RISE short course

The two-day course provides an introduction to statistical methods for modeling extreme events. The course starts from the foundational models for univariate extremes, covering the Generalized Extreme Value (GEV) distribution for block maxima and the Generalized Pareto Distribution (GPD) for threshold exceedances. Issues connected with statistical inferences for these models, and their extensions to regression modeling in the presence of potential predictors are discussed. Notions linked to extremes for univariate time-series will also be introduced. The course will then cover analysis of multivariate extremes, with a particular emphasis on bivariate extremes and spatial extremes. If time permits, models for spatial extreme events include max-stable processes and generalized Pareto processes, the natural extensions of the approaches discussed for the univariate setting, will also be discussed.
The course is aimed at scientists with a good basis in mathematics and statistics (for example PhD students in Statistics, Physics, Engineering…): there is no expectation of any knowledge of extreme-value statistics. Participants can expect to gain a solid foundation in the theory of statistical models for extreme values.

The course will take place in the Via Torino campus of Ca' Foscari University of Venice. Registration to the course is free and includes coffee-breaks and lunches for both days (participants should cover their travel, room and board costs). We can only include 35 participants in the course: we will collect applications from interested participants till July 15th and then confirm participation. In case we receive more than 35 applications we will take into account order of registration, alignment of research interests and the overall group composition.

To register for the school fill in the registration form

Tentative time schedule: