Chenglei Hu

Email: c.hu2@research.gla.ac.uk

 

 

Research title: Flexible joint modelling of multivariate extreme and non-extreme events

Research Summary

My research interest involves Extreme Value Theory, Spatial and Spatial-Temporal Modelling, Bayesian Statistics and Markov Chain Monte Carlo.

I am currently generalising the extreme value mixture model to the multivariate case and developing a new methodology to jointly fit the bulk and tail distribution of multivariate environment data. It has promising applications in estimating extreme events or risks in hydrology, meteorology and finance.

Publications

List by: Type | Date

Grants

College Scholarship

Teaching

2021-2022

  • Advanced Predictive Models (Level M)
  • Introduction to Data Science with Python for Engineers and Researchers (Microcrential)
  • Statistics Project and Dissertation (Level M)