Mathematics, Statistics, and Geometry of Extreme Events in High Dimensions

Key Points

• The workshop aims to explore recent advancements in Extreme Value Theory and its applications in high-dimensional contexts.
• Facilitated discussions among researchers on various topics related to extreme events.
• Presented findings on probabilistic developments in regular variation.
• Examined statistical inference methods in high-dimensional and time series frameworks.
• Explored novel applications using deep learning techniques.
• Demonstrated new insights into extreme value behavior in high dimensions.
• Highlighted the compatibility of multivariate representations with sparsity structures.
• Showed emerging directions and applications stemming from recent theoretical advancements.