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. Member 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.
Some
interests
My research is about
random processes. High-dimensional statistics for extreme episodes; the
"shape" of extremes in non-differentiable Gaussian
processes; whether human lifelenght is bounded or not, prediction of
influenza epidemics, and detection of anomalies 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, to appear (2022) arXiv
L. R. Belzile, A.C. Davison, H. Rootzén
and D. Zholud: Human mortality at extreme age. Royal Society Open Science 8 (2021) pdf
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 toolboxClimate:
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, to appear (2021) arXiv
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. International
Journal of Pharmaceutics (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, 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
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) 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
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 
