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P.O.Box 14006
Research Triangle Park, NC 27709-4006
Tel: 919.685.9350
Fax: 919.685.9360
[email protected]

Bayesian Methods for Extremes
 A Working Group in Risk Analysis, Extreme Events and Decision Theory

Rev. Thomas Bayes

Group Leader: Dipak Dey

Announcements


No meeting this Monday April 21.

 


Meeting Time: Monday 1:30 - 3:00
Location: NISS building, Room 203

 


Group Members' Interests

A Reading List(Password Protected)


A paper suggested by Huiyan Sang:

Silva R.S., and Lopes H.F. "Copula mixture: A Bayesian approach.

Two Papers suggested by Luis Pericchi:

Coles S., Pericchi L.R. and Sisson S. (2003) "A Fully Probabilistic Approach to Extreme Rainfall Modeling". Journal of Hydrology, 273, 35-50.

Coles S. and Pericchi L.R. (2003) "Anticipating catastrophes through extreme value modelling".JRSS C. Applied Statistics. 52, 405-416.

Behrens, Lopes and Gamerman (2004)

Tancredi, Anderson and O'Hagan (2006)

Sang and Gelfand (2007)

BAYESIAN FREQUENCY ANALYSIS OF EXTREME RIVER DISCHARGES. Chbab and Duits

A default Bayesian procedure for the generalized Pareto distribution, Castellanos and Cabras (2006)

Selecting an Extreme-Value Distribution and the Transforming to a Specified Distribution. Hernandez and Johnson (1984)

Fisher information for a multivariate extreme value distribution. Shi (1995)

On Gibbs Sampling for State Space Models. Carter and Kohn (1994)

Understanding the Kalman Filter. Meinhold and Singpurwalla (1983)

Time Series Analysis and Its Applications By Robert H. Shumway, David S. Stoffer (2000)


Data Sources

USGS Water Data for the Nation (data information on floods which can be treated as extreme events).

Data on international disasters.

Climate data archieve.

A data set on hurricane.

SEDAC Dataset Catalog


Access to WebEx

Working Groups Dial-in & WebEx Instructions :

1. Go to https://samsi.webex.com
2. Click on the meeting you want to join
3. Enter Your Name, Your Email Address and the meeting password from the email
4. The first time meeting manager will run and it will take about a minute to setup-
5. Now you are in the meeting and can use all the features of WebEx


PS: Make sure you are seeing the screen of the presenters, if not send a message or tell via phone


You can learn more about WebEx and take tutorials at university.webex.com and login a guest WebEx URL is samsi.webex.com
Note: WebEx can run slowly on Unix machines

Teleconference Line : 919-685-9338.
Please dial no earlier than 5 minutes prior to working group meeting.
If you are having trouble with WebEx or the Teleconference line please call (919) 685-9350


Meeting Activities

Date Topics & Readings Notes
Sep 27 First meeting  
Oct 11 Huiyan Sang was presenting her work on "Hierarchical Modeling for Extreme Values Observed over Space and Time" ref: Sang and Gelfand(2007)
Oct 15 Mircea Grigoriu: Large Scale Stochastic Equations - A special lecure Mircea's slides
Oct 18 1. Discussion on river flow data: Elijah
2. Discussion and some modeling issues on Hurricane data:Sourish
3. Some thoughts on Bayesian modeling of Multivariate extremes: Dipak		  
Oct 25 1. Gentry White:short introduction to dynamic linear models.
2. Mircea Grigoriu: Large Scale Stochastic Equations - Bayesian Framework 		 
Nov 8 Kobi Abayomi: Fitting multivariate extreme value dist to multi-'hazard' environmental data.  
Nov 15 Sourish Das: Some modeling issues on Hurricane data.  
Nov 29 Elijah Gaioni: Modeling River Flow: Flash Floods & Mixture Distributions.  
Dec 6 Vered Madar: Some Thoughts on Baysian Modeling of Bivariate Extremes.

ref: Huarda, D. Evina, G., and Favre, A.C. (2006) Bayesian copula selection. Computational Statistics & Data Analysis. 51, 809-822
Winter Break    
Feb 4 Elijah Gaioni: Semiparametric functional estimation using quantile based prior elicitation  
Feb 25 Jose Bernardo, University of Valencia

Slides
2008 Anals' paper
Software(mathematica)

Mar 3 Fabrizio Ruggeri: Model-based prior elicitation: a possible approach?  
Mar 24 Susie Bayarri: Constructing a Risk Map for Pyroclastic Flows: Using simulations and data to predict rare events

Slides
Mar 31 Sourish Das: Analyzing Fatal Drinking Behavior of Patients suffering Alcohol Dependence Disorder using Pareto Regression.  
     
     
     


Group Members

Name Affiliation Email Address
Kobi Abayomi Duke University kaa21 at duke.edu
David Banks Duke University banks at stat.duke.edu
Susie Bayarri University of Valencia/SAMSI susie.bayarri at uv.es
Jim Berger SAMSI berger at samsi.info
Sonali Das CSIR sdas at csir.co.za
Sourish Das Univ. of Connecticut sourish.das at uconn.edu
Dipak Dey Univ. of Connecticut dipak.dey at uconn.edu
Ian Dinwoodie Duke University ihd at stat.duke.edu
Betsy Enstrom Duke University betsy at stat.duke.edu
Elijah Gaioni Univ. of Connecticut elijah.gaioni at uconn.edu
Mircea Grigoriu Cornell University mdg12 at cornell.edu
Feng Guo Univ. of Vermont feng.guo at vt.edu
James Hammitt Harvard University jkh at harvard.edu
Huitian Lu South Dakota State University huitian.lu at sdstate.edu
Christian Macaro   christianmacaro at gmail.com
Vered Madar SAMSI madar at samsi.info
Cuirong Ren South Dakota State University cuirong.ren at sdstate.edu
Abel Rodriguez Duke University abel at stat.duke.edu
Fabrizio Ruggeri CNR-IMATI fabrizio at mi.imati.cnr.it
Richard Smith UNC-Chapel Hill rls at email.unc.edu
Gentry White N.C. State University white at stat.ncsu.edu
Dabao Zhang Purdue University zhangdb at stat.purdue.edu
Iris(Xiaoyan) Lin University of Missouri-Columbia xlzt3 at mizzou.edu
     
     
     

 

 

Webmasters: Vered Madar and Elijah Gaioni

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