Statistical learning with extremes,
Master MVA, université ParisSaclay
Joint course with Stephan Clemencon.
Course material
Homework

Lecture 1 (2023/10/05): Exercise 1.3

Lecture 2 (2023/10/12): Exercise 2.1

Lecture 3 (2023/10/19): Exercises 2.3, 2.4, 2.7 (no code. scanned handwritten, readable notes allowed)

Lecture 4 (2023/10/26): Exercise 3.13, using this data set
Recommended reading
The second part of this course focuses on statistical learning theory for extreme value analsyis. It is highly recommended to familiarize yourself with basic statistical learning theory. A good starting point is Gabor Lugosi's lecture notes on the topic of binary classification. The first four sections are particularly relevant to our context.N.B. These lecture notes are part of the book `Principles of Nonparametric Learning' .