International Conference on Robust Statistics - 2023

8:00 - 8:45 (45min)

Welcome

8:45 - 9:00 (15min)

Opening (A3)

Auditorium 3

9:00 - 9:55 (55min)

Keynote - Statistical Learning for Individualized Decision Rules: A Quantile Approach (A3)

Auditorium 3

Lan Wang (chairman: Davy Paindaveine)

https://icors2023.sciencesconf.org/data/program/Keynote_Wang.pdf

10:00 - 11:30 (1h30)

I1: Robust multivariate statistics I (A3)

Auditorium 3

Chairman: Christophe Croux

› The cellwise Minimum Covariance Determinant estimator - Peter Rousseeuw, Department of Mathematics, KU Leuven 10:00-10:30 (30min)

› Robust Fitting for Generalized Additive Models for Location, Scale and Shape - Eva Cantoni, Research Center for Statistics and Geneva School of Economics and Management, University of Geneva 10:30-11:00 (30min)

› S-estimation in linear models with structured covariance matrices - Rik Lopuhaä, Delft University of Technology 11:00-11:30 (30min)

10:00 - 11:00 (1h)

C1: Non and semi parametrics (A5)

Auditorium 5

Chairman: Abdelaati Daouia

› Robust density estimation in total variation distance under a shape constraint - Guillaume Maillard, Université du Luxembourg 10:00-10:20 (20min)

› Robust Estimators for Semiparametric Moment Condition Models - Aida Toma, Bucharest University of Economic Studies, "Gh. Mihoc - C. Iacob" Institute for Mathematical Statistics and Applied Mathematics of the Romanian Academy. 10:20-10:40 (20min)

› Robust estimation under a semiparametric propensity model for nonignorable missing data - Jiwei Zhao, University of Wisconsin-Madison 10:40-11:00 (20min)

11:30 - 13:30 (2h)

Lunch

Administrative restaurant

13:30 - 15:30 (2h)

I2: Functional outlier detection with industrial applications (A3)

Auditorium 3

Chairman: Aurore Archimbaud

› Anomaly detection using data depth: functional setting - Pavlo Mozharovskyi, LTCI, Télécom Paris, Institut Polytechnique de Paris 13:30-14:00 (30min)

› Functional Shape based Features in Multivariate Functional Data Applied to Atmospheric Turbulence Online Prediction - Clément Lejeune, Thales Services Numériques and Tianyi Li, Airbus & Institut de Recherche en Informatique de Toulouse 14:00-14:30 (30min)

› Robust Profile Monitoring for Multivariate Functional Data - Fabio Centofanti, Department of Industrial Engineering, University of Naples Federico II 14:30-15:00 (30min)

› MacroPCA for analysing high-dimensional and functional data - Mia Hubert, Section of Statistics and Data Science, Department of Mathematics, KU Leuven 15:00-15:30 (30min)

13:30 - 15:30 (2h)

C2: Linear models and regression (A5)

Auditorium 5

Chairman: Eva Cantoni

› Robust and Adaptive Functional Logistic regression - Ioannis Kalogridis, KU Leuven 13:30-13:50 (20min)

› Robust Estimation in Exponential Families - Yannick Baraud, University of Luxembourg 13:50-14:10 (20min)

› Heteroscedastic partially linear model with the skew Laplace normal distribution - Fatma Zehra Doğru, Giresun University 14:10-14:30 (20min)

› Estimation of expected shortfall in linear model - Jana Jureckova, Faculty of Mathematics and Physics [Prague], Institute of Information Theory and Automation of the Czech Academy of Sciences 14:30-14:50 (20min)

› Outlier Robust Inference in (Weak) Linear Instrumental Variable Models - Jens Klooster, Erasmus University Rotterdam 14:50-15:10 (20min)

› Extremal index robust estimators based on Negative Binomial regression - Manuela Souto de Miranda, Center for Research & Development in Mathematics and Applications, Aveiro, Portugal 15:10-15:30 (20min)

15:30 - 16:30 (1h)

Coffee break

Cafeteria

15:30 - 16:30 (1h)

Posters (Cafeteria)

