t h i r d i n t e r n a t i o n a l w o r k s h o p i n s...

The International Workshop in Sequential

Methodologies is organized every two years.

The Workshop covers all aspects of sequential

methodologies in mathematical statistics and

information theory, from theoretical develop-

ments in optimal stopping, sequential analysis,

and change detection to different applications

in mathematical finance, quality control, clini-

cal trials, and signal and image processing. The

goal of the Workshop is to bring together re-

searchers and practitioners from all areas

within sequential methodologies.

An additional attraction of IWSM 2011 is a sat-

ellite conference at Stanford immediately after-

ward, followed by the IMS-WNAR Western Re-

gional Meeting which will take place in the sce-

nic city of San Luis Obispo on the central coast

of California, midway between San Francisco

and Los Angeles. Also, IWSM 2011 will cele-

brate the 70th birthdays of both Gary Lorden

of Caltech and David Siegmund of Stanford.

The first Workshop was IWSM 2007 held at Au-

burn University in Alabama, USA. IWSM 2009

took place at the University of Technology in

Troyes, France.

The third and present Workshop, IWSM 2011,

has three main themes:

(i) sequential and adaptive design of clinical

trials and other sequential methods in biosta-

tistics;

(ii) sequential change-point detection, quality

control and surveillance, sequential methods in

signal processing and sensor networks;

(iii) sequential estimation, testing, ranking and

selection, optimal stopping and stochastic con-

trol, applications to finance and economics,

and related topics in statistics and probability.

S t a n f o r d U n i v e r s i t y ,

J u n e 1 4 — 1 6 , 2 0 1 1

T h i r d I n t e r n a t i o n a l

W o r k s h o p i n S e q u e n t i a l

M e t h o d o l o g i e s

Tze Leung Lai

[email protected]

Nitis Mukhopadhyay

[email protected]

Alexander Tartakovsky

[email protected]

O r g a n i z i n g C o m m i t t e e

http://iwsm2011.stanford.edu/

Schedule of Events for Tuesday, June 14 9:00am—5:30pm

On-Site Registration and Continental Breakfast 8:30—9:00am

Plenary Session 1

Chair: Tze Leung Lai, Stanford University Cubberley Auditorium

Welcome and Opening Remarks 9:00—9:05am

Plenary Address: David Siegmund, Stanford University 9:05—10:05am

Change-Points: From Quality Control to Biology

Coffee Break 10:05—10:25am

Parallel Sessions 1 10:25am—11:55am

Area A.1: Sequential Methods in Meta-Analysis

Organizer: Jonathan Shuster, University of Florida

Chair: Mei-Chiung Shih, Stanford University Education Room 334

Jonathan Shuster, University of Florida

―Unweighted sequential meta-analysis of randomized clinical trials‖ 10:25—10:55am

Ingeborg van der Tweel and Putri W. Novianti,

University Medical Center Utrecht, The Netherlands

―Sequential meta-analysis and estimation

of between-trial heterogeneity―

10:55—11:25am

Ingram Olkin, Stanford University

―Meta-analysis: Cumulating evidence from independent studies‖ 11:25—11:55am

Area B.1: Sequential Monitoring and Surveillance

Organizer and Chair: Cheng-Der Fuh,

National Central University and Academia Sinica, Taiwan Education Room 128

Inchi Hu, Hong Kong University of Science and Technology

―On stochastic root-finding‖ 10:25—10:55am

Yajun Mei, Georgia Institute of Technology

―Monitoring a large number of data streams via thresholding‖ 10:55—11:25am

Haipeng Xing, Stony Brook University, and

Tze Leung Lai, Stanford University

―A hidden Markov modeling approach to sequential surveillance‖

11:25—11:55am

Parallel Sessions 1 continued 10:25am—11:55am

Area C.1: Recent Advances in Optimal Stopping and Control I

Organizer and Chair: Alex Novikov,

University of Technology, Sydney, Australia Education Room 313

Sören Christensen, Christian-Albrechts-University of Kiel, Germany

―Harmonic function methods in optimal stopping‖ 10:25—10:55am

Juri Hinz, University of Singapore

―Least squares Monte Carlo method for problems

of optimal stochastic control with convex value functions‖

10:55—11:25am

Isaac M. Sonin, University of North Carolina, Charlotte

―Optimal stopping of Markov chains and related problems‖ 11:25—11:55am

Lunch 12:00—1:30pm

The spot for lunch is Dohrmann Grove, just past the Thomas Welton

Stanford Art Gallery: look for the Boo-Qwilla totem in the deep shade.

