Concept
Heavy-tailed distribution
Related people (31)
Michel Bierlaire
Born in 1967, Michel Bierlaire holds a PhD in Mathematical Sciences from the Facultés Universitaires Notre-Dame de la Paix, Namur, Belgium (University of Namur). Between 1995 and 1998, he was research associate and project manager at the Intelligent Transportation Systems Program of the Massachusetts Institute of Technology (Cambridge, Ma, USA). Between 1998 and 2006, he was a junior faculty in the Operations Research group ROSO within the Institute of Mathematics at EPFL. In 2006, he was appointed associate professor in the School of Architecture, Civil and Environmental Engineering at EPFL, where he became the director of the Transport and Mobility laboratory. Since 2009, he is the director of TraCE, the Transportation Center. From 2009 to 2017, he was the director of Doctoral Program in Civil and Environmental Engineering at EPFL. In 2012, he was appointed full professor at EPFL. Since September 2017, he is the head of the Civil Engineering Institute at EPFL. His main expertise is in the design, development and applications of models and algorithms for the design, analysis and management of transportation systems. Namely, he has been active in demand modeling (discrete choice models, estimation of origin-destination matrices), operations research (scheduling, assignment, etc.) and Dynamic Traffic Management Systems. As of August 2021, he has published 136 papers in international journals, 4 books, 41 book chapters, 193 articles in conference proceedings, 182 technical reports, and has given 195 scientific seminars. His Google Scholar h-index is 68. He is the founder, organizer and lecturer of the EPFL Advanced Continuing Education Course "Discrete Choice Analysis: Predicting Demand and Market Shares". He is the founder of hEART: the European Association for Research in Transportation. He was the founding Editor-in-Chief of the EURO Journal on Transportation and Logistics, from 2011 to 2019. He is an Associate Editor of Operations Research. He is the editor of two special issues for the journal Transportation Research Part C. He has been member of the Editorial Advisory Board (EAB) of Transportation Research Part B since 1995, of Transportation Research Part C since January 1, 2006.
Anthony Christopher Davison
Anthony Davison has published on a wide range of topics in statistical theory and methods, and on environmental, biological and financial applications. His main research interests are statistics of extremes, likelihood asymptotics, bootstrap and other resampling methods, and statistical modelling, with a particular focus on the first currently. Statistics of extremes concerns rare events such as storms, high winds and tides, extreme pollution episodes, sporting records, and the like. The subject has a long history, but under the impact of engineering and environmental problems has been an area of intense development in the past 20 years. Davison''s PhD work was in this area, in a project joint between the Departments of Mathematics and Mechanical Engineering at Imperial College, with the aim of modelling potential high exposures to radioactivity due to releases from nuclear installations. The key tools developed, joint with Richard Smith, were regression models for exceedances over high thresholds, which generalized earlier work by hydrologists, and formed the basis of some important later developments. This has led to an ongoing interest in extremes, and in particular their application to environmental and financial data. A major current interest is the development of suitable methods for modelling rare spatio-temporal events, particularly but not only in the context of climate change. Likelihood asymptotics too have undergone very substantial development since 1980. Key tools here have been saddlepoint and related approximations, which can give remarkably accurate approximate distribution and density functions even for very small sample sizes. These approximations can be used for wide classes of parametric models, but also for certain bootstrap and resampling problems. The literature on these methods can seem arcane, but they are potentially widely applicable, and Davison wrote a book joint with Nancy Reid and Alessandra Brazzale intended to promote their use in applications. Bootstrap methods are now used in many areas of application, where they can provide a researcher with accurate inferences tailor-made to the data available, rather than relying on large-sample or other approximations of doubtful validity. The key idea is to replace analytical calculations of biases, variances, confidence and prediction intervals, and other measures of uncertainty with computer simulation from a suitable statistical model. In a nonparametric situation this model consists of the data themselves, and the simulation simply involves resampling from the existing data, while in a parametric case it involves simulation from a suitable parametric model. There is a wide range of possibilities between these extremes, and the book by Davison and Hinkley explores these for many data examples, with the aim of showing how and when resampling methods succeed and why they can fail. He was Editor of Biometrika (2008-2017), Joint Editor of Journal of the Royal Statistical Society, series B (2000-2003), editor of the IMS Lecture Notes Monograph Series (2007), Associate Editor of Biometrika (1987-1999), and Associate Editor of the Brazilian Journal of Probability and Statistics (1987 2006). Currently he on the editorial board of Annual Reviews of Statistics and its Applications. He has served on committees of Royal Statistical Society and of the Institute of Mathematical Statistics. He is an elected Fellow of the American Statistical Assocation and of the Institute of Mathematical Statistics, an elected member of the International Statistical Institute, and a Chartered Statistician. In 2009 he was awarded a laurea honoris causa in Statistical Science by the University of Padova, in 2011 he held a Francqui Chair at Hasselt University, and in 2012 he was Mitchell Lecturer at the University of Glasgow. In 2015 he received the Guy Medal in Silver of the Royal Statistical Society and in 2018 was a Medallion Lecturer of the Institute of Mathematical Statistics.
