Program

Thursday May 24, 2018

8h50-9h20 Registration and Welcome Coffee & Croissants

9h20-9h30 Opening

Session 1 : Machine Learning and Extremes

  • 9h30-10h30 John Einmahl - Refining empirical data depth using statistics of extremes Presentation

10h30-11h Coffee Break

  • 11h-11h30 Dan Cooley - Decomposition of Dependence for High Dimensional Extremes with Application to US Precipitation and Financial Data Presentation
  • 11h30-12h Philippe Naveau - Learning complex spatial dependence structure among heavy rainfall or how to combine data within max-stable processes?

12h-13h45 Lunch (provided by the workshop)

  • 13h45-14h15 Albert Thomas - The Mass Volume curve, a performance metric for unsupervised anomaly detection Presentation
  • 14h15-14h45 Adrien Hitz - Graphical modeling of extremes

14h45-15h15 Coffee Break

Session 2 : Industrial Applications

15h15-17h15 Extreme phenomena in industrial applications / Panel Discussion

  • 15h15-15h45 Vincent Feuillard - Application of DAMEX and CLEF Algorithm to functional data Presentation
  • 15h45-16h15 Anouar Mellakh - Biometry for a billion plus revolution
  • 16h15-17h15 Panel Discussion

17h30-19h Poster Session and Cocktail

Friday May 25, 2018

9h30-10h Coffee & Croissants

Session 3 : Multivariate Extremes

  • 10h-10h45 Jenny Wadsworth - Peaks-over-thresholds modelling with multivariate generalized Pareto distributions Presentation
  • 10h45-11h30 Sebastian Engelke - Extremal (in)dependence structures of random scale constructions Presentation

11h30-14h Lunch (not provided by the workshop)

Session 4: Extreme Quantile Regression

  • 14h-15h Stéphane Girard - Estimation of extreme regression risk measures Presentation

15h-15h30 Coffee Break

  • 15h30-16h Valérie Chavez-Demoulin - Quantile-based Approaches for Body and Tail Causality Presentation
  • 16h-16h30 Chen Zhou - The Bootstrap in Extreme Value Theory

16h30-19h Closing cocktail