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Vine Regression

Tuesday, September 22, 2015 - 16:00
van Eeden Invited Lecturer: Professor Roger Cooke, Chauncey Starr Chair for Risk Analysis, Resources for the Future, USA and Department of Mathematics, Technische Universiteit Delft, Netherlands
Seminar
Lecture Theatre 102, Michael Smith Laboratories (2185 East Mall)

Roger Cooke is currently Chauncey Starr Senior Fellow for Risk Analysis, Resources for the Future (Washington DC), a position he has held since 2005. Roger Cooke's career has mainly been in Delft, the hometown of Constance van Eeden. He is still active (as Professor Emeritus) at the Delft University of Technology, (Faculty of Electrical Engineering, Mathematics and Computer Science) where he had built a graduate program on Risk Analysis. Information about him, including his CV, can be found at the above link. He is recognized as one of the world's leading authorities on mathematical modeling of risk and uncertainty. He has published two well known books in this area: "Experts in Uncertainty; Opinion and Subjective Probability in Science" in 1991, and "Probabilistic Risk Analysis: Foundations and Methods" with Bedford in 2001. Recent papers include uncertainty analysis in impacts of climate change. In addition, Roger Cooke is the inventor of the 'vine' graphical object, and this has influenced greatly the developments in the past 10 years in the area of high-dimensional multivariate non-Gaussian models and copulas.