statistical analysis

Bayesian experimental designs by Prof. Marco Scavino (visiting Faculty at KAUST)

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B9 R2322

In this talk, I will describe the main features that characterize a Bayesian framework for experimental design. A special emphasis will be devoted to the description of how to measure the information, conveyed by an experiment, about the unknown parameters of the statistical model used to describe the data uncertainty.

Statistical Analysis of Multi-day Solar Irradiance using a Threshold Time Series model

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B9 H2 R2325

Abstract The analysis of solar irradiance has important applications in predicting solar energy production from solar power plants. Although the sun provides every day more energy than we need, the variability caused by environmental conditions affects electricity production. Most of the existing statistical models to forecast solar irradiance are linear and highly depend on normality assumptions. However, solar irradiance shows strong non-linearity and is only measured during the day time. Thus, we propose a new multi-day threshold autoregressive (TAR) model to quantify the variability of the

Flexible Multivariate, Spatial, and Causal Models for Extremes

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B4 L5 R5220

Risk assessment for natural hazards and financial extreme events requires the statistical analysis of extreme events, often beyond observed levels. The characterization and extrapolation of the probability of rare events rely on assumptions about the extremal dependence type and about the specific structure of statistical models. In this thesis, we develop models with flexible tail dependence structures, in order to provide a reliable estimation of tail characteristics and risk measures. Our novel methodologies are illustrated by a range of applications to financial, climatic, and health data.

Ricardo Henao

Associate Professor (former), Bioengineering
​Ricardo Henao, a quantitative scientist, is an Associate Professor of Bioengineering in the Biological and Environmental Science and Engineering ( BESE) Division, and Computer Science in the Computer, Electrical, Mathematical Sciences and Engineering Division ( CEMSE), member of the Smart Health Initiative ( SHI) and the Computational Biosciences Research center ( CBRC), at KAUST (King Abdullah University of Science and Technology). He is also currently an Associate Professor in the department of Biostatistics and Bioinformatics, Department of Electrical and Computer Engineering ( ECE)