lbelzile Goto Github PK

I am an associate professor of statistics in the Department of Decision Sciences at HEC Montréal. Visit my webpage for my curriculum vitae. I am best reached by email.

The repositories on Github contain code for the R packages that I authored or maintain, including

• mev - Modelling Extreme Values
• TruncatedNormal - Truncated Multivariate Normal and Student Distributions
• lcopula - Liouville Copulas
• mig - Multivariate Inverse Gaussian Distribution
• longevity - Statistical Methods for the Analysis of Excess Lifetimes
• threshold - Threshold Selection Methods (✨under active development)
• mvPot - Multivariate Peaks-over-Threshold Modelling for Spatial Extreme Events

or of which I am the current maintainer on the CRAN

• BMAmevt - Bayesian Model Averaging for Multivariate Extremes
• evt0 - Mean of Order P, Peaks over Random Threshold Hill and High Quantile Estimates
• VaRES - Computes Value at Risk and Expected Shortfall for over 100 Parametric Distributions
• jointPm - Risk Estimation Using the Joint Probability Method
• hkevp - Spatial Extreme Value Analysis with the Hierarchical Model of Reich and Shaby (2012)

1. Olli Saarela, Léo Belzile and David A. Stephens (2016). A Bayesian view of doubly robust causal inference, Biometrika, 103(3): pp. 667–681. DOI:10.1093/biomet/asw025. Code
2. Léo Belzile and Johanna G. Nešlehová (2017) Extremal attractors of Liouville copulas, Journal of Multivariate Analysis, 160C, pp. 68–92. DOI:10.1016/j.jmva.2017.05.008. Code
3. Léo R. Belzile, Anthony C. Davison, Holger Rootzén and Dmitrii Zholud (2021). Human mortality at extreme age., Royal Society Open Science, 8: 202097, DOI:10.1098/rsos.202097. Code
4. Léo R. Belzile, Anthony C. Davison, Jutta Gampe, Holger Rootzén and Dmitrii Zholud (2022). Is there a cap on longevity? A statistical review., Annual Reviews of Statistics and its Application, (9), 18, pp. 1–25. DOI:10.1146/annurev-statistics-040120-025426. Code
5. Léo R. Belzile and Anthony C. Davison (2022). Improved inference for risk measures of univariate extremes, Annals of Applied Statistics, 16(3), pp. 1524–1549. DOI: 10.1214/21-AOAS1555. Code
6. Léo R. Belzile, Christophe Dutang, Paul Northrop and Thomas Opitz (2023). A modeler's guide to extreme value software. Extremes, 26, pp. 595–638. DOI:10.1007/s10687-023-00475-9. Code.

7. Léo R. Belzile, Arnab Hazra, Rishikesh Yadav. An utopic adventure in the modelling of conditional univariate and multivariate extremes. Code
8. Léo R. Belzile, Alain Desgagné, Christian Genest and Frédéric Ouimet (2024). Normal approximations for the multivariate inverse Gaussian distribution and asymmetric kernel smoothing on d-dimensional half-spaces. Code.

• MATH 80667A Experimental Design and Statistical Methods [code]
• MATH 80601A Bayesian Modelling [code]
• MATH 60604A Statistical Modelling [code]
• MATH 60604 Modélisation statistique [code]
• MATH 60602 Analyse multidimensionnelle appliquée [code]
• Tutorial on Statistical Computing on Extremes with R, EVA 2023 [code]

• MATH 80601A Bayesian modelling [code]
• MATH 80667A Experimental Design and Statistical Methods [code]
• MATH 60604 Modélisation statistique [code]
• MATH 60604A Statistical Modelling [code]
• MATH 60602 Analyse multidimensionnelle appliquée [code]
• MATH 341 Linear Models (EPFL) [code]
• MATH 342 Time Series (EPFL) [code]
• Notes on the texmex package, EVA 2021 [code]

• MATH 60602 hecmulti
• MATH 80667A hecedsm
• MATH 60604A hecstatmod
• MATH 60604 hecmodstat
• MATH 80601A hecbayes