Extremes, risk, climate and environment seminars


    This seminars series is dealing with the topic of the mathematics applied to extremes, risk, climate and environment. As one aim of this seminar series is to openly cross-pollinate research on extreme values, the organizers also welcome suggestions of speakers from anyone. So, feel free to drop names suggestions to the organizers.

    The seminar will take place at the Jussieu campus of Sorbonne University or at the LSCE of Universite Paris Saclay and on Zoom with permanent link, pwd ERCE2022 (temporary Zoom link for May 10 Albrecher's talk below).





    - May 30 14h-15h, A. Bücher (Universität Düsseldorf), 1516-201 at Jussieu,
    Title : On the Sliding Block Maxima Method in Extreme Value Statistics
    Abstract : The core of the classical block maxima method in (multivariate) extreme value statistics consists of fitting an extreme value distribution to a sample of maxima over blocks extracted from an underlying time series. Traditionally the maxima are taken over disjoint blocks of observations of a fixed size. Alternatively the blocks can be chosen to slide through the observation period in an overlapping way yielding a larger number of blocks. We consider respective estimation methods and show that they are asymptotically more efficient than competing estimators based on disjoint blocks.

    Past seminars

    - May 10 14h-15h, Hansjoerg Albrecher (Lausanne University)
    Title: On Some Recent Developments in Flood Risk Modeling
    Slides
    - March 23 14h-15h, Gilles Stupfler (ENSAI, Rennes)
    Title: Asymmetric least squares techniques for extreme risk assessment
    Slides and recording
    - March 7-18, at IHP Paris 2 week graduate classes (website) with lectures by
    Prof. Anja Janßen, Prof. Daniela Casto Camilo and Prof. Valérie Chavez
    - February 16 14h – 15h, Anne Sabourin (TélécomParis),
    Title: Cross-validation for rare events
    Slides
    - February 4 14h-15h: Gloria Buriticá (Sorbonne University)
    Title: Stable sums to infer high return levels of multivariate rainfall time series
    Slides
    - January 18 11h30 - 12h30: Maud Thomas (LPSM, Paris)
    Title : Non-asymptotic bounds for probability weighted moments estimators
    Slides
    - December 1, 14h-15h: Ioannis Papastathopoulos (Edinburgh University)
    Title: Statistical modelling of time series extremes.
    Slides and recording


    - November 24, 14h-15h: Marco Oesting (Stuttgart University)
    Title: Estimation of the spectral measure from convex combinations of regularly varying random vectors.
    Slides

    The organizing committee, i.e.
    - Philippe Naveau (LSCE, Gif)
    - Maud Thomas (LPSM, Sorbonne Université)
    - Olivier Wintenberger (LPSM, Sorbonne Université)