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awards
Doctoral Scholarship
Ontario Graduate Scholarship (awarded 4 times, for 1 year each)
Probability Section Student Research Presentation Award
Postgraduate Scholarship - Doctoral (declined)
Arts & Science Doctoral Excellence Scholarship
Doctoral Award
Postdoctoral Fellowship
portfolio
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publications
Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes
With S. Engelke and S. Volgushev.
Annals of Statistics 49(5), 2552-2576 (arXiv, published, supplement)
This paper provides theoretical tools and a new methodology to fit flexible bivariate and spatial tail dependence models that include both asymptotic dependence and independence.
A new family of smooth copulas with arbitrarily irregular densities
With R. Zimmerman.
In submission, 2022+ (arXiv)
In this paper, we construct a class of copulas that have densities and uniformly bounded high order partial derivatives, but whose densities can be arbitrarily irregular. In particular, we identify a copula density that is finite but nowhere bounded.
Learning extremal graphical structures in high dimensions
With S. Engelke and S. Volgushev.
In submission, 2022+ (arXiv)
This paper proposes a methodology that provably learns extremal graphical models in settings where the dimension is allowed to grow exponentially in the effective sample size. Along the way, we prove a sub-exponential concentration inequality for the empirical version of the extremal variogram, an object of intrest in multivariate and high-dimensional extreme value theory.
On pairwise interaction multivariate Pareto models
It is shown that no multivariate Pareto model, other than the Hüsler–Reiss family, can have the structure of a pairwise interaction model.
talks
Convergence of a Random Walk Metropolis Algorithm for Bimodal Target Distribution
Based on my MSc thesis, joint work with Mylène Bédard. See the slides.
Rank-based M-Estimation for Tail Dependence and Independence
Based on joint work with Sebastian Engelke and Stanislav Volgushev. See the original poster.
Rank-based M-Estimation for Tail Dependence and Independence
Based on joint work with Sebastian Engelke and Stanislav Volgushev. See the original slides, or a more recent (and better) set of slides on the same topic.
La Théorie des Valeurs Extrêmes
See the slides.
Rank-based Estimation under Asymptotic Dependence and Independence, with Applications to Spatial Extremes
Based on joint work with Sebastian Engelke and Stanislav Volgushev. See the slides.
Rank-based Estimation under Asymptotic Dependence and Independence, with Applications to Spatial Extremes
Based on joint work with Sebastian Engelke and Stanislav Volgushev. See the slides.
Concentration and asymptotic normality of the empirical variogram, with application to structure learning
Based on joint work with Sebastian Engelke and Stanislav Volgushev. See the slides.
The extremal graphical lasso
Based on joint work with Sebastian Engelke and Stanislav Volgushev.
The extremal graphical lasso
Based on joint work with Sebastian Engelke and Stanislav Volgushev.
Learning extremal graphical structures in high dimensions
Based on joint work with Sebastian Engelke and Stanislav Volgushev. See the slides.
Learning extremal graphical structures in high dimensions
Based on joint work with Sebastian Engelke and Stanislav Volgushev. See the slides.
Learning extremal graphical structures in high dimensions
</p> </p> -->Based on joint work with Sebastian Engelke and Stanislav Volgushev.
Estimation of bivariate and spatial tail models under asymptotic dependence and independence
Based on joint work with Sebastian Engelke and Stanislav Volgushev.
Learning extremal graphical structures in high dimensions
</p> </p> -->Based on joint work with Sebastian Engelke and Stanislav Volgushev.
Learning extremal graphical structures in high dimensions
Based on joint work with Sebastian Engelke and Stanislav Volgushev.
Learning extremal graphical structures in high dimensions
</p> </p> -->Based on joint work with Sebastian Engelke and Stanislav Volgushev.
The empirical copula process on classes of non-rectangular sets
</p> </p> -->Based on joint work with Axel Bücher, Johan Segers and Stanislav Volgushev.
Apprentissage de modèles graphiques extrémaux en grande dimension
Based on joint work with Sebastian Engelke and Stanislav Volgushev.
Apprentissage de modèles graphiques extrémaux en grande dimension
Based on joint work with Sebastian Engelke and Stanislav Volgushev.
Learning extremal graphical structures in high dimensions
Based on joint work with Sebastian Engelke and Stanislav Volgushev.
Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes
</p> </p> -->Based on joint work with Sebastian Engelke and Stanislav Volgushev.
Le processus empirique de copule sur des ensembles non rectangulaires
</p> </p> -->Based on joint work with Axel Bücher, Johan Segers and Stanislav Volgushev.
Le processus empirique de copule sur des ensembles non rectangulaires
Based on joint work with Axel Bücher, Johan Segers and Stanislav Volgushev.
Le processus empirique de copule sur des ensembles non rectangulaires
Based on joint work with Axel Bücher, Johan Segers and Stanislav Volgushev.
On pairwise interaction multivariate Pareto models and score matching (tentative title)
</p> </p> -->Based on joint work with Frank Röttger.