Registered participants
- Syed Ejaz Ahmed (Canada)
Smart estimation in high-dimensional sparse settings - Marek Arendarczyk (Poland)
The Greenwood statistic - Oskar Maria Baksalary (Poland)
On the Baksalary--Hauke condition aka the Rao--Mitra--Bhimasankaram relation - Michał Balcerek (Poland)
When switching fractional Brownian motion becomes non-Gaussian - Stephan Bark (Germany)
A Bayesian updating framework for long-term multi-environment trial data in plant breeding - Anastassia Baxevani (Cyprus)
Moving random fields constructing and estimating motion in spatio-temporal random fields - Andriette Bekker (South Africa)
Modeling incomplete compositional datasets - Alessandro Berti (Italy)
Projection pursuit for detecting hidden structures - Małgorzata Bogdan (Poland)
Pattern recovery by convex non-differentiable regularizers - Stefano Bonnini (Italy)
Advances in nonparametric testing for overdispersed count data models - Claudio Borroni (Italy)
On the use of some unconventional projection pursuit indexes in cluster identification problems - Manuela Cazzaro (Italy)
Competing projections techniques of multivariate quality data to monitor a production process - Lucio De Capitani (Italy)
On copula-based systems of quantile curves with application in outliers detection - Elvira Di Nardo (Italy)
On the combinatorics of generalized cumulants and k-statistics - Katarzyna Filipiak (Poland)
The power of blocks: Matrix operators for statistics - Eva Fišerová (Czech Republic)
Beyond average speed: Functional data analysis of traffic calming effects - Johannes Forkman (Sweden)
Matrix reduced-rank approximation through cross-validation - Cinzia Franceschini (Italy)
Some remarks on kurtosis projection pursuit for clustering - Agnieszka Goroncy (Poland)
Discrete-time signatures of coherent systems: properties, stochastic orderings and transformations - Tomasz Górecki (Poland)
- Małgorzata Graczyk (Poland)
Selected properties of estimators in the model of weighing design - Jan Hauke (Poland)
Remembering Jerzy K. Baksalary: My Mentor in Mathematics and Beyond - Julianna Holmberg (Sweden)
Quadratically constrained likelihood estimation for exponential regression under censoring - Joanna Janczura (Poland)
Kernel-based probabilistic path forecasting for electricity prices: empirical kernel calibration, scenario selection and dynamic forecast updating - Farrukh Javed (Sweden)
A class of continuous-time Gaussian mean-variance mixture state-space models - Mateusz John (Poland)
Testing hypotheses on covariance matrices within linear structure spaces - Vivien Kardos (Hungary)
Examining law students’ intention to use GenAI systems for professional purposes using PLS modelling - Barbora Kessel (Sweden)
- Daniel Klein (Slovakia)
Distribution-free REMLS estimation of the AR(1) covariance structure - Patryk Kołbyko (Poland)
Linear-Gaussian Laubach–Williams State-Space estimation and decomposition of the natural rate of interest – r*: Evidence from Poland - Kamil Kołodziejski (Poland)
Estimation methods of matrix-valued autoregressive model - Peter Kovacs (Hungary)
Algorithmic support for judicial sentencing? Evidence from human smuggling cases - Agnieszka Kwita (Poland)
Statistical comparison of wavelet and Fourier series approximation quality for audio signals - Lynn Roy LaMotte (USA)
ANOVA: is 100 years enough? - Alicja Lerczak (Poland)
Canonical variate analysis for two-way classification applied to a fertilization experiment with winter triticale - Yuli Liang (China)
Testing patterned covariance matrices under quadratic subspace - Eckhard Liebscher (Germany)
Modeling and approximation of copulas for complex data structures using Cramér-von Mises statistic - Nicola Loperfido (Italy)
A moment-based projection pursuit index - Nadja Malevich (Germany)
Estimation and design strategies for inter-individual differences in an overparameterized paired comparison model - Augustyn Markiewicz (Poland)
Linear admissibility and sufficiency - Thomas Mathew (USA)
Equivalence testing: Bioequivalence and beyond - Adam Mieldzioc (Poland)
- Monika Mokrzycka (Poland)
Quasi-shrinkage estimation of block covariance matrix with structured off-diagonal blocks - Marco Morosin (The Netherlands)
Modeling high-dimensional data with a multivariate Bernoulli distribution - Malwina Mrowińska (Poland)
Test of the quadratic subspace under elliptically contoured distribution - Lev Muchnik (Israel)
- Werner G. Müller (Austria)
Green LIME: Improving AI explainability through design of experiments - Boaz Nadler (Israel)
A simple method for robust matrix completion with theoretical recovery guarantees - Im Chiew Ng (United Kingdom)
The resilience of random intercepts and slopes models to violations of the linearity assumption in the treatment group - Kenneth Nordström (Finland)
Convexity of the Moore–Penrose inverse - Ostap Okhrin (Germany)
Dependence reduction by linear residualization - Yarema Okhrin (Germany, Sweden)
Q-Tab: Quantized tabular data generator - Paulo Eduardo Oliveira (Portugal)
Stochastic dominance between linear combination - Jagoda Papis (Poland)
Preservation of IFR property for systems with two or three minimal paths of the same length - Jaakko Pere (Finland)
On nonstationary subspace analysis for multivariate random fields - Jolanta Pielaszkiewicz (Sweden)
Covariance structure approximation under high-dimensionality with the use of improved Kullback–Leibler divergence - Marcin Pitera (Poland)
Coherent estimation of risk measures - Krzysztof Podgórski (Sweden)
- Maryna Prus (Germany)
Optimal allocation of trials to sub-regions in multi-environment crop variety testing - Simo Puntanen (Finland)
Photographic remininiscences of Jerzy K. Baksalary (1944-2005) - Wojciech Rejchel (Poland)
Positive unlabeled data and prior shift estimation - Dietrich von Rosen (Sweden)
The Safety Belt estimation method - Tomasz Rychlik (Poland)
Sharp bounds on L-moments - Perttu Saarela (Finland)
Stationary subspace analysis for spatial data - Tomer Shushi (Israel)
Optimal portfolio projections: Optimizing portfolio returns in the case of elliptically and skew-elliptically distributed models - Katarzyna Skowronek (Poland)
The modified p-Greenwood statistic and its application to distinguishing Gaussian and near-Gaussian distributions - platykurtic and leptokurtic cases - Łukasz Smaga (Poland)
Testing in matched-pairs functional data with missingness in one arm - Piotr Sulewski (Poland)
Very simple and relatively precise mapping of the normal quantile function intended to generate normal pseudo-random numbers fastly - Anna Szczepańska-Alvarez (Poland)
Independence testing based on the covariance matrix - Magdalena Szymkowiak (Poland)
Φ-divergence as a measure of the predictability of reliability systems - Svend Vendelbo Nielsen (Denmark)
- Viktor Witkovský (Slovakia)
Computing with characteristic functions: From numerical inversion to multivariate logistic goodness-of-fit - Agnieszka Wyłomańska (Poland)
- Jianfeng Yao (China)
Deviation tests for a high-dimensional mean - Konstantinos Zografos (Greece)
Statistical information theory meets copulas - Wojciech Żuławiński (Poland)
Fractional lower-order covariance-based measures for cyclostationary time series with heavy-tailed distributions: application to dependence testing and model order identification - Ivan Žežula (Slovakia)