School of Mathematics


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