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CATEGORIES:Isaac Newton Institute Seminar Series
SUMMARY:Spatial extremes: A conditional approach - Jennife
r Wadsworth (Lancaster University)
DTSTART;TZID=Europe/London:20180605T110000
DTEND;TZID=Europe/London:20180605T120000
UID:TALK106420AThttp://talks.cam.ac.uk
URL:http://talks.cam.ac.uk/talk/index/106420
DESCRIPTION:The past decade has seen a huge effort in modellin
g the extremes of spatial processes. Significant c
hallenges include the development of models with a
n appropriate asymptotic justification for the tai
l\; ensuring model assumptions are compatible with
the data\; and the fitting of these models to (at
least reasonably) high-dimensional datasets. I wi
ll review basic ideas of modelling spatial extreme
s\, and introduce an approach based on the (multiv
ariate) conditional extreme value model of Heffern
an and Tawn (2004\, JRSSB) and Heffernan and Resni
ck (2007\, Ann. Appl. Prob.). Advantages of the co
nditional approach include its asymptotic motivati
on\, flexibility\, and comparatively simple infere
nce\, meaning that it can be fitted to reasonably
large datasets. I will illustrate ideas by present
ing parts of an application (in progress) to tempe
rature extremes across Australia.
LOCATION:Seminar Room 2\, Newton Institute
CONTACT:INI IT
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