![Kirstin Strokorb](https://profiles-cardiff.imgix.net/attachments/211?w=200&h=200&auto=format&crop=faces&fit=crop&q=90")
Dr Kirstin Strokorb
(she/her)
Senior Lecturer; Deputy Director of Postgraduate Research
- Available for postgraduate supervision
Overview
My research focus lies on multivariate, spatial and temporal dependence phenomena in extreme value theory. The latter is a branch of probability and statistics that provides theoretically sound procedures for the quantitative assessment or rare and typically hazardous events (as good as possible, knowing the limitations is also an important issue). Its methods are genuinely relevant for institutions, who wish to assess risk exposures in a quantitive data-driven way, for instance, financial services and insurance companies or in environmental engineering.
Responsibilities
- Member of the editorial boards of the journals Extremes (since 2017) and Stochastic Models (since 2020)
- Member of the School's Athena Swan Self-Assessment Team (2023/24), successfully applying for a Silver Award (2024)
- Chair the One World Extremes seminar (2020-2023), still on board
- Organiser of the School's Statistics seminar series (2019-2022).
- Please get in touch if you have an interest in the topic Water and extreme events. I am Cardiff's GW4 contact.
- Member of the Bernoulli Society, RSS, LMS, DMV, MO-NI, eLeMeNTe and MO e.V.
- Fellow of Cardiff's Data Innovation Research Institute.
- Deputy Director of Postgraduate Research (since 2019)
Recent activities/news
- Congratulations to Matt Hutchings on his successful PhD viva! (24 July 2024). Matt's work on Energy-based sampling strategies for the low-rank approximation of positive semidefinite matrices was supported by an EPSRC DTP.
- Accepted: Invited Paper Session Advances in high-dimensional extreme value statistics at the 65th ISI World Statistics Congress 2025 (05-09 October 2025).
- Congratulations to Eferhonore Efe-Eyefia on his successful PhD viva! (9 Jan 2024). Eferhonore's work on Simulation of rainfall events was supported by TETFund.
- Congratulations to Michela Corradini on her first published paper (in Extremes) as a PhD student! Stochastic ordering in multivariate extremes (Michela Corradini and Kirstin Strokorb), May 2024.
- New preprint: Graphical models for infinite measures with applications to extremes and Lévy processes (Sebastian Engelke, Jevgenijs Ivanovs, Kirstin Strokorb), cf. https://arxiv.org/abs/2211.15769 - A presentation of the general framework can be found here: https://www.youtube.com/watch?v=uQ6cbMXuADw Some novelties in the paper that are not in the talk: a Hammersley-Clifford type theorem and an Asymptotic Independent example. Also thank you for the opportunity to present this work at UCL Statistical Science seminar!
- Organised: Workshops on Extremal Trends in Weather (WET Weather) - the second edition took place 19-21 September 2022 under the umbrella of Cardiff's Water Research Institute. The workshops were supported by the RSS Mardia Award for interdisciplinary research meetings. The knowledge exchange enhancement of the second meeting has been supported by an Innovation for All grant. Here is a brief summary of the second meeting and a short summary of the first meeting. Many thanks for everyone's contributions!
- Accepted: Invited Paper Session Extreme Value Statistics at the 63rd ISI World Statistics Congress 2021 (virtual, 11-16 July 2021). I hope it will help to draw attention to some of EVS' recent successes and importance in the statistics research landscape and beyond.
- Organised: A session on Natural Hazards and Impacts at the 12th international Conference on Extreme Value Analysis, virtual, coordinated from Edinburgh (2021).
- Congratulations to Jonas Brehmer on his successful PhD viva! (7 Dec 2020)
- Congratulations to PhD student Eferhonore Efe-Eyefia for his prize-winning poster on Simulation of Rainfall Events at the recent GW4 Water Security Alliance PhD Conference! (September 2020)
- On 12 February 2020 the Royal Statistical Society hosted a meeting to discuss the forth-coming paper “Graphical models for extremes” by Sebastian Engelke and Adrien Hitz. Here is the link to the slides (handout version) and the extended version of my discussion contribution (including the proofs).
