Multivariate Dependence Modeling: Theory and Applications

David Wood

  •  22 Jul 2024 - 2 Aug 2024
     8:00 am - 4:00 pm

Pavel Krupskiy (University of Melbourne)
Tingjin Chu (University of Melbourne)
Laleh Tafakori (RMIT University)
Bouchra Nasri (University of Montreal)

Program Description: 
The goal of this research program is to bring together a large group of internationally recognized experts, as well as early career researchers, working in different areas of multivariate dependence modelling to exchange ideas. This research program will also help consolidate collaborations for interdisciplinary researches.

The topics of interest to be discussed include recent advances in copula modeling and construction of flexible distributions for multivariate non-Gaussian data, with applications in actuarial and environmental science and finance, e.g., modeling a probability of default for a credit portfolio. Another important topic is modeling data with spatiotemporal dependence and time series data. Applications include modeling environmental data such as pollution levels in a certain geographical region, or predicting geohazard events, such as major landslides. A third topic deals with multivariate extremes, very rare events that affect large areas and may have a very significant impact on environment and economy, such as prolonged draughts or severe floods. Another very important topic is weather and climate modeling, including improved short-term and long-term forecasts. Other interesting topics include applications in astronomical sciences, variable selection methods and Bayesian methods for big data.

Program Structure:



  • Deadline: 14 April 2024
  • Registration is by invitation only. If you are interested to participate in this research program, please contact one of the organisers with your CV and research background.
  • Arrival date: 21 July 2024

MATRIX Wine and Cheese Afternoon 23 July 2024
On the first Tuesday of each program, MATRIX provides a pre-dinner wine and cheese afternoon. Produce is locally-sourced to showcase delicacies from the region.