Search for tag: "multivariate"

Sparsity in High-Dimensional Extremes: Stanislav Volgushev

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

From  Belle Taylor on July 3rd, 2021 0 likes 24 plays 0  

Regression Techniques: Alina Kumukova

This talk has been automatically captioned. You can remove these by pressing CC on the video toolbar. Name: Alina Kumukova Talk Title: Regression-type analysis for block maxima on block…

From  Belle Taylor on July 3rd, 2021 0 likes 9 plays 0  

Insurance: Simone Padoan

This talk has been automatically captioned. You can remove these by pressing CC on the video toolbar. Name: Simone Padoan Talk Title: Joint inference on extreme expectiles for multivariate…

From  Belle Taylor on July 2nd, 2021 0 likes 11 plays 0  

Prediction and Validation for Extremes: Fabien Baeriswyl

This talk has been automatically captioned. You can remove these by pressing CC on the video toolbar. Name: Fabien Baeriswyl Talk Title: Multivariate regular variation in marked Hawkes…

From  Belle Taylor on July 1st, 2021 0 likes 17 plays 0  

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 25 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 12 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 12 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 12 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 17 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 12 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 18 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 28 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 15 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 40 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 97 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 105 plays 0