Inaugural Lecture by Marco Oesting on "Going to Extremes: Statistical Modelling of Rare Events"

June 20, 2022, 4:00 p.m. (CEST)

Time: June 20, 2022, 4:00 p.m. (CEST)
Download as iCal:

Together with Faculty 8, we hereby invite you to the public inaugural lecture of Marco Oesting on "Going to Extremes: Statistical Modelling of Rare Events". He is a SimTech-Tenure-Track Professor, Head of the Research Group for Computational Statistics as well as a member of the Stuttgart Center for Simulation Science (SC SimTech) & the Institute for Stochastics and Applications.

The talk will take place

on Monday, 20 June 2022,
at 4 pm
in Fakultätssaal 8.122 (Pfaffenwaldring 57) or online via Webex.

Abstract: Extreme events have a strong impact on various aspects of human life and society. While financial crises and stock market crashes can lead to large financial losses for individuals, companies and economies, natural hazards such as severe storms, heavy precipitation, floods or heat waves often cause personal injury, death and infrastructure damage. In this talk, I will provide an overview over mathematically sound models and methods that allow for the statistical analysis and simulation of such extreme (potentially so far unobserved) events, i.e., tools that allow for going ``beyond the data''. Furthermore, I will discuss current challenges in extreme value analysis. These include computational aspects such as the curse of dimensionality, the need of methods to combine physically-driven and statistical models or the integration of trends in the frequency or magnitude of extreme events due to climate change.


April 2023

March 2023

February 2023

January 2023

December 2022

November 2022

October 2022

September 2022

July 2022

June 2022

May 2022

April 2022

March 2022

February 2022

January 2022

December 2021

November 2021

October 2021

September 2021

July 2021

June 2021

May 2021

April 2021

March 2021

February 2021

January 2021

December 2020

November 2020

October 2020

August 2020

July 2020

June 2020

May 2020

March 2020

February 2020

January 2020

December 2019

November 2019

October 2019

September 2019

July 2019

June 2019

May 2019

June 2019

November 2019

To the top of the page