Invited Sessions

last update 2025/03/29

IS01 -- Robust Statistics for Non-Standard Data - I

Organized and chaired by Mia Hubert

Robust Order Determination for Tensors Using Data Augmentation

Una Radojicic (TU Wien)

Cellwise and Casewise Robust Covariance in High Dimensions

Fabio Centofanti (KU Leuven)

Robust measures of circular dispersion

Giovanni Porzio (University of Cassino)

IS02 -- Divergence Based Inference -- I

Organized by Anand Vidyashankar

Learning with Importance Weighted Variational Inference

Kamelia Daudel (ESSEC Business School)

Quadratic Distance in Model Selection

Marianthi Markatou (University of Buffalo)

Divergence-Based Robust Estimators for Finite Survey Samples with Random Weights

David Kepplinger (George Mason University)

IS03 - Robustness for Complex Data Structures

Organized by Tim Verdonck
Chaired by Jakob Raymaekers

Robust LSTM

Christophe Croux (KU Leuven)

Robust marginal functional PCA for repeated functional measurements

Peter Filzmoser (TU Wien)

Robust Independent Component Analysis

Sarah Leyder (University of Antwerp)

IS04 -- Randomization and Related Methods

Organized by Anand Vidyashankar

Casual Inference for Clinical Trails

William Rosenberger (George Mason University)

Robust Semiparametric Causal Inference

Gaspard Bernard (Universite du Luxembourg)

Hybrid Random-Local Search for High-Dimensional Optimization Without Convexity Assumption

Michel Broniatowski (Pierre and Marie Curie University)

IS05 -- Robustness Against Cellwise Outliers

Organized by Peter Rousseeuw

Robust Multilinear Principal Component Analysis

Mia Hubert (KU Leuven)

cellGMM: a Cellwise Robust Model-Based Clustering Approach

Agustin Mayo-Iscar (University of Valladolid)

Challenges of Cellwise Outliers

Jakob Raymaekers (University of Antwerp)

IS06 -- TBA

Organized by Anand Vidyashankar and Claudio Agostinelli

Post-Shrinkage Strategies in High-dimensional Generalized Linear Models

Ejaz Ahmed (Brock University)

Generative Adversarial Network Methods with Hellinger Loss

Giovanni Saraceno (University of Padua)

Robust estimation of reliability coefficients with rating-scale data

Max Welz (University of Zurich)

IS07 -- Robust Clustering

Organized by Agustin Mayo-Iscar

Development of Modal Regression

W. Yao (University of California)

Cellwise-robust grouped GMM for smoothed covariance estimation

P. Puchhammer (TU Wien)

Fuzzy clustering with cellwise outlier detection

G. Zaccaria (University of Milano-Bicocca)

IS08 -- Robust inference based on the Density Power Divergence and other Bregman Extensions

Organized by Ayanendranath Basu
Chaired by Claudio Agostinelli

High-Dimensional Nonparametric Optimization of Scaled Bregman Distances

Wolfgang Stummer (Friedrich-Alexander Universität)

Robust Sure Independence Screening for Ultra-High Dimensional Mixed Models

Abhik Ghosh (Indian Statistical Institute)

Robust Life-Time Estimation based on the Density Power Divergence for Highly Reliable Products

Maria Jaenada Malagon (Complutense University of Madrid)

Robust Matrix Factorization

Ayanendranath Basu (Indian Statistical Institute)

IS09 -- TBA

Organized by Graciela Boente

Bootstrapping Robust Nonparametric Regression Estimators

Stefan Van Aelst (KU Leuven)

A Robust and Sparse Approach in Partially Linear Additive Models

Alejandra Martinez (Universidad Nacional de Lujan)

Robust Nonparametric Regression for Compositional Data

Ana Bianco (Universidad de Buenos Aires)

IS10 -- Quantile and Expected Shortfall Regression

Organized by Xuming He

Robust Goodness-of-Fit Tests for Machine Learning Quantiles

Sander Barendse (University of Armsterdam)

Breakdown points of transport-based quantiles

Alberto Gonzalez Sanz (Columbia University)

