lbelzile
Associate professor of statistics in the Department of Decision Sciences at HEC Montréal
HEC MontréalMontréal
Pinned Repositories
EVA2023-data-challenge
Team Yahabe contribution to the Extreme Value Analysis 2023 data challenge
experimental
Experimental Design and Statistical Methods website
Extremes-software-review
Code and supplementary material for the paper "A modeler’s guide to extreme value software"
hecedsm
Datasets for MATH 80667A (Experimental Design and Statistical Methods)
longevity
Statistical methods for the analysis of excess lifetimes
math80667a
Experimental Designs and Statistical Methods for Quantitative Research in Management
mev
Modelling extreme values
mgp
Multivariate generalized Pareto distributions
threshold
Threshold selection methods for extreme value analysis
TruncatedNormal
Simulation from truncated Gaussian and Student vectors, high dimensional CDF via exponential tilting
lbelzile's Repositories
lbelzile/jointPm
Risk estimation using the joint probability method
lbelzile/texmexTutorial
R package with data and learnr tutorial for EVA2021 presentation of the texmex package
lbelzile/VaRES
Computes Value at Risk and Expected Shortfall for over 100 Parametric Distributions
lbelzile/arsia-longevity
Code accompanying the paper "Is there a cap on longevity?"
lbelzile/Extremes-software-review
Code and supplementary material for the paper "A modeler’s guide to extreme value software"
lbelzile/hoa-extremes
Code accompanying the paper "Improved inference on risk measures for univariate extremes"
lbelzile/supercentenarian
Code accompanying the paper "Human mortality at extreme age"
lbelzile/2022-Dalhousie
Slides for a talk at the Dalhousie Statistics Colloquium
lbelzile/BMAmevt
Bayesian Model Averaging for Multivariate Extremes
lbelzile/cc-licenses
Creative Commons Licenses for Github
lbelzile/chandwich
Chandler-Bate Sandwich Loglikelihood Adjustment
lbelzile/cospex
Conditional spatiotemporal extremes
lbelzile/DSCI_554_exper-causal-inf
lbelzile/EVA2021-talk
Slides for the talk "Informative selection mechanisms for extreme value analyses" presented at EVA2021
lbelzile/EVA2021-texmex-tutorial
Slides for the EVA2021 R tutorial on "texmex".
lbelzile/EVA2023-Rtutorial
EVA 2023 Tutorial on Statistical Computing on Extremes with R
lbelzile/evdbayes
R Package - Bayesian Analysis in Extreme Value Theory
lbelzile/experimental-F21
lbelzile/hkevp
Hierarchical kernel extreme value process of Shaby and Reich (2012)
lbelzile/intro2ml
Introduction to Machine Learning
lbelzile/lbelzile.github.io
Website (redirect)
lbelzile/math60602-sas
Notes de cours pour MATH 60602 - HEC Montréal (version SAS)
lbelzile/McGill-biostatistics-2023
Slides for talk at the McGill Biostatistics seminar on February 15th, 2023
lbelzile/multi_A22
lbelzile/mvPot
R package mvPot: Tools for high-dimensional peaks-over-threshold inference and simulation of spatial processes.
lbelzile/rbm
Tail index estimation with random block maxima
lbelzile/revdbayes
Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis
lbelzile/SDS375
SDS 375 Data Visualization in R
lbelzile/Statistical-Methods-Seminar-Series
Repository for code shared be presenters in the EFI hosted Statistical Methods Seminar Series
lbelzile/texmexIntro
Booklet for the R tutorial at EVA 2021 for the `texmex` package