YES workshop | Young European Statisticians | Edition XIII

Multivariate data is becoming more accessible, resulting in an increasing need to understand and quantify relationships between multiple random variables.

The Eurandom Workshop on Dependence Modeling serves as a platform for mathematicians, statisticians, and practitioners to discuss recent advances for tackling complex dependencies in multivariate data. The workshop aims to enhance international collaborations to refine and broaden theoretical frameworks for dependence modeling. There are three thematic sessions along the most prominent research lines in dependence modeling. First, the workshop focuses on copulas, which are powerful mathematical tools for constructing margin-free distributions for multivariate phenomena. The second theme is dependence modeling for extremes, a crucial area of study for understanding rare events but with a huge impact on our society, like natural disasters or market crashes. Finally, the workshop concentrates on quantifying dependencies, with special focus on novel methodologies based, for example, on optimal transport.

The workshop brings together senior experts and young researchers from the Netherlands and abroad working on dependence modeling. It encourages the sharing of novel methodologies and promising future research directions with the objective of advancing the understanding of complex dependencies in multivariate systems and improving decision making in risk-sensitive applications in various domains.

Organizers:

Elisa Perrone (Eindhoven University of Technology)

Alexis Derumigny (TU Delft)

Irene Gijbels (KU Leuven)

Antonis Papapantoleon (TU Delft)