, ...

.. ..

4-7 M 2016,

TOM

29o

TOM


, ...

.. ..

4-7 M 2016,

TOM

29o

TOM

TOM

4 -7 M 2016
/
http://www.esi-stat.gr
esi-stat@hol.gr

ME THN


.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.

. - ,
. ,
. ,
. ,
. ,
. ,
. ,
. ,
. ,
. ,
. ,
. ,
. ,
. ,
. ,
. ,

29

[3]



,
29
,
4-7 2016.
.
1990 3 . .

. ,

. .


.
, - , , posters.

.
29
. , .
,

.

29

[5]

ABSTRACTS IN GREEK


(big data)
,

athang@uom.edu.gr, dimioan@uom.edu.gr

(big data explosion)
. Amazon, eBay, Google ..
(data mining). ,

.

. 5600
(, ) 9 . : (decision trees), (neural networks)
(support vector machines).

, (training
and testing set)
.

29

[9]

 ROC


,

chanag@geo.auth.gr

(regional climate models-RCMs)

. 20

re-analysis .

, . ROC (relative
operative characteristic curvesROC curves)
ROC (AUC).
ROC .
, ROC (0,1)-(1,1)
1, . AUC
0.5, .

[10]

/ , 4 -7 2016

 k
Markov
. . 1, .. 1, . . 2
1

, 2 ,
tasosarp@hotmail.com, makri@math.upatras.gr, psillaki@physics.upatras.gr

Markov, n, n 3, , (0) (1), .

k ( k -),
Gn,k , 1 k n . Dn,k ,
3 2k +1 n / / k - . P( Dn,k = d | Gn,k 2), 3 2k +1 d n .
.

29

[11]

 ...

, ,
, ,

aslanoglou.kwn@gmail.com, billyelefthair@hotmail.gr, nkolokasv@math.auth.gr,
theodwros.kostakidis@gmail.com, akfotiad@hotmail.com

3600
... 1994 2015. , ,
, , .
, . ,
. , , .

[12]

/ , 4 -7 2016


RegCM4


,

kvelikou@geo.auth.gr

RegCM4. ,
(icbc) .

. icbc
ERA Interim. ,
,
icbc RCP4.5. , Cumulus Convection Scheme, Boundary Layer Scheme Ocean Flux Scheme.

1981-1990,
2525 km.
. . ,
t.
. .
.

29

[13]



.
,
pvenetsn@geo.auth.gr

.
. re-analysis (ERA-Interim)
. re-analysis , , , 1981-2000.
, , ,
. ,
Penman Thornthwaite. , - , - , - , - , Penman - Thornthwaite. ,
. .
Penman Thornthwaite.

[14]

/ , 4 -7 2016



( )
,
.. & ...
xristinaaimilia@hotmail.com, elasvestopoulos@gmail.com

. 205 .
- , .
.

. ,

.

29

[15]

 :
;


UNESCO

,
(hazard), (risk), (Risk
Analysis) (Statistics),
. (Probability Theory) (Stochastic Analysis),
(Interval Arithmetics) (Fuzzy Logic).

, , , ,
, .

[16]

/ , 4 -7 2016



, ,
, ,
,
dimigko12@hotmail.com, icmarian93@gmail.com, palichar@math.auth.gr,
evanthiafarmakioti93@gmail.com, thomaschiras@hotmail.com

1992 2015.

.
,
, ,
.

. ,
, .
. , ,
.
,
. ,
.

29

[17]




. 1, . 1, . 1, . 1,2,
. 1, . 1, . 1, . 1
1

, T

{mgravanis, pkaradim, demkoul, ampatzia, empatziou,
georgixv, savkalpar, etonidis}@math.auth.gr
2

(epileptic discharges, ED) (EEG) .

,
(TMS),
()
. EEG. (cross-correlation)
(mutual information) , .

.

, :
(preED), (ED),
(postED), TMS (postTMS).

[18]

/ , 4 -7 2016




. , .
,
idimit@math.upatras.gr, eelli1712@gmail.com

(Transmission Control Protocol, TCP) . (router), . , .

K (buffer), . (bursty traffic) , (random environment). i = 1, , M,
Poisson i,
i. buffer , ,
, i. , .
buffer
i
, ,
. buffer i.
.
(QBD process) .

29

[19]




. , ..
,
idimit@math.upatras.gr, kaltsasan@hotmail.com

(data centers)
/,
(.. Google) (Cloud Computing).
.
/ . c
(servers), L .
R (random environment) (jobs) (.. peak hours).
i , i = 1,, R, i, Poisson i,
server i.
server (idle),
i.
. ,
server (vacations), i, .
server ,
. , . server
, i.
.
,
.

[20]

/ , 4 -7 2016

 ,

. , .
,
idimit@math.upatras.gr, patramariajj@gmail.com

,
R (random environment). i , i = 1,, R, ,
i, Poisson i
L.
i.
i . ,
(, negative customers)
Poisson ri,
(random batch
removal). , n ,
k
pk( n,i ) ,

k =1 pk(n,i) =1,

i =1, ..., R.

