School of Mathematics


Thursday's programme at EVA 2021

All times are BST (UTC +1) 

Thursday Parallel Session 1 Parallel Session 2 Parallel Session 3
10.00-11.15 IS Extremes of energy systems
Organizer/chair: Neves, C.
CS Flood risk
Chair: Fougères, A.-L.
CS Causal inference
Chair: Klüppelberg, C.
  Browell, J.
Probabilistic forecasting of regional net-load with conditional extremes
D'Arcy, E.
Extreme sea level estimation: accounting for seasonality
Buck, J.
Properties and Consistency of QTree in Max-Linear Models Under Observational Noise
  Brayshaw, D.
Weather and climate risk in power systems with renewables
Rohrbeck, C.
Simulating flood event sets using extremal principal components
Zeder, J.
The value of regularisation and model robustness in the context of climate extremes
  Li, Y.
The use of extreme value theory for forecasting long-term substation maximum electricity demand
Mubarrok, S.
Annual maximum precipitation in Indonesia linked to climate variability: extreme value analysis
Bodík, J.
Detection of causality in time series using extreme values
    Legrand, J.
Evaluation of binary classifiers for extremes
Ji, J.
Autoregressive conditional accelerated Fréchet model for decoupling systemic risk into endogenous and exogenous competing risks
11.15-11.30 Break
Thursday Parallel Session 1 Parallel Session 2 Parallel Session 3
11.30-13.00 IS Time series
Organizer/chair: Bücher, A.
CS Prediction and validation for extremes
Organizer/chair: Dombry, C.
CS Insurance
Chair: Einmahl, J.
  Drees, H.
Bootstrap for block-based extreme value statistics
Modeste, T.
Scoring and validation of dynamic probability forecast
Guillou, A.
Extreme value estimation of the conditional risk premium in reinsurance
  Wintenberger, O.
Threshold selection for cluster inference based on large deviation principles
Henzi, A.
Valid sequential inference on probability forecast performance
Behme, A.
A 2 × 2 random switching model and its dual risk model
  Oesting, M.
Long range dependence in the tails
Bobbia, B.
Estimation of extreme conditional quantiles with coupling method
Žugec, P.
On maximal claim size for marked Hawkes processes
    Baeriswyl, F.
Multivariate regular variation in marked Hawkes processes
Ho, N.
A Weissman-type estimator of the conditional marginal expected shortfall
13.00-16.00 Social and networking
Thursday Parallel Session 1 Parallel Session 2 Parallel Session 3 Parallel Session 4
16.00-17.15 IS Long memory processes and non-standard EVT
Organizer/chair: Owada, T.
IS Inferential issues
Organizer/chair: Wadsworth, J. L.
IS Sparsity in high-dimensional extremes
Organizer/chair: Ivanovs, J.
CS Spatial Extremes (II)
Chair: Prosdocimi, I.
  Bai, S.
New representations of Hermite processes
Belzile, L.
Informative selection mechanisms for extreme value analyses
Volgushev, S.
Tree structure learning for extremes
Zhang, Z.
Modelling Spatial Extremes Using Normal Mean-Variance Mixtures
  Hirsch, C.
Extremal lifetimes of persistent loops and holes
Risser, M.
Detecting changes in daily precipitation extremes over the contiguous United States
Fomichov, V.
Spherical clustering in detection of groups of concomitant extremes
Chautru, E.
Continuous simulation of storm processes
  Thomas, A. M.
Functional strong laws of large numbers for Euler characteristic processes of extreme sample clouds
Aulbach, S.
Exceedance probability estimation: some experience on bias correction and confidence intervals
Meyer, N.
Multivariate sparse clustering for extremes
Demangeot, M.
Estimation of the extremal coefficient function based on a single observation
        Szemkus, S.
Extremal dependence as given by the tail pairwise dependence matrix in precipitation and temperature data
17.15-17.30 Break
Thursday Parallel Session 1 Parallel Session 2 Parallel Session 3
17.30-18.45 IS Forecasting, metrics, evaluations and scoring of extremes
Organizer/chair: Ziegel, J.
CS Dependence modelling
Chair: Nolan, J.
CS Regression techniques (II)
Chair: Girard, S.
  Dombry, C.
Gradient boosting for extreme quantile regression
Tao, S.
On modelling tail dependence via t-copula
Kumukova, A.
Regression-type analysis for block maxima on block maxima
  Brehmer, J.
Using scoring functions to evaluate point process forecasts
Kadhem, S. H.
Bi-factor and second-order copula models for item response data
Gheno, G.
A new link function for frequentist beta regression
  Fougères A.-L.
Scoring probabilistic forecasts with a focus on extremes
Simpson, E.
A geometric investigation into the tail dependence of vine copulas
Lee, J.
Transformed-linear combination of regularly varying random variables and linear prediction for extremes
    Tendijck, S.
Modelling the extremes of bivariate mixture distributions with application to oceanographic data
Alabdulathem, A.
Tail index regression-adjusted functional covariate