Friday

Friday's programme at EVA 2021

All times are BST (UTC +1) 

 
FridayParallel Session 1Parallel Session 2Parallel Session 3
10.00-11.15IS 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
FridayParallel Session 1Parallel Session 2Parallel Session 3
11.30-13.00IS 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
FridaySession
13.00-14.00Social and networking
14.00-15.00Awards ceremony 
Chair: Mikosch, T.
15.00-16.00Social and networking
FridayParallel Session 1Parallel Session 2Parallel Session 3
16.00-17.15IS 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

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