Parallel Sessions 2 1:30pm—3:30pm

Area A.2: Clinical Trials in Drug Development

Organizer: Aiyi Liu, National Institutes of Health

Chair: Keavin Anderson, Merck Research Laboratories Education Room 334

Ivan Chan, Merck Research Laboratories

―Use of adaptive designs to deal with uncertainty

of a rare event in clinical trials‖

1:30—2:00pm

Jeen Liu, Eisai Pharmaceuticals

―Beyond sample size: Other considerations in the design

of multi-regional, multi-stage clinical trials‖

2:00—2:30pm

Mei-Chiung Shih, Tze Leung Lai, and Philip Lavori,

Stanford University

―Sequential design of Phase II—III cancer trials‖

2:30—3:00pm

Jay Bartroff, University of Southern California, and

Tze Leung Lai and Balasubramanian Narasimhan,

Stanford University

―Efficient Phase I-II designs using sequential generalized likelihood

ratio statistics‖

3:00—3:30pm

Area B.2: Sequential Testing and Detection

Organizer and Chair: Alexander Tartakovsky, USC Education Room 128

Albert Shiryaev, Steklov Mathematical Institute, Russia

―Testing of three statistical hypotheses for Brownian motion

(a local time approach)‖

1:30—2:00pm

Aslan Tchamkerten, Telecom ParisTech, France, and

Marat Burnashev, Russian Academy of Sciences, Russia

―Sequential estimation of a Gaussian random walk

first-passage time from noisy or delayed observations‖

2:00—2:30pm

Boris Brodsky, Russian Academy of Sciences, Russia

―Asymptotically optimal methods of early change-point detection‖ 2:30—3:00pm

Benjamin Yakir, The Hebrew University of Jerusalem, Israel

―On the distribution of overflows‖ 3:00—3:30pm

Throughout this program, for a jointly authored work, the speaker is the first author listed or identified by *.

Parallel Sessions 2 continued 1:30pm—3:30pm

Area C.2.1: Recent Advances in Selection and Ranking Procedures

Organizer: Tumulesh Solanky, University of New Orleans

Chair: Makoto Aoshima, University of Tsukuba, Japan Education Room 313

E.M. Buzaianu, P. Chen, and T.-J. Wu,

University of Northern Florida and Syracuse University ―Two-stage subset selection procedure to identify EM fields

following log-normal distributions‖

1:30—2:00pm

Tumulesh Solanky and Jie Zhou, University of New Orleans

―On a generalization of the partition problem‖ 2:00—2:30pm

Cheng-Shiun Leu and Bruce Levin, Columbia University

―The Levin–Robbins–Leu random subset size selection procedure‖ 2:30—3:00pm

Cheng-Shiun Leu, Ying-Kuen Chueng, and Bruce Levin*

Columbia University ―Subset selection for comparative clinical selection trials‖

3:00—3:30pm

Area C.2.2: Applications of Sequential Methods

Organizer and Chair: T.N. Sriram, University of Georgia Education Room 206

Sangyeol Lee, Seoul National University

―Change-point test for time series models‖ 1:30—2:00pm

Victor Konev, University of Tomsk, Russia

―Fixed accuracy parameter estimation in AR(2)‖ 2:00—2:30pm

Wenjiang Fu, Michigan State University

―Sequential method and high-dimensional data in genetic studies‖ 2:30—3:00pm

Ching-Kang Ing, Academia Sinica, Taiwan, and


―Fast stepwise regression with consistent model selection

and fixed-width confidence intervals

in high-dimensional sparse linear models‖

3:00—3:30pm

Coffee Break 3:30—4:00pm


Area A.3: A Mini-Symposium

“Statistical Software for Group Sequential and Adaptive Design of Clinical Trials”

