Holger Rootzén 

Holger Rootzén

Mathematical Sciences, Chalmers
Mobile +46 730 794222, e-mail: hrootzen@chalmers.se

Fellow of the Royal Swedish Academy of Science; the Royal Physiographic Society of Lund; the  IMS, member ISI, associate editor Journal of the American Statistical Association; Extremes. Former editor Extremes;  Bernoulli; Scandinavian Journal of Statistics. Chair and cluster leader Program Management AI/Math group for WASP. Former adjunct member committee for awarding the Swedish National Bank's Prize in Economic Sciences in Memory of Alfred Nobel, now participating in the awarding process as "Hedersekonom".

Some interests

My research is about random processes. High-dimensional statistics for extreme episodes;  prediction of influenza epidemics; diffusion prediction; detection of anomalies; and climate extremes is what I think most about right now. I try to contribute to mitigation of the impact of extreme floods, windstorms, and heat waves caused by climate change, to financial risk handling, and to modelling microscopic structures of soft materials. 

Some papers (Full list, Google Scholar

longevity:

L.R. Belzile, A.C. Davison, J. Gampe, H. Rootzén and D. Zholud: Is there a cap on longevity? A statistical review. Annual Review of  Statistics and its Application, 9,  21–45  (2022) pdf
L. R. Belzile, A.C. Davison, H. Rootzén and D. Zholud: Human mortality at extreme age.  Royal Society Open Science 8, issue 9  (2021)  pdf Altmetric
H. Rootzén and D. Zholud: Rejoinder to discussion of the paper "Human life is unlimited – but short". Extremes  21, 415-424  (2018) pdf  Supplementary material pdf
H. Rootzén and D. Zholud: Human life is unlimited - but short. Extremes  20713–728 (2017) pdf supplementary material: LATool a matlab toolbox

Climate:

H. Olafsdottir, H. Rootzén and D. Bolin: Locally tail-scale invariant scoring rules for evaluation of extreme value forecasts, Int. J. Forcasting, to appear (2024) pdf
H. Olafsdottir, H. Rootzén and D. Bolin: Extreme rainfalls in the Northeastern USA become more frequent with rising temperatures, but their size distribution remains stable. Journal of climate 34,  8863–8877  (2021) pdf
H. Rootzén and R. Katz: Design Life Level: Quantifying risk in  changing climate, Water Resour. Res., 49, 5964–5972,  doi:10.1002/wrcr.20425.  (2013) pdf

Epidemics:

M. Thomas and H. Rootzén: Real-time prediction of severe influenza epidemics using Extreme Value Statistics. J. Royal Statistical Society C, 71, 376-394 (2022)  pdf

Diffusion measures:

S. Barman, C. Fager, M. Röding, N. Lorén, C. von Corswant, E. Olsson, D. Bolin and H. Rootzén: New Characterization Measures of Pore Shape and Connectivity Applied to Coatings used for Controlled Drug Release. Journal of Pharmaceutical Sciences, 110, 2753-2764 (2021)   pdf
C. Fager, S. Barman, M. Röding, A. Olsson, N. Lorén, C. von Corswant, D. Bolin, H. Rootzén and E. Olsson: 3D high spatial resolution visualization and quantification of interconnectivity in polymer films. International Journal of Pharmaceutics, 587,  (2020)  pdf
S. Barman, D. Bolin, C. Fager, T. Gebäck, N. Lorén, E. Olsson, H. Rootzén, and A. Särkkä: Mist – A program package for visualization and characterization of 3D geometries.  https://mist.math.chalmers.se/author/sandra-eriksson-barman/  (2019 and later)  
 S. Barman, H. Rootzén and D. Bolin: Prediction of diffusive transport through polymer films from characteristics of the pore geometry.  AIChE Journal, 65, 446-457 (2019) pdf Supplementary information pdf

Car safety:

J. Jonasson and H. Rootzén: Internal validation of near-crashes in naturalistic driving studies: a continuous and multivariate approach. Accident Analysis and Prevention 62, 102-109 (2014) pdf

Basic theory:

