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Statistics Seminar: Conditional Simulation of Max-Stable Processes

Start Date: April 21, 2015
End Date: April 21, 2015

Professor Clément Dombry  (Besançon University)

Since many environmental processes are spatial in extent, a single extreme event may affect several locations, and their spatial dependence has to be appropriately taken into account. This seminar proposes a framework for conditional simulation of max-stable processes and gives closed forms for the regular conditional distributions of Brown--Resnick and Schlather processes. We test the method on simulated data and give an application to extreme rainfall around Zurich and extreme temperatures. The proposed framework provides accurate conditional simulations and can handle real-sized problems.

Biography: Clément Dombry was a former student of the Ecole Normale de Lyon and prepared his PhD in Lyon under the supervision of Christian Mazza.  In 2007 he got  assistant professor in Poitiers University and then professor in Besançon University in 2013. At the moment, his research mainly focuses on
spatial extreme value theory and properties of max-stable processes.

More Information:

Contact person for more info: Professor Marc Genton , email: Marc.Genton@KAUST.EDU.SA

Location: Bldg. 1 Room 4102   
Time: 15:00 - 16:00
Refreshments will be available at 14: 45