We are pleased to announce that the following keynote speakers have confirmed their participation at the ACMPT-2017 conference
Albert N. Shiryaev – Head of Department of Mechanics and Mathematics of Moscow State University
Date and time: TBA
Biography: He graduated from the M.V. Lomonosov Moscow State University in 1957. From that time till now he has been working in Steklov Mathematical Institute. He earned his candidate degree in 1961 (Andrey Kolmogorov was his advisor) and a doctoral degree in 1967 for his work “On statistical sequential analysis”. He is a full professor at the department of mechanics and mathematics of Moscow State University, since 1971. He was elected a corresponding member of the Russian Academy of Sciences in 1997 and a full member in 2011. As of 2007 Shiryaev holds a 20% permanent professorial position at the School of Mathematics, University of Manchester.
Areas of expertise: Nonlinear theory of stationary stochastic processes, Problems of fast detection of random effects, Problems of optimal nonlinear filtration, stochastic differential equations, Problems of stochastic optimization, Problems of general stochastic theory and martingale theory, Problems of stochastic finance
Erol Gelenbe – Imperial College, London
Title: “Product form solution of tightly coupled G-networks”
Date and time: TBA
Biography: Erol Gelenbe is the Dennis Gabor Professor in the Electrical and Electronic Engineering Department at Imperial College London. He is also a Member of the Scientific Council of the Institute of Theoretical and Applied Informatics of the Polish Academy of Sciences. Known for
developing mathematical and simulation methods for the analysis and performance optimisation of computer systems and networks, Erol’s current interests concern the interaction of energy with computer systems and networks, including at the nanoscopic level regarding communications with spins, as well as deep learning with random neural networks. For his contributions to higher education and research, Erol was awarded Chevalier de la Legion d’Honneur by the French government, and Commander of Merit by the government of Italy.
He has been elected to Fellowship of the Royal Academy of Belgium, the Science Academies of Hungary, Poland and Turkey, and the National Academy of Technologies of France. He has received several scientific awards from France, the UK, and from ACM. He is a Fellow of both ACM and IEEE.
Andrey M. Zubkov – Head of Department of mathematical statistics and stochastic processes of Moscow State University
Title: On the life and scientific activity of A.D. Soloviev
Date and time: TBA
Biography: Andrey M. Zubkov graduated from Faculty of Mathematics and Mechanics of M. V. Lomonosov Moscow State University in 1970 (department of probability theory). Ph.D. thesis was defended in 1972. D.Sci. thesis was defended in 1982.
Areas of expertise: branching processes, limit theorems, combinatorics, Markov chains, extremal problems, statistics.
Nozer D. Singpurwalla – Chair Professor of Risk Analysis and Management at the City University of Hong Kong
Title: to be announced
Date and time: TBA
Biography: Nozer D. Singpurwalla is an Emeritus Professor of Statistics and Distinguished Research Professor at the George Washington University in Washington, D.C. He has been Visiting Professor at Carnegie-Mellon University, Stanford University, the Universityof Florida at Tallahassee, the University of California at Berkeley, the Santa Fe Institute and Oxford University (UK). During Fall 1991, he was the first C. C. Garvin Visiting Endowed Professor in the Mathematical Sciences at the Virginia Polytechnic Institute and State University. He is Fellow of the Institute of Mathematical Statistics, the American Statistical Association, and the American Association for the Advancement of Science, and he is an elected member of the International Statistical Institute. He is the 1984 recipient of the U.S. Army’s S. S. Wilks Award for Contributions to Statistical Methodologies in Army Research, Development and Testing, and the first recipient of The George Washington University’s Oscar and Shoshana Trachtenberg Prize for Faculty Scholarship. He has coauthored two books in reliability and has published over 175 papers on reliability theory, warranties, failure data analysis, Bayesian statistical inference, dynamic models and time series analysis, quality control and statistical aspects of software engineering. In 1993 he was selected by the National Science Foundation, the American Statistical Association and the National Institute of Standards and Technology as the ASA/NIST/NSF Senior Research Fellow. In 1993 he was awarded a Rockefeller Foundation Grant as a Scholar in Residence at the Bellagio, Italy Center.
