Reports on Recent Meetings
The third Conference Levy Processes: Theory and Applications took place at the Institut Henri Poincare, in Paris, 23-27 June 2003. The two key objectives of the Paris meeting were, firstly, to report on theoretical advances and applications which had been made recently in the field of stochastic processes with jumps, and, secondly, to provide an opportunity for stimulating contacts between researchers from distinct backgrounds but with a common interest. The "classical" aspects of the theory (stochastic differential equations driven by Levy processes, self-decomposability, self-similar and stable variables and processes, fluctuation theory, fine path properties, potential theory) motivated a number of contributions. Other contributions concerned new themes which have been developed in recent years, such as the connections with other types of random processes (branching processes, random trees, coagulation or fragmentation processes); stochastic geometry (jump processes on manifolds, flows of diffeomorphisms driven by a Levy process); and fractal properties. Perhaps the main reason for the regain of interest in the theory of Levy processes during the last decade comes from its applications to mathematical finance. Indeed, Levy processes have an increasingly important role in this area: they provide a very flexible class of models that can take into account phenomena such as sudden sharp variations for stock prices that are often seen on the market. The last day of the conference was devoted to a session on the applications of Levy processes to mathematical finance. Physics is another important source of applications of the theory of Levy processes, and a session of the conference was devoted to this area (Levy flights in microscopic physical systems, solar wind turbulence). Overall the conference was very successful: 37 stimulating lectures were delivered on a variety of subjects related to the field, and more than 110 participants attended.
--- Jean Bertoin
The ISIPTA meetings are one of the primary international forums to present and discuss new results on the theory and applications of imprecise probabilities. Imprecise probability has a wide scope, being a generic term for the many mathematical or statistical models which measure chance or uncertainty without sharp numerical probabilities. These models include belief functions, Choquet capacities, comparative probability orderings, convex sets of probability measures, fuzzy measures, interval-valued probabilities, possibility measures, plausibility measures, and upper and lower expectations or previsions. Imprecise probability models are needed in inference problems where the relevant information is scarce, vague or conflicting, and in decision problems where preferences may also be incomplete.
The 3rd International Symposium on Imprecise Probabilities and Their Applications (ISIPTA '03, www.sipta.org/~isipta03/) was held 14-17 July 2003 in the beautiful city of Lugano (www.lugano.ch/) in Switzerland. Similarly to the past meetings, ISIPTA '03 was characterised by active discussions and informal atmosphere, which made it a profitable and enjoyable event.
A total of 44 papers was presented at ISIPTA '03, covering a wide range of topics, including: new model based inference with imprecise probabilities; computations and foundations of inference with imprecise probabilities; applications of imprecise probabilities in engineering, finance, and medicine; connections with graph theory, belief functions, and fuzzy random variables; and the introduction of new principles and tools for decision theory. All the papers have been subject of a careful refereeing process, and have been collected in a volume of proceedings published by Carleton Scientific, and which can be ordered electronically at www.carleton-scientific.com/. Selected papers will also be published as a special issue of the International Journal of Approximate Reasoning.
ISIPTA '03 included three invited contributions (Terrence L Fine: "Theories of probability: some questions about foundations," Irving J Good: "The accumulation of imprecise weights of evidence," and Patrick Suppes: "Application of non-monotonic upper probabilities to quantum entanglement") and five invited tutorials (Jean-Marc Bernard: "Imprecise Dirichlet model for multinomial data," Gert de Cooman: "A gentle introduction to imprecise probability models and their behavioural interpretation," Fabio G Cozman: "Graph-theoretical models for multivariate modelling with imprecise probabilities," Charles F Manski: "Partial identification of probability distributions," Sujoy Mukerji: "Imprecise probabilities and ambiguity aversion in economic modelling"). The slides of these contributions and tutorials can be downloaded from the ISIPTA '03 website. The site also includes titles and abstracts of the accepted papers.
More information about imprecise probability can be found at the site of the Society for Imprecise Probability, Theories and Applications (SIPTA, www.sipta.org/), which biennially organises the ISIPTA meetings. The Society promotes imprecise probability also by a newsletter (eo.ugr.es/sipta/news/), and is organising a summer school in imprecise probabilities, to be held in 2004, again in Lugano (to be confirmed: please contact Marco Zaffalon (zaffalon@idsia.ch) for more information).
