Thursday'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 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 This article was published on 2025-04-22
HTML 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
