[Statlist] Research Seminar in Statistics *FRIDAY 19 OCTOBER 2018* GSEM, University of Geneva

[gsem-support-instituts]

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 19 OCTOBER 2018 at 11:15am, Uni-Mail M 5220

On statistical modelling of space-time extremes
Carlo GAETAN - Università Ca' Foscari - Venezia, Italy

ABSTRACT:

In the environmental analysis, the statistical modelling of space-time extremes is a key tools to understand the complex extremal dependence structures in the original data and to generate realistic scenarios for impact models.

While classical limit models based on max-stability fail to appropriately capture relatively fast joint decay rates between asymptotic dependence and classical independence, empirical evidence in recent studies motivates the use of more flexible sub-asymptotic models. In this talk we (partially) review some recent attempts  to model higher threshold exceedances defined over continuous space and time.

Then we introduce a novel hierarchical model  by embedding a space-time Gamma process convolution for the rate of an exponential variable, leading to asymptotic independence in space and time. Its physically motivated anisotropic dependence structure is based on geometric objects moving through space-time according to a velocity vector. The usefulness of the proposed model is illustrated by an application to hourly precipitation data from a study region in Southern France.


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