Statistics of extremes

Workshop on Computational Space-Time Statistics

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B1 L4 R4102

Workshop on Computational Space-Time Statistics

Flexible Extremal Dependence Models for Multivariate and Spatial Extremes

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B5 L5 R5220

This dissertation consists of four major contributions to subasymptotic modeling of multivariate and spatial extremes. The dissertation proposes a multivariate skew-elliptical link model for correlated highly-imbalanced (extreme) binary responses, and shows that the regression coefficients have a closed-form unified skew-elliptical posterior with an elliptical prior.

The Lambert Award for Young Statisticians Goes To Raphael Huser

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Today Raphael Huser, Assistant Professor at King Abdullah University of Science and Technology (KAUST), received the Lambert Award for Young Statisticians for his contribution in modeling the distribution of extreme weather events.

Prof. Miguel de Carvalho and Rodrigo Rubio (PUC, Chile) visit extSTAT

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Prof. Miguel Carvalho holds a research and teaching positions at PUC Chile, EPFL, Banco de Portugal, and UNL. He is an applied mathematical statistician with a variety of research interests including, inter alia, statistical inferences for small-probability events, geometrical statistics, methods for data visualization and graphical learning, econometrics, and medical diagnostic assessment.

Prof. Benjamin Shaby (Penn State University, USA) visits extSTAT

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Prof. Ben Shaby is an Assistant Professor in the Statistics Department and the Institute for CyberScience at Penn State, where he started in 2013. Before that, he was a postdoc with Cari Kaufman at UC Berkeley. Previous stop was in Durham at the Statistics and Applied Mathematical Institute (SAMSI) and Duke University. He did his Ph.D. work in Statistics at Cornell University with David Ruppert and Marty Wells. Before starting at Cornell, he spent his undergrad years at Stanford (go Cardinal!). He then spent two great years working for Chris Field at the Carnegie Institution's Department of

A talk with PhD student Sabrina Vettori: Catastrophic events are forecastable, after all!

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Environmental disasters occur daily and hit almost every country around the world, taking a heavy toll on lives and economies. According to the United Nations Office for Disaster Risk Reduction, every year there are around 350 reported disasters causing more than 20,000 deaths and affecting the life of almost 100 million people with an overall economic damage of 66.5 billion US$. But this can change.

Students shine on the statistics stage

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KAUST Ph.D. alumna Sabrina Vettori and Ph.D. student Yuxiao Li have been selected by the Eastern North American Region (ENAR) of the International Biometric Society to receive a Distinguished Student Paper Award at the 2018 ENAR Spring Meeting.

New paper accepted in JABES

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New accepted paper: Castro-Camilo, D., Huser, R., and Rue, H. (2019+), A spliced Gamma-generalized Pareto model for short-term extreme wind speed probabilistic forecasting, Journal of Agricultural, Biological and Environmental Statistics, to appear [ PDF preprint]

New paper accepted in JGR - Earth Surface

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New accepted paper: Lombardo, L., Bakka, H., Tanyas, H., van Westen, C., Mai, P. M., and Huser, R. (2019+), Geostatistical modeling to capture seismic-shaking patterns from earthquake-induced landslides, Journal of Geophysical Research-Earth Surface [ PDF preprint]

KAUST Assistant Professor Raphaël Huser receives American Statistical Association award

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KAUST Assistant Professor Raphaël Huser recently received the American Statistical Association's (ASA) 2019 Section on Statistics and the Environment (ENVR) Early Investigator Award for his outstanding contributions to environmental statistics. He accepted the award at the 2019 Joint Statistical Meetings held in Denver, Colorado, U.S., from July 27 to August 1.

Zhuldyzay Baki

M.S. Student, Statistics
Zhuldyzay Baki obtained her MSc. in Statistics at the King Abdullah University of Science and Technology in December 2018. After her time at KAUST, she got a job as a Risk Insurance Associate at PwC, Kazakhstan. Areas of expertise and current scientific interests Zhuldyzay Baki's research interests focus on statistics of extremes with applications to environmental data.

