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About

The Extreme Statistics ( XSTAT) research group that Raphaël Huser leads at KAUST focuses on the following main lines of research: Statistics of extremes and risk assessment: We develop specialized statistical models for low-probability-high-impact extreme events, that have appealing statistical properties for tail extrapolation and the assessment of future (potentially more extreme) risk. These include: the development of multivariate, spatial or spatio-temporal models that are flexible in their joint tail behavior, in order to capture different asymptotic dependence regimes in a parsimonious

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Raphaël Huser, Associate Professor, Statistics ‌CEMSE Division, Al-Khwarizmi Building (1), Office 4117 King Abdullah University of Science and Technology Thuwal 23955-6900 Saudi Arabia T +966 (0) 12 808-0682

Publications

Publications

*: Corresponding author Underlined: PhD student or Postdoc advisees under my (co-)supervision at the start of main work Under review or revision: Castro-Cruz*, D., Aquib, T., Nik, S., Huser, R., and Mai, P. M. (2025+), Quantifying ground motion variability from rupture uncertainty: How many simulations are enough? Duan*, Q., Simas, A. B., Bolin, D., and Huser, R. (2025+), Forecasting the term structure of interest rates with SPDE-based models, arXiv preprint 2512.23910 [ arXiv] Bolin, D., Braunsteins*, P., Engelke, S., and Huser, R. (2025+), Intrinsic Whittle-Matérn fields and sparse spatial

Teaching

Teaching

STAT 220: Probability and Statistics (Fall 2019, 2020, 2021, 2022, 2023) This course is an introduction to probability and statistic for students in statistics, applied mathematics, electrical engineering and computer science. This core course is intended to provide a solid general background in probability and statistics that will form the basis of more advanced courses in statistics. Content: Probability; Random variables; Expectation; Inequalities; Convergence of random variables. Statistical inference: Models, statistical inference and learning; Estimating the CDF and statistical

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Extreme Statistics Research Group

Professor Raphael Huser leads the so-called XSTAT research group, which stands for Extreme Statistics Research Group Led by Prof. Raphaël Huser, the Extreme Statistics (XSTAT) research group develops specialized statistical models for low-probability, high-impact extreme events. These models are designed for effective tail extrapolation and the assessment of future, potentially more extreme, risks.