Workshop on Generative AI and Extreme Value Modeling

Workhop "Generative AI and Extreme Value Modeling"

This event will focus on addressing the opportunities and current challenges of using Generative models to simulate Extreme events.

The aim is to federate the Statistical Learning / Generative modelling community with the Extreme values statisticians and Climate / Financial Risk assessment researchers, to start a conversation about recent advances in each field and their interaction or lack thereof.

The presentations will be given by leading experts of both domains that have already a contribution in the intersection between both disciplines. Registration is free but mandatory.

Program

Morning – Theoretical / Fundamental Session

9:00 – 9:30 : Welcome coffee and opening session

09:30 – 10:30 : Juliette Legrand
Heavy tails and extreme events

10:30 – 11:30 : Arthur Stéhanovitch
Theory of generative models (SGMs, etc.)

11:30 – 12:30 : Stéphane Girard
GANs and Extreme Value theory

12:30 – 14:00 : Lunch break

Afternoon – Applied Session & Actuarial Perspectives

14:00 – 15:00 : Philippe Naveau
VAEs and Extreme Value theory: models for climate

15:00 – 16:00 : Umut Şimşekli
SGMs and Extreme Value theory: generative models for extreme events

16:00 – 16:30 : Coffee break

16:30 – 17:15 : Jakiw Pidstrigach
Concrete application or real-world use case

17:15 – 18:00 : Daniel Nkameni
Application of Extreme Value theory to a parametric insurance product

18:00 – 18:30 : Closing