Cafeteria

› A consistent robust regression algorithm with the usage of prior information - Fan Zheyi, Academy of Mathematics and Systems Science, University of Chinese Academy of Sciences 15:30-16:30 (1h)

› Anomaly Detection in Financial Time Series by Principal Component Analysis and Neural Networks - Nisrine Madhar, Laboratoire de Probabilités, Statistique et Modélisation 15:30-16:30 (1h)

› Benchmark Of Clustering Methods Applied On A Rotating Machine Vibration Modes Identification In A Nuclear Industrial Environment - Ludovic Makong, Orano Recyclage, La Hague 15:30-16:30 (1h)

› Co-clustering contaminated data: a robust model-based approach - Edoardo Fibbi, KU Leuven, Department of Mathematics, European Commission - Joint Research Centre, Ispra 15:30-16:30 (1h)

› Comparison of functional outlier detection methods - Caroline Le Gall, Airbus 15:30-16:30 (1h)

› Minimum Distance Estimators in Poisson hurdle model - Conceição Amado, Center for Computational and Stochastic Mathematics, Departamento de Matemática, Lisbonne 15:30-16:30 (1h)

› Robust Regression with Discrete Covariates - Otso Hao, University of Oxford 15:30-16:30 (1h)

› Robustness of scatter depth - Gaetan Louvet, Namur Center for Complex Systems, Namur 15:30-16:30 (1h)

16:30 - 17:30 (1h)

S1: In honor of Peter Rousseeuw (A3)

Auditorium 3

Chairman: Anne Ruiz-Gazen and Andreas Alfons

17:30 - 17:50 (20min)

Surprise

Auditorium 3

18:00 - 19:00 (1h)

Welcome Reception

Cloître

	Mon. 22	Tue. 23	Wed. 24	Thu. 25	Fri. 26
08:00 09:00 10:00 11:00 12:00 13:00 14:00 15:00 16:00 17:00 18:00 19:00 20:00 21:00 22:00 23:00	Welcome 8:30 - 9:00 (30min) Welcome ECAS-ICORS COURSE (A3) 9:00 - 10:30 (1h30) ECAS-ICORS COURSE (A3) Auditorium 3 Rik Lopuhaä Coffee break 10:30 - 11:00 (30min) Coffee break Cafeteria ECAS-ICORS COURSE (A3) 11:00 - 12:30 (1h30) ECAS-ICORS COURSE (A3) Auditorium 3 Rik Lopuhaä Lunch 12:30 - 13:30 (1h) Lunch Cafeteria ECAS-ICORS COURSE (A3) 13:30 - 15:00 (1h30) ECAS-ICORS COURSE (A3) Auditorium 3 Rik Lopuhaä Coffee break 15:00 - 15:30 (30min) Coffee break Cafeteria ECAS-ICORS COURSE (A3) 15:30 - 17:00 (1h30) ECAS-ICORS COURSE (A3) Auditorium 3 Valentin Todorov Welcome 17:00 - 17:30 (30min) Welcome Ice breaker 17:30 - 18:30 (1h) Ice breaker Cafeteria	Welcome 8:00 - 8:45 (45min) Welcome Opening (A3) 8:45 - 9:00 (15min) Opening (A3) Auditorium 3 Keynote - Statistical Learning for Individualized Decision Rules: A Quantile Approach (A3) 9:00 - 9:55 (55min) Keynote - Statistical Learning for Individualized Decision Rules: A Quantile Approach (A3) Auditorium 3 Lan Wang (chairman: Davy Paindaveine) https://icors2023.sciencesconf.org/data/program/Keynote_Wang.pdf I1: Robust multivariate statistics I (A3) C1: Non and semi parametrics (A5) 10:00 - 11:30 (1h30) I1: Robust multivariate statistics I (A3) Auditorium 3 Chairman: Christophe Croux › The cellwise Minimum Covariance Determinant estimator - Peter Rousseeuw, Department of Mathematics, KU Leuven 10:00-10:30 (30min) › Robust Fitting for Generalized Additive Models for Location, Scale and Shape - Eva Cantoni, Research Center for Statistics and Geneva School of Economics and Management, University of Geneva 10:30-11:00 (30min) › S-estimation in linear models with structured covariance matrices - Rik Lopuhaä, Delft University of Technology 11:00-11:30 (30min) 10:00 - 11:00 (1h) C1: Non and semi parametrics (A5) Auditorium 5 Chairman: Abdelaati Daouia › Robust density estimation in total variation distance under a shape constraint - Guillaume Maillard, Université du Luxembourg 10:00-10:20 (20min) › Robust Estimators for Semiparametric Moment Condition Models - Aida Toma, Bucharest University of Economic Studies, "Gh. Mihoc - C. Iacob" Institute for Mathematical Statistics and Applied Mathematics of the Romanian Academy. 10:20-10:40 (20min) › Robust estimation under a semiparametric propensity model for nonignorable missing data - Jiwei Zhao, University of Wisconsin-Madison 10:40-11:00 (20min) Lunch 11:30 - 13:30 (2h) Lunch Administrative restaurant I2: Functional outlier detection with industrial applications (A3) C2: Linear models and regression (A5) 13:30 - 15:30 (2h) I2: Functional outlier detection with industrial applications (A3) Auditorium 3 Chairman: Aurore Archimbaud › Anomaly detection using data depth: functional setting - Pavlo Mozharovskyi, LTCI, Télécom Paris, Institut Polytechnique de Paris 13:30-14:00 (30min) › Functional Shape based Features in Multivariate Functional Data Applied to Atmospheric Turbulence Online Prediction - Clément Lejeune, Thales Services Numériques and Tianyi Li, Airbus & Institut de Recherche en Informatique de Toulouse 14:00-14:30 (30min) › Robust Profile Monitoring for Multivariate Functional Data - Fabio Centofanti, Department of Industrial Engineering, University of Naples Federico II 14:30-15:00 (30min) › MacroPCA for analysing high-dimensional and functional data - Mia Hubert, Section of Statistics and Data Science, Department of Mathematics, KU Leuven 15:00-15:30 (30min) 13:30 - 15:30 (2h) C2: Linear models and regression (A5) Auditorium 5 Chairman: Eva Cantoni › Robust and Adaptive Functional Logistic regression - Ioannis Kalogridis, KU Leuven 13:30-13:50 (20min) › Robust Estimation in Exponential Families - Yannick Baraud, University of Luxembourg 13:50-14:10 (20min) › Heteroscedastic partially linear model with the skew Laplace normal distribution - Fatma Zehra Doğru, Giresun University 14:10-14:30 (20min) › Estimation of expected shortfall in linear model - Jana Jureckova, Faculty of Mathematics and Physics [Prague], Institute of Information Theory and Automation of the Czech Academy of