### 10th World Congress in Probability and Statistics

## Contributed Session (live Q&A at Track 3, 10:30PM KST)

## Reflecting Diffusion Processes, Stochastic Networks and Their Applications (Organizer: Amber Puha)

### Measure valued processes characterized by a field of reflecting Brownian motions arising from certain queuing problems

Amarjit Budhiraja (University of North Carolina)

This is joint work with Sayan Banerjee and Amber Puha.

### Asymptotic behavior of a critical fluid model for bandwidth sharing with general file size distributions

Yingjia Fu (University of California San Diego)

### Error bounds for the one-dimensional constrained Langevin approximation for density dependent Markov chains

Felipe Campos (University of California, San Diego)

Joint work with Ruth Williams.

### Obliquely reflecting diffusions in nonsmooth domains: some new uniqueness results

Cristina Costantini (University of Chieti-Pescara)

### Q&A for Contributed Session 10

###### Session Chair

Ruth J. Williams (University of California at San Diego)

## Probability Theory and Statistical Mechanics

### Coexistence of localized Gibbs measures and delocalized gradient Gibbs measures on trees

Florian Henning (Ruhr-University Bochum)

We provide general conditions in terms of the relevant p-norms of the associated transfer operator Q (the exponential of the interaction potential) which ensure the existence of a countable family of spatially homogeneous Gibbs measures, describing localization at different heights. Next we prove existence of spatially homogeneous gradient Gibbs measures, describing increments of spin values along the edges of the tree. We construct these gradient Gibbs measures in terms of an edge-wise independent resampling process for $Z_q$-valued Gibbs measures for a suitable transformed fuzzy transfer operator $Q^q$. Then we prove that they are delocalized. Finally, we show that the two conditions on Q can be fulfilled at the same time, which then implies coexistence of both types of measures.

The talk is based on joint work with Christof Kuelske, which is accepted for publication in the Annals of Applied Probability.

Reference: arXiv:2002.09363

### Inhomogeneous gradient Gibbs measures on regular trees with homogeneous interactions

Christof Kuelske (Ruhr-University Bochum)

Reference: arXiv:2102.11899, Existence of gradient Gibbs measures on regular trees which are not translation invariant

### Statistical mechanical model of adsorption at the surface interface contacting with an ideal gas

Changho Kim (University of California, Merced)

### Q&A for Contributed Session 16

###### Session Chair

HyunJae Yoo (Hankyong National University)

## Detection and Segmentation

### Detection of outliers in compositional data on disabled people in the São Paulo State

Paulo Oliveira (University of São Paulo)

### Consistent change-point detection for general distributions

Florencia Leonardi (University of São Paulo)

This is joint work with Lucas Prates de Oliveira.

### Change point detection under linear model: use of MOSUM approach

Joonpyo Kim (Seoul National University)

### Interval-censored least-squares regressions

Taehwa Choi (Korea University)

### Q&A for Contributed Session 19

###### Session Chair

Myung Hee Lee (Weil Cornell Medicine)

## Bayesian Nonparametric Inference

### Bernstein - von Mises type theorem for a scale hyperparameter in Bayesian nonparametric inference

Natalia Bochkina (University of Edinburgh)

### Convergence of unadjusted Hamiltonian Monte Carlo for mean-field models

Katharina Schuh (University Bonn)

This talk is based on joint work with Nawaf Bou-Rabee.

### Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations

Peter Spreij (University of Amsterdam)

Joint work with Denis Belomestny, Shota Gugushvili, Moritz Schauer.

### Hamiltonian Monte Carlo in high dimensions

Andreas Eberle (University of Bonn)

### Q&A for Contributed Session 23

###### Session Chair

Kyoungjae Lee (Inha University)