6th Austrian Day of Women in Mathematics

Session

Probability and Statistics

27 Feb 2026, 09:30

SR11.33

Conveners

Probability and Statistics

• Federica Caforio (University of Graz)

32. Approximate Bayesian computation for stochastic hybrid systems with ergodic behaviour

Agnes Mallinger (Johannes Kepler University)

27/02/2026, 09:30

Contributed Talk

Piecewise diffusion Markov processes (PDifMPs) form a versatile class of stochastic hybrid systems that combine continuous diffusion processes with discrete event-driven dynamics, enabling flexible modelling of complex real-world hybrid phenomena. The practical utility of PDifMP models, however, depends critically on accurate estimation of their underlying parameters. In this work, we present...

30. Global contraction of second-order Langevin dynamics and applications

Katharina Schuh

27/02/2026, 09:50

Contributed Talk

In this talk, we study the long-time behaviour of second-order Langevin dynamics and establish global contraction in an $L^1$-Wasserstein distance with an explicit dimension-free rate. The contraction result is not restricted to forces corresponding to strongly convex confining potentials. It rather includes multi-well potentials and non-gradient-type forces. In the proof, we use a coupling...

31. First-passage time for PDifMPs: an Exact simulation approach for time-varying thresholds

Amira Meddah (Johannes Kepler University, Linz, Austria)

27/02/2026, 10:10

Contributed Talk

Piecewise Diffusion Markov Processes (PDifMPs) are valuable for modelling systems where continuous dynamics are interrupted by sudden shifts and/or changes in drift and diffusion. The first-passage time (FPT) in such models plays a central role in understanding when a process first reaches a critical boundary. In many systems, time-dependent thresholds provide a flexible framework for...