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".
Collaborators
just now
Sandra Barman, RISE; David Bolin, KAUST;
Richard Davis, Columbia University; Anthony Davison, EPFL; Philippe
Naveau, LSCE; Helga Olafsdottir, Chalmers; Anne Sabourin, Université
Paris Cité; Johan Segers, KU Leuven; Stéphane Lhaut, Catholic
University of Louvain.
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)
Basic theory:
S.
Lhaut, H. Rootzén and J. Segers: Wasserstein-Aitchison GAN for angular
measures of multivariate extremes. Submitted (2025) pdf
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
21, 115–145
(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) pdfH. Drees and H.Rootzen: Limit Theorems for
Empirical Processes of Cluster Functionals. Ann.
Statist. 38, 2145–2186 (2010) pdf Correction version at arXive
Diffusive transport:
S.
Barman, H. Rootzén and D. Bolin: New descriptors of
connectivity-bottleneck effects improve understanding and prediction of
diffusive transport in pore geometries, Computational
Science 256 (2025) 113942 pdf
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
Climate:
H. Olafsdottir, H. Rootzén and
D. Bolin: Fast and robust cross-validation-based
scoring rule inference for spatial statistics (2024)
arXiv
H. Olafsdottir, H. Rootzén and D. Bolin: Locally
tail-scale invariant scoring rules for evaluation of extreme value
forecasts, Int. J. Forecasting
(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
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 20, 713–728 (2017)
pdf supplementary material: LATool a matlab toolbox
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
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
Books
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
Rainfall trends in
the USA: data quality, prediction skill, and presentation of results.
Oberwohlfach talk 2024
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