- In 2019 and 2022 Marie Ekström, Owen Jones and I are organising two Workshops on Extremal Trends in Weather (WET Weather) under the umbrella :-) of Cardiff's Water Research Institute. The workshops are supported by the RSS Mardia Award for interdisciplinary research meetings (awarded 2018). Here is a brief summary of the first meeting. Many thanks for everyone's contributions! Due to the coronavirus the follow up workshop will be postponed to 19-21 September 2022. We are looking forward very much to the follow up September 2022 meeting!
- Organised: A session on Advances in Temporal Extremes at CMStatistics in London (Dec 2019).
- Congratulations to Jonas Brehmer on his first published paper (in EJS) as a PhD student! Why scoring functions cannot assess tail properties (Jonas Brehmer and Kirstin Strokorb), October 2019.
- Congratulations to Aidan Gibbons, who presented his CUROP project on rainfall extremes in a changing climate in Cardiff's City Hall! (Oct 2018)
- Organised: A Mini-Workshop on Extreme Value Theory at Cardiff University's School of Mathematics (with a focus on recent challenges and spatial applications). Many thanks for everyone's contributions! The workshop was supported by the LMS (Celebrating New Appointment).
Publication
2024
- Corradini, M. and Strokorb, K. 2024. Stochastic ordering in multivariate extremes. Extremes 27, pp. 357-396. (10.1007/s10687-024-00486-0)
- Brehmer, J. R., Gneiting, T., Herrmann, M., Marzocchi, W., Schlather, M. and Strokorb, K. 2024. Comparative evaluation of point process forecasts. Annals of the Institute of Statistical Mathematics 76(1), pp. 47-71. (10.1007/s10463-023-00875-5)
2022
- Oesting, M. and Strokorb, K. 2022. A comparative tour through the simulation algorithms for max-stable processes. Statistical Science 37(1), pp. 42-63. (10.1214/20-STS820)
2019
- Brehmer, J. R. and Strokorb, K. 2019. Why scoring functions cannot assess tail properties. Electronic Journal of Statistics 13(2), pp. 4015-4034. (10.1214/19-EJS1622)
2018
- Oesting, M. and Strokorb, K. 2018. Efficient simulation of Brown-Resnick processes based on variance reduction of Gaussian processes. Advances in Applied Probability 50(4), pp. 1155-1175. (10.1017/apr.2018.54)
2017
- Fiebig, U., Strokorb, K. and Schlather, M. 2017. The realization problem for tail correlation functions. Extremes 20, pp. 121-168. (10.1007/s10687-016-0250-8)
- Papastathopoulos, I., Strokorb, K., Tawn, J. A. and Butler, A. 2017. Extreme events of Markov chains. Advances in Applied Probability 49(1), pp. 134-161. (10.1017/apr.2016.82)
2016
- Molchanov, I. and Strokorb, K. 2016. Max-stable random sup-measures with comonotonic tail dependence. Stochastic Processes and their Applications 126(9), pp. 2835-2859. (10.1016/j.spa.2016.03.004)
- Papastathopoulos, I. and Strokorb, K. 2016. Conditional independence among max-stable laws. Statistics and Probablity Letters 108, pp. 9-15. (10.1016/j.spl.2015.08.008)
2015
- Strokorb, K., Ballani, F. and Schlather, M. 2015. Tail correlation functions of max-stable processes. Extremes 18, pp. 241-271. (10.1007/s10687-014-0212-y)
- Strokorb, K. and Schlather, M. 2015. An exceptional max-stable process fully parameterized by its extremal coefficients. Bernoulli 21(1), pp. 276-302. (10.3150/13-BEJ567)
- Schlather, M., Malinowski, A., Menck, P. J., Oesting, M. and Strokorb, K. 2015. Analysis, simulation and prediction of multivariate random fields with package RandomFields. Journal of Statistical Software 63(8) (10.18637/jss.v063.i08)
2013
- Strokorb, K. 2013. Characterization and construction of max-stable processes. PhD Thesis, eDiss University of Goettingen.
