Recent Presentations

  • Max-stable processes and random fields: Representations, models, and prediction, Colloquium, Department of Statistics, University of Wisconsin-Madison, March 2011: slides.
  • On the estimation of the heavy-tail exponent and the extremal index in time series, Colloquium, Departamento de Estadistica, Universidad Carlos III de Madrid, 2010: slides.
  • Global modeling of backbone network traffic, INFOCOM 2010, San Diego, California.
  • On the structure of max-stable processes, Graybill VIII/EVA 2009, Fort Collins, Colorado.
  • Max–stable processes: representations, ergodic properties and some statistical applications, StatDep, Paris 2008, organized by Gilles Teyssiere.
  • On the ergodicity and mixing of max-stable processes, Slides: ISI Lisbon, Portugal | EVA 2007, Bern, Switzerland | Oberwolfach. Matlab/Octave movie┬áillustrating a 2D max-stable field ergodic in one dimension and non-ergodic in the other.
  • On the estimation of the heavy-tail exponent in time series using the max-spectrum, JSM 2007, Salt Lake City, Utah | ISBIS Prague, Czech Republic.
  • Two applications of max-stable distributions: random sketches and heavy-tail exponent estimation Boston University Probability Seminar, 2007 slides.
  • Estimating heavy-tail exponents through max self-similarity Michigan State University, Probability and Statistics Colloquium, 2006 slides.
  • Extremal stochastic integrals: a parallel between max-stable and alpha-stable processes University of Michigan, Summer Probability Seminar, 2006 slides.
  • Max-stable random sketches: estimation of distances, norms and dominance norms University of Michigan, Theoretical Computer Science Seminar, 2005 slides