Expectile regression Change-point Surveys Laplace transform Hierarchical models Ornstein-Uhlenbeck process Gaussian field Gene network inference Maximin Piecewise-deterministic Markov processes Wave operators Kinetically constrained models Dirichlet distribution Extreme value theory Max-stable processes Hoeffding--Sobol decomposition Commutator methods K-theory Dependence modeling Differential topology Random walk in random environment Density estimation Mean field games Constructive field theory Extreme events Algebra Lie Large deviations Stochastic partial differential equations Killing Catalogs Fredholm Propagation of chaos Invariant measure Techniques radial velocities Capital allocation Precipitation data Empirical likelihood test Markov chain Hydrodynamic limit Optimal control Granular media equation Optimal capital allocation McKean-Vlasov diffusion B\ottcher case Spatial prediction Mean-field systems Local time Nonlinear diffusions Extremal quantile Extreme values Indifference pricing Scattering theory Branching random walk Map Central limit theorem Copulas Lie algebroids Discrete operators First exit time Brownian bridge Multivariate risk indicators Generating function Random tensors Martingale Computer experiments Multivariate expectiles Invariance gauge Hypothesis testing Entropy Kriging Bias correction Risk theory Local set Checkerboard copulas Extended Kalman-Bucy filter Percolation Fokker-Planck equation Elliptical distributions Gaussian free field Magnetic field Coherence properties Interacting particle systems Pseudo-Brownian motion Elliptical distribution Proper motions Partial duality Parameters estimation Exit-time Renormalisation Index theorem Random walk Integrated empirical process Asymptotic behaviour Goodness-of-fit Kiefer process Monte Carlo methods Quantum field theory Gauge field theory Self-stabilizing diffusion Spectral theory