Distribution-Weighted Least Squares Regression Estimator. An application in Mendelian Randomization

García-Pérez (Universidad Nacional de Educaciòn a Distancia (UNED), Madrid)

IS11 -- Advances in Robust Methodologies for Discrete and Categorical Data

Organized by Anne Ruiz-Gazen
Chaired by Christophe Croux

Robust Matrix Completion for Discrete Rating-Scale Data

Aurore Archimbaud (TBS Toulouse)

Robust estimation of structural equation models

Andreas Alfons (Erasmus University Rotterdam)

Calibrated Robust Correspondence Analysis

Marco Riani (University of Parma)

On Measures of Robustness for Statistical Procedures on Non-Euclidean Spaces

Shojaeddin Chenouri (University of Waterloo)

IS12 -- Robust inference in time series analysis

Organized by QiQi Lu

Robust Anomaly Detection via Order Statistical Methods

Jon Woody (MIssissippi State University)

R-estimation in Linear Model with Possible Autoregressive Errors

Jana Jurečková (Institute of Information Theory and Automation of CAS)

Least Trimmed Squares: Cointegration and outliers

Bent Nielsen (University of Oxford)

IS13 -- Robust statistics for non-standard data -- II

Organized by Agustin Mayo-Iscar

Paolo Paruolo (European Commission, Joint Research Centre)

Cell-TRICC: a Model-Based Approach to Cellwise-Trimmed Co-Clustering

Edoardo Fibbi (KU Leuven)

Robust estimation of mixed models

Fabrizio Laurini (University of Parma)

IS14 -- Cutting-Edge Challenges in Robust Statistics: Privacy, Bias, and Transport

Organized by Yiyuan She

M-estimators under user-level local differential privacy constraints

Marco Avella Medina (Columbia University)

CBMA: Improving Conformal Prediction through Bayesian Model Averaging

Bei Jiang (University of Alberta)

Robustness Aspects of Optimal Transportation

Elvezio Ronchetti (University of Geneva)

IS15 -- Outlier Identification and Related Topics

Organized by Christian Hennig

Regularized covariance estimation with applications to portfolio optimization

Pietro Coretto (University of Salerno)

Trimmed factorial k-means: a simulation study

Matteo Farnè (University of Bologna)

A novel framework for quantifying nominal outlyingness

Efthymios Costa (Imperial College London)

Simultaneous feature selection and outlier detection using mixed-integer programming under varying data structures

Ana Maria Kenney (University of California Irvine)

IS16 -- Divergence Based Inference -- II

Organized by David Kepplinger

Divergence-based Inference for Autoregressive Process Indexed by Regular Lattice

Pramita Bagchi (George Washington University)

Robust domain adaptation via divergences

Anand Vidyashankar (George Mason University)

Oja quantiles

Davy Paindaveine (Université libre de Bruxelles)

IS17 -- Robustness in Diversity

Organized by Xuming He

Quantile Integrated Depth and Applications

Sara Lopez-Pintado (Northeastern University)

Statistical inference for smoothed quantile regression with streaming data

Linglong Kong (University of Alberta)

On the Optimality of Robust Inference on the Mean Outcome under Optimal Treatment Regime

Xinzhou Guo (Hong Kong University of Science and Technology)

IS18 -- Current Advances and Trends in Robust Statistics

Organized by Marianthi Markatou

Stage-Aware Learning for Dynamic Treatments

Annie Qu (University of California, Irvine, UCI)

A generalized Bayesian approach for high-dimensional robust regression with serially correlated errors and predictors

Saptarshi Chakraborty (University of Buffalo)

Double Robustness vs. Double Flexibility in Unsupervised Domain Adaptation

Jiwei Zhao (University of Wisconsin)

Robust Multi-Model Subset Selection

Gabriela Cohen Freue (University of British Columbia)

IS19 -- Robust statistics for non-standard data -- III

Organized by Agustin Mayo-Iscar

Generalized Latent Variable Models for Location, Scale, and Shape parameters

Irini Moustaki (London School of Economics)

The Use of Modern Robust Regression Analysis with Graphics: An Example from Marketing

