryung Lee (Sungkyunkwan University)

## Stochastic Partial Differential Equations

### A sobolev space theory for SPDEs with space-time nonlocal operotors

Junhee Ryu (Korea University)

### Improved stability for linear SPDEs using mixed boundary/internal controls

Dan Goreac (University Shandong Weiha, University Gustave Eiffel)

### Law of the large numbers and Central limit theorems for stochastic heat equations

Kunwoo Kim (Pohang University of Science and Technology)

### The stochastic heat equation with Lévy noise: existence, moments and intermittency

Carsten Chong (Columbia University)

This is based on joint work with Quentin Berger (Sorbonne) and Hubert Lacoin (IMPA).

### Q&A for Contributed Session 01

###### Session Chair

Kunwoo Kim (Pohang University of Science and Technology)

## Various Aspects of Diffusion Processes

### On nonlinear filtering of jump diffusions

Fabian Germ (University of Edinburgh)

### Uniqueness and superposition of the distribution-dependent Zakai equations

Huijie Qiao (Southeast University)

### Quadratic variation and quadratic roughness

Purba Das (University of Oxford)

### Eyring-Kramers formula for non-reversible metastable diffusion processes

Jungkyoung Lee (Seoul National University)

### Q&A for Contributed Session 06

###### Session Chair

Insuk Seo (Seoul National University)

## Inference on Dependence

### Covariance networks for functional data on multidimensional domains

Soham Sarkar (Ecole Polytechnique Federale de Lausanne)

### Large dimensional sample covariance matrices with independent columns and diagonalizable simultaneously population covariance matrices

Tianxing Mei (The University of Hong Kong)

### Random surface covariance estimation by shifted partial tracing

Tomas Masak (École polytechnique fédérale de Lausanne)

This is a joint work with Victor M. Panaretos.

### Q&A for Contributed Session 18

###### Session Chair

Minsun Song (Sookmyung Women’s University)

## Time Series Analysis I

### Statistical modelling of rainfall time series using ensemble empirical mode decomposition and generalised extreme value distribution

Willard Zvarevashe (North West University)

### Regularity of multifractional moving average processes with random Hurst exponent

Fabian Mies (RWTH Aachen University)

### High-frequency instruments and identification-robust inference for stochastic volatility models

Md. Nazmul Ahsan (Concodia University)

### Q&A for Contributed Session 24

###### Session Chair

Kyongwon Kim (Ewha Womans University)

## Spatio-temporal Data Analysis

### Statistical inference for mean function of longitudinal imaging data over complicated domains

Jie Li (Tsinghua University)

### Gaussian linear dynamic spatio-temporal models and time asymptotics

Suman Guha (Presidency University, Kolkata)

### High-dimensional spectral analysis

Jonas Krampe (University of Mannheim)

### Extreme value analysis for mixture models with heavy-tailed impurity

Ekaterina Morozova (National Research University Higher School of Economics)

The current research is a joint work with Vladimir Panov, available as a preprint on arXiv.org [2].

References:

[1] Chakrabarty, A. and Samorodnitsky, G. (2012). Understanding heavy tails in a bounded world or, is a truncated heavy tail heavy or not? Stochastic models, 28(1), 109–143.

[2] Panov, V. and Morozova, E. (2021). Extreme value analysis for mixture models with heavy-tailed impurity. arXiv preprint arXiv:2103.07689.

### Q&A for Contributed Session 30

###### Session Chair

Seoncheol Park (Chungbuk National University)

## Stochastic Process / Modeling

### Ruin probabilities in the presence of risky investments and random switching

Konstantin Borovkov (The University of Melbourne)

### Wasserstein convergence rates for random bit approximations of continuous Markov processes

Thomas Kruse (University of Giessen)

The talk is based on joint works with Stefan Ankirchner, Wolfgang Löhr and Mikhail Urusov.

### The discrete membrane model on trees

Biltu Dan (Indian Institute of Science)

### On a two-server queue with consultation by main server with protected phases of service

Resmi Thekkiniyedath (KKTM Government College)

### Q&A for Contributed Session 34

###### Session Chair

Jaehong Jeong (Hanyang University)

## Critical Phenomena in Statistical Mechanics Models (Organizer: Akira Sakai)

### Recent results for critical lattice models in high dimensions

Mark Holmes (University of Melbourne)

### Near-critical avalanches in 2D frozen percolation and forest fires

Pierre Nolin (City University of Hong Kong)

This talk is based on joint works with Rob van den Berg (CWI and VU, Amsterdam) and with Wai-Kit Lam (University of Minnesota).

### Quenched and annealed Ising models on random graphs

Cristian Giardinà (Modena & Reggio Emilia University)

The picture that I will present emerges from several joint works, involving V.H. Can, S. Dommers, C. Giberti, R.van der Hofstad and M.L.Prioriello.

### Q&A for Invited Session 13

###### Session Chair

Akira Sakai (Hokkaido University)

## Privacy (Organizer: Angelika Rohde)

### The Right Complexity Measure in Locally Private Estimation: It is not the Fisher Information

John Duchi (Stanford University)

*local minimax risk*. In contrast to approaches based on worst-case (minimax) error, which are conservative, this allows us to evaluate the difficulty of individual problem instances and delineate the possibilities for adaptation in private estimation and inference. Our main results show that the local modulus of continuity of the estimand with respect to the variation distance—as opposed to the Hellinger distance central to classical statistics—characterizes rates of convergence under locally private estimation for many notions of privacy, including differential privacy and its relaxations. As a consequence of these results, we identify an alternative to the Fisher information for private estimation, giving a more nuanced understanding of the challenges of adaptivity and optimality.