--- Marco Zaffalon
The ISI International Conference on Environmental Statistics and Health was held in Santiago de Compostela 16-18 July 2003. There were around 170 participants, 33 invited speakers and 66 posters. The conference organisers were M Fuentes and W Gonzalez-Manteiga.
The invited papers are published in a book entitled Proceedings of ISI International Conference on Environmental Statistics and Health (2003), J Mateu, D Holland, W Gonzalez-Manteiga (eds), Universidade de Santiago de Compostela, Spain, ISBN 84-9750-154-3. The contributed papers, which were in the form of posters, were distributed in a CDrom handed to each participant as conference material. Some of the conference papers will be published in a special issue of Environmetrics with guest editors M Fuentes and D Boos.
The conference addressed recent statistical developments in the analysis of data in many environmental subject areas. Its main aim was to assess the state-of-the-science of both theoretical developments and applications related to the analysis of spatial-temporal environmental data, as well as to provide a forum for scientists to exchange views and formulate future research directions. This goal was successfully accomplished, thanks to the contribution of internationally-recognised scientists in many fields of environmental statistics representing academia, national laboratories, and governmental organisations.
Social events were based on a catamaran tour and a guided visit to Santiago de Compostela. The conference dinner was held at La Toja Island.
The following is a list of invited lectures.
- D Nychka: "Statistical models for models"
- A El-Shaarawi: "On sampling design for water quality"
- J M Angulo: "Generalised approaches to spatial sampling design"
- W Muller: "Spatial design methods in case of correlated observations: a
comparison"
- R L Czaplewski and E Tomppo: "A sampling design for global monitoring of deforestation and reforestation with satellite
imagery"
- R McRoberts: "A geo-spatial approach to allocating funds to mitigate forest wildfire
risk"
- H Wackernagel: "Sequential data assimilation techniques in oceanographic
applications"
- D Holland: "Trends in rural sulfur concentrations"
- M Fuentes: "Testing for separability of spatial-temporal covariance
functions"
- R Dahlhaus: "Graphical models and causality for multivariate time series"
- D Draghicescu: "Spatio-temporal modelling of ground level ozone in metropolitan
Chicago"
- A Gelfand: "Directional rates of change under spatial process models with application to the analysis of pollution
data"
- J Zidek: "Accounting for time-activity patterns in human exposures to air pollution: a computer modelling
approach"
- L Cox: "Statistical and environmental regulation: a case study based on US environmental standards for
Ozone"
- P Diggle: "Point process methodology for on-line spatio-temporal disease
surveillance"
- R Wolpert: "Limiting ecological bias in spatial environmental epidemiology"
- V Benes: "Application of log Gaussian Cox processes in disease mapping"
- N Best: "Spatially varying coefficient models in ecological studies of environment and
health"
- M Schimek: "Correcting for spatial interdependence of a PM study region and its background in an additive
model"
- H-C Huang: "Multiresolution spatio-temporal modelling"
- P Naveau: "The spatio-temporal influence of the vortex on Artic Total Column Ozone
variability"
- C Wikle: "Efficient parameterisation of space-time dynamic processes"
- C Libiseller: "Regional approaches to normalisation of background Ozone"
- F Bruno: "Non-separability of space-time covariance models in environmental
studies"
- J Haslett: "Bayesian palaeo-climate reconstruction: modelling non-parametric surfaces using the intrinsic random walk with
drift"
- C Spiegelman: "The interface between chemometrics and environmetrics"
- M Vannucci: "Bayesian methods for variable and wavelet-based feature selection in regression and classification problems with a large number of
predictors"
- S Oman: "NIR prediction of component concentrations using informed
shrinkage"
- W Welch: "Modelling the relationship between chemical structure and activity for drug
discovery"
- E Budtz-Jorgensen and N Keiding: "Application of structural equation models for evaluating epidemiological data and for calculation of the benchmark
dose"
- F Dominici: "Issues in semi-parametric regression with applications in time series models for air pollution and
mortality"
- B Coull: "Controlling for exposure measurement error in multilevel air pollution
epidemiology"
- R Katz: "Assessing changes in climate extremes"
- C Tebaldi and D Nychka: "Probabilistic assessment of regional climate change: a Bayesian approach to combining predictions from multi-model
ensembles"
- M Allen: "Will it ever be possible to attribute apparently anomalous weather events to anthropogenic climate
change?", and
- L Ryan: "Current trends in environmental health risk."
