Schedule

Monday, July 7

09:00 - 10:00 Registration

10:00 - 10:30 Opening:

10:00 - 10:05 Robert Mnatsakanov, Chair of Programme Committee

10:05 - 10:15 Giorgi Ghvedashvili, Head of the Department of Scientific Research and Development of TSU

10:15 - 10:25 George Japaridze, Academician-Secretary of the Department of Mathematics & Physics, Georgian National Academy of Sciences

10:25 - 10:30 Tinatin Davitashvili, Vice-President of the Georgian Mathematical Union

Session 1: Chair, Aurore Delaigle

10:30 - 11:00 Jean Bertoin, On a population model with memory

11:00 - 11:30 Break

Session 2: Chair, Hira Koul

11:30 - 12:00 Iréne Gijbels, Measuring dependence between random vectors with application to testing independence

12:00 - 12:30 Ursula Müller, Residual-based inference for semiparametric models

12:30 - 13:00 Aurore Delaigle, Nonparametric density estimation from streaming data

13:00 - 14:30 Lunch

Session 3: Chair, Iréne Gijbels

14:30 - 15:00 Alexandre Tsybakov, Conversion theorem and minimax optimality for continuum contextual bandits

15:00 - 15:30 Sara Algeri, When Pearson’s chi-square and other divisible statistics are not goodness-of-fits tests

15:30 - 16:00 Break

Session 4: Chair, George Japaridze

16:00 - 16:30 Vinay Kashyap, A cornucopia of problems in Astrostatistics

16:30 - 17:00 Lydia Brenner (online), Statistical issues in high energy physics: What we don’t know and what we do wrong

17:00 - 17:20 Bidzina Kapanadze, Statistical Properties of X-Ray Flares in Relativistic Jet of Extreme Active Galactic Nucleus Markarian 501

Session 5: Chair, Jean Bertoin

17:25 - 17:55 John H.J. Einmahl (online), Accurate estimates of ultimate 100-meter records

17:55 - 18:25 Richard Gill (online), Very small numbers of very rare events

18:30 - 20:00 Reception

Tuesday, July 8

Session 1: Chair, Teppei Ogihara

10:00 - 10:30 Richard Arnold, Statistics of ambiguous rotations

10:30 - 11:00 Besik Chikvinidze, The mixed Novikov-Kazamaki type condition for the uniform integrability of the general stochastic exponential

11:00 - 11:30 Break

Session 2: Chair, Sami Umut Can

11:30 - 12:00 Erekle Khurodze, A note on goodness of fit testing for the Poisson distribution

12:00 - 12:30 Javier Hidalgo, Testing for additivity in nonparametric regression models

12:30 - 13:00 Chen Zhou, High dimensional inference for extreme value indices

13:00 - 14:30 Lunch

Session 3: Chair, Ursula Müller

14:30 - 15:00 Saumendu Sundar Mukherjee (online), LASER: A new method for locally adaptive nonparametric regression

15:00 - 15:30 Alexander Ly (online), Safe anytime-valid e-value Bayes factors for one-factorial ANCOVA–labeling invariance and growth-rate optimality

15:30 - 16:00 Coffee Break

16:00 - 18:00 Museum visit

Wednesday, July 9

09:00 - 18:00 Excursion to Kvatakhevi monastery - Chateau-Mukhrani - Saguramo

19:00 Conference dinner

Thursday, July 10

Session 1: Chair, Hiroki Masuda

10:00 - 10:30 Teppei Ogihara, Efficient drift parameter estimation for ergodic solutions of backward SDEs

10:30 - 11:00 Paul Mansanarez, Edgeworth expansion in a fixed Wiener chaos

11:00 - 11:30 Break

Session 2: Chair, Sara Algeri

11:30 - 12:00 Sami Umut Can, A novel approach to goodness-of-fit testing for point processes

12:00 - 12:30 Hira L. Koul, A signed-rank estimator in nonlinear regression models when covariates and errors are dependent

12:30 - 13:00 Estate Khmaladze, How to verify that trajectory, observed with errors, is what we think it is; the distribution-free approach

13:00 - 14:30 Lunch

14:30 - 18:00 Sightseeing tour of Mtskheta and Shio-Mgvime monastery

Friday, July 11

Session 1: Chair, Paul Mansanarez

10:00 - 10:30 Hiroki Masuda, Asymptotics for Student-Lévy regression

10:30 - 11:00 Farhad Jafari, Sums of exponentials, moments and mixing

11:00 - 11:30 Break

Session 2: Chair, Farhad Jafari

11:30 - 12:00 Sergei Chobanyan, On the Kolmogorov-Garsia Conjecture

12:00 - 12:30 Marina Santacroce, Asset pricing and interest rates under extreme climate change financial risks

12:30 - 13:00 Martin Schweizer, Dynamic mean-variance portfolio choice via dynamic programming

13:00 - 14:30 Lunch

Session 3: Chair, Martin Schweizer

14:30 - 15:00 Levan Katsitadze, On the empirical process of regression

15:00 - 15:30 Teimuraz Toronjadze (online), Optimal mean-variance robust hedging

15:30 - 16:00 Krishanu Maulik (online), Elephant random walk with two memory channels

16:00 - 16:30 Break

Session 4: Chair, Javier Hidalgo

16:30 - 17:00 Jie Yen Fan, Estimation of rates in general age-and-population-dependent models

17:00 - 17:30 Robert Mnatsakanov, Recovering the conditional quantile and regression functions from the product moments

17:30 - 18:00 Estate Khmaladze, The research work since 1996 — the year we came to Australia (Topics, collaborators and results)

18:00 - 20:00 Closing & reception