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. We can only include 35 participants in the course: registration is now closed, but you may register with the form below and we will contact you if any spot becomes available.

Notice that although the attendance of the course is free we do not provide support for accommodation or board. We suggest you to find an accommodation in Mestre, although the campus can also be easily reached by the public transport hubs in the historical city of Venice.

To join the waiting list of the school fill in the registration form

Schedule: