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All Times EDT
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* = applied session ! = JSM meeting theme
Activity Details
72 !
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Mon, 8/9/2021,
10:00 AM -
11:50 AM
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Virtual
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Testing and estimation using betting, e-values and martingales — Invited Papers
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IMS, Royal Statistical Society, International Statistical Institute
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Organizer(s): Aaditya K Ramdas, Carnegie Mellon University
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Chair(s): Aaditya K Ramdas, Carnegie Mellon University
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10:05 AM
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Bringing Betting Games Back to the Center of Probability and Statistics
Glenn Shafer , Rutgers University
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10:30 AM
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Representing e-values using convex duality
Martin Larsson, Carnegie Mellon University
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10:55 AM
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Valid sequential inference on probability forecast performance
Johanna Ziegel, University of Bern
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11:20 AM
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Multiple Hypothesis Testing with E-Values Versus P-Values
Ruodu Wang, University of Waterloo
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11:45 AM
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Floor Discussion
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110 * !
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Mon, 8/9/2021,
1:30 PM -
3:20 PM
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Virtual
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Spatio-Temporal Modeling of the COVID-19 Pandemic: Statistics, Data, and the Stories They Tell — Invited Papers
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Section on Statistics in Epidemiology, International Statistical Institute, Canadian Statistical Sciences Institute
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Organizer(s): Ying C MacNab, University of British Columbia
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Chair(s): Ying C MacNab, University of British Columbia
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1:35 PM
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Use of Time-Varying Contact Data in Endemic-Epidemic Modeling of COVID-19 Incidence
Leonard Held, University of Zurich
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2:00 PM
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A Latent Spatial Model for Pandemic Prediction
Marcos O. Prates, Universidade Federal de Minas Gerais
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2:25 PM
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Spatio-Temporal Bayesian Modeling of County-Level COVID-19 Incidence in South Carolina
Presentation
Andrew Booth Lawson, Medical University of South Carolina; Joanne Kim, Medical University of South Carolina
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2:50 PM
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Geographical Trends in the COVID-19 Epidemic in Belgium
Christel Faes, Hasselt University
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3:15 PM
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Floor Discussion
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198 * !
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Tue, 8/10/2021,
1:30 PM -
3:20 PM
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Virtual
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Highlights from STAT — Topic-Contributed Papers
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International Statistical Institute, WNAR, Section on Statistical Learning and Data Science
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Organizer(s): Hao Helen Zhang, University of Arizona
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Chair(s): Hao Helen Zhang, University of Arizona
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1:35 PM
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Doubly Robust Estimation in Observational Studies with Partial Interference
Lan Liu, University of Minnesota; Michael Hudgens, University of North Carolina; Bradley Saul, NoviSci; John Clemens, ICDDR; M Ali, Johns Hopkins; Mike Emch, University of North Carolina
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1:55 PM
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Set-Based Differential Covariance Testing for Genomics
Yi-Hui Zhou, North Carolina State University
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2:15 PM
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Signal Dimension Estimation Using Principal Component Analysis
Klaus Nordhausen, University of Jyväskylä; Joni Virta, University of Turku; Sara Taskinen, University of Jyväskylä
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2:35 PM
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Integrative Analysis of Longitudinal High-Dimensional Data with Time-Lagged Associations
Yuping Zhang, University of Connecticut
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2:55 PM
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Flexible Clustering of High-Dimensional Data via Mixtures of Joint Generalized Hyperbolic Distributions
Paul D McNicholas, McMaster University
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3:15 PM
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Floor Discussion
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345 * !
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Thu, 8/12/2021,
10:00 AM -
11:50 AM
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Virtual
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Advances in Macroeconomic Nowcasting and Forecasting: Role of Traditional and Nontraditional Indicators and Big Data — Topic-Contributed Papers
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Business and Economic Statistics Section, Government Statistics Section, International Statistical Institute, Text Analysis Interest Group
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Organizer(s): Baoline Chen, U.S. Bureau of Economic Analysis
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Chair(s): Peter Zadrozny, Bureau of Labor Statistics
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10:05 AM
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Back to the Present: Learning About the Euro Area Through a Now-Casting Model
Danilo Cascaldi-Garcia, Federal Reserve Board; Thiago R.T. Ferreira, Federal Reserve Board; Domenico Giannone, Amazon.com; Michele Modugno, Federal Reserve Board
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10:25 AM
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Nowcasting of Advanced Estimates of Quarterly US Private Consumption of Services with Traditional Indicators and Credit Card Payments Data
Baoline Chen, U.S. Bureau of Economic Analysis; Kyle Hood, Bureau of Economic Analysis
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10:45 AM
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Using Cross-Temporal Hierarchies to Improve Forecasts from Large Data Sets
Tommaso Di Fonzo, University of Padua; Daniele Girolimetto, University of Padua
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11:05 AM
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Are conflict and uncertainty measures useful for macroeconomic nowcasting? An application for Latin America
Presentation
Javier J. Perez, Bank of Spain; Hannes Mueller, Barcelona GSE; Marina Diakonova, Bank of Spain; Luis Molina, Bank of Spain; Christopher Rauh, University of Cambridge
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11:25 AM
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Nowcasting GDP in Real Time with a Tone-Adjusted, Time-Varying Layered Topic Model
Jasper de Winter, De Nederlansche Bank
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11:45 AM
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Floor Discussion
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