Du 23 au 26 juin 2008
IRMA
The meeting "Statistical modeling of extremes in data assimilation and filtering approaches" will be held in IRMA from June 23 to June 26, 2008.
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.
Organizing committee (ANR AssimilEx) :
- Armelle Guillou (IRMA) et Anne-laure Fougères (MODAL'X)
- Frédéric Chevallier et Philippe naveau (LSCE)
More information on this meeting can be found on this web page
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Lundi 23 juin 2008
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13:30 - 15:00
Richard Davis, Columbia University
Extreme Value Theory in Times series analysis
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15:00 - 15:30
Coffee break -
15:30 - 17:00
Olivier Cappé, Telecom, ParisTech
An Introduction to Sequential Monte Carlo for Filtering and Smoothing
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17:00 - 17:15
Break -
17:15 - 18:15
Frédéric Chevallier, Laboratoire des Sciences du Climat et de l’Environnement
Data assimilation for large state vectors
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Mardi 24 juin 2008
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09:00 - 10:30
Richard Davis, Columbia University
Spatial Models with Applications in Computer Experiments
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10:30 - 11:00
Coffee break -
11:00 - 12:30
Olivier Cappé, Telecom, ParisTech
An Introduction to Sequential Monte Carlo for Filtering and Smoothing
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12:30 - 14:00
Lunch -
14:00 - 15:30
Anne-Laure Faugères, MODAL’X, Nanterre
Extreme Value Theory for multivariate data
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15:30 - 16:00
Coffee break -
16:00 - 17:30
Frédéric Chevallier, Laboratoire des Sciences du Climat et de l’Environnement
Data assimilation for large state vectors
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Mercredi 25 juin 2008
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09:00 - 09:40
Marc Bocquet, CEREA, joint laboratory ENPC/EDF R&D Université Paris-Est and INRIA
Singular behaviours in air quality data assimilation and network design
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09:40 - 10:05
Maximilian Werner, ETHZ
Earthquake Forecasting Based on Data Assimilaiton
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10:05 - 10:30
Gwladys Toulemonde, Université Paris VI, France
Auto-Regressive models for maxima with applications to atmospheric chemistry
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10:30 - 11:00
Coffee break -
11:00 - 11:40
Eric Blayo, University of Grenoble and INRIA
Some tools for ”focusing" variational data assimilation in ocean modelling
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11:40 - 12:05
Julie Carreau, Laboratoire des Sciences du Climat et de l’Environnement
Statistical rainfall-runoff models based on a mixture with heavy-tailed components
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12:05 - 12:30
Mehdi Gholam-Rezaee, Ecole Polytechnique Fédérale de Lausanne
Spatial modeling of climate extremes: A composite likelihood approach
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12:30 - 14:00
Lunch -
14:00 - 14:40
Hans Wackernagel, Ecole des Mines de ParisFrance
Extremes and data assimilation in epidemiology
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14:40 - 15:05
L. De Montera, Centre d’étude des Environnements Terrestres et Planétaires, Vélizy-Villacoublay, France
The effect of the on-off intermittency on rain multifractal parameters
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15:05 - 15:30
Maria Süveges, Ecole Polytechnique Fédérale de Lausanne, Suisse
A Dirichlet mixture approach to the estimation of clusters of extreme events
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15:30 - 16:00
Coffee break -
16:00 - 16:40
Gérald Desroziers, Météo France
Data assimilation schemes in numerical weather forecasting and their link with ensemble forecasting
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16:40 - 17:05
Pierre Ribereau, Université de Montpellier II, France
Generalized Probability Weighted Moments for the Generalized Extreme Value Distribution
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17:05 - 17:45
Dan Cooley, Colorado State University
Spatial Hierarchical Modeling of Weather Extremes from a Regional Climate Model
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Jeudi 26 juin 2008
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08:45 - 09:25
Eric Parent, Laboratoire de Modélisation, Risque, Statistique, Environnement, France
Engineering applications of POT, GEV and compound Poisson models : a unified approach via Bayesian thinking
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09:25 - 09:50
Ana Ferreira, Instituto Superior de Agronomia, da Universidade Técnica de Lisboa
Extremal index and Markov chains
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09:50 - 10:15
Esterina Masiello, Modal’X, Université Paris Ouest-Nanterre
Estimating a discrete spectral measure
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10:15 - 10:40
Pavlina Kalcheva Jordanova, Faculty of Mathematics and InformaticsBulgaria
Functional transfer theorems for maxima moving average with subexponential noise
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10:40 - 11:10
Coffee break -
11:10 - 11:50
Christian Lantuéjoul, Ecole des Mines de Paris, France
Max-stable random fields and stochastic geometry
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11:50 - 12:15
Thomas Meinguet, Université catholique de Louvain, Institut de statistique, Belgique
Regularly varying time series of random fields
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12:15 - 12:40
Juliette Blanchet, SLF Davos Switzerland
Spatial distribution of extreme snowfall in Switzerland
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12:45 - 14:00
Lunch