PEPER WORKSHOP

Sunday 15th of Dec – 19 the of Dec, 2013

PEPER project goals

The objective of the project PEPER (GIS-ADME) is to develop a statistical model to optimize the spatial design of a network of stations according to the distribution of extreme events. Two statistical research fields are needed. Extreme Value Theory should provide the probabilistic structure to study extreme events. Spatial network design should bring the mathematical structure to optimize the network architecture. This project encompasses three scientific communities (math/stat, climate and economy/insurance) and this interdisciplinary effort should allow to develop novel network design tools in a probabilistic framework dedicated to extreme event analysis.

Workshop scope

The two main objectives of this workshop are

1. to showcase the main scientific results of this project
2. to consolidate and extend the research links among the three scientific communities (math/stat, climate and economy/insurance) involved in PEPER

As a common scientific thread, the main topic will be:

Extreme Value Theory and Risk Assessment in climate sciences

Sunday

PEPER overview : Rietsch.pdf Spatial design for heavy rainfall, Theo Rietsch.

Monday

– Climate analogues and extremes, Pascal Yiou

– Model output statistics of wind forecasts: some examples of difficulties in forecasting extreme values, Mickael Zamo

– Segmentation of spatio-temporal wind data, Julie Bessac

– Hoang.pdf Simulation, rare events and temperatures, Thi-Thu-huong Hoang

– Cattiaux.pdf Deconstructing extreme events via synoptical patterns, Julien Cattiaux

– Weather types and precipitation in mountainous regions, Emmanuel Paquet

– Monbet.pdf Stochastic Weather Generators and Switching AR – Application to temperature series, Valerie Monbet

– Bourrotte.pdf Multi-site weather generators, Marc Bourotte

– Bechler.pdf Conditional simulations of extremal of t process for fields of extreme precipitation, Aurelien Bechler
– Ailliot.pdf Modelling extreme values of processes observed at irregular time step. Application to significant wave height, Pierre Ailliot

– Heffernan.pdf Tales from the other side: extreme values and statistical consulting, Jan Heffernan

Tuesday

– Space-time modelling of extreme events, Raphael Huser

– Rust.pdf Seasonal models for extremes, Henning Rust

– Oh.pdf A Data-Adaptive Principal Component Analysis, Hee-Seok Oh

– Marcon.pdf Inference of multivariate dependence structures, Giulia Marcon

– Thomas.pdf Concentration inequalities for order statistics, Maud Thomas

– Oesting.pdf Conditional Modelling of Extreme Wind Gusts by Bivariate Brown-Resnick Processes, Marco Oesting

– Max-stable processes at work, Mathieu Ribatet

– Optiz.pdf Meta-elliptical extremes in finite and infinite dimension, Thomas Opitz

– Southern Hemisphere Jet Position and Variability in the IPSL GCM at varying Resolutions,
Ara Arakelian

Wednesday

– Long term avalanche risk assessment, Nicolas Eckert

– Bayesian non parametric modeling for extreme avalanches with censored and underestimated
data, Ophelie Guin

– Sielenou.pdf Extreme Value for discrete random variables applied to Avalanches counts, Pascal Sielenou

– Discussion about data sources and related issues

– Vidal.pdf Towards spatially coherent statistical downscaling, Jean-Philippe Vidal

– Censored data for hydrological extremes, Anne Sabourin

– Wintenberger.pdf Multivariate risk in insurance portfolio, Erwan Koch- Clustering of Extremes for Time Series, Olivier Wintenberger

Thursday

– Blanchet.pdf Multi-scale modeling of precipitation extremes, Juliette Blanchet

– Renard.pdf Linking large-scale climate variability and regional hydrological extremes, Benjamin Renard

– Carreau.pdf Regional Analysis of Annual Maximum Rainfall, Julie Carreau