NIASRA and the SSA Environmental Statistics section present the following seminar:

Speaker:  Dr Jenny Wadsworth (Lancaster University)

Title: Towards higher-dimensional spatial and spatio-temporal extremes

Date: 24 September 2021 Friday

Time: 4 - 5 pm AEST

Location: https://uow-au.zoom.us/j/82724673047?pwd=S1RoeVUyeW1zWVBhOFE1ZWxtckpudz09

Abstract

The past decade has seen a huge effort in modelling the extremes of spatial processes. Significant challenges include the development of models with an appropriate asymptotic justification for the tail; ensuring model assumptions are compatible with the data; and the fitting of these models to (at least reasonably) high-dimensional datasets. I will review basic ideas of modelling spatial extremes, and introduce a more scalable approach via conditioning on a single site being extreme, which can also be applied in the space-time context. As we move towards being able to model extremes at more locations, we must also learn to deal with the complex structures of larger datasets, such as spatial nonstationarity in the extremal dependence. Time permitting, approaches to simplify these structures via deformations tailored to extremal dependence will also be discussed. 

Bio

Jenny is currently a Senior Lecturer in the Department of Mathematics and Statistics at Lancaster University. Her main research interest is extreme value theory, with a particular focus on multivariate and spatial problems, and applications in the environmental sciences.