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
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.
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
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
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
Kyoungjae Lee (Inha University)