### Sequentially interactive versus non-interactive local differential privacy: estimating the quadratic functional

Lukas Steinberger (University of Vienna)

### Gaussian differential privacy

Weijie Su (University of Pennsylvania)

This is joint work with Jinshuo Dong and Aaron Roth.

### Q&A for Invited Session 15

###### Session Chair

Angelika Rohde (University of Freiburg)

## Random Planar Geometries (Organizer: Nina Holden)

### Markovian infinite triangulations

Thomas Budzinski (École normale supérieure de Lyon)

### Rotational invariance in planar FK-percolation

Ioan Manolescu (Université de Fribourg)

Our result is obtained via a universality theorem for FK-percolation on certain isoradial lattices. This in turn is proved via the star-triangle (or Yang-Baxter) transformation, which may be used to gradually change the square lattice into any of these isoradial lattices, while preserving certain features of the model. It was previously proved that throughout this transformation, the large scale geometry of the model is distorted by at most a limited amount. In the present work we argue that the distortion becomes insignificant as the scale increases. This hinges on the interplay between the inhomogeneity of isoradial models and their embeddings, which compensate each other at large scales.

As a byproduct, we obtain the asymptotic rotational invariance also for models related to FK-percolation, such as the Potts and six-vertex ones. Moreover, the approach described here is fairly generic and may be adapted to other systems which possess a Yang-Baxter transformation. Based on joint work with Hugo Duminil-Copin, Karol Kajetan Kozlowski, Dmitry Krachun and Mendes Oulamara.

### Brownian half-plane excursions, CLE_4 and critical Liouville quantum gravity

Ellen Powell (Durham University)

This is based on a forthcoming joint work with Juhan Aru, Nina Holden and Xin Sun, and describes the analogue of Duplantier-Miller-Sheffield’s “mating-of-trees correspondence” in the critical regime.

### Q&A for Invited Session 24

###### Session Chair

Nina Holden (Swiss Federal Institute of Technology Zürich)

## Multivariate and Object-Oriented Data Analysis (Organizer: Cheolwoo Park)

### Bayesian spatial binary regression for label fusion in structural neuroimaging

Andrew Brown (Clemson University)

### Convex clustering analysis for histogram-valued data

Cheolwoo Park (Korea Advanced Institute of Science and Technology (KAIST))

### A geometric mean for multivariate functional data

Juhyun Park (ENSIIE)

### A confidence region for the elastic shape mean of planar curves

Justin Strait (University of Georgia)

### Q&A for Organized Contributed Session 14

###### Session Chair

Cheolwoo Park (Korea Advanced Institute of Science and Technology (KAIST))

## Recent Advances in Network Learning: Theory and Practice (Organizer: Kyoungjae Lee)

### Scalable Bayesian high-dimensional local dependence learning

Kyoungjae Lee (Inha University)

### Fast and flexible estimation of effective migration surfaces

Wooseok Ha (University of California at Berkeley)

### Statistical inference for cluster trees

Jisu Kim (Inria)

### Autologistic network model on binary data for disease progression study

Yei Eun Shin (National Cancer Institute)

### Q&A for Organized Contributed Session 26

###### Session Chair

Kyoungjae Lee (Inha University)

## Potential Theory in Probability Theory

### Heat contents for time-changed killed Brownian motions

Hyunchul Park (State University of New York at New Paltz)

This is a joint work with Kei Kobayashi (Fordham University, USA).

### Heat kernel bounds for nonlocal operators with singular kernels

Kyung-Youn Kim (National Chengchi University)

This is joint work with Moritz Kassmann and Takashi Kumagai.

### The full characterization of the expected supremum of infinitely divisible processes

Rafal Martynek (University of Warsaw)

The result relies highly on the Bednorz-Latała theorem characterizing suprema of Bernoulli processes and its recent reformulation due to Talagrand together with series representation due to Rosiński.

I will also describe how the method of the proof leads to the positive settlement of two others conjectures of Talagrand. Namely, the Generalized Bernoulli Conjecture concerning selector processes and analogous result for empirical processes. These three results completes an important chapter of Talagrand's program of understanding the suprema of random processes through chaining.

The part of the talk concerning infinitely divisible processes is based on the joint work with W. Bednorz, while the part about selector and empirical processes was developed by M. Talagrand after we communicated him the initial result.

### The e-property of asymptotically stable Markov-Feller operators

Hanna Wojewódka-Ściążko (University of Silesia in Katowice)

### Q&A for Contributed Session 05

###### Session Chair

Panki Kim (Seoul National University)

## Advanced Stochastic Processes

### A multi-species Ehrenfest process and its diffusion approximation

Serena Spina (University of Salerno)

### Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes

Yuan Li (Imperial College London)

### A Yaglom type asymptotic result for subcritical branching Brownian motion with absorption

Jiaqi Liu (University of California, San Diego)

### Q&A for Contributed Session 15

###### Session Chair

Jaehun Lee (Korea Institute for Advanced Study)

## Bayesian Inference

### Bayesian and stochastic modeling of polysomnography data from children using pacifiers for improved estimation of the apnea-hypopnea index

Sujay Datta (University of Akron)

### Asymmetric prior in wavelet shrinkage

Alex Rodrigo dos Santos Sousa (University of São Paulo)

### Semiparametric Bayesian regression analysis of multi-typed matrix-variate responses

Inkoo Lee (Rice University)

### Bayesian phylogenetic inference of stochastic block models on infinite trees

Wenjian Liu (Queensborough Community College, City University of New York)

### Order-restricted Bayesian inference for the simple step-stress accelerated life tests

David Han (The University of Texas at San Antonio)