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Robert Yuen: Research

My research areas combine theory for multivariate extremes, high-dimensional statistics and spatial/spatio-temporal processes with applications in environmental and atmoshperic sciences as well as insurance and finance.

Papers

RA Yuen and S Stoev. (2014) Upper bounds on value-at-risk for the maximum portfolio loss. In: Extremes. DOI: 10.1007/s10687-014-0198-5.
RA Yuen and P Guttorp. (2014) A Gauss-Pareto process model for spatial prediction of extreme precipitation [Tech. Report]
RA Yuen and S Stoev. (2014) CRPS M-estimation for max-stable models. In: Extremes. DOI: 10.1007/s10687-014-0185-x.
Almirall, D, BA Griffin, DF McCaffrey, R Ramchand, RA Yuen, and SA Murphy (2013). Time- varying effect moderation using the structural nested mean model: estimation using inverse- weighted regression with residuals. In: Statistics in Medicine. DOI: 10.1002/sim.5892.

Talks

A Gauss-Pareto process model for spatial prediction of extreme precipitation. [pdf]
Sep 2014: Statistics Student Seminar - Ann Arbor, MI.
An M-estimator for max-stable models. [pdf]
Aug 2013: Joint Statistical Meetings - Montreal, QC, CA.
The statistics of multivariate extremes: Applications and inference.
Apr 2012: University of Michigan AGEP spring conference - Ann Arbor, MI.
The R package ensembleMOS: Ensemble Model Output Statistics.
Jul 2010: University of Heidelberg Institute of Applied Mathematics - Heidelberg Germany.

Posters

A hierarchical Gauss-Pareto model for extreme precipitation. [pdf 0.8MB]
Sep 2014: Graybill/ENVR conference - Ft. Collins, CO.
Sep 2014: STATMOS annual meeting - Chicago, IL.
Estimating stochastic bounds for multivariate tail dependence. [pdf 0.5MB]
Oct 2013: UW/MSR Joint Machine Learning Day - Seattle, WA.
Nov 2013: Amazon PhD Symposium - Seattle, WA.
An M-estimator for max-stable models with application to Swiss rainfall. [pdf 1.0MB]
Jul 2013: NCAR Next Generation Climate Data Products Workshop - Boulder, CO.
M-estimation for max-stable random fields. [pdf 2.2MB]
     Feb 2013: American Academy for the Advancement of Science annual meeting - Boston, MA.
     Apr 2013: Michigan Student Symposium in Statistical Sciences - Ann Arbor, MI.
     Apr 2013: Colorado State University Spatial Statistics Workshop - Ft. Collins, CO.

Software

R package ensembleMOS - Probabilistic forcasting using Ensemble Model Output Statistics. [CRAN]

Updated Sep 13, 2014