Book of Abstracts
(last update: 31 August 2026)
Detailed Programme
Monday, August 24
08:00
Registration
09:00 - 09:10
Opening
Plenary Session
Chair: Dietrich von Rosen
09:10 - 09:55
Jianfeng Yao
Deviation tests for a high-dimensional mean
Deviation tests for a high-dimensional mean
09:55 - 10:10
Refreshment
Session: Projection Pursuit
Chair: Tomer Shushi
10:10 - 10:40
Andriette Bekker
Modeling incomplete compositional datasets
Modeling incomplete compositional datasets
10:40 - 11:10
Jaakko Pere
On nonstationary subspace analysis for multivariate random fields
On nonstationary subspace analysis for multivariate random fields
11:10 - 11:30
Marco Morosin
Modeling high-dimensional data with a multivariate Bernoulli distribution
Modeling high-dimensional data with a multivariate Bernoulli distribution
11:30 - 11:50
Perttu Saarela
Stationary subspace analysis for spatial data
Stationary subspace analysis for spatial data
11:50 - 12:20
Coffee Break
Session: New Trends in Robust Statistical Analysis - theory and application
Chair: Agnieszka Wyłomańska
12:20 - 12:50
Michał Balcerek
When switching fractional Brownian motion becomes non-Gaussian
When switching fractional Brownian motion becomes non-Gaussian
12:50 - 13:20
Marcin Pitera
Coherent estimation of risk measures
Coherent estimation of risk measures
13:20 - 13:50
Joanna Janczura
Kernel-based probabilistic path forecasting for electricity prices: empirical kernel calibration, scenario selection and dynamic forecast updating
Kernel-based probabilistic path forecasting for electricity prices: empirical kernel calibration, scenario selection and dynamic forecast updating
14:00
Lunch
Plenary Session
Chair: Thomas Mathew
15:00 - 15:45
Werner Müller
Green LIME: Improving AI explainability through design of experiments
Green LIME: Improving AI explainability through design of experiments
15:45 - 16:15
Coffee Break
Session: Experimental Design
Chair: Maryna Prus
16:15 - 16:40
Nadja Malevich
Estimation and design strategies for inter-individual differences in an overparameterized paired comparison model
Estimation and design strategies for inter-individual differences in an overparameterized paired comparison model
16:40 - 17:00
Małgorzata Graczyk
Selected properties of estimators in the model of weighing design
Selected properties of estimators in the model of weighing design
17:00 - 17:20
Stephan Bark
A Bayesian updating framework for long-term multi-environment trial data in plant breeding
A Bayesian updating framework for long-term multi-environment trial data in plant breeding
17:20 - 17:45
Maryna Prus
Optimal allocation of trials to sub-regions in multi-environment crop variety testing
Optimal allocation of trials to sub-regions in multi-environment crop variety testing
17:45 - 17:50
Refreshment
Session: Inference for Non-Gaussian Distributions in Linear Models
Chair: Krzysztof Podgórski
17:50 - 18:20
Farrukh Javed
A class of continuous-time Gaussian mean-variance mixture state-space models
A class of continuous-time Gaussian mean-variance mixture state-space models
18:20 - 18:40
Yuli Liang
Testing patterned covariance matrices under quadratic subspace
Testing patterned covariance matrices under quadratic subspace
18:40 - 19:00
Jolanta Pielaszkiewicz
Covariance structure approximation under high-dimensionality with the use of improved Kullback–Leibler divergence
Covariance structure approximation under high-dimensionality with the use of improved Kullback–Leibler divergence
19:00
Welcome Reception
Tuesday, August 25
Plenary Session
Chair: Ivan Žežula
09:00 - 09:45
Syed Ejaz Ahmed
Smart estimation in high-dimensional sparse settings
Smart estimation in high-dimensional sparse settings
09:45 - 10:00
Refreshment
Session: New Trends in Robust Statistical Analysis - theory and application
Chair: Agnieszka Wyłomańska
10:00 - 10:30
Wojciech Żuławiński
Fractional lower-order covariance-based measures for cyclostationary time series with heavy-tailed distributions: application to dependence testing and model order identification
Fractional lower-order covariance-based measures for cyclostationary time series with heavy-tailed distributions: application to dependence testing and model order identification
10:30 - 11:00
Marek Arendarczyk
The Greenwood statistic
The Greenwood statistic
11:00 - 11:20
Katarzyna Skowronek
The modified p-Greenwood statistic and its application to distinguishing Gaussian and near-Gaussian distributions - platykurtic and leptokurtic cases
The modified p-Greenwood statistic and its application to distinguishing Gaussian and near-Gaussian distributions - platykurtic and leptokurtic cases
11:20 - 11:40
Kamil Kołodziejski
Estimation methods of matrix-valued autoregressive model
Estimation methods of matrix-valued autoregressive model
11:40 - 12:10
Coffee Break
Session: Machine Learning and Statistical Inference
Chair: Tomasz Górecki
12:10 - 12:30
Johannes Forkman
Matrix reduced-rank approximation through cross-validation
Matrix reduced-rank approximation through cross-validation
12:30 - 13:00
Wojciech Rejchel
Positive unlabeled data and prior shift estimation
Positive unlabeled data and prior shift estimation
13:00 - 13:30
Łukasz Smaga
Testing in matched-pairs functional data with missingness in one arm
Testing in matched-pairs functional data with missingness in one arm
13:30 - 14:00
Piotr Sulewski
Very simple and relatively precise mapping of the normal quantile function intended to generate normal pseudo-random numbers fastly
Very simple and relatively precise mapping of the normal quantile function intended to generate normal pseudo-random numbers fastly
14:00
Lunch
Plenary Session
Chair: Werner Müller
15:00 - 15:45
Thomas Mathew
Equivalence testing: Bioequivalence and beyond
Equivalence testing: Bioequivalence and beyond
15:45 - 16:15
Coffee Break
Session: Statistics in applications
Chair: Viktor Witkovský
16:15 - 16:35
Lynn Roy LaMotte
ANOVA: is 100 years enough?
ANOVA: is 100 years enough?
16:35 - 16:55
Julianna Holmberg
Quadratically constrained likelihood estimation for exponential regression under censoring
Quadratically constrained likelihood estimation for exponential regression under censoring
16:55 - 17:15
Alicja Lerczak
Canonical variate analysis for two-way classification applied to a fertilization experiment with winter triticale
Canonical variate analysis for two-way classification applied to a fertilization experiment with winter triticale
17:15 - 17:30
Refreshment
Session: Memorial Session for Jerzy K. Baksalary (1944-2005)
Chair: Simo Puntanen
17:30
Oskar Maria Baksalary
On the Baksalary--Hauke condition aka the Rao--Mitra--Bhimasankaram relation
On the Baksalary--Hauke condition aka the Rao--Mitra--Bhimasankaram relation
Jan Hauke
Remembering Jerzy K. Baksalary: My Mentor in Mathematics and Beyond
Remembering Jerzy K. Baksalary: My Mentor in Mathematics and Beyond
Augustyn Markiewicz
Linear admissibility and sufficiency
Linear admissibility and sufficiency
Thomas Mathew
Jerzy Baksalary's research: A personal note
Jerzy Baksalary's research: A personal note
Simo Puntanen
Photographic remininiscences of Jerzy K. Baksalary (1944-2005)
Photographic remininiscences of Jerzy K. Baksalary (1944-2005)
19:00
Snack
Wednesday, August 26
Session: Multivariate Statistics
Chair: Augustyn Markiewicz
09:00 - 09:20
Dietrich von Rosen
The Safety Belt estimation method
The Safety Belt estimation method
09:20 - 09:40
Kenneth Nordström
Convexity of the Moore–Penrose inverse
Convexity of the Moore–Penrose inverse
09:40 - 10:00
Katarzyna Filipiak
The power of blocks: Matrix operators for statistics
The power of blocks: Matrix operators for statistics
10:00 - 10:10
Refreshment
Session: Projection Pursuit
Chair: Jaakko Pere
10:10 - 10:40
Claudio Borroni
On the use of some unconventional projection pursuit indexes in cluster identification problems
On the use of some unconventional projection pursuit indexes in cluster identification problems
10:40 - 11:10
Manuela Cazzaro
Competing projections techniques of multivariate quality data to monitor a production process
Competing projections techniques of multivariate quality data to monitor a production process
11:10 - 11:40
Lucio De Capitani
On copula-based systems of quantile curves with application in outliers detection
On copula-based systems of quantile curves with application in outliers detection
11:40 - 12:10
Coffee Break
Session: Copulas
Chair: Ostap Okhrin
12:10 - 12:40
Konstantinos Zografos
Statistical information theory meets copulas
Statistical information theory meets copulas
12:40 - 13:10
Eckhard Liebscher
Modeling and approximation of copulas for complex data structures using Cramér-von Mises statistic
Modeling and approximation of copulas for complex data structures using Cramér-von Mises statistic
13:10 - 13:30
Yarema Okhrin
Q-Tab: Quantized tabular data generator
Q-Tab: Quantized tabular data generator
13:30 - 14:00
Ostap Okhrin
Dependence reduction by linear residualization
Dependence reduction by linear residualization
14:00
Lunch
Plenary Session
Chair: Jianfeng Yao
15:00 - 15:45
Elvira Di Nardo
On the combinatorics of generalized cumulants and k-statistics
On the combinatorics of generalized cumulants and k-statistics
15:45 - 16:15
Coffee Break
Session: Statistics in applications
Chair: Eva Fišerová
16:15 - 16:35
Peter Kovacs
Algorithmic support for judicial sentencing? Evidence from human smuggling cases
Algorithmic support for judicial sentencing? Evidence from human smuggling cases
16:35 - 16:55
Patryk Kołbyko
Linear-Gaussian Laubach–Williams State-Space estimation and decomposition of the natural rate of interest – r*: Evidence from Poland
Linear-Gaussian Laubach–Williams State-Space estimation and decomposition of the natural rate of interest – r*: Evidence from Poland
16:55 - 17:05
Refreshment
Session: Order Statistics
Chair: Magdalena Szymkowiak
17:05 - 17:35
Paulo Eduardo Oliveira
Stochastic dominance between linear combination
Stochastic dominance between linear combination
17:35 - 18:05
Agnieszka Goroncy
Discrete-time signatures of coherent systems: properties, stochastic orderings and transformations
Discrete-time signatures of coherent systems: properties, stochastic orderings and transformations
18:05 - 18:25
Jagoda Papis
Preservation of IFR property for systems with two or three minimal paths of the same length