Jean-Yves Le Boudec
Jean-Yves Le Boudec is full professor at EPFL and fellow of the IEEE. He graduated from Ecole Normale Superieure de Saint-Cloud, Paris, where he obtained the Agregation in Mathematics in 1980 (rank 4) and received his doctorate in 1984 from the University of Rennes, France. From 1984 to 1987 he was with INSA/IRISA, Rennes. In 1987 he joined Bell Northern Research, Ottawa, Canada, as a member of scientific staff in the Network and Product Traffic Design Department. In 1988, he joined the IBM Zurich Research Laboratory where he was manager of the Customer Premises Network Department. In 1994 he joined EPFL as associate professor. His interests are in the performance and architecture of communication systems. In 1984, he developed analytical models of multiprocessor, multiple bus computers. In 1990 he invented the concept called "MAC emulation" which later became the ATM forum LAN emulation project, and developed the first ATM control point based on OSPF. He also launched public domain software for the interworking of ATM and TCP/IP under Linux. He proposed in 1998 the first solution to the failure propagation that arises from common infrastructures in the Internet. He contributed to network calculus, a recent set of developments that forms a foundation to many traffic control concepts in the internet. He earned the Infocom 2005 Best Paper award, with Milan Vojnovic, for elucidating the perfect simulation and stationarity of mobility models, the 2008 IEEE Communications Society William R. Bennett Prize in the Field of Communications Networking, with Bozidar Radunovic, for the analysis of max-min fairness and the 2009 ACM Sigmetrics Best Paper Award, with Augustin Chaintreau and Nikodin Ristanovic, for the mean field analysis of the age of information in gossiping protocols. He is or has been on the program committee or editorial board of many conferences and journals, including Sigcomm, Sigmetrics, Infocom, Performance Evaluation and ACM/IEEE Transactions on Networking. He co-authored the book "Network Calculus" (2001) with Patrick Thiran and is the author of the book "Performance Evaluation of Computer and Communication Systems" (2010).
Christophe Ancey
Christophe Ancey has both a PhD and an engineering degree granted by the Ecole Centrale de Paris and the Grenoble National Polytechnic Institute. Trained as a hydraulics engineer, he did his doctoral work under the supervision of Pierre Evesque from 1994 to 1997 on rheology of granular flows in simple shearing. He was recruited in 1998 as a researcher in rheology at the Cemagref as part of the Erosion Protection team directed by Jean-Pierre Feuvrier, which has since become the laboratoire "Storm Erosion, Snow and Avalanche Laboratory". Parallel to this research activity, with Claude Charlier He set up a consulting firm for engineering contracting called Toraval (www.toraval.fr), which has become the major player in the avalanche field in France. Since 2004, He is a fluid-mechanics professor at EPFL and he is the director of the Environmental Hydraulics Laboratory.
He is associate editor of Water Resources Research, one of the leading journal in the field.
Johan Alexandre Philippe Gaume
I started my scientific career in 2008 at the Grenoble University in the IRSTEA laboratory where I did my master's thesis on the rheology of dense granular materials using the discrete element method. In the same lab, I followed with a PhD on the numerical modeling of the release depth of extreme avalanches using a combined mechanical-statistical approach and spatial extreme statistics. In 2013 I obtained a postdoc position at the WSL Institute for Snow and Avalanche Research SLF in Davos where I was in charge of developing and applying numerical models to improve the evaluation of avalanche release conditions and thus avalanche forecasting. While my PhD was mostly theoretical and numerical, my postdoc in Davos allowed me to gain a practical expertise by participating in laboratory and field experiments which helped to validate the models I develop. In 2016, I was awarded a SNF grant to work as a research and teaching associate in CRYOS at EPFL on the multiscale modeling of snow and avalanche processes. I developed discrete approaches to model snow micro-structure deformation and failure in order to evaluate constitutive snow models to be used at a larger scale in continuum models. I also developed numerical models for wind-driven snow transport. In 2017, I was a Visiting Scholar at UCLA to work on a Material Point Method (MPM) to simulate both the initiation and propagation of snow avalanches in a unified manner. The UCLA MPM model was initially developed for the Disney movie "Frozen" and has been modified and enriched based on Critical State Soil Mechanics to model the release and flow of slab avalanches. The results of this collaboration have been published in Nature Communications. In 2018, I was awarded the SNF Eccellenza Professorial Fellowship and became professor at EPFL and head of SLAB, the Snow and Avalanche Simulation Laboratory. At SLAB, we study micro-mechanical failure and fracture propagation of porous brittle solids, with applications in snow slab avalanche release. We also simulate avalanche dynamics and flow regime transitions over complex 3D terrain through the development of new models (depth-resolved and depth-averaged) based on MPM.In 2020, I obtained a SPARK grant to develop a new approach to simulate and better understand complex process chains in gravitational mass movements, including permafrost instabilities, rock, snow and ice avalanches and transitions to debris flows.