Structured extreme value models for environmental science.

诸如降水、温度或风等环境过程可能产生毁灭性的后果，即洪水、干旱或野火。这些极端事件可能对社会产生严重影响，但它们非常罕见，这意味着对它们进行推断是复杂的。我的工作使用了一种基于极值理论的特殊统计方法。重点是多元和时空极值问题的统计建模。我将改进现有的方法，这些方法通常需要大量的参数，通过对极值依赖性的底层结构做出实用的和物理动机的简化假设。我要做的假设类型包括图形模型结构、藤蔓、聚类和混合。在多变量环境中，目的是开发通用方法并探索其对空气污染物数据的实施。例如，当对多种不同的化学物质感兴趣时，由于它们有共同的污染源，一些化学物质比其他化学物质更直接相关。在时空分析中，我将研究如何使现有方法适应于非常大的空间尺度研究，例如，整个欧洲的降雨或温度，这些研究可能同时发生多个独立的极端事件；在当前使用的模型中无法描述的特性。研究的结果将是改进对一系列自然灾害极端特征的建模和理解。与奥斯陆大学合作。

Environmental processes such as precipitation, temperature or wind can have devastating consequences, i.e., floods, drought, or wildfires. These extreme events can have severe impact on society, but they are quite rare, which means that making inference about them is complex. My work uses a particular type of statistical methodology based on extreme value theory. The focus is on statistical modelling of both multivariate and spatial-temporal temporal extreme value problems. I will look to improve on existing methods, which typically require a large number of parameters, by making pragmatic and physically-motivated simplifying assumptions about the underlying structure of the extremal dependence. The type of assumptions I will look to make includes graphical model structure, vines, clustering and mixtures.In the multivariate setting, the aim is to develop generic methods and to explore their implementation to air pollutant data. For example, when multiple different chemicals are of interest, some chemicals are more directly related than others given they have common pollutant sources. In the spatial-temporal analysis, I will investigate adapting existing methods to very large spatial-scale studies, e.g., rainfall or temperature over the whole of Europe, which can have multiple separate extreme events occurring simultaneously; a feature that is not possible to describe in currently used models. The outcome of the research will be improved modelling and understanding of the extremal characteristics of a range of natural hazards.In partnership with Oslo University.