Workshop on

Climate Change and Extreme Value Theory

May 11-13, 2009

EURANDOM & KNMI, The Netherlands|

Programme & Abstracts | Speakers  | Registration | Practical Information | Interesting Links  | Instruction for speakers


The earth's climate can be characterized by a number of parameters. E.g. annual regional averages of temperature and rainfall, distribution of rainfall over a year and average wind intensity and direction. These parameters clearly show variability, depending on the location and time.

It is very important to study the variation in these climate parameters over a longer period of time, especially trends that indicate non-stationarity of their behavior are of interest in order to attribute them to natural or anthropogenic causes. Studying possible causes for these trends, quantitative aspects of these trends and consequences for human, animal and plant life of these trends is important for reasons of safety, economy and quality of life for future generations.

Many researchers around the world work on aspects of climate change, e.g. people in climate studies, oceanography, mathematics, physics, economics etc. The stochastic methods used come from a broad range of subfields of stochastics, e.g. stochastic modelling, stochastic simulation, inverse problems, stochastic processes, extreme value statistics, curve estimation, time series analysis etc.

This workshop focuses on extreme value statistics in the context of climate change. Various excellent, internationally renowned researchers will give presentations. Mathematically oriented people from climate research who encounter problems related to extreme value theory will give talks on the background and special features of the problems they encounter. Also people from stochastics who work in extreme value theory (either on the applied or more theoretical side) will give presentations on their work.

PhD students and young researchers are invited to attend in particular.

The meeting will be held at both Eurandom (Technical University Eindhoven) and KNMI (Royal Netherlands Meteorological Institute, de Bilt)


Anthony C. Davison, Institute of Mathematics Ecole Polytechnique Federale de Lausanne (EPFL), Switzerland
Gabriele C. Hegerl,School of Geosciences University of Edinburgh, UK
Rolf-Dieter Reiss, Universität Siegen, DE
Andreas Sterl, KNMI, NL
Albert Klein Tank, Climate Research and Seismology, KNMI, NL
Douglas W. Nychka, National Center for Atmospheric Research Boulder, USA
Holger Rootzén, Department of Statistics Chalmers University of Technology, Gothenburg, Sweden  
Richard L. Smith, Department of Statistics and Operations Research University of North Carolina, Chapel Hill, USA 
David B. Stephenson, Department of Mathematics, Exeter Climate Studies University of Exeter and Hadley Centre, UK


May 11, 2009 (at EURANDOM):

09.45-10.15 Welcome & coffee/tea
10.20-10.30 Opening, O. Boxma, EURANDOM
Chair : G. Jongbloed, TU Delft & EURANDOM
10.30-11.30 A. Klein Tank, KNMI
Guidelines on extremes in a changing climate
11.30-12.30 R. Smith, University of North Carolina
Extreme precipitation trends over the United States
12.30-13.45 Lunch
13.45-14.15 Introduction of two concrete problems
14.15-15.15 D. Stephenson,
University of Exeter and Hadley Centre
Clustering of extreme windstorms in Northern Europe
15.15-15.45 Break
15.45-16.45 H. Rootz
én, Chalmers University of Technology
Extreme Value Statistics for geosciences: The Block maxima vs the Peaks over Thresholds method; the multivariate Generalized Pareto distribution; and mixture models for spatial extremes

May 12, 2009 (at KNMI)

09.00 Bus tour to KNMI, departure from EURANDOM, Den Dolech 2, Eindhoven
09.15 Bus tour to KNMI, departure from Hotel Sandton Eindhoven City Centre, Stratumsedijk 23, Eindhoven

10.45-11.00 Welcome with Coffee/tea
Chair : W. Hazeleger, KNMI
11.00-12.00 Andreas Sterl, KNMI
Hot temperatures and storm surges: Modelling the change of climate extremes
12.00-13.00 Lunch
13.00-13.45 Tour KNMI
13.45-14.30 Group discussions on concrete problems
14.30-15.00 Break
15.00-16.00 D. Nycka,
National Center for Atmospheric Research Boulder
The distribution of precipitation over space from radar and models
16.00-17.00 G. Hegerl,
School of Geosciences University of Edinburgh
Making Sense of Observed Trends in temperature extremes
17:00-18:00 Discussion & Preparation for presentations

18.00 h. Departure by bus to
Restaurant "De Beerenkuil", Biltsestraatweg 102  3573 PS Utrecht   Tel.: 030-2719437
18.30-20.30 Dinner

20.45 Bus trip to back to Eindhoven (EURANDOM & Sandton Hotel Eindhoven City Centre)

May 13, 2009 (at EURANDOM)

Chair : W. Hazeleger, KNMI
09.30-10.30 Rolf-Dieter Reiss,
Universität Siegen
Statistical Models for Exceedances under Covariate Information
10:30-11:00 Break Coffee
11.00-11.30 Presentation group I (problem 1)
11.30-12.00 Presentation group II (problem 1)
12.00-12.30 Presentation group III (problem 2)
12.30-13.30 Lunch
Chair : G. Jongbloed, TU Delft & EURANDOM
13.00-14.00 Presentation group IV (problem 2)
14.00-15.00 A. Davison, EPF Lausanne
Geostatistics of extremes
15.00-15.30 Closing W. Hazeleger, KNMI
15.30-          Closing and drinks



Conference Location and Travel

The workshop location on Monday May 11, 2009 and Wednesday May 13, 2009 is EURANDOM,  Den Dolech 2, 5612 AZ Eindhoven, Laplace Building, 1st floor, LG 1.105.

EURANDOM is located on the campus of Eindhoven University of Technology, in the 'Laplacegebouw' building' (LG on the map). The university is located at 10 minutes walking distance from Eindhoven railway station (take the exit north side and walk towards the tall building on the right with the sign TU/e).

For information on how to come to Eindhoven, please check

On Tuesday may 12, 2009, see programme, the conference location is KNMI, Wilhelminalaan 10, 3732 GK De Bilt,  Buys Ballot room.

For more information


          For private bookings we suggest you consult the web pages of the Tourist Information Eindhoven, Postbus 7, 5600 AA Eindhoven.


May 11-12-13, lunches are being organised; these are free of costs for all participants, if ordered on the registration form.

May 12 there will be a conference dinner in De Bilt. For non-invitees an amount of 35 euro is requested, to be paid at arrival in cash (preferably exact amount in euros). Indicate your attendance on the registration form.

Instruction for speakers

Invited talks will take 60 minutes, including discussion.

The conference room is equipped with a notebook (windows or UNIX), overhead projector, blackboard and beamer.

We recommend to bring your presentation on a USB stick.


For more information please contact Mrs. Lucienne Coolen, workshop officer of  EURANDOM, at coolen 'at'


Dr. Wilco Hazeleger (KNMI)
Prof. Geurt Jongbloed (TU Delft & Eurandom)
Prof. Jef Teugels (KU Leuven & Eurandom)
Prof. Arnoldo Frigessi (University of Oslo)


"Risk, Rare Events and Extremes", Research Programme at the Bernoulli Centre, Lausanne, 1 July - 31 December 2009,

The journal Extremes ( is planning a special issue on "Statistics of Extremes in Weather and Climate". Please see an announcement at:
First submission deadline is February 2, 2009.

The Organizers would like to acknowledge the following organizations for their contributions



Last up-dated 10-02-10
This page is maintained by
Lucienne Coolen