Extremes Seminar: Valerie Chavez

Wednesday 26 June 2019, 10:00am to 11:00am

Venue

PSC - PSC A54 - View Map

Open to

Postgraduates, Staff

Registration

Registration not required - just turn up

Event Details

Causal mechanism of extreme river discharges. The case of the upper Danube basin network

Extreme hydrological events may severely impact human populations, aquatic organisms, and economic activity. One often characterizes the joint structure of the extreme events using the theory of multivariate and spatial extremes and its asymptotically justified models. There is interest however in cascading extreme events and whether one event causes another. In this work, we argue that an improved understanding of the mechanism underlying severe events is achieved by combining extreme value modelling and causal discovery. We construct a causal inference method relying on the notion of the Kolmogorov complexity of extreme conditional quantiles. Tail quantities are derived using multivariate extreme value models and causal-induced asymmetries

Speaker

Valerie Chavez

Université de Lausanne

Contact Details

Name Jennifer Wadsworth
Email

j.wadsworth@lancaster.ac.uk

Telephone number

+44 1524 594020

Directions to PSC - PSC A54

Postgraduate Statistics Centre, LA1 4YF