WG Risk : Geometric approaches to statistics of multivariate extremes, with application to river flows

The Working Group on Risk - CREAR, with the support of the ESSEC IDS dpt, Institut des Actuaires, Fondation des Sciences de la Modélisation (CY - Labex MME-DII), and the group Risques AEF - SFdS, has the pleasure to invite you to the seminar by :

Intervenant : Prof. Carlo GAETAN (Ca'Foscari, University of Venice, Italy)

Title: On Modeling Space-Time Threshold Exceedances with

an Application to Extreme Precipitations

Abstract: The literature on models for spatial extreme data is beginning to be quite large, as many natural extreme hazards such as heat waves, heavy rain and snowfall, storm surges, and windstorms have a spatial extent. However, adding a temporal dynamic component to existing spatial models is not straightforward. In this talk, we first review some of these issues. Then we present space-time models of threshold exceedance that embed different forms of limiting dependence with increasing threshold according to the different dimensions considered, spatial or temporal. The modeling approach is applied to a dataset of precipitation amounts recorded at a number of weather stations in the province of North Brabant, the Netherlands.

Bio : Carlo Gaetan received his DEA in 'Statistique et Modèles Aléatoires en Économie et Finance' from the University Paris VII and his Ph.D. in Statistics from the University of Padua in 1992. He was Ricercatore (Assistant Professor) at the Department of Statistical Sciences, University of Padua and at the Department of Statistics, Ca' Foscari University of Venice. From March 2005 to December 2010, he has been Associate Professor in Statistics at the Department of Statistics, Ca' Foscari University of Venice. In January 2011, he joined the Department of Environmental Science, Informatics and Statistics (DAIS) and has been Full Professor since December 2017. Carlo has been Associate Editor of the Journal of the Royal Statistical Society Series C "Applied Statistics" (2017-2021). Dr. Gaetan has been a visiting professor at the University of Paris 1, the University of Montpellier II and the University of Paris Nanterre. His main research areas are spatial statistics, extreme values and environmental statistics. 

Dual format:

ESSEC Paris La Défense (CNIT), Room to confirm, and via Zoom, please click here .