Time

Chairs: Prof. Kharin Yu.S., Prof. Vatutin V.A. Plenary Session 1

10.00–10.20 Opening of the Conference

10.20–13.10 Plenary Session

10.20–10.50

Vatutin V.A., Dyakonova E.E.

Reduced processes in non-favorable random environment

10.50–11.20

Lotov V.I. (on-line)

On a sequential procedure for early detection of change in distribution

11.20–11.40 Coffee Break

11.40–12.10

Kharin Yu.S.

Statistical analysis of high-order Markov chains

12.10–12.40

Afanasyev V.I.

Distributions of lengths of excursions of a Brownian bridge

 12.40–13.10

Savelov M.P.

The limit joint distributions of statistics of the NIST tests and their generalizations

13.10–14.00 Lunch Break

14.00–17.35 Contributed Session 1(Room 212): Theoretical Statistics & Data Science

Time

Chairs:  Prof. Afanasyev V.I., Prof. Kharin A.Yu.

14.00–14.15

Filatova A.A., Ermakov M.S.

A new stochastic estimator for symmetry center in multidimensional space

14.15–14.30

Khil E.V., Shklyaev A.V.

Discretization of data that do not change the limit distribution of asymptotically normal statistics

14.30–14.45

Kharin A.Yu.

Sequential analysis of data under distortion: performance, robustness and implementation

14.45–-15.00

Shevtsova M.A., 
Kharlamov V.V., Zasko G.V.

Detecting sample ratio mismatch with sequential testing

15.00–15.15

Vorobejchikov S.E., 
Burkatovskaya Yu.B.

Parameter estimation for MMPP with two states of the controlling Markov chain

15.15–15.30

Mukha V.S.

On the generalized inverse Moore-Penrose matrix for multidimensional matrices

15.30–15.50 Coffee Break

15.50–16.05

Pastukhov N.V.

A two-sample test based on multivariate ranks

16.05–16.20

Andreev D.E.

Adaptive chi-square test for goodness-of-fit

16.20–16.35

Beliauskene E., 
Ustinova I., Konstantinov L.

A statistical study of the spatial and temporal variability of temperature and wind fields

16.35–16.50

Voloshko V.A., Kharin Yu.S.

On a new parsimonious model for high-order Markov chains based on sufficient statistics

16.50–17.05

Zasko G.V., Kharlamov V.V., 
Filev R.K.

Statistical problems at computing online controlled: experiments at scale

17.05–17.20

Troush N.N., Tsybulka V.P.

Volatility prediction for the GARCH model

17.20–17.35

Chemykhin V.K. (on-line)

Exploring the interconnection between innovative initiatives and ESG outcomes in Russian firms

18.00–21.00 Conference Party

10.00–12.50 Plenary Session 2

Time

 Chairs: Prof. Kharin Yu.S., Prof. Khartov A.A.

10.00–10.30

Khromov N.A.,

Golyandina N.E. (on-line)

Tensors for signal and frequency estimation in subspace-based methods: when they are useful?

10.30–11.00

Dzhalilov A.A.,

Abdusalomov X.Sh. (on-line)

Dynamical Borel-Cantelli lemma for autoregressive processes with Laplace noises

11.00–11.20 Coffee Break

11.20–11.50

Khartov A. A.

Rational-infinite divisibility of mixture probability laws with dominated continuous singular parts

11.50–12.20

Malugin V.I.

Mixed-frequency data models and their application to real-time analysis and forecasting

12.20–12.50

Voloshko V.A.

Local information geometry for high-order binary Markov chains and its applications

12.50–14.00 Lunch Break

14.00–15.30 Contributed Session 2 (Room 212): Discrete data: Models & Statistical Analysis

Time

 Chair: Prof. Kharin Yu.S., Prof. Khil E.V.

14.00–14.15

Serov A.A.

Reliability of two-level testing approach of the NIST test suite

14.15–14.30

Kruglov V.I.

Sufficient conditions for asymptotic normality of number of multiple repetitions of chains in marked complete trees and forests

14.30–14.45

Maltsew M.V.

On statistical estimation of s-dimensional probability distribution for binary random sequences

14.45–15.00

Palukha U.Yu., Pardaev A.A.

Estimation of parameters of NLFSR using Markov chains with partial connections

15.00–15.15

Khomidov M.K.

On probability distribution associated by Toda chain

15.15–15.30

Alexeyeva N.P.,

Samarin I.A., Sotov A.A.

Analysis of rhythmic patterns of the time series based on the statistical model of NBD

15.30–15.50 Coffee Break

15.50–18.00 Contributed Session 3 (Room 212): Stochastics

Time

Chair: Prof. Vatutin V.A.

15.50–16.05

Egorov A.D.

On approximate formulas for mathematical expectations of nonlinear functionals of random processes

16. 05–16.20

Zherelo A.V.

