<html><head><meta http-equiv="Content-Type" content="text/html; charset=utf-8"></head><body style="word-wrap: break-word; -webkit-nbsp-mode: space; line-break: after-white-space;" class=""><div class=""><div style="caret-color: rgb(0, 0, 0); color: rgb(0, 0, 0); font-family: Helvetica; font-size: 12px; font-style: normal; font-variant-caps: normal; font-weight: normal; letter-spacing: normal; orphans: auto; text-align: start; text-indent: 0px; text-transform: none; white-space: normal; widows: auto; word-spacing: 0px; -webkit-text-size-adjust: auto; -webkit-text-stroke-width: 0px; text-decoration: none;"><br class=""></div></div><div><div class=""><div style="word-wrap: break-word; -webkit-nbsp-mode: space; line-break: after-white-space;" class=""><div class="">
<div style="text-align: start; text-indent: 0px;" class=""><font size="3" style="caret-color: rgb(0, 0, 0); font-style: normal; font-variant-caps: normal; letter-spacing: normal; text-transform: none; white-space: normal; word-spacing: 0px; text-decoration: none; -webkit-text-stroke-width: 0px;" class="">C</font><font face="Times New Roman, serif" size="3" class="">ONFÉRENCE PRIX CRM-SSC 2019</font></div></div><div class=""><div style="word-wrap: break-word; -webkit-nbsp-mode: space; line-break: after-white-space;" class=""><div style="" class=""><div class=""><div style="word-wrap: break-word; -webkit-nbsp-mode: space; line-break: after-white-space;" class=""><div class=""><div class=""><div class="WordSection1" style="page: WordSection1; caret-color: rgb(0, 0, 0); font-style: normal; font-variant-caps: normal; letter-spacing: normal; text-align: start; text-indent: 0px; text-transform: none; white-space: normal; word-spacing: 0px; -webkit-text-stroke-width: 0px; text-decoration: none;"><div class=""><div class=""><div class=""><div class=""><div class=""><div class=""><div class=""><div class=""><div class="" style="font-weight: normal; font-size: 13px; font-family: Helvetica;"><div style="margin: 0cm 0cm 0.0001pt; font-size: 12pt; font-family: "Times New Roman", serif;" class=""><o:p class=""></o:p></div></div><div class="" style="font-weight: normal; font-size: 13px; font-family: Helvetica;"><div style="margin: 0cm 0cm 0.0001pt; font-size: 12pt; font-family: "Times New Roman", serif;" class=""><o:p class=""> </o:p></div></div><div class="" style="font-weight: normal; font-size: 13px; font-family: Helvetica;"><div style="margin: 0cm 0cm 0.0001pt; font-size: 12pt; font-family: "Times New Roman", serif;" class="">******************************************************************<o:p class=""></o:p></div></div><div class="" style="font-weight: normal; font-size: 13px; font-family: Helvetica;"><div style="margin: 0cm 0cm 0.0001pt; font-size: 12pt; font-family: "Times New Roman", serif;" class=""><o:p class=""> </o:p></div></div><div class="" style="font-weight: normal; font-size: 13px; font-family: Helvetica;"><div style="margin: 0cm 0cm 0.0001pt; font-size: 12pt; font-family: "Times New Roman", serif;" class="">CONFERENCIER(S) / SPEAKER(S) :<o:p class=""></o:p></div></div><font face="Times New Roman" size="3" class=""><b class="">Johanna Nešlehová </b></font><span style="font-weight: normal;" class=""><font face="Times New Roman" size="3" class="">(McGill University)</font></span><span style="font-weight: normal;" class=""><br class=""></span><span style="font-weight: normal;" class=""> </span><div class="" style="font-weight: normal; font-size: 13px; font-family: Helvetica;"><div style="margin: 0cm 0cm 0.0001pt; font-size: 12pt; font-family: "Times New Roman", serif;" class="">TITRE / TITLE :<o:p class=""></o:p></div></div><span style="font-weight: normal; font-variant-ligatures: normal; orphans: 2; widows: 2; background-color: rgb(255, 255, 255);" class=""><font face="Times New Roman" size="3" class="">Tales of tails, tiles and ties in dependence modeling/La queue, la tuile, le bris d'égalité et leur rôle dans les modèles de dépendance</font></span><span style="font-weight: normal;" class=""><br class=""></span><span style="font-weight: normal;" class=""> <br class=""></span><div class="" style="font-weight: normal; font-size: 13px; font-family: Helvetica;"><div style="margin: 0cm 0cm 0.0001pt; font-size: 12pt; font-family: "Times New Roman", serif;" class="">LIEU / PLACE :<o:p class=""></o:p></div></div><div class="" style="font-weight: normal; font-size: 13px; font-family: Helvetica;"><div