Tuesday'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 Tuesday Parallel Session 1 Parallel Session 2 Parallel Session 3 10.00-11.15 IS Machine learning (theory, inc. tail-adapted loss functions, concentration inequalities) Organizer/chair: Clemencon, S. IS Public health, epidemiology, life sciences and life lengths Organizer/chair: Thomas, M. CS Climate extremes (II) Chair: de Fondeville, R. Joly, E. Robust estimation of matrices and the consequences in matrix completion Mhalla, L. Discrete dependent extremes Huser, R. Modelling and estimation of extreme Red Sea surface temperature hotspots Bertail, P. Concentration inequalities for NA random variables, applications to survey sampling Cheysson, F. Evolution of groups at high risk of death from COVID-19 using hospital data Choi, W. Marine heatwaves in Korean waters: seasonal and regional differences Lerasle, M. Robust statistical learning Rootzén, R. Real-time prediction of severe influenza epidemics using multivariate generalized Pareto modelling Bhattacharya, S. Extremes of the spatial impact of heat waves Castillo-Mateo, J. Nonparametric changepoint detection tests based on the breaking of records 11.15-11.30 Break Tuesday Parallel Session 1 Parallel Session 2 Parallel Session 3 11.30-13.00 IS Extremes & random structures (branching and dynamics, geometry) Organizer/chair: Roy, P. CS Spatial extremes (I) Chair: Padoan, S. CS Regression techniques (I) Chair: Zhou, C. Dyszewski, P. K-regular self-similar fragmentation process Zhong, P. Modelling and exact simulation of non-stationary temperature maxima with max-infinitely divisible processes Bousebata, M. Extreme partial least-squares regression Yang, H. Scaling limits of branching random walks and branching stable processes Hazra, A. A sparse Gaussian scale mixture process for modelling short-range extremal dependence and long-range independence Stupfler, G. Extremile regression Ghosh, A. Extreme Values in negative curvature Rønn-Nielsen, A. Extreme value theory for spatial random fields - with application to a Lévy-driven field Trapin, L. Modelling panels of extremes Vandeskog, S. M. Modelling extreme sub-daily precipitation with the blended generalised extreme value distribution Leng, X. Extreme conditional quantiles for panel data model with individual effects 13.00-14.00 Poster blitz Mashabe, B., Unsupervised threshold selection in POT modelling: a comparative study Barltrop, C., Estimating bivariate return curves for non-stationary processes Silva Lomba, J., Mixed moment estimator for inference on space-time extremes Krali, M., Estimating an extreme Bayesian network via scalings Jurado, O. E., Assessing the skill of a max-stable process model for modeling extreme rainfall events for different seasons in Germany Healy, D., Simulating spatially realistic extreme temperature events in Ireland. Israelsson, J., A new class of estimators for residual dependence index and its application on tropical rainfall Zeder, J., The value of regularisation and model robustness in the context of climate extremes Vandeskog, S. M., Modelling extreme sub-daily precipitation with the blended generalized extreme value distribution Philomène, L. G., Spatial clustering of heavy precipitation over Switzerland 14.00-16.00 Poster session Tuesday Parallel Session 1 Parallel Session 2 Parallel Session 3 16.00-17.15 IS Causal inference Organizer/chair: Neslehova, J. CS Bayesian extremes Chair: Shaby, B. Best student paper (III) Chair: Fereira, A. Gnecco, N. Causal discovery in heavy-tailed models Zhang, L. Spatial scale-aware tail dependence modelling for high-dimensional spatial extremes Terefe, E. M. Extremal random forests Peters, J. Can causal discovery benefit from extreme values? Rizzelli, S. Consistency of Bayesian and empirical Bayesian inference on multivariate max-stable distributions Asenova, S. Extremes of Markov random fields on block graphs Papadogeorgou, G. Causal inference with spatio-temporal data Ramirez, K. V. Bayesian semiparametric modelling of jointly heteroscedastic extremes Jalalzai, H. Feature clustering for support identification in extreme regions Yadav, R. A flexible Bayesian framework for modelling extreme spatial threshold exceedances using product mixtures of random fields Pasche, O. Causal modelling of heavy-tailed variables and confounders 17.15-17.30 Break Tuesday Parallel Session 1 Parallel Session 2 Parallel Session 3 17.30-18.45 IS Multivariate extremes (sparsity, high-dimensional, copulas, anomaly detection) Organizer/chair: Sabourin, A CS Applications of extremes (II) Chair: Castro, D. CS Extremes of stochastic processes (I) Chair: Kulik, R. Engelke, S. Extremal graphical lasso and high-dimensional extremes Pipiras, V. Multifidelity Monte Carlo estimation for extremes Ji, L. Extrema of multi-dimensional Gaussian processes over random intervals Einmahl, J. Empirical tail copulas for functional data Shaby, B. Modelling first arrival of migratory birds using a hierarchical max-infinitely divisible process Krystecki, K. Two-dimensional ruin for Brownian motions with drift dependent on initial capital Nolan, J. Robust Sparse Reconstruction Patel, L. Statistical learning of extreme spatio-temporal events with an application to global terror attacks Otto, M. Poisson approximation in the Poisson hyperplane mosaic Wang, T. Reciprocity and large degree dependence in a preferential attachment model Owada, T. Convergence of persistence diagram in the subcritical regime This article was published on 2025-04-22
