T h i r d International W o r k s h o p i n Sequential Methodologies Stanford University, J u n e 1 4 — 1 6 , 2 0 1 1 http://iwsm2011.stanford.edu/ The International Workshop in Sequential The first Workshop was IWSM 2007 held at Au- Methodologies is organized every two years. burn University in Alabama, USA. IWSM 2009 The Workshop covers all aspects of sequential took place at the University of Technology in methodologies in mathematical statistics and Troyes, France. information theory, from theoretical develop- ments in optimal stopping, sequential analysis, The third and present Workshop, IWSM 2011, and change detection to different applications has three main themes: in mathematical finance, quality control, clini- (i) sequential and adaptive design of clinical cal trials, and signal and image processing. The trials and other sequential methods in biosta- goal of the Workshop is to bring together re- tistics; searchers and practitioners from all areas within sequential methodologies. (ii) sequential change-point detection, quality control and surveillance, sequential methods in An additional attraction of IWSM 2011 is a sat- signal processing and sensor networks; ellite conference at Stanford immediately after- (iii) sequential estimation, testing, ranking and ward, followed by the IMS-WNAR Western Re- selection, optimal stopping and stochastic con- gional Meeting which will take place in the sce- trol, applications to finance and economics, nic city of San Luis Obispo on the central coast and related topics in statistics and probability. of California, midway between San Francisco and Los Angeles. Also, IWSM 2011 will cele- brate the 70th birthdays of both Gary Lorden of Caltech and David Siegmund of Stanford. Organizing Committee Tze Leung Lai [email protected] Nitis Mukhopadhyay [email protected] Alexander Tartakovsky [email protected] Schedule of Events for Tuesday, June 14 9:00am—5:30pm On-Site Registration and Continental Breakfast 8:30—9:00am Plenary Session 1 Chair: Tze Leung Lai, Stanford University Cubberley Auditorium Welcome and Opening Remarks 9:00—9:05am Plenary Address: David Siegmund, Stanford University 9:05—10:05am Change-Points: From Quality Control to Biology Coffee Break 10:05—10:25am Parallel Sessions 1 10:25am—11:55am Area A.1: Sequential Methods in Meta-Analysis Organizer: Jonathan Shuster, University of Florida Education Room 334 Chair: Mei-Chiung Shih, Stanford University Jonathan Shuster, University of Florida 10:25—10:55am ―Unweighted sequential meta-analysis of randomized clinical trials‖ Ingeborg van der Tweel and Putri W. Novianti, University Medical Center Utrecht, The Netherlands 10:55—11:25am ―Sequential meta-analysis and estimation of between-trial heterogeneity― Ingram Olkin, Stanford University 11:25—11:55am ―Meta-analysis: Cumulating evidence from independent studies‖ Area B.1: Sequential Monitoring and Surveillance Organizer and Chair: Cheng-Der Fuh, Education Room 128 National Central University and Academia Sinica, Taiwan Inchi Hu, Hong Kong University of Science and Technology 10:25—10:55am ―On stochastic root-finding‖ Yajun Mei, Georgia Institute of Technology 10:55—11:25am ―Monitoring a large number of data streams via thresholding‖ Haipeng Xing, Stony Brook University, and Tze Leung Lai, Stanford University 11:25—11:55am ―A hidden Markov modeling approach to sequential surveillance‖ Parallel Sessions 1 continued 10:25am—11:55am Area C.1: Recent Advances in Optimal Stopping and Control I Organizer and Chair: Alex Novikov, Education Room 313 University of Technology, Sydney, Australia Sören Christensen, Christian-Albrechts-University of Kiel, Germany 10:25—10:55am ―Harmonic function methods in optimal stopping‖ Juri Hinz, University of Singapore ―Least squares Monte Carlo method for problems 10:55—11:25am of optimal stochastic control with convex value functions‖ Isaac M. Sonin, University of North Carolina, Charlotte 11:25—11:55am ―Optimal stopping of Markov chains and related problems‖ Lunch 12:00—1:30pm The spot for lunch is Dohrmann Grove, just past the Thomas Welton Stanford Art Gallery: look for the Boo-Qwilla totem in the deep shade. Parallel Sessions 2 1:30pm—3:30pm Area A.2: Clinical Trials in Drug Development Organizer: Aiyi Liu, National Institutes of Health Education Room 334 Chair: Keavin Anderson, Merck Research Laboratories Ivan Chan, Merck Research Laboratories ―Use of adaptive designs to deal with uncertainty 1:30—2:00pm of a rare event in clinical trials‖ Jeen Liu, Eisai Pharmaceuticals ―Beyond sample size: Other considerations in the design 2:00—2:30pm of multi-regional, multi-stage clinical trials‖ Mei-Chiung Shih, Tze Leung Lai, and Philip Lavori, Stanford University 2:30—3:00pm ―Sequential design of Phase II—III cancer trials‖ Jay