Research
workshop: 02-04 July 2014, Bristol, UK
Pictures of the Workshop
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.
Program
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
Deadline
Registration and abstract submission deadline: 20 June 2014
Organiser
The workshop is organised by Ioannis
Papastathopoulos (Bristol).
