International Workshop on Sequential Methods and their Applications (IWSM&A 2012)

University of Rouen, France

June 4-8, 2012

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The workshop IWSM&A 2012 covers all aspects of sequential methodologies in mathematical statistics and applied probability from theoretical developments in important areas such as optimal stopping, sequential analysis, and change-point detection to various applications in mathematical finance, quality control, clinical trials, signal and image processing, etc.

The main goal of the workshop is to bring together researchers and practitioners from all areas of sequential methodologies. Another goal is to promote the development of sequential methodologies in France. The duration of the workshop is five days. The scientific program will be composed of one-hour plenary talks given by internationally recognized experts in the field of sequential analysis followed by 30-35 minute invited talks given also by well-known experts in the field. We are also planning student and postdoctoral participation.

Particular themes of the workshop

include, but are not restricted to:

  • optimal stopping
  • sequential analysis
  • sequential estimation
  • sequential hypothesis testing
  • change-point detection and isolation
  • mathematical finance
  • quality control
  • clinical trials
  • sequential methods in signal/image processing
  • sequential methods in distributed systems and sensor networks
  • surveillance and monitoring
  • fault detection and isolation
  • teaching sequential methodologies

Organizing Committee

Vlad BARBU University of Rouen, France.
Belkacem BERDJANE University of Rouen, France.
Jean-Yves BRUA University of Rouen, France.
Valérie GIRARDIN University of Caen, France.
Igor NIKIFOROV University of Technology of Troyes, France.
Serge PERGAMENCHTCHIKOV (co-chair) University of Rouen, France.
Alexander TARTAKOVSKY (co-chair) University of Southern California, USA.

Scientific Committee

Jay BARTORFF University of Southern California, USA.
Michèle BASSEVILLE Institut de Recherche en Informatique et Systèmes Aléatoires - CNRS, France.

Boris DARKHOVSKIY Scientific Research Institute of System Development of the Russian Academy of Sciences, Russia.
Savas DAYANIK Bilkent University, Turkey.
Leonid GALTCHOUK University of Strasbourg, France.
Albrecht IRLE Kiel University, Germany.
Tze LAI Stanford University, USA.
Gary LORDEN California Institute of Technology, USA.
Nitis MUKHOPADHYAY University of Connecticut, USA.
George MOUSTAKIDES University of Patras, Greece.
Moshe POLLAK The Hebrew University of Jerusalem, Israel.
David SIEGMUND Stanford University, USA.
Albert SHIRYAEV Steklov Mathematical Institute of the Russian Academy of Sciences and Moscow State University, Russia.
Michael WOODROOFE University of Michigan, USA.
Shelly ZACKS Columbia University, USA.

Program and PDF Presentations

You can visit the original workshop announcement web page!

Monday, June 4 th



Morning Session
Session chair : Moshe Pollack
Opening conference, "Statistical change detection, major issues and applications", Michèle Basseville (Institut
de Recherche en Informatique et Systèmes Aléatoires - CNRS, France)
pdf
Invited talk, "From ofline shrinkage estimation to online shrinkage monitoring", Yajun Mei (Georgia Institute of Technology, USA)
pdf
Invited talk, "The scan and its modifications in change-point detection", Hock Peng Chan (National University of Singapore, Republic of Singapore)
Afternoon session
Session chair : Boris Darkhovskiy
pdf
Plenary Lecture, "Sequential Hypothesis Testing and Changepoint Detection: State of the Art and Challenges", Alexander Tartakovsky (University of Southern California, USA),
pdf
Invited talk, "Reward-rate maximization in sequential identification under a stochastic deadline", Savas Dayanik (Bilkent University, Ankara, Turkey)
pdf
Invited talk, "Suboptimal sequential detection of a transient change", Igor Nikiforov (University of Troyes, France)
Invited talk, "On some distribued disorder detection", Krzysztof Szajowski (Wroclaw University of Technology, Poland)
Tuesday, June 5 th