Bartroff, University of Southern California, and Tze Leung Lai and Balasubramanian Narasimhan, Stanford University 3:00—3:30pm ―Efficient Phase I-II designs using sequential generalized likelihood ratio statistics‖ Area B.2: Sequential Testing and Detection Organizer and Chair: Alexander Tartakovsky, USC Education Room 128 Albert Shiryaev, Steklov Mathematical Institute, Russia ―Testing of three statistical hypotheses for Brownian motion 1:30—2:00pm (a local time approach)‖ Aslan Tchamkerten, Telecom ParisTech, France, and Marat Burnashev, Russian Academy of Sciences, Russia 2:00—2:30pm ―Sequential estimation of a Gaussian random walk first-passage time from noisy or delayed observations‖ Boris Brodsky, Russian Academy of Sciences, Russia 2:30—3:00pm ―Asymptotically optimal methods of early change-point detection‖ Benjamin Yakir, The Hebrew University of Jerusalem, Israel 3:00—3:30pm ―On the distribution of overflows‖ Throughout this program, for a jointly authored work, the speaker is the first author listed or identified by *. Parallel Sessions 2 continued 1:30pm—3:30pm Area C.2.1: Recent Advances in Selection and Ranking Procedures Organizer: Tumulesh Solanky, University of New Orleans Education Room 313 Chair: Makoto Aoshima, University of Tsukuba, Japan E.M. Buzaianu, P. Chen, and T.-J. Wu, University of Northern Florida and Syracuse University 1:30—2:00pm ―Two-stage subset selection procedure to identify EM fields following log-normal distributions‖ Tumulesh Solanky and Jie Zhou, University of New Orleans 2:00—2:30pm ―On a generalization of the partition problem‖ Cheng-Shiun Leu and Bruce Levin, Columbia University 2:30—3:00pm ―The Levin–Robbins–Leu random subset size selection procedure‖ Cheng-Shiun Leu, Ying-Kuen Chueng, and Bruce Levin* Columbia University 3:00—3:30pm ―Subset selection for comparative clinical selection trials‖ Area C.2.2: Applications of Sequential Methods Organizer and Chair: T.N. Sriram, University of Georgia Education Room 206 Sangyeol Lee, Seoul National University 1:30—2:00pm ―Change-point test for time series models‖ Victor Konev, University of Tomsk, Russia 2:00—2:30pm ―Fixed accuracy parameter estimation in AR(2)‖ Wenjiang Fu, Michigan State University 2:30—3:00pm ―Sequential method and high-dimensional data in genetic studies‖ Ching-Kang Ing, Academia Sinica, Taiwan, and Tze Leung Lai, Stanford University ―Fast stepwise regression with consistent model selection 3:00—3:30pm and fixed-width confidence intervals in high-dimensional sparse linear models‖ Coffee Break 3:30—4:00pm Parallel Sessions 3 4:00pm—5:30pm Area A.3: A Mini-Symposium “Statistical Software for Group Sequential and Adaptive Design of Clinical Trials” Organizer and Chair: Jay Bartroff, University of Southern California Education Room 334 Keavin Anderson, Merck Research Laboratories Balasubramanian Narasimhan, Stanford University Area B.3: Sequential Change-Point Detection in Networks Organizer and Chair: Michele Basseville, IRISA-CNRS, France Education Room 128 John Baras and Shanshan Zheng, University of Maryland ―Sequential anomaly detection in wireless networks 4:00—4:30pm and effects of long-range dependent data‖ Yao Xie and David Siegmund, Stanford University 4:30—5:00pm ―Multi-sensor sequential change-point detection‖ Xuanlong Nguyen, University of Michigan, and Ram Rajagopal*, Stanford University 5:00—5:30pm ―Multiple change-point detection: Graphical models, message-passing inference and sequential analysis‖ Parallel Sessions 3 continued 4:00pm—5:30pm Area C.3.1: Optimal Stopping and Sequential Decision Making I Organizer and Chair: Olympia Hadjiliadis, Education Room 313 City University of New York George Fellouris, University of Southern California 4:00—4:30pm ―Decentralized sequential parameter estimation‖ Pavel Gapeev, London School of Economics 4:30—5:00pm ―About two-dimensional Bayesian disorder problems‖ H. Dharma Kwon, University of Illinois Urbana-Champaign 5:00—5:30pm ―A game of investment in supplier quality with spillover effects‖ Area C.3.2: Linear Models, Adaptive Designs, and Beyond Organizer: Nitis Mukhopadhyay, University of Connecticut Education Room 206 Chair: Sangyeol Lee, Seoul National University Yingli Qin, Nanyang Technological University, Singapore 4:00—4:30pm ―MANOVA for high-dimensional data‖ Steve Coad, Queen Mary, University of London 4:30—5:00pm ―Bias calculations for adaptive generalised linear models‖ Nancy Flournoy, University of Missouri, Columbia ―Information in adaptive optimal design 5:00—5:30pm with emphasis on the two-stage case‖ Schedule of Events for Wednesday, June 15 9:00am—5:30pm Plenary Session 2 Chair: Alexander Tartakovsky, USC Cubberley Auditorium Plenary Address: Gary Lorden, California Institute of Technology 9:00—10:00am A Brief History of Time