HTML Tuesday Parallel Session 1 Parallel Session 2 Parallel Session 3 10.00-11.15 IS Machine learning (theory, inc. tail-adapted loss functions, concentration inequalities) Organizer/chair: Clemencon, S. IS Public health, epidemiology, life sciences and life lengths Organizer/chair: Thomas, M. CS Climate extremes (II) Chair: de Fondeville, R. Joly, E. Robust estimation of matrices and the consequences in matrix completion Mhalla, L. Discrete dependent extremes Huser, R. Modelling and estimation of extreme Red Sea surface temperature hotspots Bertail, P. Concentration inequalities for NA random variables, applications to survey sampling Cheysson, F. Evolution of groups at high risk of death from COVID-19 using hospital data Choi, W. Marine heatwaves in Korean waters: seasonal and regional differences Lerasle, M. Robust statistical learning Rootzén, R. Real-time prediction of severe influenza epidemics using multivariate generalized Pareto modelling Bhattacharya, S. Extremes of the spatial impact of heat waves Castillo-Mateo, J. Nonparametric changepoint detection tests based on the breaking of records 11.15-11.30 Break Tuesday Parallel Session 1 Parallel Session 2 Parallel Session 3 11.30-13.00 IS Extremes & random structures (branching and dynamics, geometry) Organizer/chair: Roy, P. CS Spatial extremes (I) Chair: Padoan, S. CS Regression techniques (I) Chair: Zhou, C. Dyszewski, P. K-regular self-similar fragmentation process Zhong, P. Modelling and exact simulation of non-stationary temperature maxima with max-infinitely divisible processes Bousebata, M. Extreme partial least-squares regression Yang, H. Scaling limits of branching random walks and branching stable processes Hazra, A. A sparse Gaussian scale mixture process for modelling short-range extremal dependence and long-range independence Stupfler, G. Extremile regression Ghosh, A. Extreme Values in negative curvature Rønn-Nielsen, A. Extreme value theory for spatial random fields - with application to a Lévy-driven field Trapin, L. Modelling panels of extremes Vandeskog, S. M. Modelling extreme sub-daily precipitation with the blended generalised extreme value distribution Leng, X. Extreme conditional quantiles for panel data model with individual effects 13.00-14.00 Poster blitz Mashabe, B., Unsupervised threshold selection in POT modelling: a comparative study Barltrop, C., Estimating bivariate return curves for non-stationary processes Silva Lomba, J., Mixed moment estimator for inference on space-time extremes Krali, M., Estimating an extreme Bayesian network via scalings Jurado, O. E., Assessing the skill of a max-stable process model for modeling extreme rainfall events for different seasons in Germany Healy, D., Simulating spatially realistic extreme temperature events in Ireland. Israelsson, J., A new class of estimators for residual dependence index and its application on tropical rainfall Zeder, J., The value of regularisation and model robustness in the context of climate extremes Vandeskog, S. M., Modelling extreme sub-daily precipitation with the blended generalized extreme value distribution Philomène, L. G., Spatial clustering of heavy precipitation over Switzerland 14.00-16.00 Poster session Tuesday Parallel Session 1 Parallel Session 2 Parallel Session 3 16.00-17.15 IS Causal inference Organizer/chair: Neslehova, J. CS Bayesian extremes Chair: Shaby, B. Best student paper (III) Chair: Fereira, A. Gnecco, N. Causal discovery in heavy-tailed models Zhang, L. Spatial scale-aware tail dependence modelling for high-dimensional spatial extremes Terefe, E. M. Extremal random forests Peters, J. Can causal discovery benefit from extreme values? Rizzelli, S. Consistency of Bayesian and empirical Bayesian inference on multivariate max-stable distributions Asenova, S. Extremes of Markov random fields on block graphs Papadogeorgou, G. Causal inference with spatio-temporal data Ramirez, K. V. Bayesian semiparametric modelling of jointly heteroscedastic extremes Jalalzai, H. Feature clustering for support identification in extreme regions Yadav, R. A flexible Bayesian framework for modelling extreme spatial threshold exceedances using product mixtures of random fields Pasche, O. Causal modelling of heavy-tailed variables and confounders 17.15-17.30 Break Tuesday Parallel Session 1 Parallel Session 2 Parallel Session 3 17.30-18.45 IS Multivariate extremes (sparsity, high-dimensional, copulas, anomaly detection) Organizer/chair: Sabourin, A CS Applications of extremes (II) Chair: Castro, D. CS Extremes of stochastic processes (I) Chair: Kulik, R. Engelke, S. Extremal graphical lasso and high-dimensional extremes Pipiras, V. Multifidelity Monte Carlo estimation for extremes Ji, L. Extrema of multi-dimensional Gaussian processes over random intervals Einmahl, J. Empirical tail copulas for functional data Shaby, B. Modelling first arrival of migratory birds using a hierarchical max-infinitely divisible process Krystecki, K. Two-dimensional ruin for Brownian motions with drift dependent on initial capital Nolan, J. Robust Sparse Reconstruction Patel, L. Statistical learning of extreme spatio-temporal events with an application to global terror attacks Otto, M. Poisson approximation in the Poisson hyperplane mosaic Wang, T. Reciprocity and large degree dependence in a preferential attachment model Owada, T. Convergence of persistence diagram in the subcritical regime