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Olivier Wintenberger Olivier Wintenberger

olivier.wintenberger@upmc.fr

LSTA (Bureau 15-16 206),
Université Pierre et Marie Curie
4 place Jussieu, BP 158
75005 Paris, FRANCE

Activities

Professor at UPMC, LSTA member.
Associate Editor of Bernoulli and Extremes journals.
Principal Investigator of the network AMERISKA (ANR-14-CE20-0006).
Co-organizer of the Workshop EVT at Jussieu.
Organizer of the challenge Prediction of Spatio-Temporal Extremes. The aim of the challenge is to estimate high quantiles and to extrapolate them both in time and space. The challenge is open to any team by free registration. The best teams will be invited to contribute at a discussion session at EVA 2017, 06/26-30 in Delft.

Events

20-22 June 2017 Conference Heavy Tails and Long Range Dependence, Telecom-Paristech, Paris.
23 June 2017 the second meeting of AMERISKA network, UPMC, Paris, room 15-16 201. Free mandatory registration by emailing me.

Past Events

January-June 2016 the risksemester starts in Paris with Masterclass mini-courses of members of the network.
11-16 June 2016 the conference ISNPStat to be held in Avignon with several invited sessions organized by members of the network.
13-24 June 2016 the two-weeks summer school Extreme value modeling and water resources to be held in Lyon with lectures on applications to water resources analysis.
11-13 May 2015 Conference "Dependence, Limit Theorems and Applications" in honor of Paul DOUKHAN (website) in Paris
15 May 2015 First Meeting of the AMERISKA network (website), Jussieu, Paris
23-27 June 2015 Workshop "Mathematical Foundations of Heavy Tailed Analysis" with two Masterclass courses of S. Resnick and P. Soulier (website), Copenhagen.

Research interests

Probability inequality, Large deviation, Weak dependence, Density estimation, Model selection, Central limit Theorem, Heavy tailed processes.