06.11.2024, 14:00 - 16:00
– Campus Golm, Building 9, Room 2.22 and via Zoom
Institutskolloquium
Graphon Models for Inhomogeneous Random Graphs
Olga Klopp (Paris), Nicolas Verzelen (Montpellier)
Carole Bernard (Ontario)
This lecture is about the modeling of multivariate dependence
(copulas, factor models) and of dependence uncertainty. We will
discuss issues from a theoretical perspective in dimensions 2 and
higher. We will also present the rearrangement algorithm of Embrechts,
Puccetti and Ruschendorf (2012) as a practical tool to deal with
dependence, as well as its latest improvements.