Preservation of IFR property for systems with two or three minimal paths of the same length
20:00
Conference Dinner
Thursday, August 27
Plenary Session
Chair: Syed Ejaz Ahmed
09:00 - 09:45
Małgorzata Bogdan
Pattern recovery by convex non-differentiable regularizers
Pattern recovery by convex non-differentiable regularizers
09:45 - 10:00
Refreshment
Session: Projection Pursuit
Chair: Claudio Borroni
10:00 - 10:30
Alessandro Berti
Projection pursuit for detecting hidden structures
Projection pursuit for detecting hidden structures
10:30 - 11:00
Boaz Nadler
A simple method for robust matrix completion with theoretical recovery guarantees
A simple method for robust matrix completion with theoretical recovery guarantees
11:00 - 11:30
Tomer Shushi
Optimal portfolio projections: Optimizing portfolio returns in the case of elliptically and skew-elliptically distributed models
Optimal portfolio projections: Optimizing portfolio returns in the case of elliptically and skew-elliptically distributed models
11:30 - 12:00
Coffee Break
Session: Statistics in Applications
Chair: Barbora Kessel
12:00 - 12:30
Viktor Witkovský
Computing with characteristic functions: From numerical inversion to multivariate logistic goodness-of-fit
Computing with characteristic functions: From numerical inversion to multivariate logistic goodness-of-fit
12:30 - 13:00
Eva Fišerová
Beyond average speed: Functional data analysis of traffic calming effects
Beyond average speed: Functional data analysis of traffic calming effects
13:00 - 13:20
Im Chiew Ng
The resilience of random intercepts and slopes models to violations of the linearity assumption in the treatment group
The resilience of random intercepts and slopes models to violations of the linearity assumption in the treatment group
13:20 - 13:40
Vivien Kardos
Examining law students’ intention to use GenAI systems for professional purposes using PLS modelling
Examining law students’ intention to use GenAI systems for professional purposes using PLS modelling
13:40 - 14:00
Agnieszka Kwita
Statistical comparison of wavelet and Fourier series approximation quality for audio signals
Statistical comparison of wavelet and Fourier series approximation quality for audio signals
14:00
Lunch
15:00
Excursion
Friday, August 28
Session: Order Statistics
Chair: Agnieszka Goroncy
09:00 - 09:30
Tomasz Rychlik
Sharp bounds on L-moments
Sharp bounds on L-moments
09:30 - 10:00
Magdalena Szymkowiak
Φ-divergence as a measure of the predictability of reliability systems
Φ-divergence as a measure of the predictability of reliability systems
10:00 - 10:10
Refreshment
Session: Projection Pursuit
Chair: Tomer Shushi
10:10 - 10:40
Cinzia Franceschini
Some remarks on kurtosis projection pursuit for clustering
Some remarks on kurtosis projection pursuit for clustering
10:40 - 11:10
Nicola Loperfido
A moment-based projection pursuit index
A moment-based projection pursuit index
11:10 - 11:40
Coffee Break
Session: Inference for Non-Gaussian Distributions in Linear Models
Chair: Krzysztof Podgórski
11:40 - 12:10
Anastassia Baxevani
Moving random fields constructing and estimating motion in spatio-temporal random fields
Moving random fields constructing and estimating motion in spatio-temporal random fields
12:10 - 12:30
Stefano Bonnini
Advances in nonparametric testing for overdispersed count data models
Advances in nonparametric testing for overdispersed count data models
12:30 - 12:50
Malwina Mrowińska
Test of the quadratic subspace under elliptically contoured distribution
Test of the quadratic subspace under elliptically contoured distribution
12:50 - 13:10
Daniel Klein
Distribution-free REMLS estimation of the AR(1) covariance structure
Distribution-free REMLS estimation of the AR(1) covariance structure
13:10
Lunch
Session: Multivariate Statistics
Chair: Daniel Klein
14:00 - 14:20
Anna Szczepńaska-Alvarez
Independence testing based on the covariance matrix
Independence testing based on the covariance matrix
14:20 - 14:40
Mateusz John
Testing hypotheses on covariance matrices within linear structure spaces
Testing hypotheses on covariance matrices within linear structure spaces
14:40 - 15:00
Monika Mokrzycka
Quasi-shrinkage estimation of block covariance matrix with structured off-diagonal blocks
Quasi-shrinkage estimation of block covariance matrix with structured off-diagonal blocks
15:00
Closing