The next meeting of the National Seminar on Probability and Statistics will be held on November 8, 2023, at 2:00 p.m. in Room 503 of the Institute of Mathematics and Informatics. A talk on: Hamiltonicity of randomly perturbed graphs will be delivered by Alberto Espuny Díaz (Postdoctoral researcher at Universität Heidelberg, Germany). Abstract. In parallel to the development of smoothed analysis of algorithms, the study of randomly perturbed graphs has thrived in the combinatorics community. The setup is the following: one considers a dense graph $H$ which fails to satisfy some increasing property and then sprinkles edges randomly until the property appears. A main goal in the area is to understand how many random edges are needed, and which graphs $H$ are "worst" for this [...]

The next meeting of the National Seminar on Probability and Statistics will be held on June 28, 2023, at 2:00 p.m. in Room 503 of the Institute of Mathematics and Informatics. A talk on: The inverse first-passage time problem for general stochastic processes including Lévy processes and diffusions (joint work with Mladen Savov) will be delivered by Alexander Klump (postdoctoral fellow (DAAD) at the IMI-BAS).  Abstract. The inverse first-passage time problem for a stochastic process X(t), t ≥ 0, consists of the following question. Given a distribution on the positive real numbers, does there exist a function b such that the first-passage time τ = inf{t > 0 : X_t ≥ b(t)} has this given distribution? In this talk we will give conditions on [...]

The next meeting of the National Seminar on Probability and Statistics will be held on May 31, 2023, at 2:00 p.m. (UTC +2) in Room 503 of the Institute of Mathematics and Informatics. A talk on: Upper and lower bounds on extreme Value-at-Risk: Optimization in infinite measure spaces will be delivered by Stilian Stoev (Department of Statistics, University of Michigan,Ann Arbor). The talk is based on joint work with Robert Yuen and Dan Cooley.    

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