Friday, November 26, 2021 — 10:00 AM EST

Please Note: This seminar will be given online.

Actuarial Science and Financial Mathematics seminar series

Katrien Antonio
KU Leuven

Link to join seminar: Hosted on Zoom

TBA

Thursday, November 25, 2021 — 4:00 PM EST

Please Note: This seminar will be given online.

Statistics & Biostatistics seminar series

Emanuele Giorgi
Lancaster Medical

Link to join seminar: Hosted on Zoom

TBA

Wednesday, November 24, 2021 — 12:00 PM EST

Please Note: This seminar will be given online.

Probability seminar series

Jane Gao
University of Waterloo

Link to join seminar: Hosted on Zoom

TBA

Thursday, November 18, 2021 — 4:00 PM EST

Please Note: This seminar will be given online.

Statistics & Biostatistics seminar series

Guo (Hugo) Yu
University of California, Santa Barbara (UCSB)

Link to join seminar: Hosted on Zoom

TBA

Wednesday, November 17, 2021 — 4:00 PM EST

Please Note: This seminar will be given online.

Student seminar series

Mu Zhu
University of Waterloo  

Link to join seminar: Hosted on Microsoft Teams

TBA

Wednesday, November 17, 2021 — 12:00 PM EST

Please Note: This seminar will be given online.

Probability seminar series

Dan Cheng
Arizona State University

Link to join seminar: Hosted on Zoom

TBA

Friday, November 12, 2021 — 10:00 AM EST

Please Note: This seminar will be given online.

Actuarial Science and Financial Mathematics seminar series

Łukasz Delong
Warsaw School of Economics

Link to join seminar: Hosted on Zoom

TBA

Thursday, November 11, 2021 — 4:00 PM EST

Please Note: This seminar will be given online.

Statistics & Biostatistics seminar series

Jesse Gronsbell
University of Toronto (UofT)

Link to join seminar: Hosted on Zoom

TBA

Wednesday, November 10, 2021 — 4:00 PM EST

Please Note: This seminar will be given online.

Student seminar series

Hongda Hu
University of Waterloo  

Link to join seminar: Hosted on Microsoft Teams

TBA

Wednesday, November 10, 2021 — 12:00 PM EST

Please Note: This seminar will be given online. This is a joint seminar.

Probability/Statistics & Biostatistics seminar series

Pragya Sur
Harvard University

Link to join seminar: Hosted on Zoom

TBA

Friday, November 5, 2021 — 8:00 AM to Saturday, November 6, 2021 — 5:00 PM EDT
Conference Banner
Thursday, November 4, 2021 — 4:00 PM EDT
Christian Genest

Please Note: This seminar will be given online.

Distinguished Lecture Series

Christian Genest, Canada Research Chair in Stochastic Dependence Modeling, Professor
McGill University

Bayesian Hierarchical Modeling of Spatial Extremes


Climate change and global warming have increased the need to assess and forecast environmental risk over large domains and to develop models for the extremes of natural phenomena such as droughts, floods, torrential precipitation, and heat waves. Because catastrophic events are rare and evidence is limited, Bayesian methods are well suited for the areal analysis of their frequency and size. In this talk, a multi-site modeling strategy for extremes will be described in which spatial dependence is captured through a latent Gaussian random field whose behavior is driven by synthetic covariates from climate reconstruction models. It will be seen through two vignettes that the site-to-site information sharing mechanism built into this approach does not only generally improve inference at any location but also allows for smooth interpolation over large, sparse domains.

The first application will concern the quantification of the magnitude of extreme surges on the Atlantic coast of Canada as part of the development of an overland flood protection product by an insurance company. The second illustration will show how coherent estimates of extreme precipitation of several durations based on a Bayesian hierarchical spatial model enhance current methodology for the construction, at monitored and unmonitored locations, of IDF curves commonly used in infrastructure design, flood protection, and urban drainage or water management.


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