Sciences 14:30-14:50 (20min) › Outlier Robust Inference in (Weak) Linear Instrumental Variable Models - Jens Klooster, Erasmus University Rotterdam 14:50-15:10 (20min) › Extremal index robust estimators based on Negative Binomial regression - Manuela Souto de Miranda, Center for Research & Development in Mathematics and Applications, Aveiro, Portugal 15:10-15:30 (20min) Coffee break Posters (Cafeteria) 15:30 - 16:30 (1h) Coffee break Cafeteria 15:30 - 16:30 (1h) Posters (Cafeteria) Cafeteria › A consistent robust regression algorithm with the usage of prior information - Fan Zheyi, Academy of Mathematics and Systems Science, University of Chinese Academy of Sciences 15:30-16:30 (1h) › Anomaly Detection in Financial Time Series by Principal Component Analysis and Neural Networks - Nisrine Madhar, Laboratoire de Probabilités, Statistique et Modélisation 15:30-16:30 (1h) › Benchmark Of Clustering Methods Applied On A Rotating Machine Vibration Modes Identification In A Nuclear Industrial Environment - Ludovic Makong, Orano Recyclage, La Hague 15:30-16:30 (1h) › Co-clustering contaminated data: a robust model-based approach - Edoardo Fibbi, KU Leuven, Department of Mathematics, European Commission - Joint Research Centre, Ispra 15:30-16:30 (1h) › Comparison of functional outlier detection methods - Caroline Le Gall, Airbus 15:30-16:30 (1h) › Minimum Distance Estimators in Poisson hurdle model - Conceição Amado, Center for Computational and Stochastic Mathematics, Departamento de Matemática, Lisbonne 15:30-16:30 (1h) › Robust Regression with Discrete Covariates - Otso Hao, University of Oxford 15:30-16:30 (1h) › Robustness of scatter depth - Gaetan Louvet, Namur Center for Complex Systems, Namur 15:30-16:30 (1h) S1: In honor of Peter Rousseeuw (A3) 16:30 - 17:30 (1h) S1: In honor of Peter Rousseeuw (A3) Auditorium 3 Chairman: Anne Ruiz-Gazen and Andreas Alfons Surprise 17:30 - 17:50 (20min) Surprise Auditorium 3 Welcome Reception 18:00 - 19:00 (1h) Welcome Reception Cloître	Welcome 8:30 - 9:00 (30min) Welcome I3: Dimension reduction (A3) C3: Outlier detection (A5) 9:00 - 10:30 (1h30) I3: Dimension reduction (A3) Auditorium 3 Chairman: Andreas Alfons › Tandem clustering with invariant coordinate selection - Klaus Nordhausen, Deparment of Mathematics and Statistics, University of Jyväskylä 09:00-09:30 (30min) › Robust and sparse CCA: An algorithm for dimension reduction via sparsity inducing penalties - Pia Pfeiffer, TU Wien 09:30-10:00 (30min) › The Influence Function of Graphical Lasso Estimators - Jakob Raymaekers, Department of Quantitative Economics, Maastricht University 10:00-10:30 (30min) 9:00 - 10:20 (1h20) C3: Outlier detection (A5) Auditorium 5 Chairman: Andrea Cerioli › Simultaneous feature selection and outlier detection with optimality guarantees - Luca Insolia, University of Geneva 09:00-09:20 (20min) › Outlier detection and explanation for matrix-valued data - Marcus Mayrhofer, Vienna University of Technology 09:20-09:40 (20min) › Least Trimmed Squares Regression: Consistent estimation of the number of outliers - Bent Nielsen, University of Oxford 09:40-10:00 (20min) › A spatially smoothed MRCD estimator for local outlier detection - Patricia Puchhammer, TU Wien, Institute for Statistics and Mathematical Methods in Economics 10:00-10:20 (20min) I4: Robustness for categorical data (A3) C4: Tests (A5) 10:30 - 11:30 (1h) I4: Robustness for categorical data (A3) Auditorium 3 Chairman: Marco Riani › Robust Inference for Categorical Response Models - Anna Clara Monti, University of Sannio 10:30-11:00 (30min) › Robust Correspondence Analysis and its applications - Francesca Torti, European Commission - Joint Research Centre, Ispra 11:00-11:30 (30min) 10:30 - 11:30 (1h) C4: Tests (A5) Auditorium 5 Chairman: Sara Taskinen › A robust multivariate combined test for comparison studies - Marco Marozzi, University of Ca' Foscari, Venice, Italy 10:30-10:50 (20min) › FKWC tests for differences in the covariance structure of functional data - Kelly Ramsay, York University, Toronto 10:50-11:10 (20min) › Power enhancement for dimension detection of Gaussian signals - Thomas Verdebout, Université Libre de Bruxelles 11:10-11:30 (20min) Lunch 11:30 - 12:15 (45min) Lunch Cafeteria Excursion 12:15 - 20:30 (8h15) Excursion Social activity	Welcome 8:30 - 9:00 (30min) Welcome Keynote - Extreme value inference for heterogeneous power law data 9:00 - 9:55 (55min) Keynote - Extreme value inference for heterogeneous power law data Auditorium 3 John H.J. Einmahl (chairman: Rik Lopuhaä) https://icors2023.sciencesconf.org/data/program/Keynote_Einmahl.pdf S2: In honor of David Tyler (A3) C5: Processes and likelihood methods (A5) 10:00 - 11:30 (1h30) S2: In honor of David Tyler (A3) Auditorium 3 Chairman: Klaus Nordhausen and Mengxi Yi › High breakdown regularized covariance matrices - David Tyler, Department of Statistics, Rutgers University 10:00-10:30 (30min) › Directional distributions and the half-angle principle - John Kent, University of Leeds 11:00-11:30 (30min) 10:00 - 11:20 (1h20) C5: Processes and likelihood methods (A5) Auditorium 5 Chairman: Claudio Agostinelli › Asymptotic behavior of the Laplacian quasi-maximum likelihood estimator of affine causal processes - Jean-Marc Bardet, Université Paris 1 Panthéon-Sorbonne 10:00-10:20 (20min) › Weighted likelihood methods for torus data - Luca Greco, University Giustino Fortunato 10:20-10:40 (20min) › New perspectives in sample complexity of Robust Markov Decicion Processes - Pierre Clavier, Centre de Mathématiques Appliquées - Ecole Polytechnique, Inria, Paris 10:40-11:00 (20min) › Robust estimation for Markovian mixing processes - Alexandre Lecestre, University of Luxembourg 11:00-11:20 (20min) Lunch 11:30 - 13:30 (2h) Lunch Administrative restaurant I5: Robustness in survey sampling (A3) C7: High dimension and regularization (A5) C6: Robust inference (A4) 13:30 - 15:00 (1h30) I5: Robustness in survey sampling (A3) Auditorium 3 Chairman: David Haziza › Robust imputation procedures in the presence of influential units in surveys - David Haziza, University of Ottawa 13:30-14:00 (30min) › Bias control for M-quantile-based small area estimators - Francesco Schirripa Spagnolo, University of Pisa - Università di Pisa 14:00-14:30 (30min) › Revivals : An R Package for Robust Estimation in Survey Sampling - Cyril Favre-Martinoz, Insee, Direction Générale, Division Organisation et Relations Extérieures 14:30-15:00 (30min) 13:30 - 14:50 (1h20) C7: High dimension and regularization (A5) Auditorium 5 Chairman: Peter Filzmoser › Robust estimation for high dimensional generalized linear models - Claudio Agostinelli, University of Trento 13:30-13:50 (20min) › The SgenoLasso, a new Lasso method dedicated to extreme observations in genomics - Charles-Elie Rabier, IMAG 13:50-14:10 (20min) › Robust flexible GLM for high-dimensional data containing mixed variable types penalized with a combination of various penalty terms - Lise Tubex, Department of Mathematics, University of Antwerp - imec 14:10-14:30 (20min) › Elasso in estimating the signal dimension of ICA - Mengxi Yi, Beijing Normal University 14:30-14:50 (20min) 13:30 - 14:50 (1h20) C6: Robust inference (A4) Auditorium 4 Chairman: Yannick Baraud › Robust and Efficient Post-selection Inference - Anand Vidyashankar, George Mason University, Fairfax 13:30-13:50 (20min) › Universal closed-form confidence intervals for the ratio of two general population means in the paired design - Tsung-Shan Tsou, Institute of Statistics, National Central University, Taiwan 13:50-14:10 (20min) › Robustness under missing data: a comparison with special attention to inference - Carole Baum, Department of Mathematics, University of Liège 14:10-14:30 (20min) › A Computationally Efficient Framework for Robust Estimation - Yuming Zhang, University of Geneva 14:30-14:50 (20min) Coffee break 15:00 - 15:30 (30min) Coffee break Cafeteria I6: Robust clustering I (A3) C8: Robust multivariate data analysis (A5) 15:30 - 17:30 (2h) I6: Robust clustering I (A3) Auditorium 3 Chairman: Luis Angel Garcia-Escudero › Robust estimation and clustering under heavy tails - Andrea Cerioli, University of Parma 15:30-16:00 (30min) › On simulating skewed and cluster-weighted data for studying performance of clustering algorithms - Perrotta Domenico, European Commission, Joint Research Centre (JRC) 16:00-16:30 (30min) › Mendelian randomization: A