Book of Abstracts COMPSTAT 2014 21st International Conference on Computational Statistics hosting the 5th IASC World Conference Geneva, Switzerland August 19–22, 2014 SPONSORS Exhibitors Springer (www.springer.com) Taylor & Francis (www.taylorandfrancis.com) Wiley (www.wiley.com) NAG (www.nag.co.uk) COMPSTAT 2014 PROGRAMME AND ABSTRACTS 21st International Conference on Computational Statistics (COMPSTAT 2014) hosting the 5th IASC World Conference http://www.compstat2014.org International Conference Centre Geneva, Switzerland 19–22 August 2014 http://iasc-isi.org I COMPSTAT 2014 Scientific Program Committee: Ex-officio: COMPSTAT 2014 organiser and Chairperson of the SPC: Manfred Gilli Past COMPSTAT organiser: Erricos John Kontoghiorghes Next COMPSTAT organiser: Ana Colubi IASC-ERS Chairman: Vincenzo Esposito Vinzi Members: Alessandra Amendola, Ivette Gomes, Sandra Paterlini, Anne Philippe, Elvezio Ronchetti and Marieke Timmerman Consultative Members: Representative of the IFCS: Anuška Ferligoj Representative of the ARS of IASC: Jung Jin Lee Representative of ERCIM WG CMS: Stefan Van Aelst COMPSTAT2014 Proceedings Management Committee: Manfred Gilli, Gil Gonzalez-Rodriguez and Alicia Nieto-Reyes ERS-IASC Young Statisticians Competition Jury: Ana Colubi, Manfred Gilli, Elvezio Ronchetti and Vincenzo Esposito Vinzi Local Organizing Committee: Gérard Antille, Manfred Gilli, Dietmar Maringer, Stephan Morgenthaler, Marc Paolella, Jacques Savoy and Stefan Sperlich Local Organization Support Committee: Gerda Cabej II COMPSTAT 2014 Dear conference participants, Welcome to the 21st International Conference on Computational Statistics (COMPSTAT 2014), which this year hosts also the 5th IASC World Congress. This edition coincides with the 40th anniversary of a biennial event which started in 1974 in Vienna and has been organized all over Europe. The last three venues were Porto, Paris and Cyprus. The Geneva edition seems to pursue ‘the success story’ with more than 400 participants and 370 presentations. According to COMPSTAT tradition, proceedings have been edited with 82 papers and 700 pages, all peer reviewed. Keynote lectures are addressed by Peter Bühlmann from the Swiss Federal Institute in Zurich, Anthony Davison from the Swiss Federal Institute in Lausanne and Xuming He from University of Michigan, USA. Two tutorials are offered, one by Dietmar Maringer, University of Basel, Switzerland and one by Stefan Van Aelst from KU Leuven, Belgium. I have to thank the numerous actors who contributed to set up this conference, the members of the SPC, the local team and most importantly all participants who are the soul of the conference. The next edition of COMPSTAT will take place in Oviedo, Spain in 2016 and will be organized by Prof. Ana Colubi. We wish her the best success and hope that you all will be present. Enjoy the conference and your stay in Geneva. Manfred Gilli (Chair) III COMPSTAT 2014 SCHEDULE Tuesday, 19 Aug 2014 8:15 – 9:45 Registration 9:45–10:00 Opening 10:00–10:45 Keynote:PeterBühlmann 10:45 – 11:15 Coffee 11:15 – 13:00 A Parallel sessions 13:00 – 14:00 Lunch IASC Executive Committee meeting 14:00 – 15:45 B Parallel sessions 15:45 – 16:15 Coffee 16:15 – 18:00 C Parallel sessions 18:30–20:00 Cocktail Wednesday, 20 Aug 2014 9:15 – 10:45 D Parallel sessions 10:45 – 11:15 Coffee 10:30–16:30 Posters 11:15 – 13:00 E Parallel sessions 13:00 – 14:00 Lunch IASC Council meeting 14:15 – 15:00 Keynote: Anthony Davison 15:15 – 16:45 F Parallel sessions 17:30–21:00 Boattrip Thursday, 21 Aug 2014 8:45 – 10:00 G Parallel sessions 10:00 – 10:30 Coffee 10:30–11:15 Keynote:XumingHe 11:30 – 13:00 H Parallel sessions 13:00 – 14:00 Lunch ERS BoD meeting 14:00 – 15:45 I Parallel sessions 15:45 – 16:15 Coffee 16:15 – 18:00 J Parallel sessions 18:00 – 19:00 IASC General Assembly 19:30–23:00 Conferencedinner Friday, 22 Aug 2014 9:00 – 10:45 K Parallel sessions 10:45 – 11:15 Coffee 11:15 – 12:45 L Parallel sessions 13:00 – 13:15 Room: 1 Best paper award for the ERS-IASC Young Statisticians Competition and Closing 13:15 – 14:15 Lunch IV COMPSTAT 2014 TUTORIALS, MEETINGS AND SOCIAL EVENTS TUTORIALS The tutorials will take place in room 3 during the conference and in parallel with the invited, organized and contributed sessions. The first tutorial is given by Dietmar Maringer (Heuristic methods for model selection and estimation) on Tuesday 19.8.2014 at 14:00– 15:45. The second is given by Stefan Van Aelst (Robust estimation, inference and prediction) on Thursday 21.08.2014, 14:00-15:45. SPECIAL MEETINGS by invitation to group members • IASC Executive Committee meeting, room 14, Tuesday 19th August 2014, 13:00 - 14:00. • IASC Council Meeting, room 3, Wednesday 20th August 2014, 13:00 - 14:00. • ERS BoD Meeting, room 1, Thursday 21th August 2014, 13:00 - 14:00. • IASC General Assembly, room 3, Thursday 21th August 2014, 18:00 - 19:00. SOCIAL EVENTS • Coffee breaks. Service will last 40 minutes. The location is on the 1st level, same as the registration desks. • Light Lunch will be served at the M!P restaurant in the