Overview
- Highlights contemporary research in stochastic modeling, statistical inference and related applications
- Addresses the interplay and fusion of statistical ideas and machine learning
- Motivates further work on problems arising in business and industry
Part of the book series: Springer Proceedings in Mathematics & Statistics (PROMS, volume 499)
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About this book
This volume presents contemporary research in stochastic modeling, statistical inference and their applications, and collects peer-reviewed contributions presented at the 15th Workshop on Stochastic Models, Statistics and Their Applications, SMSA 2024, held in Delft, The Netherlands, March 13-15, 2024. It brings together a unique mix of authors, working on theoretical and applied problems, and addresses a wide variety of topics from the workshop’s focus areas, which included Bayesian methods, change point analysis, computational statistics, econometrics, high-dimensional, nonparametric and spatial statistics, statistical process monitoring, statistics for stochastic processes, and sequential and time series analysis. The volume is structured in three parts, covering stochastics and statistical theory, statistical inference and machine learning, and testing for patterns in data. The contributions discuss highly active research topics, such as strong approximation in high dimensions, modeling and testing multivariate distributions, the interplay and fusion of statistical ideas and machine learning, approaches to handling discrete and ordinal data, and detection of hidden patterns in data, with applications to environmental science, business and engineering.
Keywords
- Statistical Inference
- Stochastic Modelling
- Machine Learning
- High-dimensional Statistics
- Patterns in Data
- Time Series Analysis
- Copulas
- Multivariate Distribution
- Nonparametric Statistics
- Stochastic Modelling in Statistics
- Statistical Learning
- Data Analysis
- Bayesian Inference
Editors and Affiliations
About the editors
Ansgar Steland is a Full Professor at the Institute of Statistics and a member of the AI Center at RWTH Aachen University, Germany. Previously he held positions at the TU Berlin, the European University Viadrina and the Ruhr-University Bochum. He is an Elected Member of the International Statistical Institute (ISI), Chair of the Society for Reliability, Quality and Safety and Vice Chair of the German Statistical Society’s Statistics in Natural Sciences and Technology Section. His main research interests include high-dimensional statistics, nonparametrics and empirical processes, time series analysis and spatial statistics, change-point detection and sequential analysis, finance and econometrics, machine learning and artificial intelligence.
Ewaryst Rafajłowicz is a Full Professor at the Department of Control Systems and Mechatronics, Wrocław University of Science and Technology, Poland. He is a Senior Member of IEEE and the American Mathematical Society, and an elected Corresponding Member of the Polish Academy of Sciences. He has been a Visiting Professor at many universities in the USA, Canada, Germany and the UK, and has served on the program committees of several international conferences and as a reviewer for many journals. His main research interests include statistical quality control, optimal design of experiments, nonparametric regression estimation, estimation of parameters of PDEs, and signal and image processing.
Nestor Parolya is an Assistant Professor in Statistics (tenured) at the Institute of Applied Mathematics, Delft University of Technology, the Netherlands. Previously he was an Assistant Professor at Leibniz University Hannover and a PostDoc at the Ruhr-University Bochum. He has been a Visiting Professor at Heidelberg and Mannheim universities. His research interests include high-dimensional statistics, large dimensional random matrix theory, high-dimensional statistical learning, statistical/mathematical finance, financial engineering and operations research. He received the Wolfgang-Wetzel-Preis from the German Statistical Society for an outstanding contribution to the statistical methodology and its application in 2019.
Bibliographic Information
Book Title: Stochastic Models, Statistics and Their Applications
Book Subtitle: SMSA 2024, Delft, The Netherlands, March 13-15
Editors: Ansgar Steland, Ewaryst Rafajłowicz, Nestor Parolya
Series Title: Springer Proceedings in Mathematics & Statistics
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG 2025
Hardcover ISBN: 978-3-031-96014-7Due: 24 August 2025
Softcover ISBN: 978-3-031-96017-8Due: 24 August 2026
eBook ISBN: 978-3-031-96015-4Due: 24 August 2025
Series ISSN: 2194-1009
Series E-ISSN: 2194-1017
Edition Number: 1
Number of Pages: X, 190
Number of Illustrations: 3 b/w illustrations, 24 illustrations in colour