A diverse group of 42 scholars from 15 countries converged this week at the Banff International Research station (BIRS) for a workshop on “Non-Gaussian Multivariate Statistical Models and their Applications.”
The workshop consisted of a variety of talks and presentations on the theory and applications of copulas and skew-elliptical distributions when used as multivariate models. One of the aims was to generate intellectual discussion of the use of these statistical models for analyzing data arising from several disciplines. Applications varied from disciplines including but not limited to climate change, finance, insurance, and medicine.
For example, a multivariate framework was constructed to understand the uncertainties resulting from expert opinions of future sea-level rise from ice sheets in East and West Antartica and Greenland. Multivariate spatial models were also used to analyze the brain activities of individuals with certain neurological disorders such as Down Syndrome.
This first-of-a-kind workshop is expected to provide avenues for further advancements of research in this exciting topic.
Details about the workshop can be found here.
Marc G. Genton, Professor of Statistics
CEMSE Division, Al Khwarizmi Building, Office 0111
King Abdullah University of Science and Technology