- B Coull: "Controlling for exposure measurement error in multilevel air pollution
epidemiology"
- R Katz: "Assessing changes in climate extremes"
- C Tebaldi and D Nychka: "Probabilistic assessment of regional climate change: a Bayesian approach to combining predictions from multi-model
ensembles"
- M Allen: "Will it ever be possible to attribute apparently anomalous weather events to anthropogenic climate
change?", and
- L Ryan: "Current trends in environmental health risk."
Lists of participants, titles, full papers and abstracts in PDF and more complete information are available at isi-eh.usc.es/.
--- Montse Fuentes, Wenceslao Gonzalez-Manteiga, Jorge Mateu, D Holland
A program on Stein's Method and Applications, in honour of Charles Stein, took place from 28 July - 31 August 2003 at the Institute for Mathematical Sciences of the National University of Singapore. A total of 43 mathematicians, statisticians and graduate students from 15 countries participated in the program. Charles Stein visited the Institute for the entire period of the program and his wife Margaret joined him for the second half. He was also interviewed by the editor of Imprints, the newsletter of the Institute. As the program was focused, there was much interaction and enthusiasm among visitors and participants. For details on the program and the interview, please refer to the website www.ims.nus.edu.sg/publications-imp.htm for the October issue of Imprints.
--- Louis H Y Chen
The 12th International Workshop on Matrices and Statistics was held at the University of Dortmund, 5-8 August 2003, during the week immediately before the 54th Biennial Session of the International Statistical Institute (ISI) in Berlin. The Workshop, which was hosted by the Department of Statistics, was co-sponsored by the Bernoulli Society as an ISI satellite meeting, and had been endorsed by the International Linear Algebra Society (ILSA).
The purpose of the workshop was to stimulate research and, in an informal setting, to foster the interaction of researchers in the interface between matrix theory and statistics. More than 45 participants from 15 different countries participated. The invited and short-course speakers were Jerzy K Baksalary, Adi Ben-Israel, N Gao Chaganty, Ludwig Elsner, Bjarne Kjaer Ersboll, Richard William Farebrother, Patrick J F Groenen, Alexander Guterman, Stephen Pollock, Simo Putanen, George P H Styan, Julia Volaufova and Roman Zmyslony. The ILAS Lecturer was Jerzy K Baksalary. Another 25 papers were presented in several contributed paper sessions, and three further papers were presented just by title. It is expected that many of these papers will be published, after refereeing, in Linear Algebra and Its Applications. The entire program is at the site www.statistik.uni-dortmund.de/IWMS/main.html.
On Wednesday, 6 August 2003, there was an afternoon outing to Bochum which is a neighbouring city of Dortmund. There, while visiting the famous mining museum, we had a few hours to imagine the hard work of coal miners. We started our visit with an excellent guided tour down in a mine, followed by some free time to walk on our own through the many exhibition halls of the museum, and to climb up a winding staircase in a tower. (Up to the mid 1970s, the Ruhr region was one-sidedly characterised by mining, steel and iron-making industries.) In the evening of the same day, there was a beer tasting at Hovels Brewery in downtown Dortmund. Afterwards, a delicious dinner was served at the same place. Like our Workshop in Lyngby, Denmark, last year, the Workshop again provided an extremely good atmosphere to stimulate contacts and exchange ideas.
The 13th International Workshop on Matrices and Statistics, in celebration of Ingram Olkin's 80th birthday, will be held at Bedlewo, Poland, 18-21 August 2004. For further details see the website matrix04.amu.edu.pl/. The 14th International Workshop on Matrices and Statistics will be held at Massey University, New Zealand, 29 March - 1 April 2005, just before the 55th Biennial Session of the International Statistical Institute in Sydney, Australia (5-12 April 2005).
--- Hans Joachim Werner
(Organising Committee Chair)
The 29th Conference on Stochastic Processes and Their Applications, organised under the auspices of the Bernoulli Society for Mathematical Statistics and Probability, was held in Hotel do Frade, Angra dos Reis, Rio de Janeiro, 3-9 August, 2003.
The program consisted of two six-hour mini-courses, one by Ofer Zeitouni on "Random Walks in Random
Environments", and the other by Alice Guionnet on "Random Matrices". Seven plenary lectures delivered by distinguished mathematicians, and there were 42 contributed talks and 21 posters describing recent work.