Organizer and Chair: Jay Bartroff, University of Southern California Education Room 334

Keavin Anderson, Merck Research Laboratories

Balasubramanian Narasimhan, Stanford University

Area B.3: Sequential Change-Point Detection in Networks

Organizer and Chair: Michele Basseville, IRISA-CNRS, France Education Room 128

John Baras and Shanshan Zheng, University of Maryland

―Sequential anomaly detection in wireless networks

and effects of long-range dependent data‖

4:00—4:30pm

Yao Xie and David Siegmund, Stanford University

―Multi-sensor sequential change-point detection‖ 4:30—5:00pm

Xuanlong Nguyen, University of Michigan, and

Ram Rajagopal*, Stanford University

―Multiple change-point detection: Graphical models,

message-passing inference and sequential analysis‖

5:00—5:30pm


Area C.3.1: Optimal Stopping and Sequential Decision Making I

Organizer and Chair: Olympia Hadjiliadis,

City University of New York Education Room 313

George Fellouris, University of Southern California

―Decentralized sequential parameter estimation‖ 4:00—4:30pm

Pavel Gapeev, London School of Economics

―About two-dimensional Bayesian disorder problems‖ 4:30—5:00pm

H. Dharma Kwon, University of Illinois Urbana-Champaign

―A game of investment in supplier quality with spillover effects‖ 5:00—5:30pm

Area C.3.2: Linear Models, Adaptive Designs, and Beyond

Organizer: Nitis Mukhopadhyay, University of Connecticut

Chair: Sangyeol Lee, Seoul National University Education Room 206

Yingli Qin, Nanyang Technological University, Singapore

―MANOVA for high-dimensional data‖ 4:00—4:30pm

Steve Coad, Queen Mary, University of London

―Bias calculations for adaptive generalised linear models‖ 4:30—5:00pm

Nancy Flournoy, University of Missouri, Columbia

―Information in adaptive optimal design

with emphasis on the two-stage case‖

5:00—5:30pm

Schedule of Events for Wednesday, June 15 9:00am—5:30pm


Area A.4: Emerging Topics in Randomized Clinical Trial Designs

Organizer: Tze Leung Lai, Stanford University

Chair: Ken Cheung, Columbia University Education Room 334

Richard Simon, National Cancer Institute

―Using genomics in the design of randomized clinical trials

for personalized predictive medicine‖

10:25—10:55am

Christopher Jennison, University of Bath, United Kingdom

―Jointly optimal design of Phase II and Phase III clinical trials:

An over-arching approach‖

10:55—11:25am

Olivia Liao and Tze Leung Lai, Stanford University, and

Jin Zhu and Ray Zhu, Eisai Pharmaceuticals

―Adaptation in clinical development plans and adaptive clinical trial designs‖

11:25—11:55am

Plenary Session 2

Chair: Alexander Tartakovsky, USC Cubberley Auditorium

Plenary Address: Gary Lorden, California Institute of Technology 9:00—10:00am

A Brief History of Time (to Stop Testing)

Coffee Break 10:00—10:25am


Area B.4: Statistical Process Control

Organizer and Chair: Wolfgang Schmid,

European University Viadrina, Germany Education Room 128

Marion Reynolds and Jianying Lou, Virginia Tech, and

Jaeheon Lee, Chung-Ang University, Korea

―The design of GLR control charts for monitoring the process mean

and variance‖

10:25—10:55am

Emmanuel Yashchin, IBM Research

―Likelihood ratio-based detection schemes: Applications and challenges‖ 10:55—11:25am

