Program and Contributions


The program and the book of abstracts are available in this pdf file.



Update (08/20/2025): Poster Session I has been rescheduled to the Friday afternoon coffee break.




Thursday, August 28 2025

16:00 – 20:00 Registration and a glass of beer or wine

Friday, August 29 2025

8:30 – 9:00 Registration
9:00 – 9:10 Michal Pešta – Welcome and opening

Session I: Change point in regression (Chair: Claudia Kirch)

9:15 – 9:40 Lajos Horváth – Change point detection and confidence intervals for the times of changes in linear models with heteroscedastic errors
9:40 – 10:05 Silvelyn Zwanzig – Some non-asymptotic rank tests for change points in regression
10:05 – 10:30 Hušková Marie – Change point detection, development and remarks (personal view)

10:30 - 11:10 Coffee break

Session II: Structural tests for complex models (Chair: Thomas Verdebout)

11:10 – 11:35 Natalie Neumeyer – Statistical inference for the error distribution in functional linear models
11:35 – 12:00 Anne Leucht – Gaussian approximation for lag-window estimators of spectral densities
12:00 – 12:25 Siegfried Hörmann – On epidemic change point detection under strong mixing conditions
12:25 – 12:50 Michal Pešta – UWLLN and MFCLT with random number of summands

12:50-14:20 Lunch break. Lunches are not provided by the conference, but there are many restaurants in the neighbourhood.

Session III: Change point in time series (Chair: Michal Pešta)

14:20 – 14:45 Claudia Kirch – Data segmentation procedures for time series
14:45 – 15:10 Rebecca Killick – Generalised mixed effects models for changepoint analysis of biomedical time series
15:10 – 15:35 Yudong Chen – Inference on dynamic spatial autoregressive models with change point detection
15:35 – 16:00 Yi He – Testing for spurious factor analysis on high dimensional nonstationary time series

16:00 - 16:40 Coffee break and poster session I

Session IV: Estimation problems (Chair: James Allison)

16:40 – 17:05 Noël Veraverbeke – New asymptotic results for Bernstein estimators for conditional copulas
17:05 – 17:30 Aurore Delaigle – Nonparametric density estimation from streaming data

19:00 - 22:00 Welcome reception

Saturday, August 30 2025

Session V: Session dedicated to Simos G. Meintanis (Chair: Marie Hušková)

9:00 – 9:10 James Allison – Memories of Simos G. Meintanis
9:10 – 9:35 María Dolores Jiménez-Gamero – Testing for the homogeneity of many populations using Gini covariance
9:35 – 10:00 Bojana Milošević – Homogeneity testing in the presence of missing data
10:00 – 10:25 Thomas Verdebout – Detection thresholds of tests for uniformity on hyperspheres
10:25 – 10:50 Bruno Ebner – New uniformity tests on the hypersphere based on the ECF and Stein characterizations

10:50 - 11:30 Coffee break and poster session II

Session VI: Inference based on distances (Chair: Richard Samworth)

11:30 – 11:55 Ayanendranath Basu – Parametric estimation versus goodness-of-fit tests: The conflicts and the reconciliations
11:55 – 12:20 Abhik Ghosh – Robust tests of hypotheses based on a general family of S-divergences
12:20 – 12:45 Wolfgang Stummer – High-dimensional model search by means of scaled Bregman distances
12:45 – 13:10 Stanislav Volgushev – On a surprising behavior of the likelihood ratio test in non-parametric mixture models

13:10 - 14:40 Lunch break

14:45 - 17:30 Exploring Prague city center: Vintage tram and walking tour

Sunday, August 31 2025

Session VII: Problems of statistical learning (Chair: Aurore Delaigle)

9:00 – 9:25 Richard Samworth – Deep learning with missing data
9:25 – 9:50 Rajen Shah – Hunt and test for assessing the fit of semiparametric regression models
9:50 – 10:15 Hao Chen – Change-point detection for modern complex data
10:15 – 10:40 John Einmahl – Testing for omitted variables in binary single-index models

10:40 - 11:05 Coffee break

Session VIII: Change point in high dimensional data (Chair: Rebecca Killick)

11:05 – 11:30 Marie-Christine Düker – Multitask learning for high-dimensional time series
11:30 – 11:55 Tengyao Wang – Robust mean change point testing in high-dimensional data with heavy tails
11:55 – 12:10 Haeran Cho – Covariance scanning for adaptively optimal change point detection in high-dimensional linear models
12:10 – 12:35 Daniel Hlubinka – Closing



List of confirmed speakers (in alphabetical order)




List of confirmed posters (in alphabetical order)