.

. ,
, ( )
.
(deadlines , ). ,
( ).
,
, ..,
,
(random environment).

29

[21]




,
hevangel@unipi.gr

k m > k , N k .

[22]

/ , 4 -7 2016

 Kalman


,
,
outheod@math.auth.gr, tsaklidi@math.auth.gr

Nasdaq, .

.
Kalman ,

GARCH. ,
. ,
.

29

[23]


15 :
;


, &
gthom54@gmail.com

2000-2015
,
4
( ).

,

.



.

[24]

/ , 4 -7 2016



:

. , .
,

{dkalam, akalam}@panteion.gr

, /
.

(Bean, 1983; Hill 1995;
Parasuraman et al., 1985; Zeithaml et al. 1991) (Tinto, 1975). T
: ,


,
.

.

Bean JP (1983). The application of a model of turnover in work organizations to the student
attrition process. Review of Higher Education, 6, 129-148.
Hill FM (1995). Managing service quality in higher education: The role of the student as
primary consumer. Quality Assurance in Higher Education, 3, 10-21.
Parasuraman A, Zeitham VA, Berry LL (1985). A conceptual model of service quality and
its implications for future research. Journal of Marketing, 49, 41-50.
Zeithaml VA, Berry LL, Parasuraman A (1990). Delivering service quality: Balancing
customer perceptions and expectations. The Free Press, New York.
Tinto V (1975). Dropout from higher education: A theoretical synthesis of recent research.
Review of Educational Research, 45, 89-125.

29

[25]



,
-
{kkaloudis, schatz}@aegean.gr

,
,
.
, ,

. Dynamical Noise Reduction
Replicator (DNRR)
logistic Hnon
.

[26]

/ , 4 -7 2016


&

1, 2
1

2
& ..

karakos@ee.duth.gr, ta1604@edu.teicrete.gr

,
.

29

[27]


2015-2016
,
1
tasakarakosta@gmail.com, polanagnost@sch.gr

Teachers4Europe : 2015-2016. 16
1 , 4 .
.
, : , ,
, , , , . 308 .
Excel,
(pivot tables) (, ) .
.


.
,
Dropbox ,
, ,

Excel.

[28]

/ , 4 -7 2016





mijalis.atenas@gmail.com

.
, , . ,
,


.

29

[29]



1, 2
1

,
2
,
eketzaki@yahoo.gr, srallakis@yahoo.gr

. ,
.
.
.
,
.

[30]

/ , 4 -7 2016






akipouros@teiemt.gr

: ,
,
, , , ,
. (
)
(status quo).
:
, , , , . , ( Emerging
Markets), ,
, , (
) .
, ,
.
, , ,
(feedback) . O , , , ,
,
.

29

[31]

- sm
N p mod s2
. -, . .

fkolyva@math.auth.gr, cstavros@math.auth.gr

sm
, s m o .

,
. , (majorization).

N p , OA(Np,m,s,2)
.

[32]

/ , 4 -7 2016

 (Jean Papadakis) (1903-1997)

.

skounias@math.uoa.gr

(Gembloux) .
. 1925-1927
1927-1946.
, ,
.
1937 (improvement
of the estimation of treatment effects), .
(Bartlett 1938, 1978).
1987, .
1946
. .
. (1954-1957).
1973-1978
1982 . 1992 .
. 1997
.

29

[33]



.
-,

glazoglou@geo.auth.gr

, ,
, . . 1981-2100.
European
Centre for Medium-Range Weather Forecasts (ECMWF)
RegCM3.
(,
Taylor). Taylor
,
.
Taylor .
, RegCM3
reanalysis , .
,

. , .

[34]

/ , 4 -7 2016



*, , .
,

*
georgeliagkas@gmail.com

.

Pareto (generalized Pareto distribution GPD).
: (block
maxima),
(GEV) (peak over threshold POT),
GPD.
GPD

.
Pettitt change point test. O
(MLE), L- (L-moments) TL- (TL-moments). ,
.

29

[35]

 Kalman Tobit Kalman

Microsoft Kinect
K. 1,2, . 2, . 2, . 1
1

,
2
ITI Centre for Research and Technology
kostikasl@math.auth.gr, vretos@iti.gr, daras@iti.gr, tsaklidi@math.auth.gr

, Microsoft Kinect 2
Kalman Tobit Kalman
. ,
.

.
Kalman obit Kalman,
, .
.

[36]

/ , 4 -7 2016


1992 2015
, ,
,
,

d1pap@yahoo.gr, elmarbair@gmail.com,
nastou_desp@hotmail.com, maria.19@windowslive.com

... 1983 2015. , 6.56 8
7.34. 9.98 5.00.
, , 3%,
43%, 54%. 14
10% 8 25%
10 . ,
50-50
. ,

. ,
, . ,
, , , , , .
, ,
. 15% ,
5% .
, . 74%
, 17% , 5%
.
,
.

29

[37]

The use of the Weibull distribution

for the earthquake interevent times in the Corinth Gulf
based on the Linked Stress Release Model
Ourania Mangira1, Georgios Vasiliadis2, Eleftheria Papadimitriou1,
GeorgiosTsaklidis3
1

Department of Geology, Aristotle University of Thessaloniki

Department of Informatics Engineering, TEI of West Macedonia
3
Department of Mathematics, Aristotle University of Thessaloniki
omangira@geo.auth.gr, gvasil@math.auth.gr, ritsa@geo.auth.gr tsaklidi@math.auth.gr
2

Spatio-temporal stress changes on adjacent fault segments consist one of the most
important components in earthquake generation, and consequently in seismic hazard assessment, as they can alter the occurrence probability onto them. The investigation of the interactions between adjacent areas by means of the Linked Stress
Release Model (LSRM) is attempted for strong earthquakes ( M 5.0 ) in the Corinth Gulf, which is divided to its western and eastern part, based on seismotectonic
criteria. The behavior of this point process is determined by the conditional intensity function. In the analysis of the classical Stress Release Model (SRM), the
conditional intensity function, i.e. the hazard function for the earthquake interevent
times, has the exponential form. Alternatively, the Weibull function is used in order to compare the results and try to identify the most appropriate model that will
interpret the earthquake generation process.

[38]

/ , 4 -7 2016




A. 1, . 1, . 2
1

,
2
,
t.manatos@yahoo.gr, smalefaki@upatras.gr, v.koutras@fme.aegean.gr

,

.
, . / / .

. ,
.
. ,
.
, .

.

.

.

29

[39]



, , ,
2005 2015
, ,
,

gpmanola@math.auth.gr, vkdstat@math.auth.gr, cmoi@math.auth.gr

, , , , ( ) . 6 . ,
Pearson,
(returns)
(similarity measure). , .

(MST), (PMFG),
(community structure) (centrality measures), (, , ) .

[40]

/ , 4 -7 2016

 geometric weights priors

,
,
{cmerkatas, schatz} @aegean.gr

,
2, m,
geometric stick breaking. , pairwise dependent Dirichlet process (PDDP) prior mixture model Hatjispyros et al. (2011).
,
Dirichlet. pairwise dependent geometric stick breaking process (PDGSBP)
priors . ,
PDGSBP priors

Dirichlet. ,
.

Hatjispyros SJ, Nicoleris TN, Walker SG (2011). Dependent mixtures of Dirichlet processes. Computational Statistics and Data Analysis, 55, 2011-2025.

29

[41]

 .

, ,
,
mmesimer@geo.auth.gr, vkarak@geo.auth.gr, ritsa@geo.auth.gr

.

.

gamma, Weibull lognormal, .
, ,
. 2008 2014
.
,
.
,
.

[42]

/ , 4 -7 2016




,
evaggelia.mika@gmail.com

, .
.
Total-otals , , SI-theta I-theta,
FH.
.

. , Kolmogorov-Smirnov.
Spearman.
,

.

29

[43]




... ..
tmoschona@gmail.com

, 2011, .
, , , . , logit.

[44]

/ , 4 -7 2016



:
1, M.D. Jimnez - Gamero2
1

, 2 Universidad de Sevilla, Spain

abatsidis@uoi.gr, dolores@us.es

, ,
, .
. ,

(, , Kemp and Kemp, 1988; Sim and Ong, 2010).
, , ,


. , , .

Kemp CD, Kemp AW (1988). Rapid estimation for discrete distribution. The Statistician,
37, 213-255.
Sim SZ, Ong SH (2010). Parameter estimation for discrete distributions by generalized
Hellinger-type divergence based on probability generating function. Comm. Statist.
Simulation Comput. 39, 305-314.

29

[45]



. 1, A. 1, S. Chakraborti2
1
2

& ,
Department of Information Systems, Statistics and Management Science,
University of Alabama, USA
{sbersim, asachlas}@unipi.gr, schakrab@cba.ua.edu

. ,
, .
,

. ,
,

, .
.

, , , ,
.
. , . ,

,
.

[46]

/ , 4 -7 2016



. , .
,
bozikas@unipi.gr, pitselis@unipi.gr

,
.
. , Lee-Carter
(1992), Renshaw-Haberman (2006) Cairns-Blake-Dowd (2006)
, . AIC BIC,
, MAE, RMSE MAPE.

29

[47]




nakosk@sch.gr

. . . .
(
37/07-07-2015 ..)

()



,
.
, ,

,
, .
, , () , (), ,
(" "), ()
, ,
, () , ,
( , ,
)
, ()
,
.

[48]

/ , 4 -7 2016



. 1, . 2
1

,
,
peconom@upatras.gr, sbersim@unipi.gr

()
.
,
.

. ( ) . , ( ). ,

.
, .

29

[49]

 p-values

.

takpap@unipi.gr

pvalues ( ) Basic and Applied Social Psychology

2015.
.
.
(
pvalues ) ,
.
,
/ American Statistical
Association.
.

[50]

/ , 4 -7 2016





papanast@uom.gr

t . Box-Cox, .
.
Taylor Monte Carlo.

,
.
.
.

29

[51]

 , ,

: 2001-2011
. *, .

*
pjprodr@kepe.gr

2000 2011. , ()
( ) ,
, () ()
.
.

[52]

/ , 4 -7 2016



1, 2, Philippe Castagliola3
1

, ,
,
3
Universit de Nantes & IRCCyN UMR CNRS 6597
arakitz@aegean.gr, maravel@unipi.gr, philippe.castagliola@univ-nantes.fr
2

,
CUSUM .


. Poisson . Poisson .
CUSUM
. , . , .

29

[53]

 :



T ,
esartz@uom.gr

.
.
, .
,

, , , .
. ,
.

. /
, ,
.


.

[54]

/ , 4 -7 2016



,
,
annaassymeon2@hotmail.com, apapado@math.auth.gr

.
.
. ,
. ,
.

29

[55]

,
2014
K *,
,

*
diatol@geo.auth.gr

, . , , , 95 99 5 1 . ,
.

2014
. , 2014
1958. ,

. .

[56]

/ , 4 -7 2016



1, 2, 1
1

,
2
,
{atsiban, agiaklis, cleon}@unipi.gr

.



. , .

29

[57]



,
,
farmakis@math.auth.gr, eketzaki@yahoo.gr

, . ,

f ( x, y ) = 1

(Ax2 + By2 + xy + x + Ey + H ) .

,
. .
(low budged sampling).

[58]

/ , 4 -7 2016

 :

,
, ,

farmakis@math.auth.gr, ioannapapatsouma@gmail.com

(...) , . ...
. , ( ... )
, .
.
...
.
.

... ...
. ... :

h x, x [0, ]
f ( x) =
0 , x [0, ]
.

29

[59]



1, 2,
2, 1,2
1

chalkidisnestor@gmail.com, mariatsayo@gmail.com,
n.papakonstantinou83@gmail.com, moysiadis.theodoros@gmail.com
2

()
.
. , , .
DNA
40 .
. : )
, )
. DNA
.
.
(random forest).
DNA,
. ,
, (hierarchical clustering) (principal component analysis).
: , ,
, , .

[60]

/ , 4 -7 2016



.
,
ccharal@math.uoa.gr

,
. , () ()
.

.
Fermat , , .

29

[61]



2
olympia.cha@gmail.com

2011 2
. ()

. - , ,
.
.

2012.
,
, , , . -

.
; ;
; ;

[62]

/ , 4 -7 2016

 ECTS;

2014-2015

. , . , .

chadji@polsci.auth.gr, misotiro@polsci.auth.gr, egkouram@polsci.auth.gr

, ,
.
,
ECTS
.
, Excel
. , ,
.


(ECTS) . ,
,
(ECTS)
.

,
.

29

[63]


2007 2013
, ,
,

chatzopa@math.auth.gr, vkdstat@math.auth.gr, cmoi@math.auth.gr

.
2007 2013
6 . .
( )
(returns)
.
, Shannon.
.
(MST), (PMFG),
(community structure) (centrality measures), .

[64]

/ , 4 -7 2016

ABSTRACTS IN ENGLISH

Estimation of simple linear regression coefficients

with stratified data
Yiannis C. Bassiakos
Department of Economics, National & Kapodistrian University of Athens,
ybassiak@econ.uoa.gr

The theoretical problem of how to estimate the regression coefficient in linear regression when the data come from a stratified sample has been addressed in the
statistical literature since the 80s. The proposed solutions are rather complicated.
In the present work a comparison is made via simulations of some simple procedures to address this problem. Three regression models are used, with normal,
uniform over [-1,1] and double exponential errors, to ascertain the influence of the
error distribution on the accuracy of the estimation methods. The theoretical value
of the regression coefficient and the variance of error term are calculated using the
distribution properties, to serve as benchmarks of the estimates. The estimation is
carried through the standard procedures available in SASTM software using the
weight option, and the use of bootstrap to avoid weighting. Two different weight
are used: (a) the typical inverse-probability-of-selection weight and (b) the standard
stratified sampling weight wk = Nk /N. In the bootstrapping process, the bootstrap
samples are selected with replacement so that each sample is distributed into the
strata in the same proportions as the population. Mean squared error is used as the
main measure of quality of the estimates, along with the estimators theoretical and
estimated variances. The results indicate that using the inverse-probability-ofselection weight produces better results and bootstrapping is a close second. The
standard stratified weight lags behind as expected from theory since it if affected by the structure of the estimating equations which are closer to ratio estimators. Even though the independent variable X is treated as a constant (it contributes
nothing to the overall variance of Y), thus one could claim that the typical LSE
estimator is not a ratio but is just multiplied by a constant, apparently the algorithms are affecting the actual solution leading to increased errors.

29

[67]

Bayesian self-starting methods to detect persistent shifts

in statistical process control & monitoring
Konstantinos Bourazas, Panagiotis Tsiamyrtzis
Department of Statistics, Athens University of Economics and Business
kbourazas@aueb.gr, pt@aueb.gr

In Statistical Process Control & Monitoring (SPC&M), the preliminary (phase I)

data play a crucial role for the reliable estimation of the unknown model parameters. A major issue with the phase I data analysis is that it can be performed only
retrospectively (off-line), i.e. once the phase I data collection is terminated.
To confront this issue certain self-staring frequentist procedures have been proposed, which in one hand calibrate the control chart and in the other perform online inference. Namely, self-starting CUSUM and EWMA aim to detect persistent
shifts in the process parameters of even small magnitudes.
In this study, we propose two Bayesian modifications of the existing selfstarting methods: The Predictive Residual CUSUM (prCUSUM) and the Predictive
Residual EWMA (prEWMA). Both utilize the available prior information to provide the posterior predictive distribution, in which the self-starting methods are
built.
A simulation study will evaluate the performance of the two Bayesian methods,
against their frequentist alternatives, in normal data and certain issues regarding
sensitivity will be discussed.

[68]

/ , 4 -7 2016

Distributions of random points on spheres:

Arcsine and arctangent (Cauchy) distributions
Theofilos Cacoullos
University of Athens
tkakoul@math.uoa.gr

Let X be a random point on the n-dimensional unit sphere S and its polar angular
coordinate (for n = 3 the polar distance, between 0 and ). It was shown that polar
angle tangent vectors follow Cauchy distributions (Cacoullos, 2014). Here, it is
similarly shown that the (n1)-dimensional polar angle sine vectors follow arcsine
distributions. Marginal distributions are also considered and related to the distribution of the length of the projection of a unit vector of random direction on a fixed
line, plane, etc. (see Feller, 1965, pp.29-31, also for very interesting applications in
Acoustics, Cellular Biology, etc.). It should be noted that no constructive definition
has been given for the multivariate Cauchy distribution, in general defined by its
density. Similarly, for the arcsine distribution.
References
Cacoullos T (2014). Polar angle tangent vectors follow Cauchy distributions under spherical symmetry. Journal of Multivariate Analysis, 128, 147-153.
Feller W (1965). An introduction to Probability Theory and its applications. Volume II,
John Wiley & Sons, New York.

29

[69]

Fractional factorial designs and orthogonal arrays

V. Chasiotis1, S. Kounias2, N. Farmakis1
1

Aristotle University of Thessaloniki,

2
University of Athens
chasiotisv@math.auth.gr, skounias@math.uoa.gr, farmakis@math.auth.gr

In 3k fractional factorial designs, where there are k factors, each at 3 levels, the
interest is to find the optimal designs for estimating the linear and quadratic contrasts of factor level effects. We are working with resolution III designs, where two
and higher order interactions are negligible. If the number N of observations (runs)
is N 0 mod 9, the -optimal design is an orthogonal array with three symbols and
strength two: OA(N,k,3,2). The notion of balanced arrays is introduced and we
develop algorithms for the construction of optimal designs for many values of N.
For = 18 and k = 2,,7, the OA(18,k,3,2) exists but for = 18 the maximum
number of factors is k = 8. We present a proof for the D-optimal design for the 8
factors.

[70]

/ , 4 -7 2016

A meta-analysis on the gender factor and the academic

performance of students of the Faculty of Sciences
of Aristotle University of Thessaloniki
St. . Chatzopoulos, F. Kolyva-Machera, H. Charalambous
Aristotle University of Thessaloniki
cstavros@math.auth.gr, fkolyva@math.auth.gr, hara@math.auth.gr

In this preliminary work we study, in terms of the gender factor, the academic performance of the students of the six schools that constitute the Faculty of Sciences
of the Aristotle University of Thessaloniki (AUTH), Greece. In particular, we study
the performance of students of the following six schools: Biology, Geology,
Mathematics, Informatics, Physics and Chemistry. The results concern the students years of study, the rate of success and academic ranking. The above parameters are analyzed in relation to the academic field of study. For the statistical analysis, the authors performed a meta-analysis on the (already) processed data of the
Quality Assurance Unit of AUTH.

29

[71]

Seismic hazard assessment of earthquakes in Greece

using directed earthquake networks
D. Chorozoglou1, D. Kugiumtzis2, E. Papadimitriou1
1

Department of Geophysics
Department of Electrical and Computer Engineering
Aristotle University of Thessaloniki,
chorozod@geo.auth.gr, dkugiu@auth.gr, ritsa@geo.auth.gr
2

The objective of this study is the seismic hazard evaluation in the area of Greece
based on modeling of the transition probabilities of seismicity patterns as a Markov
and semi-Markov chain model. Two data records consisting of strong earthquakes
with magnitude M r 5.5 and M r 6.0, respectively, that occurred during the period 1911-2015 are considered. The study area is divided into 5 subareas (seismic
zones) that are homogenous from the seismotectonic point of view and the catalog
is divided into subsets for four magnitude ranges. Two Markov chains are defined
with respect to an appropriate selected time window, one having as states the occurrence of strong earthquakes in none, one or more of the 5 subareas (25 = 32
states), and one having as states the occurrence of strong earthquakes anywhere in
Greece of each of the four magnitude ranges (24 = 16 states). The states are the
nodes of a directed network with weighted connections defined by the transition
probabilities of the Markov chain estimated by the data in the catalog. The estimation of the next state transition with the Markov chain is found statistically significant, i.e. better than chance, both for subareas and magnitudes. In particular, the
null hypothesis that the Markov chain has no memory is rejected using test statistics for three memoryless models (uniform, Poissonian and fixed Markov chain). It
is confirmed that the degree distribution of the network matches well the limiting
state distribution of the Markov chain. In a different approach, two semi-Markov
models are developed, one for subareas (5 states) and one for magnitudes (4 states),
for the sequence of strong earthquakes using appropriate time step and core matrices. The semi-Markov on the areas is found to give good aftcast (estimation of the
next transition considering the data until the time of forecast), which is regarded an
estimate of seismic hazard. Finally, a new approach that combines the Markov and
semi-Markov models is attempted in order to estimate the next strong earthquake
assuming that the previous strong earthquake (for semi-Markov model) and the
previous state (for Markov chain) are given.

[72]

/ , 4 -7 2016

Semiparametric ordered inference

for conditional distributions
Ori Davidov1, George Iliopoulos2
1

Department of Statistics, University of Haifa, Israel

Department of Statistics and Insurance Science, University of Piraeus
2
geh@unipi.gr

In many applications researchers are interested in comparing or ordering two or

more treatment groups conditional on some auxiliary covariates. To address this
class of problems in a flexible way we develop efficient semiparametric constrained estimation and testing procedures for ordering conditional distributions.
We introduce a new class of semiparametric regression models and discuss their
identifiability and estimability. We derive necessary and sufficient conditions for
the ordering of distributions, by the likelihood ratio order, with and without covariates. It is shown that the parameters of conditionally ordered distributions can be
estimated using semi-infinite programming and an algorithm for doing so is proposed and shown to converge. A likelihood ratio test is proposed and its limiting
distribution is found. The operating characteristics of the new methodology are
explored using simulations and the proposed methodology is illustrated using a real
data example.

29

[73]

Challenges and solutions using R for business analytics

The IRI Assortment Optimization case
Vasileios L. Georgiou, Stavroula Poulopoulou,
Aliki Karamitrou, Constantinos Kotopoulos
IRI Analytics Centre of Excellence
vasileios.georgiou@iriworldwide.com, stavroula.poulopoulou@iriworldwide.com,
aliki.karamitrou@ iriworldwide.com, constantinos.kotopoulos@iriworldwide.com

The use of the statistical programming language R has greatly increased during the
last years not only in the academia but also in the analytics industry. Although R is
famous for the huge variety of available statistical methods, it is not considered to
be very fast in execution time. In order to tackle this and achieve considerably
faster execution times, several alternatives are proposed. Regarding reading and
processing data, the use of data.frame may not be the best option but optimized
data structures such as data.table are proposed achieving much faster execution times and utilizing less memory.
Another drawback of R is that all of its methods are built to run only on a single
core (single-threaded) by default. To overcome it, we have manually split and parallelized our data manipulation and modelling jobs, taking full advantage of multicore machines.
Another challenge that we have faced is that when a new statistical methodology is developed in R and it has to be evaluated by a group of business experts on
the specific analytics industry, but being not R experts, it is not straightforward for
them to extensively test this new methodology. The solution to this problem is provided by an R package named shiny where a web application can be easily developed that executes the aforementioned methodology through a web browser only.
So, the tester does not need to have R knowledge or even have R installed into his
computer. The web application is implemented in R by using R commands exclusively.
All the above have been used in the development of the methodology of an IRI
solution named Assortment Optimization that optimizes the variety of products
available on the shelf of a retailer store.

[74]

/ , 4 -7 2016

Estimating the survival function

under random right censoring
Dimitrios Ioannidis

dimioan@uom.edu.gr

The present research presents two methodological advances which contribute to the
area of nonparametric survival analysis under random right censoring. The contribution involves development of pointwise confidence intervals to help assess the
accuracy of kernel estimates and a goodness of fit test, used for assessing the precision in estimation of a given parametric model. The asymptotic properties of both
developments are investigated. Numerical simulations reveal the progress in coverage accuracy offered by the suggested confidence intervals as well as the nominal
significance level attained by the suggested hypothesis test.

29

[75]

Asymptotic ruin probabilities

for a multidimensional renewal risk model
with multivariate regularly varying claims
Dimitrios G. Konstantinides1, Jinzhu Li2
1

Department of Mathematics, University of the Aegean

School of Mathematical Science and LPMC, Nankai University
konstant@aegean.gr, lijinzhu@nankai.edu.cn

This paper studies a continuous-time multidimensional risk model with constant

force of interest and dependence structures among random factors involved. The
model allows a general dependence among the claim-number processes from different insurance businesses. Moreover, we utilize the framework of multivariate
regular variation to describe the dependence and heavy-tailed nature of the claim
sizes. Some precise asymptotic expansions are derived for both finite-time and
infinite-time ruin probabilities.

[76]

/ , 4 -7 2016

The usefulness of optimum experimental designs

Stratis Kounias
Department of Mathematics, University of Athens
skounias@math.uoa.gr

In most physical processes there exists a functional relationship which is too complicated to describe in simple terms. In this case we approximate this relationship
by some simple mathematical function which contains the appropriate variables
and approximates the true function over a region. In most of the cases we use linear
functions of the parameters plus an error term, that is, linear regression. The parameters are estimated from available data or by performing experiments following
an experimental design. In optimal designs the problem is to find the design which
gives the best estimates of the parameters under some criteria. Examples are presented from the areas of polynomial regression, factorial designs, row and column
designs and repeated measurements designs.

29

[77]

Long term correlations of strong earthquakes

interevent times in Greece
Ch. Kourouklas, E. Papadimitriou, V. Karakostas
Department of Geology, Aristotle University of Thessaloniki
{ckouroukl,ritsa,vkarak}@geo.auth.gr

Temporal properties of earthquake occurrence play an important role in analyzing

the seismicity of a specific region, in order to develop earthquake probabilistic
models, which constitute an indispensable component of seismic hazard assessment. Because the earthquakes are neither periodic nor completely random but
often clustered in time, the detection of any correlations between their interevent
times, Tr, or in other words the existence of long term memory between them is
required in order to forecast earthquake occurrence probabilities. Investigation of
Tr for earthquakes above various threshold magnitudes, Mc, in different regions
show that they follow a universal scaling law independently of the region and the
Mc. Autocorrelation of Tr for large earthquakes (M~8) on a global scale, which
might be considered as rare events, evidence that their occurrence times are characterized by no memory and can be described by a Poisson process. In order to detect
correlations, the LjungBox Q test is applied on two datasets of earthquakes with
M r 5.0 and M r 4.1, which occurred since 1911 and 1975, respectively, in the
Greek territory. The methodology is applied on multiple samples by dividing the
two datasets into subsets with different thresholds, Mc, aiming to detect Mc above
which the earthquake occurrence can be considered to be random in time.

[78]

/ , 4 -7 2016

The effect of hidden source on the estimation

of connectivity networks from time series
C. Koutlis, D. Kugiumtzis
Department of Electrical and Computer Engineering
Aristotle University of Thessaloniki
ckoutlis@auth.gr, dkugiu@auth.gr

Many methods have been developed to estimate the interdependence, coupling,

information flow or Granger causality between interacting variables of a dynamical
system. Typically, this problem regards complex systems observed from multivariate time series, such as financial markets, climatic phenomena, brain activity and
earthquakes. The methods tested so far are found to estimate the true underlying to
time series connectivity structure with varying success. Here, a difficult but realistic setting of unobserved important variables (or subsystems) of the connectivity
network is considered. In particular, the unobserved variables are assumed to be
hidden sources of the connectivity network defining the dynamic (complex) system. In this work, the effect of the presence of a hidden source on the estimation of
the connectivity structure is assessed. The performance of different connectivity
(Granger causality) measures on settings of unobserved source is evaluated with
simulations on linear and nonlinear stochastic processes and dynamical systems of
many variables. The results show that though some connectivity measures (of those
tested) identify correctly the true connectivity network from the multivariate time
series when no source is involved, all connectivity measures fail to estimate the
true connections when a driving, but unobserved, hub is present in the true connectivity network. An example from finance is added to illustrate the problem.

29

[79]

Estimation for compound Poisson-gamma

and Poisson-inverse Gaussian distributions
I.A. Koutrouvelis
Department of Civil Engineering, University of Patras
koutrouv@upatras.gr

Compound Poisson distributions are useful models in risk analysis, stochastic hydrology, meteorology, seismology and other scientific fields. In this paper we examine parameter and distribution function estimation for the compound Poissongamma and Poisson-inverse Gaussian distributions when data are limited to the
total amounts (aggregate claims). Parameter estimation by maximum likelihood,
the method of moments, and a modified method of moments using the empirical
cumulant generating function is investigated when all parameters are unknown and
when the shape parameter is known. Asymptotic and finite sample results are
given. It is found that a limiting form of the modified method of moments is particularly simple and effective when the mean of the Poisson distribution is small. In
addition, saddlepoint approximations are considered for the distribution function.
The methods are illustrated using real data.
Keywords: compound Poisson distributions, cumulant generating function, parameter estimation, saddlepoint approximation.

[80]

/ , 4 -7 2016

The problem of the preservation of the distribution

of compound mixed renewal process
under a change of measure
N.D. Macheras, S.M. Tzaninis
Department of Statistics and Insurance Science, University of Piraeus
macheras@unipi.gr, stzaninis@unipi.gr

Let (,,P) be a probability space, let N be a mixed renewal process with mixing
parameter a random vector , and let X a family of independent and identically
distributed (i.i.d.) random variables, such that X and N as well as X and are independent. Let S be the compound mixed renewal process with respect to the probability measure P induced by N and X. We characterize all probability measures Q
on such that S remains a compound mixed renewal process with respect to Q, and
Q and P are progressively equivalent.
The fact that the interarrival process W is not i.i.d. but conditionally i.i.d. with
respect to makes the problem more complicated and difficult than the one in the
Classical Risk Theory which was posed and solved by Delbaen and Haezendock
(1989).
We provide a characterization of probability measures Q as above in terms of
martingales and disintegrations. As a consequence we obtain as special cases wellknown results from Delbaen and Haezendock (1989) and Embrechts and Meister
(1997). Finally, we provide concrete examples of the calculation of the RadonNikodym derivative of Q with respect to P.
References
Delbaen F, Haezendock J (1989). A martingale approach to premium calculation principles
in an arbitrage free market. Insurance: Mathematics and Economics, 8, 269-277.
Embrechts P, Meister, S (1997). Pricing insurance derivatives, the case of CAT-futures.
Proceedings of the 1995 Bowles Symposium on Securitization of Risk.

29

[81]

Bayesian inference for association models

in contingency tables
Katerina Mantzouni1, Ioannis Ntzoufras1, Maria Kateri2
1

Department of Statistics, Athens University of Economics and Business, Greece

2
Department of Mathematics, RWTH Aachen University, Germany
aikmantz@aueb.gr, ntzoufras@aueb.gr, maria.kateri@rwth-aachen.de

In this work we develop novel hypothesis tests for association models for two-way
contingency tables. We focus on conjugate analysis for the uniform, row and column effect model which can be considered as Poisson log-linear models. For the
row-column model we will develop an MCMC based approach which will try to
explore conditional conjugancy structures of the model. Finally, we will thoroughly
examine the sensitivity of these approaches on prior parameters and will explore
possibilities to implement objective Bayes techniques.

[82]

/ , 4 -7 2016

Meta-analysis of time-to-event studies

with small treatment effects
D. Stogiannis, F. Siannis, L. Meligkotsidou
Department of Mathematics, University of Athens
jstogiannis@math.uoa.gr, fsiannis@math.uoa.gr, meligots@math.uoa.gr

Model misspecification followed by misleading results in a conducted analysis

usually have inferential consequences, one of which can be the loss of power for
the model. However, under a sufficiently small effect of a prognostic factor, there
seem to be no actual difference between a PH and an AFT model and one can
freely choose the model of preference, without the burden of a potential faulty
choice.
We assess the performance of alternate regression models (non-parametric,
semi-parametric and parametric) and their ability to produce significant results, in
the meta-analytical framework and under the concept of a small treatment effect.
Time-to-event IPD data are generated using a multiplicative mixture model and
meta-analysed using various models. The Weibull distribution is considered for
both components of the mixture model, with shape parameter allowed to differ
between components. An extensive simulation study is carried out. The median
ratio is the metric used in compliance with the coefficient estimates for the various
analyses. We present coverage probabilities, mean bias and the pooled median ratio. When the treatment effect is small, in the meta-analytic framework, inferences
produced from the different models considered, converge.

29

[83]

Optimal adaptive maintenance and quality control model

for processes subject to failure and multiple quality shifts
affecting both location and scale
Konstantinos A. Tasias, George Nenes
Department of Mechanical Engineering, University of Western Macedonia
ktasias@uowm.gr, gnenes@uowm.gr

This paper presents a new model for the economic-statistical optimization of a

variable-parameter (VP) Shewhart control scheme. The proposed model is utilized
for monitoring processes where apart from multiple independent assignable causes,
affecting both the mean and variance, failures can also occur. Each time the control
scheme signals an alarm, preventive maintenance (PM) actions are initiated which
are obviously preferable to corrective maintenance (CM) actions, required after a
failure. The realistic assumption of imperfect preventive maintenance actions has
been considered. The optimal design parameters of the scheme are selected through
a bi-objective optimization problem formulated by the long-run average cost per
time unit minimization, and the long-run expected availability maximization,
subject to statistical constraints.

[84]

/ , 4 -7 2016

Dependence in stock and option model pricing

L.A. Wright
Columbia University, NYU-Shanghai
alw2113@columbia.edu

We begin by reviewing some of the more well-known pricing models, such as the
Black-Scholes, Cox-Ross-Rubenstein, and Kou double exponential models. Violations of independence are studied, with an example indicating Markov dependence.
Possible improvements in the models using associated processes are explored. A
discussion of what is really used by traders is given.

29

[85]

. ZHTH & OE
18 /-
T.. 4171 T.K. 570 19
T.: 2392.072.222 - Fax: 2392.072.229 e-mail: info@ziti.gr
BIBIOEIO - KENTPIKH IAEH:
A 27, 546 35
T.: 2310.203.720, Fax: 2310.211.305 e-mail: sales@ziti.gr

www.ziti.gr

BIBIOEIO AHNN - HH -XONPIKH:

X 22, 106 79 A
T.-Fax: 210.3816.650 e-mail: athina@ziti.gr
: www.ziti.gr