Skip to main content
Extreme Statistics
XSTAT
Extreme Statistics
Main navigation
Home
People
Principal Investigators
Postdoctoral Fellows
Students
All Profiles
Alumni
Former Members
Events
All Events
Events Calendar
News
Pages
Publications
ISL Publications Repository
Research Output
About
Contact Us
Publications
Teaching
bayesian inference
Bayesian Modeling of Sub-Asymptotic Spatial Extremes
Rishikesh Yadav, Ph.D. Student, Statistics
Apr 5, 15:00
-
17:00
B5 L5 R5220
spatial statistics
extreme-value theory
spatio-temporal statistics
bayesian inference
In this thesis, we develop new flexible sub-asymptotic extreme value models for modeling spatial and spatio-temporal extremes that are combined with carefully designed gradient-based Markov chain Monte Carlo (MCMC) sampling schemes and that can be exploited to address important scientific questions related to risk assessment in a wide range of environmental applications. The methodological developments are centered around two distinct themes, namely (i) sub-asymptotic Bayesian models for extremes; and (ii) flexible marked point process models with sub-asymptotic marks. In the first part, we develop several types of new flexible models for light-tailed and heavy-tailed data, which extend a hierarchical representation of the classical generalized Pareto (GP) limit for threshold exceedances. Spatial dependence is modeled through latent processes. We study the theoretical properties of our new methodology and demonstrate it by simulation and applications to precipitation extremes in both Germany and Spain.
Rishikesh Yadav
Ph.D. Student,
Statistics
spatial statistics
extreme-value theory
spatio-temporal statistics
bayesian inference
Rishikesh Yadav was a Ph.D. student in Statistics at the King Abdullah University of Science and Technology (KAUST), under the supervision of Prof. Raphaël Huser. Rishikesh successfully defended his PhD thesis entitled " Bayesian Modeling of Sub-Asymptotic Spatial Extremes" on April 5th, 2022; see his PhD thesis here. His PhD committee was composed of Professors Raphaël Huser (chair), Philippe Naveau (external examiner from CNRS, France), Marc Genton, and Ajay Jasra. For his next career steps, Rishikesh has accepted a postdoctoral position at HEC Montréal, Canada, under the joint supervision