Approximate formula for the mathematical expectation of the solution of a special type of SDE with jumps

16.20–16.35

Aliev A., Dzhalilov A.,

Fontana R. (on-line)

A note on exit times for nonlinear autoregressive processes

16.35–16.50

Poteshkin E.,

Golyandina N. (on-line)

Monte-Carlo SSA for extracting weak  signals

16.50–17.05

Berikov V.B.,

Kutnenko O.A. (on-line)

Multiple instance learning based on sample self-correction, feature selection and ensemble classification

17.05–17.20

Terekhov I.N.

Limit theorem for submission process in online contest

17.20–17.35

Jalilov A.A. 

Weak convergence of hitting times for critical circle maps

17.35–17.50

Romanchak V.M., Lappo P.M.

Relativity principle and measure theory

17.50–18.00

Zuev N.M., Lappo P.M.

Some approximations of replicating portfolio

9.45–12.30 Contributed Session 4 (Room A): Econometrics & Official Statistics

Time

Chair: Prof. Afanasiev M.Yu., Prof. Malugin V.I.

9.45–10.00

Afanasiev M.Yu., Gusev A.A.

On the assessment of the impact of the structural complexity of regional economies on GRP

10.00–10.15

Kudrov A.V.

Sectoral structure and profitability of GRP: regions of Russian Federation

10.15–10.30

Agabekova N.V., Bendega A.G.

Application of R language to decompose the gender gap in average, hourly wages in the Republic of Belarus

10.30–10.45

Bokun N.

Quality of life evaluation: problems, methods and surveys

10.45–11.00

Bout T.A., Malugin V.I.

Short-term forecasting and nowcasting of GDP growth rates in the Republic of Belarus using mixed frequency vector AR models

11.00–11.30  Closing Coffee Break

11.30–11.45

Bazhanova N.D., Malugin V.I.

Short-term forecasting and nowcasting of real GDP using combined forecasts based on MIDAS regression models

11.45–12.00

Parkhimenka U., Bykau A.

Import intensity dynamics in Chinese economic sectors: time series clustering of input-output data (1981-2018)

12.00–12.15

Rahel D.M.

Assessing contractor connections based on big data sets

12.15–12.30

Lobach V.I., Lobach S.V.

Statistical forecasting of panel data based on state space models

9.45–12.45 Contributed Session 5 (Room B): Computer Data Analysis and Modeling: Applications

Time

 Chair: Prof. Spesivtsev A.V., Prof. Balametov А.В.

9.45–10.00

Ivashko A.A., Mazalov V.V.

Opinion dynamics control in a social network

10.00–10.15

Balametov А.В., Isayeva T.M.

Assessment of the state of an AC overhead line by the relinearization method

10.15–10.30

Kharlamov V.V.

Conditional optimization in uplift modeling

10.30–10.45

Salnikov D.A., Rusilko T.V.

On the stochastic model of a cloud computing system

10.45–11.00

Spesivtsev A.V., Kimyaev I.Т.,
Spesivtsev V.A., Inyutin A.V.

Expert knowledge peculiarities of “fuzzy assessments” and “fuzzy measurements” for modeling the state of complex agricultural objects

11.00–11.30  Closing Coffee Break

11.30–11.45

Kolesnikov E.Y.

On true value and uncertainty of a physical quantity

11.45–12.00

Jiacheng G., Zhalezka B.A.

A method to evaluate the economic growth quality of high-tech industry in China and its regional linkage

12.00–12.15

Zhalezka B.A., Korolenok K.S.,

Shamardzina I.A.

The lightweight parts design processes improvement based on modeling structures with cylindrical cells

12.15–12.30

Selezneva V.S.

On web-texts classification with methods of computer data analysis

9.45–12.15 Contributed Session 6: (Room C): Machine Learning & Artificial Neural Networks

Time

 Chair: Prof. Kharin A.Yu.

9.45–10.00

Chentsov A.M.

A comparison of causal search and double machine learning using simulated data

10.00–10.15

Kharin Yu.S., Voloshko V.A.,

Prokhorchik N.A.

Statistical classification of discrete data by the SCDD Python library

10.15–10.30

Krasnoproshin V.V., Matskevich V.V.

On the convergence of a training algorithm based on the Boltzmann annealing optimization scheme

10.30–10.45

Safiullin T.T.

Comparative analysis of machine and deep learning algorithms in network traffic anomaly detection

10.45–11.00

Latushkin K.V., Kharin Yu.S.

On using of artificial neural networks for approximation of binary functions

11.00–11.30  Closing Coffee Break

11.30–11.45

Mikulich G., Zhuk E.

Statistical classification of stationary time series by autoregressive model parameters and its efficiency

11.45–12.00

Pleshakou Ya.D., Kharin A.Yu.

Comparison of two approaches for financial time series forecasting

12.00–12.15

Krasnoproshin V.V., Starovoitov A.A.

Adaptive method of dynamic local approximation in IT service scaling problems