Statistical Modeling of Extremes in Data Assimilation and Filtering Approaches







Summary of the meeting :

The scope of this inter-disciplinary meeting (statistics and geosciences) is to foster new research perspectives between atmospheric scientists and applied mathematicians around one important geophysical research topic: data assimilation of extreme events. Mathematically, the class of models used in data assimilation corresponds to a state-space formulation in which the state equation drives the dynamics of the system and the observational equation integrates measurements with the state variables. Our two-day lecture and two-day workshop aim at taking advantage of recent developments in the field of Extreme Value Theory within a state-space modeling and filtering framework.


Scientific Programme of the two-day lecture (23-24 June) :

We will have four invited speakers for these two days:

- Richard Davis (Columbia University) : Extreme Value Theory
- Olivier Cappé (ENST): Filtering Approaches
- Frédéric Chevallier (Laboratoire des Sciences du Climat et de l'Environnement ): Data Assimilation
- Anne-Laure Fougères ( Modélisation Aléatoire de Paris X): Extreme Value Theory

The detailed programme is the following:

·   Monday 23 June

1pm30 - 3pm : Lecture given by Richard Davis  slide
3pm - 3pm30 : Coffee break
3pm30 - 5pm : Lecture given by Olivier Cappé   slide
5pm - 5pm15 : Break
5pm15 - 6pm15 : Lecture given by Frédéric Chevallier slide

·   Tuesday 24 June

9am - 10am30 : Lecture given by Richard Davis  slide
10am30 - 11am: Coffee Break
11am – 0 pm30: Lecture given by Olivier Cappé  slide
0 pm30 - 2pm: Lunch (sandwitches and drinks)
2pm - 3pm30 : Lecture given by Anne-Laure Fougères slide
3pm30 - 4pm : Coffee break
4pm - 5pm30 : Lecture given by Frédéric Chevallier slide

Scientific Programme of the two-day workshop (25-26 June): 

Invited speakers

- Eric Blayo ( Université Joseph Fourier and INRIA)   slide
- Marc Bocquet (CEREA/ENPC)
- Dan Cooley (Colorado State University )  slide
- Gérald Desroziers (Météo France )  slide
- Christian Lantuejoul 
- Hans Wackernagel (ENSMP)  slide
- Eric Parent (AgroParisTech)   slide

Deadline for submission of abstracts is February 29, 2008. Information about the acceptance of the contributions will be sent by March 21, 2008. A poster session can be also organized if necessary. The scientific program will be available on this webpage as soon as possible. A book with all the abstracts will be given to all the participants at the beginning of the workshop.


·   There is no registration fee.

·   The participants (List ) are expected to have their expenses covered by their home institutions or from other sources. In case of extreme financial need, the participants are encouraged to contact for an eventual financial support.

·   Please register via the registration form *** at your earliest convenience but before April 25, 2008.

Since only a limited number of places are available (30), the registrations will be attributed according to the principle: "first come, first accepted".

Practical Information:

·   Location:

The Institute is located on the campus  Esplanade (see the map below), which is near the city center . It is the number 36 on the map. The exact address is the following :

Institut de Recherche en Mathématique Avancée (IRMA)
7 rue René Descartes
67084 Strasbourg cedex

All the talks will be in the IRMA's conference room situated on the ground floor.

·   Lunches:

Tuesday and wednesday , sandwitches, cakes and drinks will be offered to all the registered participants, whereas a buffet (free) will be organized on Thursday.

·   Travel:

- From the station:

·   by foot, it takes about 30 minutes if you have a map;

·   by tram, in the train station you take tram A, direction Illkirch Lixenbuhl , to the station " Homme de Fer". Then you go out of the tram and take another one, Tram C, direction Esplanade, and you stop at " Universités ". After leaving the tram, undertake in the street Edmond Labbé. On the left, opposite the bar "Metro", the institute occupies a seven floor building whose entrance is situated at the opposite side.

Here is a map of Strasbourg, which showed some useful information:

Also here is a map of the campus:

- From the airport:

·   by taxi;

·   by bus " navette " from the airport to the tram station Baggersee (about 12 minutes). A bus leave the airport each 20 minutes. Details are given on this web site: .

The price of the ticket is about 5,20 euros from one way and 9,70 euros for a round trip. This ticket is available during 1 hour, and also in the tram. You only have to punch each time your ticket. From Baggersee, take the tram E, direction " Wacken" until the stop " Universités ".  After leaving the tram, undertake in the street Edmond Labbé . On the left, opposite the bar "Metro", the institute occupies a seven floor building whose entrance is situated at the opposite side.

·   Hotel:

- When you register, you have to say if you need or not an accomodation. If you say "yes", then this accomodation will be done for you in a two star hotel.

- If you prefer to do alone your reservation for an accomodation, then you have to say "No" in the registration form, and you can have a look to the following pdf file, which gives you some addresses for accomodation .

Organizing committee (ANR Assimilex )

Armelle Guillou, IRMA

Anne-Laure Fougères, MODAL'X

Frédéric Chevallier and Philippe Naveau , LSCE

Page modified on 18/12/2007