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