style="margin: 0cm 0cm 0.0001pt; font-size: 12pt; font-family: "Times New Roman", serif;" class="">CRM, UdeM, Pav. André-Aisenstadt, 2920, ch. de la Tour, salle 1355<o:p class=""></o:p></div></div><div class="" style="font-weight: normal; font-size: 13px; font-family: Helvetica;"><div style="margin: 0cm 0cm 0.0001pt; font-size: 12pt; font-family: "Times New Roman", serif;" class=""><o:p class=""> </o:p></div></div><div class="" style="font-weight: normal; font-size: 13px; font-family: Helvetica;"><div style="margin: 0cm 0cm 0.0001pt; font-size: 12pt; font-family: "Times New Roman", serif;" class="">DATE :<o:p class=""></o:p></div></div><div class="" style="font-weight: normal; font-size: 13px; font-family: Helvetica;"><div style="margin: 0cm 0cm 0.0001pt; font-size: 12pt; font-family: "Times New Roman", serif;" class="">Le vendredi 4 octobre 2019 / Friday, October 4, 2019<o:p class=""></o:p></div></div><div class="" style="font-weight: normal; font-size: 13px; font-family: Helvetica;"><div style="margin: 0cm 0cm 0.0001pt; font-size: 12pt; font-family: "Times New Roman", serif;" class=""><o:p class=""> </o:p></div></div><div class="" style="font-weight: normal; font-size: 13px; font-family: Helvetica;"><div style="margin: 0cm 0cm 0.0001pt; font-size: 12pt; font-family: "Times New Roman", serif;" class="">HEURE / TIME :<o:p class=""></o:p></div></div><div class="" style="font-weight: normal; font-size: 13px; font-family: Helvetica;"><div style="margin: 0cm 0cm 0.0001pt; font-size: 12pt; font-family: "Times New Roman", serif;" class="">16 h / 4:00 p.m.<o:p class=""></o:p></div></div><div class="" style="font-weight: normal; font-size: 13px; font-family: Helvetica;"><div style="margin: 0cm 0cm 0.0001pt; font-size: 12pt; font-family: "Times New Roman", serif;" class=""><o:p class=""> </o:p></div></div><div class="" style="font-weight: normal;"><div style="font-size: 12pt; font-family: "Times New Roman", serif; margin: 0cm 0cm 0.0001pt;" class="">RESUME / </div><div style="margin: 0cm 0cm 0.0001pt;" class=""><div style="margin: 0px; font-stretch: normal; line-height: normal;" class=""><font face="Times New Roman" size="3" class="">La modélisation de la dépendance entre variables aléatoires est omniprésente en statistique. S’agissant d’événements rares à fort impact, tels que des orages violents, des inondations ou des vagues de chaleur, la question revêt une grande importance pour la gestion des risques et pose des défis théoriques. Une approche hautement flexible et prometteuse s’appuie sur la théorie des valeurs extrêmes, la modélisation par copules et l’inférence fondée sur les rangs. Je présenterai trois avancées récentes dans ce domaine. Nous nous intéresserons d’abord à la prise en compte de la dépendance en régime moyen, lorsque les modèles asymptotiques de valeurs extrêmes ne conviennent pas. Nous verrons ensuite quoi faire lorsque le nombre de variables est grand et comment une structure de modèle hiérarchique peut être apprise à partir de matrices de corrélation de rangs de grande taille. Enfin, je ne résisterai pas à l’envie de vous initier à l’univers complexe de l’inférence basée sur les rangs pour les données discrètes ou mixtes.</font></div></div><div style="font-size: 12pt; font-family: "Times New Roman", serif; margin: 0cm 0cm 0.0001pt;" class=""><br class=""></div><div style="font-size: 12pt; font-family: "Times New Roman", serif; margin: 0cm 0cm 0.0001pt;" class="">ABSTRACT :<o:p class=""></o:p></div></div><div class="" style="font-weight: normal;"><div style="margin: 0px; font-stretch: normal; line-height: normal;" class=""><font face="Times New Roman" size="3" class="">Modeling dependence between random variables is omnipresent in statistics. When rare events with high impact are involved, such as severe storms, floods or heat waves, the issue is both of great importance for risk management and theoretically challenging. Combining extreme-value theory with copula modeling and rank-based inference yields a particularly flexible and promising approach to this problem. I will present three recent advances in this area. One will tackle the question of how to account for dependence between rare events in the medium regime, in which asymptotic extreme-value models are not suitable. The other will explore what can be done when a large number of variables is involved and how a hierarchical model structure can be learned from large-scale rank correlation matrices. Finally, I won’t resist giving you a glimpse of the notoriously intricate world of rank-based inference for discrete or mixed data.