Schedule
Wednesday 27 October 2021
Wednesday 27 October 2021
13:00 - 13:15
Opening
Opening
13:15 - 14:00
Statistical Analysis of a Changing Dependence Structure of Extremes
Holger Drees
14:00 - 14:45
Time series Estimation of the Dynamic Effects of Disaster-Type Shocks
Time series Estimation of the Dynamic Effects of Disaster-Type Shocks
Richard Davis
14:45 - 15:30
Learning the structure of graphical models by covariance queries
Learning the structure of graphical models by covariance queries
Gabor Lugosi
Cofee break 3:30 - 4:00
16:00 - 16:45
+ questions/discussion
Habilitation Defense: Extreme Value Theory and Machine Learning
Habilitation Defense: Extreme Value Theory and Machine Learning
Anne Sabourin
Jury: Stéphane Boucheron (reviewer), Richard Davis (reviewer), Holger Drees, Clément Dombry, Matthieu Lerasle (reviewer), Gabor Lugosi, Johan Segers.
Pot
Thursday 28 October 2021
Thursday 28 October 2021
Cofee 9:00 - 9:30 AM
9:30 - 10:25
Measuring dependence between random vectors via optimal transport
Measuring dependence between random vectors via optimal transport
Johan Segers
10:25 - 11:20
Infinitesimal Gradient Boosting
Infinitesimal Gradient Boosting
Clément Dombry
11:25 - 12:20
Title: Some phase transition phenomena in Bradley-Terry tournaments
Title: Some phase transition phenomena in Bradley-Terry tournaments
Matthieu Lerasle
12:20-1:30: Closing and Buffet