Sven Knoth and Sebastian Steinmetz, University of Hamburg, Germany

―EWMA p-charts under sampling by variables: Ideas, numerics

and properties‖

11:25—11:55am

Area C.4: Graduate Students’ Window with Views: Sequential Estimation


Chair: Tumulesh Solanky, University of New Orleans Education Room 313

Nitis Mukhopadhyay and Sankha Muthu Poruthotage*,

University of Connecticut

―On exploratory sequential fixed-width confidence interval procedures

for the mean under multiple boundary crossings‖

10:25—10:55am

Nitis Mukhopadhyay and Bhargab Chattopadhyay*,


―Two-stage confidence interval procedures for the mean

of a normal distribution: New perspectives‖

10:55—11:25am

Nitis Mukhopadhyay and Debanjan Bhattacharjee*,


―Sequential point estimation of the scale in a uniform distribution under

adjusted non-sufficient estimators: A comparative study‖

11:25—11:55am

Area D.1: Other Topics (Contributed Papers)

Chair: Tiong-Wee Lim, National University of Singapore Education Room 206

Wei Ning, Bowling Green State University, Ohio

―Empirical likelihood ratio test for the mean change-points

with linear trend followed by abrupt change‖

10:25—10:55am

Nagwa Albehery and Tonghui Wang, New Mexico State University

―Statistical inference of poverty measures using U-statistics approach‖ 10:55—11:25am

