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Lecture
Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
This lecture covers Extreme Value Theory, focusing on Generalized Extreme Value (GEV) and Generalized Pareto Distribution (GPD). It explains the connection between GEV and GPD, the Block Maxima Method, Maximum Likelihood Estimation, and the POT Model for threshold exceedances.