We organize a masterclass in Angers, France, from December 13 to 15, 2022. The masterclass is mainly intended for second-year master students and PhD students. There will be two parallel lectures, each consisting of 6 one hour and a half sessions. The two lectures are:
- Canonical Kähler metrics and complex Monge-Ampère equations, by Hoang-Chinh LU
Any compact Riemann surface admits a metric of constant curvature. Studying higher dimensional analogue of this uniformization theorem is one of the central problems in complex geometry. In this short introduction, we will introduce basic notions in Kähler geometry, focusing on Kähler-Einstein metrics and their connection with complex Monge-Ampère equations.
- A partial overview of the theory of estimation in heavy-tailed models, by Gilles STUPFLER
The framework of heavy tails, crucial in the modeling of a variety of applications of statistics, will be introduced. Some probabilistic techniques specific to heavy-tailed models will then be presented, with a view on the asymptotic analysis of estimators of certain important quantities, such as the extreme value index, extreme quantiles, or the tail mean (i.e. the Expected Shortfall). Numerical illustrations will be used to reflect the validity of the findings (or lack thereof).
The lectures will be in english.
!!! Update (november 10) : The masterclass is full, it is no longer possible to sign up.
The organisation board will pay for accommodation, including breakfast and lunches. Dinners are not included. We will do our best to cover travel costs, within the limit of our budget.
The number of participants is limited to 30. When registering to the masterclass, don't forget to indicate which lecture you will attend. The registration deadline is November 18, 2022.