Samuel Po-Shing Wong and Wing Kai Wong,

CASH Dynamic Opportunities Investment

―Some sequential methods in quantitative trading‖

11:25—11:55am

Lunch 12:00pm—1:30pm



Area A.5: Dose-Finding Designs and Sequential Monitoring

Organizer: Jay Bartroff, University of Southern California

Chair: Lili Zhao, University of Michigan Education Room 334

David Azriel, Hebrew University of Jerusalem

―The treatment versus experimentation dilemma

in dose-finding studies‖

1:30—2:00pm

Ken Cheung, Columbia University

―Stochastic approximation with virtual observations

for dose-finding on discrete levels‖

2:00—2:30pm

Assaf Oron, University of Washington, Seattle

―Phase I cancer trials: Finally, a robust fully convergent family

of long-memory designs?‖

2:30—3:00pm

William Rosenberger, George Mason University, Virginia

―Sequential monitoring of randomization tests‖ 3:00—3:30pm

Area B.5: Sequential Change-Point Detection

Organizer and Chair: Igor Nikiforov,

University of Technology of Troyes, France Education Room 128

Moshe Pollak, The Hebrew University of Jerusalem, Israel, and

Alexander Tartakovsky, University of Southern California

―On the first exit time of a nonnegative Markov process

started at a quasi-stationary distribution

with applications to change-point problems‖

1:30—2:00pm

Boris Darkhovsky, Russian Academy of Science, Russia

―Change-point problem with uncertain directions of the change‖ 2:00—2:30pm

Mike Ludkovski, University of California Santa Barbara

―Monte Carlo methods for robust disorder problems‖ 2:30—3:00pm

Olympia Hadjiliadis, City University of New York

―Sequential on-line detection and classification

in 3D computer vision‖

3:00—3:30pm


Area C.5.1: Sequential Estimation and Tests


Chair: Marlo Brown, Niagara University, New York Education Room 313

Hokwon Cho, University of Nevada, Las Vegas

―Sequential confidence limits for the ratio of binomial proportions

with unequal sample sizes‖

1:30—2:00pm

Andrey Novikov,

Autonomous Metropolotan University, Iztapalapa, Mexico

―Locally most powerful sequential tests for

discrete-time stochastic processes‖

2:00—2:30pm

Ivair Ramos Silva,

Federal University of Minas Gerais, Brazil

―Optimal generalized sequential Monte Carlo test‖

2:30—3:00pm

Subrata Kundu and Tapan Nayak,

George Washington University, Washington, DC

―Comparison of stopping rules in sequential estimation

of the number of classes in a population‖

3:00—3:30pm

Area C.5.2: Change-Point Detection and Inference

Organizer and Chair: Ansgar Steland,

RWTH Aachen University, Germany Education Room 206

Ansgar Steland, RWTH Aachen University, Germany, and

Ewaryst Rafajlowicz*, Wroclaw University of Technology, Poland

―Decoupling detection of changes in the mean and scale

by estimating characteristic functions and

generalizations to multivariate cases‖

1:30—2:00pm

Uwe Jensen and Maik Döring*, University of Hohenheim, Germany

―Change-point estimation in regression models‖ 2:00—2:30pm

Mirek Pawlak, University of Manitoba, Canada

―Nonparametric sequential structural change detection

via vertical trimming‖

2:30—3:00pm

Ansgar Steland, RWTH Aachen University, Germany

―Change-point asymptotics and applications‖ 3:00—3:30pm



Area A.6: Vaccine Safety Trials and Surveillance

Organizers: Jay Bartroff, University of Southern California, and

William Rosenberger, George Mason University

Chair: William Rosenberger, George Mason University

Education Room 334

Martin Kulldorff, Harvard Medical School

―Continuous sequential analysis for vaccine safety surveillance‖ 4:00—4:30pm

Jennifer Clark Nelson, Group Health Research Institute

―Sequential methods for observational post-licensure

medical product safety surveillance‖

4:30—5:00pm

Mei-Chiung Shih and Tze Leung Lai, Stanford University, and

Joseph Heyse, Merck Research Laboratories

―Sequential GLR procedures for testing and monitoring

vaccine safety‖

5:00—5:30pm

Area B.6: Statistical Process Control

Organizer and Chair: Wolfgang Schmid,

European University Viadrina, Germany Education Room 128

Manuel Cabral Morais and Antonio Pacheco,

Technical University of Lisbon, Portugal

―A note on the ageing properties of the run length

of Markov-type control charts‖

4:00—4:30pm

Iryna Okhrin, European University Viadrina, Germany,

Vasyl Golosnoy, University of Kiel, Germany, and

Wolfgang Schmid, European University Viadrina, Germany

―Sequential monitoring of optimal portfolio composition‖

4:30—5:00pm

Aleksey Polunchenko, Alexander Tartakovsky,

University of Southern California, and

Nitis Mukhopadhyay, University of Connecticut

―Nearly optimal change-point detection

with an application to cybersecurity‖

5:00—5:30pm


Area C.6.1: Multi-Stage Inference

Organizer: Shelley Zacks, Binghamton University, New York

Chair: Rasul A. Khan, Cleveland State University, Ohio Education Room 313

Kazuyoshi Yata, University of Tsukuba, Japan

―Effective PCA for large p, small n context

with sample size determination‖

4:00—4:30pm

Makoto Aoshima, University of Tsukuba, Japan

―Effective classification for high-dimension, non-Gaussian data

and sample size determination‖

4:30—5:00pm

Shelley Zacks, Binghamton University, New York, and

Rasul A. Khan*, Cleveland State University, Ohio

―Two-stage and sequential estimation of the scale parameter

of gamma distribution with fixed-width intervals‖

5:00—5:30pm

Area C.6.2: Sequential Inference and Monitoring


Chair: Bruce Levin, Columbia University Education Room 206

Marlo Brown, Niagara University, New York

―Detecting changes in a Poisson process monitored

at unequal discrete time intervals‖

4:00—4:30pm

Pierre R. Bertrand,

INRIA Saclay and Université Clermont-Ferrand II, France

―A new method for change-detection

with application to heartbeat series‖

4:30—5:00pm

Xikui Wang, University of Manitoba, Canada

―Modeling the process of sequential information gathering

and stochastic control‖

5:00—5:30pm

Schedule of Events for Thursday, June 16 9:00am—5:30pm


Area A.7: Sequential Methods in Genetics and Epidemiology

Organizers: Tze Leung Lai, Stanford, and Aiyi Liu, NIH

Chair: Jiayang Sun, Case Western University Education Room 334

Hock Peng Chan and Louis Chen, National University of Singapore,

and Nancy Zhang, Stanford University

―Importance sampling using word pattern insertions‖

9:00—9:30am

Hyune-ju Kim, Syracuse University

―Change-point problems in cancer trend analysis‖ 9:30—10:00am

Dylan Small, University of Pennsylvania

―Retracing micro-epidemics and sequential strategies

for controlling Chagas disease‖

10:00—10:30am

Area B.7: Optimization Over Time and its Engineering Applications

Organizer and Chair: Qing Zhao, University of California Davis Education Room 128

