Dates: 27-30 March 2006.
Place: Seminar Room 1 (14-201), Yagami Campus, Keio University, Yokohama, Japan
Admission: Free for Regular Participants

This is the 3rd in a series of international Cherry Bud workshops held every spring in Yokohama since 2004. These workshops form part of the Keio University 21st Century COE programme "Integrative Mathematical Sciences: Progress in Mathematics Motivated by Natural and Social Phenomena". Previous workshop themes were "Data Science and System Reduction" (2004) and "Quantitative Risk Management" (2005).

The broad theme of this workshop is building models from data where this is intended to embrace a continuum of topics ranging from data structure, organisation and visualisation through to specific stochastic models for data drawn from the natural and social sciences among others. The fields of application are not restricted and are likely to include Bioinformatics, Environmetrics, Mathematical Finance, Quantitative Risk Management among others. It is hoped that this workshop will also contribute to a better understanding of the generic process (meta model) of building good models from data for the underlying phenomena concerned.

A primary aim of this workshop is to encourage Keio University graduate students to develop their current research projects by providing opportunities for links and interaction with other international researchers in their fields and more generally. The workshop is also intended to provide a stimulating environment for all participants to learn more about recent research and developments in this general area.

Monday 27 March 2006

09.00	Registration
09.30	Opening	Ritei Shibata
09.45	Measuring traffic	John Rice	University of California, Berkeley, USA
10.30	Coffee/tea break
11.00	A Poisson cluster model for teletraffic data	Thomas Mikosch	University of Copenhagen, Denmark
11.45	The behavior of the general stable distributions and their Fisher information matrix near the normal distribution	Muneya Matsui	The University of Tokyo, Japan
12.30	Lunch
13.30	Modelling circular data using the highly flexible wrapped $\alpha$-stable family of distributions	Arthur Pewsey	Universidad de Extremadura, Caceres, Spain
14.15	A circular-circular regression model	Shogo Kato	Keio University, Japan
15.00	Coffee/tea break
15.30	On a bivariate compound Poisson model	Arun Sinha	Patna University, INDIA
16.15	Aggregate claims, solvency and reinsurance	David Dickson	University of Melbourne, Australia
17.00	Rank process and stochastic corridor: nonparametric statistics of Lognormal observations and exotic derivatives based on them	Ryozo Miura	Hitotsubashi University, Japan
18.00	Welcome party

Tuesday 28 March 2006

09.00	Building models for spatial-temporal rainfall fields	Valerie Isham	University College London, UK
09.45	Hidden and not-so-hidden Markov models: implications for environmental data analysis	Richard Katz	National Center for Atmospheric Research, USA
10.30	Coffee/tea break
11.00	A multisite rainfall generation model applied to New Zealand data	Peter Thomson	Statistics Research Associates Ltd, New Zealand
11.45	Hidden Markov models for precipitation	Pierre Ailliot	NIWA and Victoria University, New Zealand
12.30	Lunch
13.30	Hidden Markov models for circular-valued time series	Walter Zucchini	University of Goettingen, Germany
14.15	Parameter estimation for discrete hidden Markov models	Junko Murakami	Victoria University, New Zealand
15.00	Coffee/tea break
15.30	Unstable periodic orbits of a chaotic growth cycle model	Yoshitaka Saiki	The University of Tokyo, Japan
16.15	High dimensional data visualisation: the textile plot	Natsuhiko Kumasaka	Keio University, Japan
19.00	Workshop dinner

Wednesday 29 March 2006

09.00	Multi-parameter auto-models with applications to cooperative systems and motion texture modeling	Jian-Feng Yao	Universite de Rennes 1, France
09.45	Partition of homonyms by accents and a generalized family of Stirling distributions	Masaaki Sibuya	Takachiho University, Japan
10.30	Experimental methods for model (tuning) parameter selection	William Cleveland	Purdue University, USA
11.15	Modelling continuously acquired survey data: a case study on balancing statistical and end-user considerations	Nicholas Fisher	ValueMetrics Australia and University of Sydney, Australia
12.00	Lunch
13.00	Excursion
16.50	Boat Cruise

Thursday 30 March 2006

09.00	Development of algorithms for the test of association between haplotypes and phenotypes using SNP data	Naoyuki Kamatani	Tokyo Women's Medical University and RIKEN, Japan
09.45	Estimation of haplotype associated with several quantitative phenotypic values based on maximization of area under ROC curve	Shigeo Kamitsuji	StaGen Co., Ltd., Japan
10.30	Coffee/tea break
11.00	Building models from high throughput biotechnology data	Harri Kiiveri	CSIRO, Australia
11.45	Markov chain modelling of recombination fraction of chromosomes	Yuki Sugaya	Keio University, Japan
12.30	Lunch
13.30	Data modelling of neuron membrane potential	Hideyasu Shimadzu	Keio University, Japan
14.15	Modelling breath flow time series	Ritei Shibata	Keio University, Japan
15.00	Closing	Organising Committee
15.10	Coffee/tea

Organising Committee:

Ritei Shibata (Convenor)
Keio University, Japan, and Member of the COE programme.



Makoto Maejima
Keio University, Japan, and Member of the COE programme.



Kunio Shimizu
Keio University, Japan, and Member of the COE programme.



Peter Thomson
Statistics Research Associates Ltd, New Zealand, and
Member of the COE Advisory Board.



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Reference: http://coe.math.keio.ac.jp