Friday's programme at EVA 2021 All times are BST (UTC +1) Document †For the full programme with precise timings in pdf format click here. (372.9 KB / ) HTML 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 This article was published on 2025-04-22
HTML 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
