From tuesday 13 to thursday 15, there will be two sessions a day; one in the morning (10:00-11:30 probably) and one in the afternoon (14:30-16:00). Depending on the lecturer, afternoon sessions may be devoted to exercises, or not. It is not possible to attend to both lectures.
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).
!!! Update (november 10) : The masterclass is full, it is no longer possible to sign up.