The next meeting of the National Seminar on Probability and Statistics will be held on April 26, 2023, at 2:00 p.m. (UTC +2) in Room 503 of the Institute of Mathematics and Informatics. A talk on: On two problems and results which Kolmogorov considered to be among the most surprising ones will be delivered by Yordan M. Stoyanov (IMI - BAS, Shandong University, China).    

The next meeting of the National Seminar on Probability and Statistics will be held on March 1, 2023, at 2:00 p.m. (UTC +2) in Room 403 of the Institute of Mathematics and Informatics. A talk on: The inverse first-passage time problem for Brownian motion will be delivered by Alexander Klump (postdoctoral fellow (DAAD) at the IMI-BAS). Abstract: Given a fixed probability distribution on the positive real numbers, the inverse first-passage time problem is to find a time-varying boundary such that the first-passage time by a Brownian motion over that boundary has the fixed distribution. The aim of this talk is to give an overview of the existing literature, which is concerned with existence, uniqueness and properties of solutions, as well as to present an [...]

The next meeting of the National Seminar on Probability and Statistics will be held on February 15, 2023, at 2:00 p.m. (UTC +2) in Room 403 of the Institute of Mathematics and Informatics. A talk on: The Disorder Problem. A POMDP approach will be delivered by Doncho Donchev (FMI - SU). Abstract: We revisit the discrete time disorder problem. The classical approach to it is based on optimal stopping rules and martingale techniques. We include it into the framework of Partially Observable Markov Decision Processes which improves the quality of detection, and allows, in some cases, to find solutions to Bellman's equation.  

The next meeting of the National Seminar on Probability and Statistics will be held on June 29, 2022, at 2:00 p.m. (UTC +3) in Room 503 of the Institute of Mathematics and Informatics. A talk on: Modelling longitudinal cognitive test data with ceiling effects and left skewness will be delivered by Denitsa Grigorova (Faculty of Mathematics and Informatics, Sofia University), a joint work with Deyan Palezhev and Ralitsa Georgieva. Abstract: Cognitive tests are among the markers for the development of cognitive diseases such as Alzheimer’s disease. We model the scores from the Mini Mental State Examination (MMSE) over time on data from the Alzheimer’s Disease Neuroimaging Initiative studies (ADNI, http://adni.loni.usc.edu/). The challenge of modelling such an outcome is that the data are left-skewed with [...]

The next meeting of the National Seminar on Probability and Statistics will be held on June 15, 2022, at 2:00 p.m. (UTC +3) in Room 503 of the Institute of Mathematics and Informatics. A talk on: Tests of stochastic dominance with repeated measurements data will be delivered by Angel Angelov (Faculty of Mathematics and Informatics, Sofia University). Abstract: We explore a testing problem which involves four hypotheses, i.e., based on observations of two random variables X and Y, we wish to discriminate between four possibilities: identical survival functions, stochastic dominance of X over Y, stochastic dominance of Y over X, or crossing survival functions. Four-decision testing procedures for repeated measurements data are proposed. The tests are based on a permutation approach and do not [...]

The next meeting of the National Seminar on Probability and Statistics will be held on November 10, 2021 at 2:00 p.m. (UTC +2) in Zoom. A talk on: Extremes of Markov random fields on block graphs will be delivered by Stefka Asenova (Université Catholique de Louvain, Belgium). IMI BAS is inviting you to a scheduled Zoom meeting. Topic: Национален семинар по стохастика Time: Nov 10, 2021 14:00 Sofia https://us02web.zoom.us/j/83899570401?pwd=eFJZUEpDV3NIQmFUL25lRW1WdWZKZz09 Meeting ID: 838 9957 0401 Passcode: 550011 Abstract

The next meeting of the National Seminar on Probability and Statistics will be held on October 20, 2021 at 2:00 p.m. (UTC +3) in Zoom. A talk on: Brownian Motion Conditioned to Spend Limited Time Below a Barrier will be delivered by Dominic T. Schickentanz (Technical University of Darmstadt, Germany). IMI BAS is inviting you to a scheduled Zoom meeting. Topic: Национален семинар по стохастика Time: Oct 20, 2021 14:00 Sofia https://us02web.zoom.us/j/84710081103?pwd=Unl4aktJb2VpcWZQdEpDTDAzKysrQT09 Meeting ID: 847 1008 1103 Passcode: 925815 Abstract: We condition a Brownian motion with arbitrary starting point $y\in \mathbb{R}$ on spending at most $1$ time unit below $0$ and provide an explicit description of the resulting process. In particular, we provide explicit formulas for the distributions of its last zero $g=g^y$ and [...]

The next meeting of the National Seminar on Probability and Statistics will be held on October 13, 2021 at 2:00 p.m. (UTC +3) in Zoom. A talk on: PageRank and similar sport ranking systems will be delivered by Evgeni Ovcharov Link to the Zoom meeting: TBA Everybody is invited.

The National Seminar on Probability and Statistics is organizing a joint meeting with the Department of Mathematics (University of Extremadura, Spain) on May 5, 2021 at 3:00 p.m. (UTC +3) in Zoom. A talk on: Continuous-time Controlled Branching Processes will be delivered by Manuel Molina Fernández (Department of Mathematics and Institute of Advanced  Scientific Computation, University of Extremadura, Spain). Abstract: Classical branching processes with independent individual evolutions have been extensively studied in the literature. It is well known that in many real situations, the evolutions of the individuals are not independent. Several approaches to modeling dependent evolutions have been investigated. In particular, controlled branching processes constitute a broad class of integer-valued discrete-time Markov models where the population size in every generation could be randomly [...]