STOR Colloquium: Dan Cooley (Colorado State University and SAMSI)

A Model for Extremes on a Regular Spatial Lattice

We propose a model which can be used to characterize extremes on a regular spatial lattice.  Analogous to lattice models from spatial statistics, the proposed model creates an overall model composed from many smaller models.  The spatial domain is covered by a number of small and overlapping subregions and data on these subregions is modeled with parametric multivariate extreme value models of low dimension.  We show that these subregion models can be combined in such a way that the angular measure of the overall model meets the requirements of an extreme value distribution. The model is designed specifically for threshold exceedance data and is used to model data, such as extreme precipitation which at any given time is likely to be extreme only in limited areas of the study region. The talk will begin with an overview of spatial extremes and applications.

Refreshments will be served at 3:30pm in the 3rd floor lobby of Hanes Hall