Tutorial, Bayes net for forensic DNA analysis, Satellite, Dice, DNA Helix, Distance Matrix of pairs of amino acids, Bristol Balloon festival

SuSTaIn Events Extremes workshop Location Programme (pdf) Registration Accommodation Conference dinner Local Restaurants Travel


High-dimensional and Multivariate Extremes

Research workshop: 02-04 July 2014, Bristol, UK

Pictures of the Workshop

A Talk Outside Poster Outside Group Audience Participants

Aims and objectives

The scope of this workshop is extreme value theory, methods and applications, with a particular focus on multivariate and high-dimensional extremes.

Extreme value theory (EVT) focuses on the study and development of stochastic models that can be used for inference on applied problems related to the frequency of the unusual rather than the usual. There is now an extensive range of applications of EVT in many scientific disciplines in which most of them concern the long range prediction of extreme quantities of interest. Common applications among many others are in hydrology, oceanography, insurance and finance.

In many applications, the problems concerning extremes are multivariate or can be high dimensional in nature. For example, in spatial extremes, an area of recent activity, complications arise from modelling extremes in infinite-dimensional spaces. These challenges often prove prohibitive since in order to estimate the joint tail, one typically relies on a small portion of the data.

The aim of this event is to promote discussion and transferral of ideas and methodologies between researchers and practitioners working in the area of extremes, with experts highlighting the challenges and developments in their respective fields of specialisation.

Invited Speakers


The scientific program will include invited plenary talks, contributed research talks and poster presentations. The agenda of the workshop includes theory, methodology and applications in the following areas:
  • Classical extreme value theory
  • Multivariate extremes and time series
  • Stochastic processes
  • Spatial extremes
  • High-dimensional extremes and dimension reduction


Registration and abstract submission deadline: 20 June 2014


The workshop is organised by Ioannis Papastathopoulos (Bristol).