Zhongwei Zhang

Ph.D. Student, Statistics
Zhongwei Zhang was a Ph.D. student in Statistics at the King Abdullah University of Science and Technology (KAUST), under the supervision of Prof. Raphaël Huser. Zhongwei successfully defended his PhD thesis entitled " Flexible Extremal Dependence Models for Multivariate and Spatial Extremes" on October 25th, 2022; see his PhD thesis here. His PhD committee was composed of Professors Raphaël Huser (chair), Jonathan Tawn (external examiner from Lancaster University, UK), David Bolin, and Ajay Jasra. For his next career steps, Zhongwei has accepted a postdoctoral position at the University of

Yan Gong

Ph.D. Student, Statistics
Yan Gong was a Ph.D. student in Statistics at the King Abdullah University of Science and Technology (KAUST), under the supervision of Prof. Raphaël Huser. Yan successfully defended her PhD thesis entitled " Flexible Multivariate, Spatial, and Causal Models for Extremes" on March 28th, 2023; see her PhD thesis here. Her PhD committee was composed of Professors Raphaël Huser (chair), Valérie Chavez-Demoulin (external examiner from HEC Lausanne at UNIL, Switzerland), David Bolin, and Mohammed-Slim Alouini. For her next career steps, Yan has accepted a short-term postdoctoral research position at

Xuanjie Shao

Ph.D. Student, Statistics
Xuanjie Shao is a M.S./Ph.D. student in Statistics at the King Abdullah University of Science and Technology (KAUST), under the supervision of Prof. Raphaël Huser. Education and Early Career Xuanjie Shao obtained his Bachelor from the Southern University of Science and Technology, Shenzhen, China. He joined the M.S./Ph.D. program in Statistics at KAUST in 2020, and successfully defended his MS thesis on April 5th, 2022; see his MS thesis here. Since then, he has been working on his PhD research about spatial extremes. Research interests Xuanjie Shao's research interests focus on extreme-value

Rustam Bekishev

M.S. Student, Statistics
Rustam Bekishev obtained his MSc. in Statistics at the King Abdullah University of Science and Technology in December 2018. After his time at KAUST, he got a job as a Senior Business Analyst at the Applied Economics Research Center ( AERC), Kazakhstan. Areas of expertise and current scientific interests Rustam Bekishev's research interests focus on statistics of extremes.

Sabrina Vettori

Ph.D. Student, Statistics
Sabrina Vettori was a Ph.D. student in Statistics at the King Abdullah University of Science and Technology (KAUST), under the joint supervision of Prof. Marc Genton and Prof. Raphaël Huser. She successfully defended her Ph.D. thesis entitled " Models and Inference for Multivariate Spatial Extremes" and graduated in December 2017; see his PhD thesis here. Her PhD committee was composed of Professors Marc Genton (chair), Raphaël Huser (co-chair), Anthony Davison (external examiner from EPFL, Switzerland), Ying Sun and Slim Alouini. After her PhD, Sabrina co-founded the successful KAUST start-up

Raphaël Huser

Associate Professor, Statistics
Professor Huser develops novel statistical methodology and machine learning solutions to model and predict extreme events in various applications ranging from climate and earth sciences to finance and neuroscience.

Noura Alotaibi

Ph.D. Student, Statistics
Noura Alotaibi is a Ph.D. candidate in the Extreme Statistics Research Group (XSTAT) under the supervision of Professor Raphaël Huser. Before joining KAUST, Noura obtained an MSc. degree in statistics from Ohio University, United States. Research interests Noura Alotaibi's research interests focus on Statistics of extremes and applications.