</font></div></div><div class="" style="font-weight: normal;"><div style="margin: 0cm 0cm 0.0001pt;" class=""><o:p class=""><font face="Times New Roman" size="3" class=""> </font></o:p></div></div><div class="" style="font-weight: normal; font-size: 13px; font-family: Helvetica;"><div style="margin: 0cm 0cm 0.0001pt; font-size: 12pt; font-family: "Times New Roman", serif;" class=""><o:p class=""> </o:p></div></div><div class="" style="font-weight: normal; font-size: 13px; font-family: Helvetica;"><div style="margin: 0cm 0cm 0.0001pt; font-size: 12pt; font-family: "Times New Roman", serif;" class="">Le café sera servi à 15h30 et une réception suivra la conférence au Salon Maurice-L’Abbé (salle 6245).<o:p class=""></o:p></div></div><div class="" style="font-weight: normal; font-size: 13px; font-family: Helvetica;"><div style="margin: 0cm 0cm 0.0001pt; font-size: 12pt; font-family: "Times New Roman", serif;" class=""><o:p class=""> </o:p></div></div><div class="" style="font-weight: normal; font-size: 13px; font-family: Helvetica;"><div style="margin: 0cm 0cm 0.0001pt; font-size: 12pt; font-family: "Times New Roman", serif;" class="">Coffee will be served before the conference and a reception will follow at Salon Maurice-L’Abbé (Room 6245).<o:p class=""></o:p></div></div><div class="" style="font-weight: normal; font-size: 13px; font-family: Helvetica;"><div style="margin: 0cm 0cm 0.0001pt; font-size: 12pt; font-family: "Times New Roman", serif;" class=""><o:p class=""> </o:p></div></div><div class="" style="font-weight: normal; font-size: 13px; font-family: Helvetica;"><div style="margin: 0cm 0cm 0.0001pt; font-size: 12pt; font-family: "Times New Roman", serif;" class="">******************************************************************<o:p class=""></o:p></div></div><div class="" style="font-weight: normal; font-size: 13px; font-family: Helvetica;"><div style="margin: 0cm 0cm 0.0001pt; font-size: 12pt; font-family: "Times New Roman", serif;" class=""><o:p class=""> </o:p></div></div><div class="" style="font-weight: normal; font-size: 13px; font-family: Helvetica;"><div style="margin: 0cm 0cm 0.0001pt; font-size: 12pt; font-family: "Times New Roman", serif;" class=""><a href="http://www.crm.umontreal.ca/prix/prixCRMSSC/prixCRMSSC19_an.shtml" style="font-family: Helvetica; font-size: 13px;" class="">http://www.crm.umontreal.ca/prix/prixCRMSSC/prixCRMSSC19_an.shtml</a><span style="font-size: 12pt;" class=""> </span></div></div><div class="" style="font-weight: normal; font-size: 13px; font-family: Helvetica;"><div style="margin: 0cm 0cm 0.0001pt; font-size: 12pt; font-family: "Times New Roman", serif;" class=""><o:p class=""> </o:p></div></div><div class="" style="font-weight: normal; font-size: 13px; font-family: Helvetica;"><div style="margin: 0cm 0cm 0.0001pt; font-size: 12pt; font-family: "Times New Roman", serif;" class="">******************************************************************<o:p class=""></o:p></div></div></div><div class="" style="font-weight: normal; font-size: 13px; font-family: Helvetica;"><div style="margin: 0cm 0cm 0.0001pt; font-size: 12pt; font-family: "Times New Roman", serif;" class=""><o:p class=""> </o:p></div></div><div style="font-weight: normal; font-size: 12pt; font-family: "Times New Roman", serif; margin: 0cm 0cm 0.0001pt;" class=""><o:p class=""> </o:p></div><div class="" style="font-weight: normal; font-size: 13px; font-family: Helvetica;"><div class=""><div style="margin: 0cm 0cm 0.0001pt; font-size: 12pt; font-family: "Times New Roman", serif;" class=""><br class=""></div></div><div class=""><div style="margin: 0cm 0cm 0.0001pt; font-size: 12pt; font-family: "Times New Roman", serif;" class=""><span style="font-size: 9pt; font-family: Helvetica, sans-serif;" class=""></span></div></div></div></div></div></div></div></div></div></div></div></div></div><br class=""></div></div></div><br class=""></div></div><br class=""></div>_______________________________________________<br class="">Liste de distribution de courriel du CRM - Lofficiel - CRM mailing list<br class=""><a href="mailto:Lofficiel@crm.umontreal.ca" class="">Lofficiel@crm.umontreal.ca</a><br class="">http://www.crm.umontreal.ca/mailman/listinfo/lofficiel<br class=""></div></div><br class=""></body></html>