Daphney-Stavroula Zois, Marco Levorato, and Urbashi Mitra*,

University of Southern California

―POMDP framework for optimal sensor selection and

activity detection in wireless body area networks‖

9:00—9:30am

Richard Weber, University of Cambridge, United Kingdom

―Symmetric rendezvous search games‖ 9:30—10:00am

Qing Zhao, University of California Davis

―Multi-armed bandit and quickest detection

for dynamic spectrum access‖

10:00—10:30am



Area C.7.1: Optimal Stopping and Sequential Decision Making II

Organizer and Chair: Olympia Hadjiliadis,

City University of New York Education Room 313

Cheng-Der Fuh, Academia Sinica, Taiwan

―Default prediction based on first-passage models with Markovian

credit migration‖

9:00—9:30am

Krzystof Szajowski, Wroclaw University of Technology, Poland

―On multiple disorder detection in multivariate sequences‖ 9:30—10:00am

Hongzhong Zhang, Columbia University

―Drawdowns, drawups, and quickest detection‖ 10:00—10:30am

Area C.7.2: Financial Statistics

Organizer: Tze Leung Lai, Stanford University

Chair: Ching-Kang Ing, Academia Sinica, Taiwan Education Room 206

Minggao Gu, The Chinese University of Hong Kong

―Finding investment opportunities in an inefficient financial market‖ 9:00—9:30am

Tiong-Wee Lim, National University of Singapore, and


―Sequential analysis and Merton’s consumption-investment

problems in the presence of transaction costs‖

9:30—10:00am

Hajime Takahashi, Hitotsubashi University, Japan

―On a statistical analysis of implied data‖ 10:00—10:30am

Coffee Break 10:30am—10:50am

Parallel Sessions 8 10:50am—12:20pm

Area A.8: Time-Sequential Clinical Trials with Survival Endpoints

Organizer: William Rosenberger, George Mason University

Chair: Ying Lu, Stanford University Education Room 334

Zhiliang Ying, Columbia University

―A general framework for sequential and adaptive methods

in survival studies‖

10:50—11:20am

Mai Zhou, University of Kentucky,

Tze Leung Lai and Hongsong Yuan, Stanford University

―A stage-wise approach to regression analysis of failure times in

accelerated failure time models with high-dimensional predictors‖

11:20—11:50am

Zheng Su, Genentech,

Pei He and Tze Leung Lai, Stanford University

―Analysis of time-sequential clinical trials

with failure-time endpoints‖

11:50am—12:20pm

Area B.8: The ABC's of the Bomber Problem:

Optimal Sequential Allocation of a Limited Resource

Organizer and Chair: Larry Goldstein,

University of Southern California Education Room 128

Jay Bartroff, University of Southern California

―Recent results on the continuous bomber problem‖ 10:50—11:20am

Richard Weber, University of Cambridge, United Kingdom

―Observations on the bomber problem‖ 11:20—11:50am

Larry Shepp, Rutgers University

―The bomber problem and other problems

of optimal stochastic control‖

11:50am—12:20pm

Parallel Sessions 8 continued 10:50am—12:20pm

Area C.8: Recent Advances in Optimal Stopping and Control II

Organizer and Chair: Alex Novikov,

University of Technology, Sydney, Australia Education Room 313

Andrew Lyasoff, Boston University

―Shadow dynamic programming‖ 10:50—11:20am

Hans Rudolph Lerche, University of Freiburg, Germany

―Optimal stopping beyond the free-boundary approach‖ 11:20—11:50am

Albert Shiryaev, Steklov Mathematical Institute, Russia

―On the reduction of the nonstandard optimal stopping problems to

problems in the Markovian representation‖

11:50am—12:20pm

Area D.2: Other Topics (Contributed Papers)

Chair: Yao Xie, Stanford University Education Room 206

Alexandra Chronopoulou, INRIA, France, and

George Fellouris, University of Southern California

―Optimal sequential detection of changes in fractional Brownian motion‖

10:50—11:20am

Miles Lopes, Laurent Jacob, and Martin Wainwright

University of California Berkeley

―A more powerful two-sample test of means in high-dimensions,

via random projection‖

11:20—11:50am

Edgard Maboudou, University of Central Florida

―Sequential change detection in the covariance matrix of

a high-dimensional process‖

11:50am—12:20pm

Lunch 12:20pm—1:30pm


Area A.9: Adaptive Design of Clinical Trials

Organizer: Jay Bartroff, University of Southern California

Chair: Jonathan Shuster, University of Florida Education Room 334

Vladimir Dragalin, Aptiv Solutions

―Optimal design of experiments in adaptive clinical trials‖ 1:30—2:00pm

Scott Emerson, University of Washington

―Estimation following adaptive sequential clinical trials‖ 2:00—2:30pm

Qing Liu, Johnson and Johnson

―On efficient two-stage designs for clinical trials

with sample size adjustment‖

2:30—3:00pm

Weng Kee Wong, University of California Los Angeles

―Optimal response-adaptive randomized designs for

multi-armed survival trials‖

3:00—3:30pm

Area B.9: Applications of Sequential Detection and Optimal Stopping

Organizer and Chair: George Moustakides,

University of Patras, Greece Education Room 128

Venugopal Veeravalli and Taposh Banerjee,

University of Illinois at Urbana-Champaign

―Quickest change detection with on-off observation control‖

1:30—2:00pm

Blaise Kevin Guepie, Lionel Fillatre, and Igor Nikiforov,

University of Technology of Troyes, France

―Sequential monitoring of water distribution network‖

2:00—2:30pm

Ali Tajer and Vincent Poor, Princeton University

―Quickest search via adaptive sampling‖ 2:30—3:00pm

Maben Rabi, Chalmers University of Technology, Sweden,

George Moustakides, University of Patras, Greece, and

John Baras, University of Maryland

―Repeated causal sampling of the Ornstein–Uhlenbeck process

to causally reconstruct it‖

3:00—3:30pm


Area C.9.1: Sequential Designs in Clinical Trials

Organizer and Chair: Michael Baron, University of Texas at Dallas Education Room 313

Bruce Turnbull and Baldur Magnusson, Cornell University

―Group sequential enrichment design incorporating subgroup selection‖ 1:30—2:00pm

Sumihiro Suzuki, University of North Texas, Fort Worth

―Construction of an optimal sequential plan for testing a treatment

for an adverse effect‖

2:00—2:30pm

Shyamal De and Michael Baron, University of Texas at Dallas

―Sequential methods for multiple hypothesis testing with strong control

of Type I and Type II familywise error rates‖

2:30—3:00pm

Lili Zhao, Jeremy Taylor, and Scott Schuetze,

University of Michigan Comprehensive Cancer Center

―Bayesian two-stage design in Phase II clinical trials with time-to-event end-

point: A simulation-based decision-theoretic approach‖

3:00—3:30pm

Area C.9.2: Monitoring Change in Dependent Observations

Organizer and Chair: Edit Gombay, University of Alberta, Canada Education Room 206

Alexander Aue, University of California-Davis

―Monitoring in dependent functional linear models‖ 1:30—2:00pm

Christopher Dienes, University of California-Davis

―On-line monitoring schemes for autoregressive moving average time series‖ 2:00—2:30pm