new robust causal effect estimator using summary data - Alfonso Garcia-Perez, Department of Statistics. Universidad Nacional de Educación a Distancia 16:30-17:00 (30min) › Hunting bias through trimming - Hristo Inouzhe, Basque Center for Applied Mathematics, Bilbao 17:00-17:30 (30min) 15:30 - 17:30 (2h) C8: Robust multivariate data analysis (A5) Auditorium 5 Chairman: Mia Hubert › Robust Estimation of Conditional ROC Curves - Ana Bianco, University of Buenos Aires and CONICET 15:30-15:50 (20min) › Robust classification tool for three-way data based on the SIMCA methodology - Valentin Todorov, United Nations Industrial Development Organization, Vienna 15:50-16:10 (20min) › Multigroup classification by a robust trace ratio method - M. Rosário Oliveira, CEMAT and Department of Mathematics, Instituto Superior Tecnico, University of Lisbon 16:10-16:30 (20min) › Robustness Properties of Correlation Measures in Ordinal Discrete Data - Max Welz, Erasmus University Rotterdam 16:30-16:50 (20min) › Robust Maximum Association Estimators of a General Regression Model - Christophe Croux, EDHEC Business School, Lille 16:50-17:10 (20min) › Generalized Spherical Principal Component Analysis - Sarah Leyder, University of Antwerp 17:10-17:30 (20min) Gala Dinner 19:30 - 23:00 (3h30) Gala Dinner	Welcome 8:30 - 9:00 (30min) Welcome Keynote - Conformal Prediction in 2023 9:00 - 9:55 (55min) Keynote - Conformal Prediction in 2023 Despax Emmanuel J. Candès (chairman: Peter Rousseeuw) https://icors2023.sciencesconf.org/data/program/Keynote_Candes.pdf Coffee break 10:00 - 10:30 (30min) Coffee break Cafeteria I7: Robust regression (A3) C9: Robust clustering II (A5) 10:30 - 11:30 (1h) I7: Robust regression (A3) Auditorium 3 Chairman: Matias Salibian-Barerra › Robust estimation for functional logistic regression models based on B-splines - Graciela Boente, Universidad de Buenos Aires and CONICET 10:30-11:00 (30min) › Robust parameter estimation and variable selection in joint regression modelling for location, scale and skewness of the skew normal distribution - Olcay Arslan, Ankara University 11:00-11:30 (30min) 10:30 - 11:30 (1h) C9: Robust clustering II (A5) Auditorium 5 Chairman: Agustín Mayo-Iscar › Choice of input parameters in robust clustering based on trimming - Luis Angel Garcia-Escudero, Department of Statistics and Operational Research and IMUVA, University of Valladolid 10:30-10:50 (20min) › A robust model-based clustering based on the geometric median and the Median Covariation Matrix - Antoine Godichon-Baggioni, Laboratoire de Probabilités, Statistique et Modélisation, Sorbonne University, Paris 10:50-11:10 (20min) › Semi-continuous time series for sparse data with volatility clustering - Michal Pesta, Charles University, Prague 11:10-11:30 (20min) Lunch 11:30 - 13:00 (1h30) Lunch Administrative restaurant I8: Robust multivariate statistics II (A3) C10: Cellwise and rowwise outliers (A5) 13:00 - 14:30 (1h30) I8: Robust multivariate statistics II (A3) Auditorium 3 Chairman: Graciela Boente › Robust second-order stationary spatial blind source separation - Sara Taskinen, Deparment of Mathematics and Statistics, University of Jyväskylä 13:00-13:30 (30min) › Lp inference for multivariate location based on data-based simplices - Davy Paindaveine, Université Libre de Bruxelles 13:30-14:00 (30min) › Robust Elastic Net estimators - Matias Salibian-Barrera, University of British Columbia, Vancouver 14:00-14:30 (30min) 13:00 - 14:20 (1h20) C10: Cellwise and rowwise outliers (A5) Auditorium 5 Chairman: Ricardo Maronna › Robust PARAFAC for cellwise and rowwise outliers - Mehdi Hirari, Section of Statistics and Data Science, Department of Mathematics, KU Leuven 13:00-13:20 (20min) › Robust variable selection under cellwise contamination - Peng Su, University of Sydney 13:20-13:40 (20min) › Minimum Regularized Covariance Trace Estimator and Outlier Detection for Functional Data - Una Radojicic, Vienna University of Technology 13:40-14:00 (20min) › Changepoint detection in structured time-dependent functional profiles - Matus Maciak, Faculty of Mathematics and Physics, Charles University of Praha 14:00-14:20 (20min) Closing 14:30 - 14:45 (15min) Closing Auditorium 3