In this presentation, we briefly introduce the branch of extreme value statistics. In extreme value statistics, people have an interest in the tail of the distribution, not the mean part of the distribution. In this presentation, we introduce popular probability distributions for extreme value analysis, such as generalized extreme value (GEV) distribution and generalized Pareto distribution (GPD). Recent advances in incorporating machine learning techniques in extremes are also introduced.
In this presentation, we briefly introduce the branch of extreme value statistics. In extreme value statistics, people have an interest in the tail of the distribution, not the mean part of the distribution. In this presentation, we introduce popular probability distributions for extreme value analysis, such as generalized extreme value (GEV) distribution and generalized Pareto distribution (GPD). Recent advances in incorporating machine learning techniques in extremes are also introduced.