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Short courses

The interuniversity provides an advanced training in the different areas of theoritical and applied methods used in statistics/actuarial sciences and is hence highly interdisciplinary.

This training is achieved by regular short courses, given by visiting professors from abroad and internationally recognized experts in their field and/or summer schools.


Contact Ecole Doctorale Stat-Actu at ISBA:

Academic secretary : Rainer von Sachs :rainer.vonsachs@uclouvain.be

Academic Coordinator :
PhD Coordinator : Gabriel Bailly : gabriel.bailly@uclouvain.be

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Short course on “An introduction to extreme-value analysis, with applications to climate data”

/en/research-institutes/lidam/isba/events/short-course-on-introduction-to-extreme-value-analysis-with-applications-to-climate-data-24-10.html

EDT STAT announces a short course “An introduction to extreme-value analysis, with applications to climate data”

Speakers:
Profs Johan Segers (KUL) and Anna Kiriliouk (UNamur)

Dates:
Thursday October 24, 2024, 9h30-12h30 and 13h30-15h (Room C.115)
Friday October 25, 2024, 9h30-12h30 (Room C.045) and 13h30-15h (Room C.115)

Where:
ISBA, UCLouvain, 20 Voie du Roman Pays, Louvain-la-Neuve

Schedule (for both days):

9h30-11h Theory
11h-11h30 Coffee break
11h30-12h30 Theory
12h30-13h30 Lunch break (organized in the cafeteria of ISBA)
13h30-15h Exercises in R

Table of contents:

Day 1 – Univariate extremes

  • Block maxima and the GEV
  • Threshold exceedances and the GPD
  • Temporal dependence and non-stationarity


Day 2 – Multivariate and spatial extremes

  • Max-stable processes
  • Multivariate threshold exceedances
  • Clustering and dimension reduction

Registration before October 10, 2024 (for free for members of EDT, but mandatory) via:
URL