Areas of expertise: Bayesian statistics, Reliability, Life testing, Risk analysis, Time series, Quality control.
Eberhard Knobloch – Professor of History of Science and Technology at the Technical University of Berlin
Title: Leibniz’s contributions to financial and insurance mathematics
Date and time: TBA
Biography: Prof. Dr. Eberhard Knobloch is a leading contemporary German historian of science and mathematics. From 1973 he was professor of mathematics at the College of Education in Berlin . In 1976 he qualified as a professor in Berlin and was a visiting scholar at Oxford, London and Edinburgh. Since 1976 he is head of the math sections of the Academy edition of the works of Gottfried Wilhelm Leibniz (and later the technical-scientific parts). In 1981 he became professor of history of science at the Technical University of Berlin (since 2002 academy professor); retiring in 2009. In 1984 he was a visiting professor at the Russian Academy of Sciences in Leningrad. Since 1999 he has been a regular guest professor at Northwestern Polytechnical University in Xian, China. He also was a visiting professor at the Ecole Normale Supérieure in Paris. He is a member of the International Academy of the History of Science in Paris (corresponding member since 1984, member since 1988, 2001 to 2005 as Vice President and later its president). Since 1996, a member of the Leopoldina, corresponding member of the Saxon Academy of Sciences, Member of Academia Scientiarum et Artium Europaea since 1997 and the Berlin-Brandenburg Academy of Sciences . From 2001 to 2005 he was president of the German National Committee for the History of Science. In 2006 he became president of the European Society for the History of Science.
Areas of expertise: History of mathematical sciences, of cosmologies; Probability theory, infinitesimal mathematics; Renaissance technology; Philosophy of mathematics; Alexander von Humboldt, Kepler, Leibniz; Jesuit science.
Gregory Levitin – IEEE senior member and senior expert at the Israel Electric Corporation
Title: On reliability of computing systems with backup/checkpointing
Date and time: TBA
Biography: Dr. Gregory Levitin is an ‘engineer-expert’ in the Reliability and Equipment Department of the R and D Division of the Israel Electric Corporation and a Scholar-in-Residence in University of Science and Technology in China. He has published 250 papers in refereed journals, four books, he is a senior member of the IEEE and a chairman of the ESRA Technical committee on system reliability, had been a deputy editor of IEEE Transactions on Reliability. Currently, dr. Levitin is a deputy editor of IISE Transactions and a member of editorial teams of such magazines as: Reliability Engineering & System Safety, International Journal of Performability Engineering, Journal of Risk and Reliability, Reliability and Quality Performance.
Areas of expertise: Complex Systems Reliability and their Security, Operations Research, Game Theory and Artificial Intelligence applications in Reliability.
Vladimir I. Lotov – Head of Laboratory of Probability and Statistics, Sobolev Institute of Mathematics, Novosibirsk
Title: Factorization method in boundary crossing problems for random walks
Date and time: TBA
Abstract: We demonstrate an analytical approach to a number of problems related to crossing linear boundaries by the trajectory of a random walk. Main results consist in finding explicit expressions and asymptotic expansions for distributions of various boundary functionals such as first exit time and overshoot, the crossing number of a strip, sojourn time, etc. The method includes several steps. We start with the identities containing Laplace transforms of joint distributions under study. The use of the Wiener-Hopf factorization is the main instrument to solve these identities. Thus we obtain explicit expressions for the Laplace transforms in terms of factorization components. It turns out that in many cases Laplace transforms are expressed through the special factorization operators which are of particular interest. We further discuss possibilities of exact expressions for these operators, analyze their analytic structure, and obtain asymptotic representations for them under the assumption that the boundaries tend to infinity. After that we invert Laplace transforms asymptotically to get limit theorems and asymptotic expansions, including complete asymptotic expansions.
Biography: Doctor of Science (1989) Steklov Mathematical Institute, Moscow. (Limit Theorems in Two-sided Boundary Crossing Problems for Random Walks).
Candidate of Science (PhD) (1977), Steklov Mathematical Institute, Moscow. (Asymptotic Expansions in Two-sided Boundary Crossing Problems for Random Walks: with B.A.Rogozin).
M.Sc. (1971), Novosibirsk State University. (Limit Properties of the Concentration Functions: with B.A.Rogozin)
Currently professor Vladimir Lotov is the head of the Laboratory of Probability and Statistics, Sobolev Institute of Mathematics, Novosibirsk, and Professor of Novosibirsk State University. Author of more than 100 pulications.
Areas of expertise: Boundary Crossing Problems for Random Walks and Stochastic Processes, Factorization Methods, Limit Theorems and Asymptotic Expansions for Distributions of Boundary Functionals; Sequential Analysis.
Title:On Coupling and Convergence in Density and in Distribution
Abstract: According to the Skorohod representation theorem, convergence in distribution to a limit in a separable set is equivalent to the existence of a coupling with elements converging a.s. in the metric. A density analogue of this theorem says that a sequence of probability densities on a general measurable space has a probability density as a pointwise lower limit if and only if there exists a coupling with elements converging a.s. in the discrete metric. In this talk the discrete-metric theorem is extended to stochastic processes considered in a widening time window. The extension is then used to prove the Skorohod representation theorem.
Date and time: TBA
Professor at the Department of Mathematics, University of Iceland, from 2004. Author of the book “Coupling, Stationarity, and Regeneration” (2000) and of more than 40 publications in the leading journals in probability theory.
Areas of expertise: Coupling, Stationarity, Regeneration, Markov Chains, Palm theory, Ergodicity.
Guy Fayolle — Research Director Emeritus, INRIA
Title: Functional equations as an important analytic method in stochastic telecommunication systems and in combinatorics
Abstract: Functional equations arise quite naturally in the analysis of stochastic systems of different kinds : queueing and telecommunication networks, random walks, enumeration of planar lattice walks, etc. Frequently, the object is to determine the probability generating function of some positive random vector in Z n +. Although the reader might be familiar with the situation n = 1, we quote first an interesting non local functional equation appearing in modelling a protocol for a muti-access broadcast channel. As for n = 2, starting from examples, we outline the theory which consists in reducing these linear functional equations of two complex variables to solutions of boundary value problems of Riemann-Hilbert-Carleman type, which are given in terms of closed form integrals. Sometimes it is also possible to determine the nature of the functions (e.g., rational, algebraic, holonomic). To conclude, we give some prospective remarks for n ≥ 3, since in this case no concrete theory exists.
Biography: He graduated from École Centrale (Lille 1967). Docteur-Ingénieur thesis (Univ. Paris VI, Dept. of Applied Maths., 1975). Doctorat d’État ès-Sciences Mathématiques (Univ. Paris VI, Dept. of Probability, 1979). He has been at INRIA since 1971, and project-team scientific leader from 1981 to 2007. Currently, he is Research Director Emeritus at INRIA, and Scientific Advisor at the Robotics Laboratory of Mines ParisTech. He gave regular lectures and courses on probability and stochastic modelling at several universities (Paris XI-Orsay, Paris VI) and High Schools (École Polytechnique, École Nationale Supérieure des Télécommunications). He co-organised about 10 International Conferences and Workshops. He authored and co-authored 2 books and more than 100 scientific papers.
Areas of expertise: Probability calculus and stochastic processes (Markov chains, ergodicity conditions, Lyapunov functions, random walks in an orthant), Analytic methods and Functional equations, Mathematical modelling of large systems, Statistical physics (propagation of chaos, scaling, exclusion processes, hydrodynamic limits, interplay between discrete and continuous description), Analytic combinatorics
Belyaev Yury – Professor emeritus at Department of Mathematics and Mathematical Statistics, Umeå University
Title: Statistical Analysis of Data with Mixture of Parametric Distribution
Abstract: We introduce a novel parametric approach to estimate the parameters of a two component
mixture distribution. The method combines a grid-based approach with the method of moments
and reparametrization. The grid approach enables the use of parallel computing
and the method can easily be combined with resampling techniques. We derive a reparametrization
for the mixture of two Weibull distributions, and apply the method on gene expression data from
one gene and 408 ER+ cancer patients.
Areas of expertise: