Hi! I hope this workshop annoucement is not too far off from the list's focus. There might also be a lecture concerning YUIMA and PCMs (but this is not certain yet). Kind regards Krzysztof Bartoszek
At the Division of Statistics and Machine Learning, Department of Computer and Information Science, Linköping University, Sweden, 17th-20th March 2026, we will be hosting a workshop concerning stochastic differential equations and the YUIMA R package (Simulation and Inference for SDEs and Other Stochastic Processes, https://cran.r-project.org/web/packages/yuima/index.html ). The lectures will be given by members of the YUIMA team. The dates are fixed. A similar event took place in summer 2019: https://yuimaproject.com/yss2019/ and in March 2023 in Linkoping. Please feel free to spread information about the event around. If anyone would be interested in coming, they should e-mail me (krzysztof_dot_bartoszek_at_liu_dot_se) directly. The registration deadline is 28th February 2026. However, we might end registration early if the number of interested participants exceeds our capacity. PhD-students can choose to take an examination to obtain 3credits for the event. Examination will be through a hand-in assignment. Please let me know if you would be interested in this option. We assume the participants are familiar with R. We are finalizing the programme but it will include: Introduction to stochastic calculus (stochastic processes, Brownian motion, stochastic integral and SDE), Simulation of diffusion processes I (Euler-Maruyama approximation and introduction to YUIMA: yuima object, simulation, plot, Black-Scholes model), Poisson process and Compound Poisson processes, Inference for diffusion processes (QMLE, quasi-Bayes estimation), Model selection for diffusion processes, YUIMA GUI, Levy processes and Levy driven SDE. The final programme will be announced in due course of time. The contents will include basic facts, laboratory sessions (participants work on their own laptops), and more advanced research-oriented talks. If you have a related research topic and would be interested in presenting, then please let me know. I will see what possibilities we would have. More information on the workshop will be made available at https://www.ida.liu.se/~krzba67/include/YUIMA_2026LiU.html . Kind regards Krzysztof Bartoszek, PhD, Senior Assoc. Prof. in Statistics Department of Computer and Information Science (IDA) Linköping University, Sweden Phone: +46 (0)13-28 18 85 krzysztof_dot_bartoszek_at_liu_dot_se Sent with Proton Mail secure email. _______________________________________________ R-sig-phylo mailing list - [email protected] https://stat.ethz.ch/mailman/listinfo/r-sig-phylo Searchable archive at http://www.mail-archive.com/[email protected]/