conference building. You must have your Lunch ticket of the appropriate day in order to attend the lunch. • Welcome Reception, Tuesday 19th of August, 18:30-20:00. The Welcome Reception is open to all registrants (for free) who have reserved a place and non-registered accompanying persons who have purchased a reception ticket. It will take place at the terrace of the M!P restaurant in the conference building. Conference registrants and accompanying persons must bring their reception tickets in order to attend the reception. • Boat trip, Wednesday 20th of August, 17:30-21:00. The excursion is open to all registrants and non-registered accompanying persons who have purchased a ticket. Boarding takes place on Débarquement de Genève Pâquis, Quai du Mont Blanc 10, Genève . The boat will not wait for late arrivals. • Conference Dinner, Thursday 21th of August, 19:30. The conference dinner will take place at Restaurant Château de Penthes, Pavillon Gallatin, Chemin de l’Impératrice 18, Pregny/Chambesy. The conference dinner is optional and registration is required. You must have your conference dinner ticket in order to attend the conference dinner. The restaurant is about 15 minutes walking time from the conference venue. V COMPSTAT 2014 Address of venue The Conference venue is the Centre International de Conférences, Genève - CICG, Rue de Varembé 17, 1211 Geneva, Switzerland. Registration and exhibitors Registration will open on Tuesday 19th August, from 8:15-9:45.The registration desk will be located on the fist floor of the CICG. Exhibitors will be based in the open space of the same floor. Lecture rooms Lecture rooms are situated as follows: rooms 3 and 4 on floor 0; room 1 on floor 1;room 13 on floor 2 and rooms 5,6, 19 and 20 on floor 3. See plan hereafter for the exact location. The opening and keynote talks will take place in room 1. Poster presentations will be located in the open space of floor 1 where also the coffee breaks will take place. Presentation instructions The lecture rooms will be equipped with a PC and a computer projector. The session chairs should obtain copies of the talks on a USB stick before the session starts (use the lecture room as the meeting place), or obtain the talks by email prior to the start of the conference. Presenters must provide the session chair with the files for the presentation in PDF (Acrobat) or PPT (Powerpoint) format on a USB memory stick. This must be done at least ten minutes before the beginning session. The PC in the lecture rooms should be used for presentations. The session chairs are kindly requested to have a laptop for backup. Please note that Switzerland has plugs/power outlets which differ from those in the rest of Europe and beyond. We cannot provide adapters, so please do not forget to take your adapters if needed. IT technicians will be available during the conference and should be contacted in case of problems. The posters should be displayed only during their assigned session. The authors will be responsible for placing the posters in the poster panel displays and removing them after the session. The maximum size of the poster is A1. Internet Throughout the conference site there will be wireless Internet connection. The username is: UNIGE and password: COMPSTAT. There will be a laptop connected to a printer available at the reception desk. Information and messages You may leave messages for each other on the bulletin board by the registration desks. General information about restaurants, useful numbers, etc. can be obtained at the stand of the Geneva Tourism Office on the first floor. VI COMPSTAT 2014 VII COMPSTAT 2014 VIII COMPSTAT 2014 Contents General Information I Committees........................................... ..................... II Welcome ............................................ III Schedule ........................................... ...................... IV Tutorials,meetingsandsocialeventsinformation . ................................ V Venue, lecture rooms, presentation instructions and internet access ................................ VI Keynote Talks 1 Keynote Talk 1 (Peter Bühlmann, Swiss Federal Institute of Technology,Zurich) Tuesday19.08.2014at10:00-10:45 Inhomogeneous large-scale data: maximin effects and their statisticalestimation ...................... 1 Keynote Talk 2 (Anthony Davison, Swiss Federal Institute of Technology, Zurich) Wednesday 20.08.2014 at 14:15-15:00 Statisticsofcomplexextremes . ...................... 1 Keynote Talk 3 (Xuming He, University of Michigan, USA) Thursday 21.08.2014 at 10:30-11:15 ScalableBayesianmodelselectionmethods. ........................... 1 Parallel Sessions 2 Parallel Session A (Tuesday 19.08.2014 at 11:15 - 13:00) 2 IS05: ADVANCES IN FILTERING METHODS (Room:3) ........................................ 2 OS09: MULTI-SET AND MULTI-WAY MODELS I(Room:4)....................................... 2 CS42: CONTRIBUTIONS TO STATISTICS AND OPTIMIZATION IN FINANCE I(Room:6) ....................... 3 CS58: COMPUTATIONAL STATISTICS I(Room:19) ........................................