Welcome to the

One World Extremes Seminar!

Inspired by the One World Probability Project and supported by the Bernoulli Society, the One World Extremes Seminar is an initiative to keep researchers with an interest in Extreme Value Theory (EVT) virtually connected in novel ways. It features both theoretical advances and important applications of EVT.

How it works

Seminars take place on a (roughly) monthly basis. Upcoming talks can be found here and in the schedule below, which will be updated regularly.

Further practicalities (including the log-in link) are detailed here.

Upcoming seminars and abstracts:

log-in link: https://umich.zoom.us/j/93887313242

24 April 2026 - Ioannis Papastathopoulos (University of Edinburgh)

Geometric extremal graphical models for high-dimensional extremes

Abstract: We introduce geometric extremal graphical models, a new framework for describing dependence in multivariate extreme events. The approach is based on a geometric representation of the limiting behaviour of suitably scaled random vectors with light-tailed margins. For block graphs, we show how different measures of extremal dependence propagate through the graph. We focus in particular on measures connected to conditional extreme value theory, which are useful when extreme events occur in some variables without requiring all variables to be extreme at the same time. We also discuss the case of joint extreme behaviour, where several variables become extreme together. Together with recent work linking geometric ideas in multivariate extremes to practical statistical models, these results open the way to modelling high-dimensional extremes with complex dependence structures.

11 May 2026 -Juliette Legrand (Université de Bretagne Occidentale )

Nonparametric simulation of multivariate extreme events via spectral bootstrap

Stochastic simulation of extreme events in a multivariate setting is of great interest as it captures not only the statistical behaviour of the extremes, but also the dependence between large values of complex processes. Based on a spectral representation of multivariate generalised Pareto distributed random vectors, we present two non-parametric algorithms for simulating multivariate extreme events. These algorithms can be used, in particular, to improve the estimation of various risk measures at extreme levels by increasing the number of extreme samples available. The performance of the algorithms is demonstrated using both simulated and real-world data.

This presentation is based on joint work with P. Ailliot, P. Naveau, and N. Raillard, and with N. Madhar and M. Thomas.

The calendar below has been created in UTC (Coordinated Universal Time).

The timezone displayed depends on the settings of your device. When synchronized with your google calendar, it will be your local time.

Organisers

Dan Cooley (Colorado State University)

Anna Kiriliouk (Université catholique de Louvain)

Jordan Richards (University of Edinburgh)

Tiandong Wang (Fudan University)

Kirstin Strokorb (Bath University) - past organiser, now technical advice

Gilles Stupfler (ENSAI) - newsletter editor

Past organisers - Thank you!

2023 - 2025

Thomas Opitz (INRAE, Avignon)

Kate Saunders (Monash University)

Emma Simpson (University College London)

Stilian Stoev (University of Michigan)

2020 - 2023

Raphaël Huser (KAUST)

Natalia Nolde (UBC Vancouver)

Marco Oesting (University of Stuttgart)

Kirstin Strokorb (Cardiff University)

Gilles Stupfler (ENSAI)

Yizao Wang (University of Cincinnati)

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