商品描述
This volume presents contemporary research in stochastic modeling, statistical inference and their applications, and collects peer-reviewed contributions presented at the 15th Workshop on Stochastic Models, Statistics and Their Applications, SMSA 2024, held in Delft, The Netherlands, March 13-15, 2024. It brings together a unique mix of authors, working on theoretical and applied problems, and addresses a wide variety of topics from the workshop's focus areas, which included Bayesian methods, change point analysis, computational statistics, econometrics, high-dimensional, nonparametric and spatial statistics, statistical process monitoring, statistics for stochastic processes, and sequential and time series analysis. The volume is structured in three parts, covering stochastics and statistical theory, statistical inference and machine learning, and testing for patterns in data. The contributions discuss highly active research topics, such as strong approximation in high dimensions, modeling and testing multivariate distributions, the interplay and fusion of statistical ideas and machine learning, approaches to handling discrete and ordinal data, and detection of hidden patterns in data, with applications to environmental science, business and engineering.
商品描述(中文翻譯)
本卷介紹了隨機建模、統計推斷及其應用的當代研究，並收錄了在2024年3月13日至15日於荷蘭代爾夫特舉行的第15屆隨機模型、統計及其應用研討會（SMSA 2024）上發表的經過同行評審的貢獻。這本書匯集了來自不同領域的作者，他們專注於理論和應用問題，涵蓋了研討會的多個焦點主題，包括貝葉斯方法、變更點分析、計算統計、計量經濟學、高維、非參數和空間統計、統計過程監控、隨機過程的統計以及序列和時間序列分析。本卷分為三個部分，涵蓋隨機過程和統計理論、統計推斷和機器學習，以及數據模式檢測。這些貢獻討論了高度活躍的研究主題，例如高維度中的強近似、多變量分佈的建模和檢測、統計思想與機器學習的相互作用和融合、處理離散和序數數據的方法，以及數據中隱藏模式的檢測，並應用於環境科學、商業和工程領域。
作者簡介
Ansgar Steland is a Full Professor at the Institute of Statistics and a member of the AI Center at RWTH Aachen University, Germany. Previously he held positions at the TU Berlin, the European University Viadrina and the Ruhr-University Bochum. He is an Elected Member of the International Statistical Institute (ISI), Chair of the Society for Reliability, Quality and Safety and Vice Chair of the German Statistical Society's Statistics in Natural Sciences and Technology Section. His main research interests include high-dimensional statistics, nonparametrics and empirical processes, time series analysis and spatial statistics, change-point detection and sequential analysis, finance and econometrics, machine learning and artificial intelligence. Ewaryst Rafajlowicz is a Full Professor at the Department of Control Systems and Mechatronics, Wroclaw University of Science and Technology, Poland. He is a Senior Member of IEEE and the American Mathematical Society, and an elected Corresponding Member of the Polish Academy of Sciences. He has been a Visiting Professor at many universities in the USA, Canada, Germany and the UK, and has served on the program committees of several international conferences and as a reviewer for many journals. His main research interests include statistical quality control, optimal design of experiments, nonparametric regression estimation, estimation of parameters of PDEs, and signal and image processing. Nestor Parolya is an Assistant Professor in Statistics (tenured) at the Institute of Applied Mathematics, Delft University of Technology, the Netherlands. Previously he was an Assistant Professor at Leibniz University Hannover and a PostDoc at the Ruhr-University Bochum. He has been a Visiting Professor at Heidelberg and Mannheim universities. His research interests include high-dimensional statistics, large dimensional random matrix theory, high-dimensional statistical learning, statistical/mathematical finance, financial engineering and operations research. He received the Wolfgang-Wetzel-Preis from the German Statistical Society for an outstanding contribution to the statistical methodology and its application in 2019.
作者簡介(中文翻譯)
Ansgar Steland 是德國亞琛工業大學統計學研究所的全職教授及人工智慧中心的成員。之前他曾在柏林工業大學、維亞德里納歐洲大學和波鴻魯爾大學擔任職位。他是國際統計學會（ISI）的當選會員，可靠性、品質與安全學會的主席，以及德國統計學會自然科學與技術統計分會的副主席。他的主要研究興趣包括高維統計、非參數方法與經驗過程、時間序列分析與空間統計、變更點檢測與序列分析、金融與計量經濟學、機器學習與人工智慧。
Ewaryst Rafajlowicz 是波蘭弗羅茨瓦夫科技大學控制系統與機電一體化系的全職教授。他是IEEE和美國數學學會的資深會員，並且是波蘭科學院的當選通訊會員。他曾在美國、加拿大、德國和英國的多所大學擔任訪問教授，並在多個國際會議的程序委員會中任職，還擔任多本期刊的審稿人。他的主要研究興趣包括統計品質控制、實驗的最佳設計、非參數回歸估計、偏微分方程的參數估計，以及信號與影像處理。
Nestor Parolya 是荷蘭代爾夫特科技大學應用數學研究所的助理教授（終身職）。之前他曾在漢諾威萊布尼茨大學擔任助理教授，並在波鴻魯爾大學擔任博士後研究員。他曾在海德堡和曼海姆大學擔任訪問教授。他的研究興趣包括高維統計、大維隨機矩陣理論、高維統計學習、統計/數學金融、金融工程和運籌學。他於2019年獲得德國統計學會頒發的沃爾夫岡·維策獎，以表彰他在統計方法及其應用方面的傑出貢獻。