Morning Session
Session chair : Nitis Mukhopadhyay
pdf
Plenary Lecture, "Statistical sequential analysis and the quest for optimality", Moshe Pollak (The Hebrew University of Jerusalem, Israel)
pdf
Invited talk, "Sample size determination for classifiers based on single-nucleotide polymorphisms", T. N. Sriram (University of Georgia, Athens, USA)
pdf
Invited talk, "SPRT-like optimality of the repeated significance test in continuous time", George V. Moustakides (University of Patras, Greece)
Afternoon session
Session chair : Allan Gut
pdf
Plenary Lecture, "Nonparametric and robust monitoring", Marie Huskova (Charles University of Prague, Czech Republic)
pdf
Inivted talk, "Sequential pointwise estimation of the drift in ergodic diffusion processes", Jean-Yves Brua (University of Rouen, France)
pdf
Invited talk, "Drawdown speed and detection", Olympia Hadjiliadis (City University of New-York, USA)
pdf
Invited talk, "Data-efficient quickest change detection", Venugopal Veeravalli (University of Illinois, Illinois, USA)
pdf
Invited talk, "A nonparametric detector with sequentially cross-validated bandwidth and anscombe-type random central limit theorems", Ansgar Steland (RWTH Aachen University, Germany)
Wednesday, June 6 th

Session chair : Marie Huskova
Morning Session
pdf
Plenary Lecture, "Sequential fixed-width confidence interval procedures for the mean under multiple boundary crossings", Nitis Mukhopadhyay (University of Connecticut, USA)
pdf
Invited talk, "Imbalance properties of adaptive biased coin designs for K>2 treatments", D.S. Coad (University of London, UK)
pdf
Invited talk, "Another look at Kifer-type stopping games", Rudolf Lerche (University of Freiburg, Germany)
Afternoon session
Session chair : Marie Huskova
pdf
Plenary Lecture, "A harmonic-function technique in optimal stopping", Albrecht Irle (Kiel University, Germany)
 
 
Thursday, June 7 th

Morning Session
Session chair : Albrecht Irle
pdf
Lecture, "Sequential nonparametric analysis with missing data", Sam Efromovich (University of Texas at Dallas, Richardson, USA)
pdf
Invited talk, "Quickest Detection under Minimal Prior Information", Boris Darkhovskiy (Scientific Research Institute of System Development of the Russian Academy of Sciences, Russia)
pdf
Invited talk, "Recent Advances in Sequential Tests of Multiple Hypotheses", Jay Bartroff (California Institute of Technology, USA)
Afternoon session
Session chair : Sam Efromovich
pdf
Plenary Lecture, "Anscombe's Theorem, Stopped Random Walks, Applications", Allan Gut (Upsala University, Sweden)
pdf
Invited talk, "Simultaneous Estimation of the Shape parameters of Several Pareto Distribution", Sumit Koul (University of Jammu, J and K State, India)
pdf
Invited talk, "Sequential Monitoring of Conditional Randomization Tests", William F. Rosenberger (George Mason University, USA)
pdf
Invited talk, "Robustness of a two-stage estimation procedure when variances are unequal", Yoshikazu Takada (Kumamoto University, Japan)
pdf
Invited talk, "Sequential adaptive estimation in nonparametric autoregressive models", Ouerdia Arkoun (University of Rouen, France)

Friday, June 8 th


Session chair : Igor Nikiforov
pdf
Plenary Lecture, Michael Woodroofe (University of Michigan, USA), to be announced
pdf
Invited talk, "Adaptive sequential estimation for ergodic diffusion processes in quadratic metric", Leonid Galtchouk (University of Strasbourg, France)
pdf
Invited talk, "Sequential delta-optimal consumption and investment for stochastic volatility markets", Belkacem Berdjane (University of Rouen, France)
pdf
Invited talk, "Sequential estimation in stochastic approximation problem with autoregressive errors in observations", Serguei Pergamenchtchikov (University of Rouen, France)

Sponsors

Republique france
Risc
Europe union eu

© B. Berdjane (LMRS)