--- Claudio Landim
The Conference was organised as a satellite meeting of the 54th ISI Session under the auspices of the Bernoulli Society for Mathematical Statistics. The Chair of the Program Committee was Professor Dietrich von Rosen (Uppsala, Sweden). There were two convenors of the Conference: the Institute of Mathematical Statistics, University of Tartu, and the Estonian Statistical Society. The head of the local Organising Committee was Professor Kalev Parna (Tartu). There were 95 participants from 16 countries who made 46 oral presentations in four days. For students, a poster session was organised with 12 posters being presented. Two keynote lectures, six invited lectures and 38 contributed talks were given in sessions on multivariate distribution theory, matrix distributions, biostatistics, classification methods, multivariate models, financial modelling, sampling, data analysis, and applications in different areas.
Distribution theory was of the main interest where two keynote lectures were given by Barry Arnold (California) and also by Narayanaswamy Balakrishnan (McMaster). The invited talks by Akimichi Takemura (Tokyo) and Steen Andersson (Indiana) also had the theme of distribution theory on aspects of matrix distributions. Muni Srivastava (Toronto) gave a lecture on multivariate models for high-dimensional data, Boris Mirkin (London) was an invited speaker on classification methods, Gad Nathan (Hebrew) gave a lecture on analysis of data from sample surveys under informative sampling, and Hannu Oja (Jyvaskyla) made a presentation in the area of multivariate non-parametric methods.
In addition to the scientific program there were several social events including open air lake music in the beautiful hilly landscape in Southern Estonia, a half day excursion to southern Estonia with walking tours of the swamplands, and a sauna evening in the recreation base of the University of Tartu.
Proceedings of the Conference will be published in 2004 as a special issue of Acta et Commentationes Universitatis Tartuensis de Mathematica. The 8th Tartu Conference on Multivariate Statistics will be held in 2007.
See www.ms.ut.ee/tartu2003/ for more information.
--- Tonu Kollo
(Program Committee Chair)
The 13th European Young Statisticians Meeting (EYSM), sponsored by the European Committee of the Bernoulli Society, took place 21-26 September 2003 in Ovronnaz, Switzerland. The Local Organising Committee (LOC) welcomed 33 statisticians from 19 European countries, where roughly one third were from non-EU countries. Professor Christian Robert (Paris IX Dauphine) gave a stimulating and interesting keynote lecture on population Monte Carlo. The remaining talks were given by the participants and were more than well prepared and presented: the attendees could appreciate the state of the art of the statistical work throughout Europe. A detailed schedule with abstracts can be found on statwww.epfl.ch/eysm03/.
The beautiful weather contributed to various after-session hikes in the nearby mountain paths. The LOC also organised tours to the Foundation Gianadda in Martigny, to Valere and the Basilica of Sion, and a guided tour through a wine cellar where we could sample typical local dishes. There were many interesting social discussions at the hotel before and after the sessions, which built up many long-lasting friendships.
Thanks to the sponsorship, we were able to keep the conference costs, including accommodation and food, to EUR 200. Further, we were able to reimburse some travel expenses of Eastern European participants.
In 1978, the time of the first meeting, the European Committee of the Bernoulli Society set up a meeting structure which is rather unique, responsible for the special character of this meeting. The three most prominent points of this structure are (1) the participants are young researchers, PhD students or researchers having finished their PhD within a few years (therefore, speakers and attendees were classified neither as
"big shots" or "nobodies", allowing stimulating and open discussions); (2) each European country is allowed to send two participants, determined by the International Organising Committee (but unfortunately not all European countries were present and some countries sent only one representative); and (3) the place of the meeting should alternate between Eastern and Western Europe. Participants of Lithuania and Hungary will perform a feasibility study over whether it would be possible to host the next EYSM.
By the end of the conference all participants agreed that the event was an entire success, the meeting was smooth and well organised, according to Swiss style! For us, it was a great experience organising the conference.
--- B Fournier, R Furrer,
T Gsponer, E-M Restle
(LOC)
Would you like to write a short article about activities in statistics and probability which are going on in your department? You could mention research, teaching programs, staff profiles (including young statisticians and probabilists), and any other events of interest. A mere 1000 words would be enough. You will find Bernoulli News, while very discerning, has the least depressing rejection rate of any journal to which you have sent an article! Don't forget to provide pictures, preferably in high-resolution JPEG format. Spread the news to your colleagues around the world of the exciting work your group is doing! Please do contact the Editor if you are interested. The deadline for the next issue of Bernoulli News is 15 April 2004.