Matthew Sainsbury-Dale

Consultant, Statistics
Matthew Sainsbury-Dale is a PhD student at the University of Wollongong (UOW), and has already submitted his PhD. In 2022, Matthew spent 5 months visiting the Extreme Statistics Research Group at KAUST. Furthermore, from March to August 2023, he worked for KAUST in the extSTAT research group as a remote consultant. Since January 2024, while waiting for feedback from his PhD committee (and before relocating as a postdoc at KAUST), he is again working in the extSTAT group as a remote consultant. Education and Early Career Matthew Sainsbury-Dale obtained a Bachelor of Mathematics Advanced

Jordan Richards

Postdoctoral Research Fellow, Statistics
Dr. Jordan Richards was a postdoctoral fellow in the Extreme Statistics Research Group of Prof. Raphaël Huser from October 2021 to January 2024, developing machine learning approaches for spatial extremes with environmental applications. After his postdoc at KAUST, Jordan moved to the University of Edinburgh, UK, where he embraced an academic career by becoming a Lecturer (equivalent to Assistant Professor) in Statistics. See his personal website here. Education and early career Jordan Richards received his Ph.D. from Lancaster University under the supervision of Jonathan A. Tawn, Jennifer L

Enas Alahmadi

M.S. Student, Statistics
Enas Alahmadi is a Master student in Statistics at the King Abdullah University of Science and Technology (KAUST), under the supervision of Prof. Raphaël Huser. Education and Early Career Enas was selected for the KAUST Gifted Student Program (KGSP) to pursue her undergraduate studies abroad. She completed her Bachelor of Arts and Sciences in Mathematics and Bachelor of Arts and Sciences in Economics in 2018 at Boston University (MS), United States. She also completed a two month-internship at KAUST under the supervision of Prof. Raphaël Huser and Dr. Daniela Castro-Camilo.

Daniela Cisneros

Ph.D. Student, Statistics
Daniela Cisneros was a Ph.D. student in Statistics at the King Abdullah University of Science and Technology (KAUST), under the supervision of Prof. Raphaël Huser. Daniela successfully defended her PhD thesis entitled " Extreme-Value Models and Graphical Methods for Spatial Wildfire Risk Assessment" on September 11th, 2023; see her PhD thesis here. Her PhD committee was composed of Professors Raphaël Huser (chair), Jorge Mateu (external examiner from Universitat Jaume I, Castillón, Spain), Hernando Ombao, and Matteo Parsani. For her next career steps, Daniela will return to Mexico where

Daniela Castro-Camilo

Postdoctoral Research Fellow, Statistics
Dr. Daniela Castro-Camilo was a postdoctoral fellow in the Extreme Statistics Research Group of Prof. Raphaël Huser from November, 2015, to May, 2019, doing research on the theory and applications of multivariate and spatial extremes. After her postdoc at KAUST, Daniela moved to the University of Glasgow, United Kingdom, where she embraced an academic career by becoming a Lecturer (equivalent to Assistant Professor in the UK) of Statistics. See her personal webpage. Education and early career Daniela Castro-Camilo received her Ph.D. from Pontificia Universidad Católica de Chile in August 2015

Bingqing Yi

Consultant, Statistics
Bingqing Yi is a PhD graduate from University of Pau and the University of Melbourne and is working with the XSTAT group as a remote consultant. Education and Early Career Bingqing Yi obtained his Bachelor of Statistics from Zhongnan University of Economics and Law in 2013, Wuhan, China, and his Master of Statistics from the Australian National University. Then, he obtained his joint PhD from the University of Pau and the University of Melbourne in 2023. Research interests Bingqing Yi's research interests focus primarily on copula theory, empirical processes and resampling techniques.

Arnab Hazra

Postdoctoral Research Fellow, Statistics
Dr. Arnab Hazra was a postdoctoral fellow in the Extreme Statistics Research Group of Prof. Raphaël Huser from February 2019 until December 2021, doing research on spatial extremes with environmental applications and bayesian statistics. After his postdoc at KAUST, Arnab moved to the Indian Institute of Technology (IIT), Kanpur, India, where he embraced an academic career by becoming an Assistant Professor of Statistics. See his personal website here. Education and early career Arnab Hazra received his Ph.D. in Statistics from North Carolina State University, United States. His Ph.D. advisors