SPEAKER: Susie Bayarri

ABSTRACT:

Risk assessment of rare natural hazards -- such as large volcanic pyroclastic flows -- is addressed. Assessment is approached through a combination of computer modeling, statistical modeling, and extreme-event probability computation. A computer model of the natural hazard is utilized to provide the needed extrapolation to unseen parts of the hazard space. Statistical
modeling of the available data is needed to determine the initializing distribution for exercise of the computer model. In dealing with rare events, direct simulations involving the
computer model are prohibitively expensive. Solution instead requires a combination of adaptive design of computer model approximations (emulators) and rare event simulation. The
techniques that are developed for risk assessment are illustrated on a test-bed example involving volcanic flow.

Bio:  M.J. Bayarri is Full Professor of Statistics  at the  University of Valencia , and Adjunt Professor of Statistics at DSS, Duke University. She is Fellow of the American Statistical
Association, Ordinary Member of the International Statistical Institute and Fellow of the Institute of Mathematical Statistics. She was President of the the International Society for Bayesian Analysis (ISBA).and President of the Spanish Region of the International Biometric Society.  She has been in the Organizing and Scientific Committees of numerous meetings and workshops, with special mention to the Valencia Meetings, the Objective Bayesian meetings, and the Workshops on Bayesian Inference and Stochastic Processes. She was the Overall Leader of the 2006-2007 SAMSI Program on Development, Assessment and Utilization of Complex Computer Models. She got the 2006 Wilkinson Award, and the 2008 Jack Youden Prize. Her main research areas of interest at the moment are Objective Bayes methods, Model selection, Model checking,  and Uncertainty quantification for computer  models.