EVA 2017

10th Extreme Value Analysis Conference
TU Delft ⎯ June 26-30, 2017

Monday, June 26

Registration and Coffee (8:15-9:15, Lobby of EWI Building)

Welcoming Remarks and Opening (9:15-9:40, Room: Ampere, John Einmahl, co-Chair of EVA 2017, and Tim van der Hagen, President of Delft University of Technology)
Group Photo (9:40-10:10, Library of TU Delft)

Invited Session I1: Social networks and heavy tail analysis
(10:10-12:05, Room: Boole, Organizer/Chair: Sidney Resnick) 
10:10-10:45 John Nolan, PCA and ICA for multivariate stable distributions
10:50-11:25 Jingjing Zou, Extreme value analysis without the largest values: what can be done?
11:30-12:05 Bikramjit Das, On the behavior of common connections in social networks

Invited Session I2: Extreme value analysis of high-dimensional data
(10:10-12:05, Room: Chip, Organizer/Chair: Holger Drees)
10:10-10:45 Anna Kiriliouk, A continuous updating weighted least squares estimator of tail dependence in high dimensions (best student paper competition)
10:50-11:25 Thomas Mikosch, The eigenstructure of sample covariance matrices for high-dimensional heavy-tailed stochastic volatility models
11:30-12:05 Stéphan Clémençon, Critical regions for anomaly detection via empirical MV-sets on the sphere

Invited Session I3: Applications of extreme value analysis to safety and security domains
(10:10-12:05, Room: Pi, Organizer/Chair: Pieter van Gelder)
10:10-10:45 Sofia Caires, On the modelling of the temporal and spatial evolution of extreme hydraulic events
10:50-11:25 Ferdinand Diermanse, Applications in extreme river discharge modelling
11:30-12:05 Pieter van Gelder, Bayesian networks for modelling the impact of extreme weather events on the safety, reliability and availability of infrastructural networks

Lunch (12:10-13:30)

Contributed Session C1: Best student paper - I
(13:30-15:25, Room: Boole, Chair: Jan Beirlant)
13:30-13:55 Léo Belzile, Extremal attractors of Liouville copulas
14:00-14:25 Raphaël de Fondeville, Generalized peaks-over-threshold inference for high-dimensional spatial processes
14:30-14:55 Yi He, Asymptotics for extreme depth-based quantile region estimation
15:00-15:25 Phyllis Wan, Modeling power laws in directed social networks through linear preferential attachment

Contributed Session C2: Extreme rainfall - I
(13:30-15:25, Room: Chip, Chair: David Walshaw)
13:30-13:55 Pimpan Amphanthong, Modeling on maximum daily rainfall in Thailand
14:30-14:55 Jonathan Jalbert, Estimating the return level of the 2011 Lake Champlain flood considering the clustering of precipitation extremes
15:00-15:25 Victor Mélèse, Estimation of uncertainties in intensity duration frequency curves of extreme rainfall - a regional analysis

Contributed Session C3: Partial maxima
(13:30-15:25, Room: Data, Chair: Takaaki Shimura)
13:30-13:55 Sandra Dias, Limiting joint distribution of sums and maxima: semistability and max-semistability
14:00-14:25 Remigijus Leipus, Random max-closure property of heavy-tailed random variables
14:30-14:55 Toshio Nakata, The asymptotics of the maxima for the distribution of the generalized St. Petersburg game
15:00-15:25 Zbigniew S. Szewczak, Hypercontractivity for maxima of dependent random sequences

Contributed Session C4: Multivariate extreme value theory
(13:30-15:25, Room: Pi, Chair: Kirstin Strokorb)
13:30-13:55 Danijel Krizmanic, Functional convergence of multivariate partial maxima processes
14:00-14:25 Xin Liao, Asymptotics and statistical inferences on independent and non-identically distributed bivariate Gaussian triangular arrays
14:30-14:55 Natalia Nolde, Extremes of risk functionals for samples with a limit shape
15:00-15:25 Isabel Serra, The bivariate power-law distribution in complex systems

Coffee Break (15:30-16:00)

Contributed Session C5: Best student paper - II
(16:00-17:25, Room: Boole, Chair: John Nolan)
16:00-16:25 Krzysztof Bisewski, Controlling the time discretization error
16:30-16:55 Bohan Chen, Efficient rare event simulation for multiple jump events in regularly varying random walks and compound Poisson processes
17:00-17:25 Miriam Isabel Seifert, A conditional limit theorem for a bivariate representation of a univariate random variable and conditional extreme values

Contributed Session C6: Modeling multivariate extremes
(16:00-17:25, Room: Chip, Chair: Jenny Wadsworth)
16:00-16:25 Tiandong Wang, Multivariate regular variation and fitting a preferential attachment network model
16:30-16:55 Nicolas Raillard, Multivariate extremal analysis methodology in function of structural response
17:00-17:25 Sabrina Vettori, Bayesian clustering and dimension reduction in multivariate extremes

Contributed Session C7: Markov processes - I
(16:00-17:25, Room: Data, Chair: Oleg Seleznjev)
16:00-16:25 Karolina Łukaszewicz, Renewal theory for extremal Markovian sequences
16:30-16:55 Mihail Bazhba, Sample path large deviations for random walks and Levy processes with Weibullian tails
17:00-17:25 Mateusz Staniak, Wiener-Hopf factorization for extremal Markovian sequences connected with the Kendall convolution

Contributed Session C8: Tail risk
(16:00-16:55, Room: Pi, Chair: Marie Kratz)
16:00-16:25 Qihe Tang, Quantifying the basis risk of industry loss warranties
16:30-16:55 Ruodu Wang, An axiomatic theory for measures of tail risk

Reception at the Historical City Hall of Delft (20:00-22:00)

© EVA 2017 Delft