The interuniversity doctoral school provides an advanced training in the different areas of theoritical and applied methods used in statistics/actuarial sciences and is hence highly interdisciplinary.
This training is achieved by regular short courses, given by visiting professors from abroad and internationally recognized experts in their field and/or summer schools.
Contact Ecole Doctorale Stat-Actu at ISBA:
Academic secretary : Rainer von Sachs : rainer.vonsachs@uclouvain.be
Academic Coordinator :
PhD Coordinator : Gabriel Bailly : gabriel.bailly@uclouvain.be
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Short course on “An introduction to extreme-value analysis, with applications to climate data”
EDT STAT announces a short course “An introduction to extreme-value analysis, with applications to climate data”
Speakers:
Profs Johan Segers (KUL) and Anna Kiriliouk (UNamur)
Dates:
Thursday October 24, 2024, 9h30-12h30 and 13h30-15h (Room C.115)
Friday October 25, 2024, 9h30-12h30 (Room C.045) and 13h30-15h (Room C.115)
Where:
ISBA, UCLouvain, 20 Voie du Roman Pays, Louvain-la-Neuve
Schedule (for both days):
9h30-11h Theory
11h-11h30 Coffee break
11h30-12h30 Theory
12h30-13h30 Lunch break (organized in the cafeteria of ISBA)
13h30-15h Exercises in R
Table of contents:
Day 1 – Univariate extremes
- Block maxima and the GEV
- Threshold exceedances and the GPD
- Temporal dependence and non-stationarity
Day 2 – Multivariate and spatial extremes
- Max-stable processes
- Multivariate threshold exceedances
- Clustering and dimension reduction
Registration before October 10, 2024 (for free for members of EDT, but mandatory) via:
URL GOOGLE FORM