The next meeting of the National Seminar on Probability and Statistics will be held on April 29, 2026, at 2:00 p.m. in Room 503 of the Institute of Mathematics and Informatics. A talk on: Progressively Type-II censored competing risks data from Odd Lindley Half-Logistic distribution will be delivered by Stevo Gjorgiev (Ss. Cyril and Methodius University in Skopje). Abstract: A competing risks model based on the Odd Lindley Half Logistic distribution is considered under progressive Type II censoring. Maximum likelihood estimates for the distribution parameters are obtained, and the existence and uniqueness of these estimates are proven. The EM algorithm is applied to solve the log- likelihood equations and construct the s-th EM sequence. Additionally, using the missing information principle, the observed and expected [...]

The next meeting of the National Seminar on Probability and Statistics will be held on April 21, 2026, at 2:00 p.m. in Room 503 of the Institute of Mathematics and Informatics. A talk on: How long does it take to train an Elephant Random Walk will be delivered by Zheng Fang (University of Zurich). Abstract: We study how conditioning on the first k steps, which we think of as training, affects the long-term behavior of the Elephant Random Walk. When the elephant is conditioned to be at position k at time k , the first return time to the origin scales as k^{(4−4p)⁄(3−4p)} in the diffusive regime, and grows exponentially in the critical regime. We loosely interpret this as a measurement of [...]

The next meeting of the National Seminar on Probability and Statistics will be held on November 4, 2025, at 2:00 p.m. in Room 503 of the Institute of Mathematics and Informatics. A talk on: On the optimal prediction of extreme events will be delivered by Stilian Stoev (University of Michigan). Abstract  

The next meeting of the National Seminar on Probability and Statistics will be held on July 3, 2024, at 2:00 p.m. in Room 503 of the Institute of Mathematics and Informatics. A talk on: Control Problems for Queuing Systems with Moving Servers will be delivered by Asaf Hajiyev (Azerbaijan National Academy of Sciences, Institute of Control systems). Abstract.For queuing systems with moving servers, the control policy which means delays of a beginning service is introduced. In the capacity of efficiency index of systems is taken a customer’s average waiting time before service. Although it seems that it is a paradoxical idea to delay the beginning of service, it has been proved that for some systems it gives a gain in a customer’s average waiting [...]

The next meeting of the National Seminar on Probability and Statistics will be held on June 4, 2024, at 2:00 p.m. in Room 503 of the Institute of Mathematics and Informatics. A talk on: Comparison of parameter estimation methods for a Beta-Uniform mixture model will be delivered by Nikolay I. Nikolov (IMI - BAS). Abstract.The Benjamini-Hochberg (B-H) method is a procedure for controlling the false discovery rate in the problem of multiple comparisons and is one of the most cited scientific works. In this talk, a Beta-Uniform mixture is considered for approximating the distribution of the p-values before the B-H adjustment. Expectation-maximization algorithms are derived for finding the maximum-likelihood and the maximum product of spacings estimations of the parameters in the suggested model. In [...]

The next meeting of the National Seminar on Probability and Statistics will be held on April 16, 2024, at 2:00 p.m. in Room 503 of the Institute of Mathematics and Informatics. A talk on: Convergence Rate for Order 1 Markov Random Walks will be delivered by Peter Gaydarov. Abstract. We examine the limiting behaviour of an order 1 Markov random walk in R2, i.e. a walk that remembers its previous step. Provided a certain symmetry of the Markovian condition, under relatively mild conditions we prove convergence to a Brownian motion and bound the rate of convergence. Therefore, an order 1 Markov condition is insufficient to alter the limiting behaviour of a random walk.  

The next meeting of the National Seminar on Probability and Statistics will be held on February 14, 2024, at 2:00 p.m. in Room 503 of the Institute of Mathematics and Informatics. A talk on: Computable inference for generalised Wright-Fisher processes will be delivered by Nathan Judd (University of Warwick, UK). Abstract.In this talk, we will introduce a class of [0,1]-valued Markov processes with jumps that, as signals in hidden Markov models, admits a computable (exact) filter. By computable filter we mean that each filtering distribution, i.e., the law of the signal at a time t given the data up to time t, is explicitly and exactly available as a finite mixture of Dirichlet distributions. We exploit the tractability of the Wright-Fisher diffusion, in particular, its [...]

The next meeting of the National Seminar on Probability and Statistics will be held on January 24, 2024, at 2:00 p.m. in Room 503 of the Institute of Mathematics and Informatics. A talk on: Wave field source localization using antenna arrays as a statistical problem of multidimensional linear system parameter estimation will be delivered by Alexander Varypaev (National Institute of Geophysics, Geodesy and Geography, BAS). Abstract. The problem of statistical estimation of the coordinates of wave field sources from observations masked by additive random noise is considered. A likelihood-based estimate of source parameters is proposed for an unknown deterministic source function and additive noise correlated in time and space. The property of this estimate to suppress spatially correlated noise is mathematically justified. A statistical justification [...]

The next meeting of the National Seminar on Probability and Statistics will be held on December 6, 2023, at 2:00 p.m. in Room 503 of the Institute of Mathematics and Informatics. A talk on: Brownian Motion Conditioned to Spend Limited Time Outside a Bounded Interval - An Extreme Example of Entropic Repulsion will be delivered by Dominic Т. Schickentanz (TU Darmstadt). Abstract. We condition a Brownian motion on \mathbb{R}_{\ge 0} on spending a total of at most s>0 time units outside a bounded interval. We describe the resulting process in terms of an SDE and discuss the surprising result in the context of entropic repulsion. Moreover, we explicitly determine the exact asymptotic behavior of the probability that a Brownian motion on [0,T] [...]

The next meeting of the National Seminar on Probability and Statistics will be held on November 15, 2023, at 2:00 p.m. in Room 503 of the Institute of Mathematics and Informatics. A talk on: Anti-concentration of Rademacher sums and Tomaszewski's counterpart problem will be delivered by Julien Portier, University of Cambridge. Abstract