4 papers
How long should a block be?
Léo R. Belzile, Anthony C. Davison
The block maximum method, which is widely used in extreme value analysis, uses a generalized extreme value distribution to approximate that of the maximum of m observations. The qu…
A Bayesian Framework for Post-disruption Travel Time Prediction in Metro Networks
Shayan Nazemi, Aurélie Labbe, Stefan Steiner +3
Disruptions are an inherent feature of transportation systems, occurring unpredictably and with varying durations. Even after an incident is reported as resolved, disruptions can i…
Wishart kernel density estimation for strongly mixing time series on the cone of positive definite matrices
Léo R. Belzile, Christian Genest, Frédéric Ouimet +1
A Wishart kernel density estimator (KDE) is introduced for density estimation in the cone of positive definite matrices. The estimator is boundary-aware and mitigates the boundary…
An utopic adventure in the modelling of conditional univariate and multivariate extremes
Léo R. Belzile, Arnab Hazra, Rishikesh Yadav
The EVA 2023 data competition consisted of four challenges, ranging from interval estimation for very high quantiles of univariate extremes conditional on covariates, point estimat…