A. Kiriliouk, H. Rootzén, J. Segers and J. L. Wadsworth:  Peaks over thresholds modeling with multivariate generalized Pareto distributions.
Technometrics 61, 123-135 (2019)  pdf Supplementary material pdf code 
H. Rootzén, J. Segers, and J.L. Wadsworth: Multivariate generalized Pareto distributions: parametrizations, representations, and properties. J. Multivariate Anal. 165, 117-131 (2018) pdf
H. Rootzén,  J. Segers and  J.L. Wadsworth: Multivariate peaks over thresholds models. Extremes 21115–145 (2018)  pdf
H. Rootzén and D. Zholud: Tail estimation for window censored processes. Tecnometrics 58, 95-103 (2016) pdf  supplementary material pdf
H.Rootzen and D. Zholud: Efficient estimation of the number of false positives in  high-throughput screening. Biometrika102, 695-704 (2015) pdfpdf
C. Lindberg and H. Rootzén: Error distributions for random grid approximations of multidimensional stochastic integrals. Ann. Appl. Probab. 23,    834-857 (2013) pdf
H. Drees and H.Rootzen: Limit Theorems for Empirical Processes of Cluster Functionals. Ann. Statist. 38, 2145–2186 (2010) pdf  Correction version at arXive

Books 

Extremes and Related Properties of Random Sequences and ProcessesStationary Stochastic Processes for Scientists and Engineers book cover

Covid-19: Newspaper articles and a talk, in Swedish, with various coauthors

Relativisera inte synen pĺ människoliv, Alltinget  2022-03-10
Matematiker: Enkla rĺd kan rädda tusentals liv, SvD 2020-03-11
Ändra Sveriges strategi – epidemin mĺste stoppas,  SvD 20-03-20
Ansiktsmasker kan bromsa smittan,
 SvD 2020-04-07
Vi kan förlänga livet för mĺnga genom striktare ĺtgärder,  GP 2020-04-24
FHM försöker dölja sitt misslyckande, Expressen 2020-0706
Smittspridningen av Covid-19: Dra lärdom av vĺra grannar,Läkartidningen 2020-11-16

Att hoppa utan fallskärm och att möta coronavirus utan munskydd
, läkartidningen 2021-01-19 originalversion
En tsunami av nya covidfall hotar Sverige  Expressen 2021-01-25
Covid-19 i Sverige och i Danmark föredrag  Matematisk afton, Vetenskapsfestivalen Göteborg 2021-04-16

Some talks

Is there a cap on  longevity? Truncation, censoring, and extreme value modelling. One World Extremes seminar, April 2021
Statistics and the extremes which shape our world, Keynote, European statistics day, Paris, October 2019
SAFIM Accra August 2018 workshop lectures; Extreme value statistics for financial risk,  Lecture 1,   Lecture 2,  Lecture 3,  Lecture 4,  Lecture 5
Human life is unlimited - but short, UNC Chapel Hill, November 2017
Quantifying risk in a changing climate, BIRS workshop: Challenges in the Statistical Modeling of Stochastic Processes for the Natural Sciences, August 2017
Multivariate peaks over thresholds modelling: theory, and examples from landslide and river network risk estimation,World environmental and water resources congress, Sacramento May 2017
Multivariate GP distributions: portfolio risk estimation, prediction of flu epidemics, landslide risk modelling, Conditional independence structures and extremes, Munchen October 2016
Extreme value statistics: from one dimension to many, Part 1;  Part 2, Two hour survey lecture,  Nordstat 2016, Copenhagen June 2016
Design Life Level: quantifying risk in a changing climate, World environmental and water resources congress, West Palm Beach May 2016
Café-ĺ-lär, Gothenburg, April 2016
Extreme value methods, tail estimation for window-censored 0-1 processes, and car accidents, Columbia University, December 2015
Error distribution of random grid approximations of mulltidimensional stochastic integrals, CIRM Workshop, Luminy July 2014
Taming black swans with statistics, Rutgers, October 2013
 
Understanding Big Data and Big Systems, Natural  Sciences Faculty research day, Gothenburg University, May 2013
Att skjuta svarta svanar med statistik,Vetenskapsfestivalen, April 2013
Matematik finns i allt, talk for the Minister of Education, May 2011

Editorial; Services and applied collaborations;  Postdocs and graduate students; Education and positions; Invited talks since 2008

Some links