Curso: Max-Stable Processes, Theory and Practice


  • Prof. Mathieu Ribatet – Institute of Mathematics – École Polytechnique Fédérale de Lausanne – Switzerland
  • FCUL (DEIO) – Campo Grande – Bloco C/6 Piso 4 – Sala 6.4.35 – 9h 30m-12h / 14h-16h
  • Quarta-feira, 14 de Outubro de 2009
 This one day course is made up of two separate parts: The first part is on the theory of max-stable processes and will consist of  


1.      Definition of max-stable processes

2.      Introduction of various parametric models

3.      Simulation of max-stable processes

4.      Dependence of spatial extremes

5.      Inferential procedures for max-stable processes

6.      Model selection and checking

7.      Application

8.      Perspectives

This session will be give on Wednesday morning between 9.30-12.00.

The second part will be on practical aspects of inference on max-stable processes and will be given Wednesday afternoon between 14.00-16.00. The practice session will be based upon the author’s R library on spatial extremes (SpatialExtremes) and will be computer intensive session. There will be 20 computers available for the session, but the participants are encouraged to bring their own laptops. The software is based upon R-programming, therefore it is recommended that the participants install the R-software in their laptops prior to the course.

Those who are interested should register as early as possible, as the course will be limited to 20 participants and priority will be given to the members of CEAUL and related projects. There will be no fees for the course.