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SUMMARY:Spatial extremes: A conditional approach - Jennifer Wadsworth (Lan
 caster University)
DTSTART:20180605T100000Z
DTEND:20180605T110000Z
UID:TALK107086@talks.cam.ac.uk
CONTACT:INI IT
DESCRIPTION:The past decade has seen a huge effort in modelling the extrem
 es of spatial processes. Significant challenges include the development of
  models with an appropriate asymptotic justification for the tail\; ensuri
 ng model assumptions are compatible with the data\; and the fitting of the
 se models to (at least reasonably) high-dimensional datasets. I will revie
 w basic ideas of modelling spatial extremes\, and introduce an approach ba
 sed on the (multivariate) conditional extreme value model of Heffernan and
  Tawn (2004\, JRSSB) and Heffernan and Resnick (2007\, Ann. Appl. Prob.). 
 Advantages of the conditional approach include its asymptotic motivation\,
  flexibility\, and comparatively simple inference\, meaning that it can be
  fitted to reasonably large datasets. I will illustrate ideas by presentin
 g parts of an application (in progress) to temperature extremes across Aus
 tralia.  <br><br><br><br><br>
LOCATION:Seminar Room 2\, Newton Institute
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