Geometric extremal graphical models

Add to your list(s) Download to your calendar using vCal

• Jennifer Wadsworth (Lancaster)
• Friday 10 October 2025, 14:00-15:00
• MR12, Centre for Mathematical Sciences.

If you have a question about this talk, please contact Qingyuan Zhao.

A geometric representation for multivariate extremes, based on the shapes of scaled sample clouds in light-tailed margins and their so-called limit sets, has recently been shown to connect several existing extremal dependence concepts. Furthermore, this geometric representation provides a natural way to describe complex extremal dependence structures, which more established approaches to multivariate extremes do not represent well. These attractive properties have led to recent work that exploits the geometric approach as a foundation for statistical modelling, which has been demonstrated in relatively low dimensions thus far. For higher dimensional modelling, we require principled simplifications of the model structure. We will introduce the concept of geometric extremal graphical models, and outline some theoretical results based on block graphs. On the practical side, we will demonstrate some initial results employing these ideas to model joint river flows in the northwest of England. Based on joint works with Ioannis Papastathopoulos, and Kristina Grolmusova and Thordis Thorarinsdottir.

This talk is part of the Statistics series.

This talk is included in these lists:

• All CMS events
• All Talks (aka the CURE list)
• CMS Events
• Cambridge Forum of Science and Humanities
• Cambridge Language Sciences
• Cambridge talks
• Chris Davis' list
• DPMMS Lists
• DPMMS info aggregator
• DPMMS lists
• Guy Emerson's list
• Hanchen DaDaDash
• Interested Talks
• MR12, Centre for Mathematical Sciences
• Machine Learning
• School of Physical Sciences
• Statistical Laboratory info aggregator
• Statistics
• Statistics Group
• bld31
• custom
• rp587

Note that ex-directory lists are not shown.