Yi-Ching Yao, Academia Sinica, Taiwan

―Model selection in change-point autoregressive models‖ 2:30—3:00pm

Edit Gombay, University of Alberta, Canada

―On open-ended sequential change-point detection methods‖ 3:00—3:30pm


Plenary Session 3

Chair: Nitis Mukhopadhyay, University of Connecticut Cubberley Auditorium

Presentation of 2011 Abraham Wald Prize 4:00—4:15pm

Plenary Address: T.N. Sriram, University of Georgia 4:15—5:15pm

Sequential Estimation for Time Series Models

Closing Remarks 5:15—5:30pm

S t a n f o r d U n i v e r s i t y ,

J u n e 1 4 — 1 6 , 2 0 1 1

T h i r d I n t e r n a t i o n a l

W o r k s h o p i n S e q u e n t i a l

M e t h o d o l o g i e s

Schedule of Events for School of Education Room 334

Tuesday, June 14

10:25am Area A.1: Sequential Methods in Meta-Analysis

1:30pm Area A.2: Clinical Trials in Drug Development

4:00pm Area A.3: Mini-Symposium

Wednesday, June 15

10:25am Area A.4: Emerging Topics in Randomized Clinical Trial Designs

1:30pm Area A.5: Dose-Finding Designs and Sequential Monitoring

4:00pm Area A.6: Vaccine Safety Trials and Surveillance

Thursday, June 16

9:00am Area A.7: Sequential Methods in Genetics and Epidemiology

10:50am Area A.8: Time-Sequential Clinical Trials with Survival Endpoints

1:30pm Area A.9: Adaptive Design of Clinical Trials

AREA A Sequential Methods in Clinical Trials and Other Biostatistical Applications

S t a n f o r d U n i v e r s i t y , J u n e 1 4 — 1 6 , 2 0 1 1

T h i r d I n t e r n a t i o n a l W o r k s h o p i n S e q u e n t i a l M e t h o d o l o g i e s


Tuesday, June 14

10:25am Area B.1: Sequential Monitoring and Surveillance

1:30pm Area B.2: Sequential Testing and Detection

4:00pm Area B.3: Sequential Change-Point Detection in Networks

Wednesday, June 15

10:25am Area B.4: Statistical Process Control

1:30pm Area B.5: Sequential Change-Point Detection

4:00pm Area B.6: Statistical Process Control

Thursday, June 16

9:00am Area B.7: Optimization Over Time and its Engineering Applications

10:50am Area B.8: The ABC's of the Bomber Problem:

Optimal Sequential Allocation of a Limited Resource

1:30pm Area B.9: Applications of Sequential Detection and Optimal Stopping

AREA B Sequential Testing, Change-Point Detection,

Surveillance, and Engineering Applications




Tuesday, June 14

10:25am Area C.1: Recent Advances in Optimal Stopping and Control I

1:30pm Area C.2.1: Recent Advances in Selection and Ranking Procedures

4:00pm Area C.3.1: Optimal Stopping and Sequential Decision Making I

Wednesday, June 15

10:25am Area C.4: Graduate Students’ Window with Views:

Sequential Estimation

1:30pm Area C.5.1: Sequential Estimation and Tests

4:00pm Area C.6.1: Multi-Stage Inference

Thursday, June 16

9:00am Area C.7.1: Optimal Stopping and Sequential Decision Making II

10:50am Area C.8: Recent Advances in Optimal Stopping and Control II

1:30pm Area C.9.1: Sequential Designs in Clinical Trials

AREA C Sequential Estimation, Multiple Comparisons, Multi-Stage Inference, Optimal Stopping, and Applications in Finance




Tuesday, June 14

1:30pm Area C.2.2: Applications of Sequential Methods

4:00pm Area C.3.2: Linear Models, Adaptive Designs, and Beyond Area

Wednesday, June 15

10:25am Area D.1: Other Topics (Contributed Papers)

1:30pm Area C.5.2: Change-Point Detection and Inference

4:00pm Area C.6.2: Sequential Inference and Monitoring

Thursday, June 16

9:00am Area C.7.2: Financial Statistics

10:50am Area D.2: Other Topics (Contributed Papers)

1:30pm Area C.9.2: Monitoring Change in Dependent Observations

AREA C Sequential Estimation, Multiple Comparisons, Multi-Stage Inference, Optimal Stopping, and Applications in Finance

AREA D Other Topics

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