The EPSRC RCUK Innovation Fellowship is on Multivariate Max-stable Processes with Application to the Forecasting of Multiple Hazards.
Over the next three years this Fellowship aims to build a world leading research team in statistical modelling of the structural components that capture how extremes from multiple phenomena (hence the prefix multivariate) are likely to manifest themselves jointly across a certain region over time (thus involving random fields). The research programme will be carried out in the context of the Fellow’s ongoing collaborations with the Energy sector.