Aldo Corbellini (University of Parma)

Anomaly detection under Benford’s law

Andrea Cerioli (University of Parma)

A Procedure for Selecting Key Core Elements in Tensor Decomposition

Michele Gallo (University of Naples – L’Orientale)

IS20 -- Divergence Based Inference -- III

Organized by Anand Vidyashankar and David Kepplinger

Robustly Valid Inference for M- and Z-estimators

Arun Kumar Kuchibhotla (Carnegie Melon University)

Large Deviations and Bahadur Efficiency for General Divergence-based Estimators

Jeffrey Collamore (University of Copenhagen)

Functional limit laws for depth quantiles

Giacomo Francisci (Ulm University)

IS21 -- The Role of Robust statistics in Signal Processing -- III

Organized by David Tyler

Start being greedy: sparse covariance learning algorithms in signal processing

Esa Ollila (Aalto University)

Elliptical Wishart distributions: a new approach to classify covariance matrices

Frédéric Pascal (CentraleSupélec)

[TBA]

IS22 -- Robust Inference in Semiparametric Models

Organized by Yanyuan Ma
Chaired by Claudio Agostinelli

Robust and efficient estimation in the presence of a randomly right-censored covariate

Tanya Garcia (University of North Carolina**

Quantile Graph Discovery through QuACC: Quantile Association via Conditional Concordance

Ying Wei (Columbia University)

Efficient Inference with Predicted Data under Label Shift

Yanyuan Ma (Penn State University)

Rate robustness for semiparametric estimation of a causal effect on a concentration index

Xavier de Luna (University of Umeå)

IS23 -- Robust Inference with Applications in Life Sciences

Organized by Peter Filzmoser

FDR control with knockoff e-values in robust multivariate compositional regression

Gianna Monti (University of Milano Bicocca)

Robust Estimation Techniques for Stationary Processes via Nonlinear Periodogram Functionals

Manon Felix (University of Geneva)

On the robust estimation of autocorrelations in the presence of outliers and shifts

Roland Fried (TU Dortmund University)

IS24 -- TBA

Organized by Claudio Agostinelli

Some insights into depth estimators for location and scatter in the multivariate setting

Jorge Adrover (Universidad Nacional de Córdoba)

Challenges and Robust Alternatives to Random Forests for Genomic Prediction in Breeding Studies

Vanda Marisa Rosa Milheiro Lourenço (Universidade NOVA de Lisboa)

A unified approach to outlier identification for mixed type data

Christian Hennig (University of Bologna)

IS25 -- Advances in Statistical Depth

Organized by Davy Paindaveine

Depths for scatter and shape parameters

Germain Van Bever (Université libre de Bruxelles)

Regularized estimation of Monge-Kantorovich quantiles for spherical data

Gauthier Thurin (ENS Paris)

Wasserstein spatial depth

Alberto Gonzalez Sanz (Columbia University)

IS26 -- Robust Functional Data Analysis

Organized and chaired by Stefan van Aelst

Robust tests for equality of regression curves based on characteristic functions

Graciela Boente (University of Buenos Aires)

Resistant dispersion estimation for nonparametric regression

Ioannis Kalogridis (University of Glasgow)

Robustness and Explainability in Multivariate Functional Data Analysis

Marcus Mayrhofer (TU Wien)

IS27 -- Robustness in Single and Multi-Model Selection

Organized by Gabriela Cohen Freue

Outlier-robust estimation of state-space models using a penalised approach

Garth Tarr (University of Sydney)

Fast Approximate MM-Estimation for the Robust Bootstrap

Samuel Muller (Macquarie University)

Improved subsample-and-aggregate via the private modified winsorized mean

Kelly Ramsay (York University)

IS28 -- TBA

Organized by Claudio Agostinelli

Robust dimension reduction

Victor Yohai (Universidad de Buenos Aires)

Asymptotics of estimators for structured covariance matrices

Rik Lopuhaä (TU Delft)

Robust estimation and variable selection for sparse generalized linear models

Marina Valdora (Universidad de Buenos Aires)