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T.W. Alexander Drive P.O.Box 14006 Research Triangle Park, NC 27709-4006 Tel: 919.685.9350 Fax: 919.685.9360 info@samsi.info |
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T.W. Alexander Drive P.O.Box 14006 Research Triangle Park, NC 27709-4006 Tel: 919.685.9350 Fax: 919.685.9360 info@samsi.info |
Bayesian
Methods for Extremes
A
Working Group in Risk Analysis, Extreme Events and Decision Theory
Rev. Thomas Bayes
Group Leader: Dipak Dey
Announcements
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Group Members' Interests
A Reading List(Password Protected)
Silva R.S., and Lopes H.F. "Copula mixture: A Bayesian approach.
Behrens, Lopes and Gamerman (2004)
Tancredi, Anderson and O'Hagan (2006)
Data Sources
Access to WebEx
| Working Groups Dial-in & WebEx Instructions : 1. Go to https://samsi.webex.com
Teleconference Line : 919-685-9338. |
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 |
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| Oct 25 | 1. Gentry White:short introduction to dynamic linear models. 2. Mircea Grigoriu: Large Scale Stochastic Equations - Bayesian Framework |
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| 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. | |
| Winter Break | ||
| Feb 4 | Elijah Gaioni: Semiparametric functional estimation using quantile based prior elicitation | |
| Feb 25 | Jose Bernardo, University of Valencia | |
| 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 | |
| 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
Send your comments about this site to: dey@snet.net