Friday
Friday's programme at EVA 2021
All times are BST (UTC +1)
| Friday | Parallel Session 1 | Parallel Session 2 | Parallel Session 3 |
|---|---|---|---|
| 10.00-11.15 | IS Insurance Organizer/chair: Stupfler, G. |
Data challenge Organizer/chair: Opitz, T. |
CS Graphical models Chair: Fraga Alves, M. I. |
| Bladt, M. Phase-type distributions for Insurance pricing |
Makowski, D. Random forest classification with the R package ranger: interest and limitations |
Hentschel, M. Statistical inference for decomposable Hüsler-Reiss graphical models |
|
| Usseglio-Carleve, A. Extreme expectile regression - Theory and applications, /Ussegl |
Cisneros, D. Predicting extreme wildfire frequencies and sizes using statistical and machine learning approaches |
Röttger, F. Total positivity in graphical extremes |
|
| Padoan, S. Joint inference on extreme expectiles for multivariate heavy-tailed distributions |
Koh, J. Gradient boosting with extreme-value theory for fire count and size predictions |
Markovich, N. Tails and Clusters of Random Sums and Maxima and Their Relation to Graphical Models |
|
| Vlah, D. BlackBox: A probabilistic deep learning model for predicting missing spatio-temporal data |
| 11.15-11.30 Break |
| Friday | Parallel Session 1 | Parallel Session 2 | Parallel Session 3 |
|---|---|---|---|
| 11.30-13.00 | IS Networks Organizer/chair: Janssen, A. |
CS Univariate tail estimation Chair: Guillou, A. |
CS Extremes of stochastic processes (II) Chair: Debicki, K. |
| Fasen-Hartmann, V. Tail probabilities of random linear functions of regularly varying random vectors, /Fas |
Gomes, M. I. A few progresses in statistics of extremes through the use of generalized means |
Kępczyński, K. Running supremum of Brownian motion in dimension 2: exact and asymptotic results |
|
| van der Hoorn, P. Tails in networks: a tale of finding the right slope, |
El Methni, J. A bias-reduced version of the Weissman extreme quantile estimator |
Heiny, J. Extremes of interpoint distances of high-dimensional random vectors |
|
| Schulte, M. Large degrees in scale-free inhomogeneous random graphs |
Henriques-Rodrigues, L. Cox estimation of parameters of extreme events |
Ferreira, A. Convergence of extreme values of Poisson point processes at small times |
|
| Caeiro, F. A comparison of generalized and extended Hill estimators |
Morozova, E. Extreme value analysis for mixture models with heavy-tailed impurity |
| Friday | Session |
|---|---|
| 13.00-14.00 | Social and networking |
| 14.00-15.00 | Awards ceremony Chair: Mikosch, T. |
| 15.00-16.00 | Social and networking |
| Friday | Parallel Session 1 | Parallel Session 2 | Parallel Session 3 |
|---|---|---|---|
| 16.00-17.15 | IS Rare event simulation Organizer/chair: Hult, H. |
IS Asymptotic statistics for extremes (inc. empirical processes) Organizer/chair: Volgushev, S. |
CS Time series Chair: Basrak, B. |
| Favero, F. Asymptotic analysis of sampling probabilities and backward simulation algorithms for coalescent models |
Lalancette, M. Concentration and asymptotic normality of the empirical variogram, with application to structure learning |
Mhatre, N. Transformed-linear models for time series extremes |
|
| Nyquist, P. A large deviations analysis of piecewise deterministic Markov processes for MCMC |
Bücher, A. On the disjoint and sliding block maxima method for piecewise stationary time series |
Wang, Y. Long-range clustering for extremes |
|
| Gobet, E. Transform MCMC schemes for sampling intractable factor copula models |
Kulik, R. Estimation of cluster functionals for heavy tailed time series |
Chen, Z. Extremes of subexponential processes under moderate long memory |
|
| Rodionov, I. Precise large deviations for m-dependent subexponential sequences |