On pairwise interaction multivariate Pareto models and score matching (tentative title)
Invited talk, SSC 2024 Annual Meeting, Memorial University, St. John's, Canada
Based on joint work with Frank Röttger.
Talks and presentations
See a map of all the places where I have given or will be giving a talk.
Le processus empirique de copule sur des ensembles non rectangulaires
Invited seminar, Centre Interdisciplinaire en Modélisation Mathématiques de l'Université Laval (CIMMUL), Université Laval, Québec, Canada
Based on joint work with Axel Bücher, Johan Segers and Stanislav Volgushev.
Le processus empirique de copule sur des ensembles non rectangulaires
Invited seminar, Département de mathématiques, Université de Sherbrooke, Sherbrooke, Canada
Based on joint work with Axel Bücher, Johan Segers and Stanislav Volgushev.
Le processus empirique de copule sur des ensembles non rectangulaires
Contributed talk, Journées de Statistique de la SFdS, Université Libre de Bruxelles, Brussels, Belgium
Based on joint work with Axel Bücher, Johan Segers and Stanislav Volgushev.
Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes
Invited talk, 13th international conference on Extreme Value Analysis, Bocconi University, Milan, Italy
Based on joint work with Sebastian Engelke and Stanislav Volgushev.
Learning extremal graphical structures in high dimensions
Invited seminar, Chair of Mathematical Statistics, Ruhr-Universität Bochum, Bochum, Germany
Based on joint work with Sebastian Engelke and Stanislav Volgushev.
Apprentissage de modèles graphiques extrémaux en grande dimension
Invited seminar, Département de Mathématiques et de Statistique, Université de Montréal, Montréal, Canada
Based on joint work with Sebastian Engelke and Stanislav Volgushev.
Apprentissage de modèles graphiques extrémaux en grande dimension
Invited seminar, Centre de recherche facultaire en statistique et science des données STATQAM, Université du Québec à Montréal, Montréal, Canada
Based on joint work with Sebastian Engelke and Stanislav Volgushev.
The empirical copula process on classes of non-rectangular sets
Contributed talk, German Probability and Statistics Days 2023, University of Duisburg-Essen, Essen, Germany
Based on joint work with Axel Bücher, Johan Segers and Stanislav Volgushev.
Learning extremal graphical structures in high dimensions
Invited talk, CMStatistics 2022, London, UK
Based on joint work with Sebastian Engelke and Stanislav Volgushev.
Learning extremal graphical structures in high dimensions
Invited seminar, Research Center for Statistics, Université de Genève, Genève, Switzerland
Based on joint work with Sebastian Engelke and Stanislav Volgushev.
Learning extremal graphical structures in high dimensions
Invited talk, ETH-UCPG-TUM Workshop on Graphical Models, Raitenhaslach, Germany
Based on joint work with Sebastian Engelke and Stanislav Volgushev.
Estimation of bivariate and spatial tail models under asymptotic dependence and independence
Invited seminar, Department of Mathematics, Technical University of Munich, Munich, Germany
Based on joint work with Sebastian Engelke and Stanislav Volgushev.
Learning extremal graphical structures in high dimensions
Invited talk, Joint Statistical Meetings 2022, Washington, US
Based on joint work with Sebastian Engelke and Stanislav Volgushev.
Learning extremal graphical structures in high dimensions
Invited talk, 2022 IMS Annual Meeting, University of London, London, UK
Based on joint work with Sebastian Engelke and Stanislav Volgushev. See the slides.
Learning extremal graphical structures in high dimensions
Contributed talk, SSC 2022 Annual Meeting, Online
Based on joint work with Sebastian Engelke and Stanislav Volgushev. See the slides.
The extremal graphical lasso
Invited seminar, Department of Mathematics, Technical University of Munich, Munich, Germany
Based on joint work with Sebastian Engelke and Stanislav Volgushev.
The extremal graphical lasso
Invited seminar, Institute of Statistics, Biostatistics and Actuarial Sciences, Université Catholique de Louvain, Louvain-la-Neuve, Belgium
Based on joint work with Sebastian Engelke and Stanislav Volgushev.
Concentration and asymptotic normality of the empirical variogram, with application to structure learning
Invited talk, 12th international conference on Extreme Value Analysis, University of Edinburgh, Edinburgh, Scotland
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
Contributed talk, SSC 2021 Annual Meeting, Online
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
Contributed talk, Statistics Graduate Student Research Day, Fields Institute, Toronto, Canada
Based on joint work with Sebastian Engelke and Stanislav Volgushev. See the slides.
La Théorie des Valeurs Extrêmes
Invited talk, Symposium Annuel en Mathématiques pour un Avenir en Recherche et en Industrie (SAMARI), Université de Montréal, Montreal
See the slides.
Rank-based M-Estimation for Tail Dependence and Independence
Contributed talk, 11th international conference on Extreme Value Analysis, University of Zagreb, Zagreb, Croatia
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.
Rank-based M-Estimation for Tail Dependence and Independence
Poster presentation, Statistics Graduate Student Research Day, Fields Institute, Toronto, Canada
Based on joint work with Sebastian Engelke and Stanislav Volgushev. See the original poster.
Convergence of a Random Walk Metropolis Algorithm for Bimodal Target Distribution
Contributed talk, SSC 2018 Annual Meeting, McGill University, Montréal, Canada
Based on my MSc thesis, joint work with Mylène Bédard. See the slides.