Search for tag: "multivariate"

Stanislav Volgushev EVA Talk Preview

This talk has captions. You can remove these by pressing CC on the video toolbar. Name: Stanislav Volgushev Talk Title: Tree structure learning for extremes Abstract: Extremal graphical models are…

From  Anna Munro on May 25th, 2021 0 likes 2 plays 0  

Nicholas Beck EVA Talk Preview

This talk has captions. You can remove these by pressing CC on the video toolbar. Name: Nicholas Beck Talk Title: Semi-parametric Estimation of Multivariate Extreme Expectiles Abstract: This paper…

From  Anna Munro on May 25th, 2021 0 likes 3 plays 0  

Stefano Rizzelli EVA Talk Preview

This talk has captions. You can remove these by pressing CC on the video toolbar. Name: Stefano Rizzelli Talk Title: Consistency of Bayesian and empirical Bayesian inference on multivariate…

From  Anna Munro on May 25th, 2021 0 likes 4 plays 0  

Frank Rottger EVA Talk Preview

This talk has captions. You can remove these by pressing CC on the video toolbar. Name: Frank Rottger Talk Title: Total positivity in graphical extremes Abstract:…

From  Anna Munro on May 25th, 2021 0 likes 7 plays 0  

Simone Padoan EVA Talk Preview

This talk has captions. You can remove these by pressing CC on the video toolbar. Name: Simone Padoan Talk Title: Joint inference on extreme expectiles for multivariate heavy-tailed distributions…

From  Anna Munro on May 24th, 2021 0 likes 5 plays 0  

Fabien Baeriswyl EVA Talk Preview

This talk has captions. You can remove these by pressing CC on the video toolbar. Name: Fabien Baeriswyl Talk Title: Multivariate regular variation in marked Hawkes processes Abstract: In this…

From  Anna Munro on May 24th, 2021 0 likes 3 plays 0  

Callum Barltrop EVA Talk Preview

This talk has captions. You can remove these by pressing CC on the video toolbar. Name: Callum Barltrop Talk Title: Novel diagnostic and uncertainty characterisation tools for multivariate return…

From  Anna Munro on May 24th, 2021 0 likes 10 plays 0  

Nicolas Meyer EVA Talk Preview

This talk has captions. You can remove these by pressing CC on the video toolbar. Name: Nicolas Meyer Talk Title: Multivariate sparse clustering for extremes Abstract: Studying the tail dependence…

From  Anna Munro on May 19th, 2021 0 likes 3 plays 0  

Anita Behme EVA Talk Preview

This talk has captions. You can remove these by pressing CC on the video toolbar. Name: Anita Behme Talk Title: A 2 × 2 random switching model and its dual risk model Abstract: A special case…

From  Anna Munro on May 18th, 2021 0 likes 2 plays 0  

Holger Rootzen EVA Talk Preview

This talk has captions. You can remove these by pressing CC on the video toolbar. Name: Holger Rootzen Talk Title: Real-time prediction of severe influenza epidemics using multivariate…

From  Anna Munro on May 13th, 2021 0 likes 1 plays 0  

Topic 39: Multivariate Characteristic Functions (PETARS, Chapter 5)

The concept of the characteristic function for scalar random variables is extended to multivariate densities of random vectors. This is defined as the multi-dimensional Fourier transform, or the…

From  James Hopgood on October 18th, 2020 0 likes 82 plays 0  

Topic 38: The Multivariate Guassian Distribution (PETARS, Chapter 5)

This video reviews the probability density function (pdf) for the multivariate Gaussian random variable. This pdf is then derived by developing the isotropic multivariate Gaussian, and then…

From  James Hopgood on October 15th, 2020 0 likes 103 plays 0