[Forum SIS] Seminar

[Simone Padoan]

Dear All,
We are glad to announce the following talk

*************************************************

DEC - Statistics Seminar - Università Bocconi,

Thursday, January 29th, 2015,

Room 3-E4-SR03, Via Roentgen 1 - 3rd floor

Time: 12:30pm

(The complete DEC seminars schedule is available at            
                 http://www.unibocconi.eu/statseminar)
*************************************************

Speaker

Anthony Davison
(Ecole Polytechnique Federale de Lausanne - EPFL)


Title

"Extremes on river networks"

Abstract


Max-stable processes provide natural probability models for extremes in spatial settings, and are increasingly widely used in applications. In some settings, however, the natural geometry is not Euclidean, and then standard max-stable models must be adapted. In this talk I shall describe the use of max-stable processes for modelling extreme floods in river networks, where dependence has two components, one corresponding to flow along the river and the other to rainfall, which may affect different sub-catchments simultaneously. The ideas are illustrated by an application to the upper Danube basin. The work is joint with Peiman Asadi and Sebastian Engelke.

Keywords: Environmental risk; flooding; max-stable process; network; statistics of extremes



-- 
-----------------------------------------------

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
-----------------------------------------------