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.
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