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The workshop IWSM&A 2012 covers all aspects of sequential methodologies in mathematical statistics and applied probability from theoretical developments in important areas such as optimal stopping, sequential analysis, and change-point detection to various applications in mathematical finance, quality control, clinical trials, signal and image processing, etc.

The main goal of the workshop is to bring together researchers and practitioners from all areas of sequential methodologies. Another goal is to promote the development of sequential methodologies in France. The duration of the workshop is five days. The scientific program will be composed of one-hour plenary talks given by internationally recognized experts in the field of sequential analysis followed by 30-35 minute invited talks given also by well-known experts in the field. We are also planning student and postdoctoral participation.

Particular themes of the workshop

include, but are not restricted to:

• optimal stopping
• sequential analysis
• sequential estimation
• sequential hypothesis testing
• change-point detection and isolation
• mathematical finance
• quality control
• clinical trials
• sequential methods in signal/image processing
• sequential methods in distributed systems and sensor networks
• surveillance and monitoring
• fault detection and isolation
• teaching sequential methodologies

Organizing Committee

Vlad BARBU	University of Rouen, France.
Belkacem BERDJANE	University of Rouen, France.
Jean-Yves BRUA	University of Rouen, France.
Valérie GIRARDIN	University of Caen, France.
Igor NIKIFOROV	University of Technology of Troyes, France.
Serge PERGAMENCHTCHIKOV (co-chair)	University of Rouen, France.
Alexander TARTAKOVSKY (co-chair)	University of Southern California, USA.

Scientific Committee

Jay BARTORFF	University of Southern California, USA.
Michèle BASSEVILLE	Institut de Recherche en Informatique et Systèmes Aléatoires - CNRS, France.
Boris DARKHOVSKIY	Scientific Research Institute of System Development of the Russian Academy of Sciences, Russia.
Savas DAYANIK	Bilkent University, Turkey.
Leonid GALTCHOUK	University of Strasbourg, France.
Albrecht IRLE	Kiel University, Germany.
Tze LAI	Stanford University, USA.
Gary LORDEN	California Institute of Technology, USA.
Nitis MUKHOPADHYAY	University of Connecticut, USA.
George MOUSTAKIDES	University of Patras, Greece.
Moshe POLLAK	The Hebrew University of Jerusalem, Israel.
David SIEGMUND	Stanford University, USA.
Albert SHIRYAEV	Steklov Mathematical Institute of the Russian Academy of Sciences and Moscow State University, Russia.
Michael WOODROOFE	University of Michigan, USA.
Shelly ZACKS	Columbia University, USA.

Program and PDF Presentations

You can visit the original workshop announcement web page!

Monday, June 4 th
	Morning Session
	Session chair : Moshe Pollack
	Opening conference, "Statistical change detection, major issues and applications", Michèle Basseville (Institut de Recherche en Informatique et Systèmes Aléatoires - CNRS, France)
	Invited talk, "From ofline shrinkage estimation to online shrinkage monitoring", Yajun Mei (Georgia Institute of Technology, USA)
	Invited talk, "The scan and its modifications in change-point detection", Hock Peng Chan (National University of Singapore, Republic of Singapore)
	Afternoon session
	Session chair : Boris Darkhovskiy
	Plenary Lecture, "Sequential Hypothesis Testing and Changepoint Detection: State of the Art and Challenges", Alexander Tartakovsky (University of Southern California, USA),
	Invited talk, "Reward-rate maximization in sequential identification under a stochastic deadline", Savas Dayanik (Bilkent University, Ankara, Turkey)
	Invited talk, "Suboptimal sequential detection of a transient change", Igor Nikiforov (University of Troyes, France)
	Invited talk, "On some distribued disorder detection", Krzysztof Szajowski (Wroclaw University of Technology, Poland)
Tuesday, June 5 th
	Morning Session
	Session chair : Nitis Mukhopadhyay
	Plenary Lecture, "Statistical sequential analysis and the quest for optimality", Moshe Pollak (The Hebrew University of Jerusalem, Israel)
	Invited talk, "Sample size determination for classifiers based on single-nucleotide polymorphisms", T. N. Sriram (University of Georgia, Athens, USA)
	Invited talk, "SPRT-like optimality of the repeated significance test in continuous time", George V. Moustakides (University of Patras, Greece)
	Afternoon session
	Session chair : Allan Gut
	Plenary Lecture, "Nonparametric and robust monitoring", Marie Huskova (Charles University of Prague, Czech Republic)
	Inivted talk, "Sequential pointwise estimation of the drift in ergodic diffusion processes", Jean-Yves Brua (University of Rouen, France)
	Invited talk, "Drawdown speed and detection", Olympia Hadjiliadis (City University of New-York, USA)
	Invited talk, "Data-efficient quickest change detection", Venugopal Veeravalli (University of Illinois, Illinois, USA)
	Invited talk, "A nonparametric detector with sequentially cross-validated bandwidth and anscombe-type random central limit theorems", Ansgar Steland (RWTH Aachen University, Germany)
Wednesday, June 6 th
	Session chair : Marie Huskova
	Morning Session
	Plenary Lecture, "Sequential fixed-width confidence interval procedures for the mean under multiple boundary crossings", Nitis Mukhopadhyay (University of Connecticut, USA)
	Invited talk, "Imbalance properties of adaptive biased coin designs for K>2 treatments", D.S. Coad (University of London, UK)
	Invited talk, "Another look at Kifer-type stopping games", Rudolf Lerche (University of Freiburg, Germany)
	Afternoon session
	Session chair : Marie Huskova
	Plenary Lecture, "A harmonic-function technique in optimal stopping", Albrecht Irle (Kiel University, Germany)
Thursday, June 7 th
	Morning Session
	Session chair : Albrecht Irle
	Lecture, "Sequential nonparametric analysis with missing data", Sam Efromovich (University of Texas at Dallas, Richardson, USA)
	Invited talk, "Quickest Detection under Minimal Prior Information", Boris Darkhovskiy (Scientific Research Institute of System Development of the Russian Academy of Sciences, Russia)
	Invited talk, "Recent Advances in Sequential Tests of Multiple Hypotheses", Jay Bartroff (California Institute of Technology, USA)
	Afternoon session
	Session chair : Sam Efromovich
	Plenary Lecture, "Anscombe's Theorem, Stopped Random Walks, Applications", Allan Gut (Upsala University, Sweden)
	Invited talk, "Simultaneous Estimation of the Shape parameters of Several Pareto Distribution", Sumit Koul (University of Jammu, J and K State, India)
	Invited talk, "Sequential Monitoring of Conditional Randomization Tests", William F. Rosenberger (George Mason University, USA)
	Invited talk, "Robustness of a two-stage estimation procedure when variances are unequal", Yoshikazu Takada (Kumamoto University, Japan)
	Invited talk, "Sequential adaptive estimation in nonparametric autoregressive models", Ouerdia Arkoun (University of Rouen, France)
Friday, June 8 th
	Session chair : Igor Nikiforov
	Plenary Lecture, Michael Woodroofe (University of Michigan, USA), to be announced
	Invited talk, "Adaptive sequential estimation for ergodic diffusion processes in quadratic metric", Leonid Galtchouk (University of Strasbourg, France)
	Invited talk, "Sequential delta-optimal consumption and investment for stochastic volatility markets", Belkacem Berdjane (University of Rouen, France)
	Invited talk, "Sequential estimation in stochastic approximation problem with autoregressive errors in observations", Serguei Pergamenchtchikov (University of Rouen, France)