[Forum SIS] Seminar

[Simone Padoan]

Dear All,

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We are glad to announce the following talk
Thursday, May 9, 2013, 12.30, Room 3-E4-SR03
Bocconi University, via Roentgen 1, Milan.
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by Philippe Naveau, Laboratoire des Sciences du Climat et l'Environnement (LSCE) CNRS, France.

Title:
"Analysis of heavy rainfall in high dimensions"

Abstract:
One of the main objectives of statistical climatology is to extract
relevant information hidden in complex spatial-temporal climatological
datasets. In impact studies, heavy rainfall are of primary importance for
risk assessment linked to floods and other hydro- logical events. At an
hourly time scale, precipitation distributions often strongly differ from
Gaussianity. To identify spatial patterns, most well-known statistical
techniques are based on the concept of intra and inter clusters
variances (like the k-means algorithm or PCA's) and such approaches based on
deviations from the mean may not be the most appropriate strategy in our
context of studying rainfall extremes. One additional difficulty resides
in the dimension of climatological databases of hourly recordings that may
gather measurements from hundreds or even thousands of weather stations
during many decades. A possible avenue to fill up this methodological gap
resides in taking advantage of multivariate extreme value theory, a
well-developed research field in probability, and to adapt it to the
context of spatial clustering. In this talk, we propose and study two step
algorithm based on this plan. Firstly, we adapt a Partitioning Around
Medoids (PAM) clustering algorithm proposed by Kaufman to weekly maxima of
hourly precipitation. This provides a set of homogenous spatial clusters
of extremes of reasonable dimension. Secondly, we fine-tune our analysis
by fitting a Bayesian Dirichlet mixture model for multivariate extremes
within each cluster. We compare and discuss our approach throughout the
analysis of hourly precipitation recorded in France (Fall season, 92
stations, 1993-2011).


joint work: with E. Bernard, A. Sabourin, M. Vrac and O. Mestre


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Dr. Simone Padoan, PhD.
Assistant Professor

Department of Decision Sciences
Bocconi University of Milan
via Roentgen, 1 20136 Milano - Italy
tel. +39 02 5836 5368
Email: simone.padoan a unibocconi.it
Webpage: http://faculty.unibocconi.it/simonepadoan
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