7-17 MARCH 2022, INSTITUT HENRI POINCARE, PARIS
This series of courses is open to master and doctoral students in applied mathematics (e.g., proba,
statistics, data analysis), as well as to all interested researchers and teachers.
These courses are courses of the Doctoral School of Mathematical Sciences of Paris Centre (ED 386).
Objective of the courses:
The goal of the courses is to provide probabilistic and statistical tools for assessing the risk associated
with extreme events. The practical use of the extreme value analysis is illustrated with the R software on environmental and financial risk assesment.
- Statistical modelling of environmental extremes,
Daniela CASTRO-CAMILO (Glasgow University) with tutorial in R (Syllabus)
- Risk Analytics,
Valérie CHAVEZ-DEMOULIN (Lausanne University) with tutorial in R (Syllabus)
- Regular variation: Basics and beyond,
Anja JANSSEN (Magdeburg University) (Syllabus)
Free but mandatory via google form link.
The capacity for the courses Statistical Modeling and Risk Analytics being limited to 30 persons.
The planning of the courses is available here
Philippe NAVEAU (LSCE, IPSL, grant: 80 PRIME CNRS, ANR MELODY),
Maud THOMAS and Olivier WINTENBERGER (LPSM, Sorbonne University),
members of the ANR Project T-REX (website).