[Statlist] Research Seminar in Statistics *FRIDAY 16 MARCH 2018* GSEM, University of Geneva

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Dear All,

We are pleased to invite you to our next Research Seminar.

Looking forward to seeing you

Organizers :                                                                                   
E. Cantoni - S. Engelke - D. La Vecchia - E. Ronchetti
S. Sperlich - F. Trojani - M.-P. Victoria-Feser

FRIDAY 16 MARCH 2018 at 11:15am, Uni-Mail M 5220

Models for extremes on graphs
Sebastian ENGELKE - University of Geneva, GSEM, RCS

ABSTRACT:
Max-stable processes are suitable models for extreme events that exhibit spatial dependencies. The dependence measure is usually a function of Euclidean distance between two locations. In this talk, we explore two models for extreme events on an underlying graphical structure. Dependence is more complex in this case as it can no longer be explained by classical geostatistical tools.

The first model concentrates on river discharges on a network in the upper Danube catchment, where flooding regularly causes huge damage. Inspired by the work by Ver Hoef and Peterson (2010) for non-extreme data, we introduce a max-stable process on the river network that allows flexible modeling of flood events and that enables risk assessment even at locations without a gauging station.  

The second approach studies conditional independence structures for threshold exceedances, which result in a factorization of the likelihoods of extreme events. This allows for the construction of parsimonious dependence models that respect the underlying graph


Visit the website: https://www.unige.ch/gsem/en/research/seminars/rcs/