2010
- Strokorb, K. 2010. Eine holomorphe Untersuchung des verallgemeinerten Seiberg-Witten-Modulraumes für Gibbons-Hawking-Faserungen. , Mathematisches Institut, Universität Göttingen, Germany.
Erthyglau
- Corradini, M. and Strokorb, K. 2024. Stochastic ordering in multivariate extremes. Extremes 27, pp. 357-396. (10.1007/s10687-024-00486-0)
- Brehmer, J. R., Gneiting, T., Herrmann, M., Marzocchi, W., Schlather, M. and Strokorb, K. 2024. Comparative evaluation of point process forecasts. Annals of the Institute of Statistical Mathematics 76(1), pp. 47-71. (10.1007/s10463-023-00875-5)
- Oesting, M. and Strokorb, K. 2022. A comparative tour through the simulation algorithms for max-stable processes. Statistical Science 37(1), pp. 42-63. (10.1214/20-STS820)
- Brehmer, J. R. and Strokorb, K. 2019. Why scoring functions cannot assess tail properties. Electronic Journal of Statistics 13(2), pp. 4015-4034. (10.1214/19-EJS1622)
- Oesting, M. and Strokorb, K. 2018. Efficient simulation of Brown-Resnick processes based on variance reduction of Gaussian processes. Advances in Applied Probability 50(4), pp. 1155-1175. (10.1017/apr.2018.54)
- Fiebig, U., Strokorb, K. and Schlather, M. 2017. The realization problem for tail correlation functions. Extremes 20, pp. 121-168. (10.1007/s10687-016-0250-8)
- Papastathopoulos, I., Strokorb, K., Tawn, J. A. and Butler, A. 2017. Extreme events of Markov chains. Advances in Applied Probability 49(1), pp. 134-161. (10.1017/apr.2016.82)
- Molchanov, I. and Strokorb, K. 2016. Max-stable random sup-measures with comonotonic tail dependence. Stochastic Processes and their Applications 126(9), pp. 2835-2859. (10.1016/j.spa.2016.03.004)
- Papastathopoulos, I. and Strokorb, K. 2016. Conditional independence among max-stable laws. Statistics and Probablity Letters 108, pp. 9-15. (10.1016/j.spl.2015.08.008)
- Strokorb, K., Ballani, F. and Schlather, M. 2015. Tail correlation functions of max-stable processes. Extremes 18, pp. 241-271. (10.1007/s10687-014-0212-y)
- Strokorb, K. and Schlather, M. 2015. An exceptional max-stable process fully parameterized by its extremal coefficients. Bernoulli 21(1), pp. 276-302. (10.3150/13-BEJ567)
- Schlather, M., Malinowski, A., Menck, P. J., Oesting, M. and Strokorb, K. 2015. Analysis, simulation and prediction of multivariate random fields with package RandomFields. Journal of Statistical Software 63(8) (10.18637/jss.v063.i08)
Gosodiad
- Strokorb, K. 2013. Characterization and construction of max-stable processes. PhD Thesis, eDiss University of Goettingen.
- Strokorb, K. 2010. Eine holomorphe Untersuchung des verallgemeinerten Seiberg-Witten-Modulraumes für Gibbons-Hawking-Faserungen. , Mathematisches Institut, Universität Göttingen, Germany.
Research
My research focus lies on stochastic processes and dependence concepts in extreme value theory, a branch of probability and statistics that provides theoretically sound procedures for extrapolation beyond the range of data (as good as possible, knowing the limitations is also an important issue). Its methods are usually relevant for institutions that are exposed to high risks, for instance, financial services and insurance companies or environmental engineering institutions. I am also interested in sound tools for forecast evaluation.
So far, I have been involved in projects concerning the following topics:
- Extreme value theory (correlation functions and dependence concepts for extreme values, connections to stochastic geometry and risk measures; stochastic orderings)
- Graphical models and conditional independence (with applications to Extremes)
- Space-time models for Extremes
- Realisability problems (that deal with the existence of stochastic models with some prescribed distributional properties, connections to convex geometry)
- Stochastic processes (in particular Gaussian and max-stable processes, construction principles, simulation, R software RandomFields)
- Markov chains (modelling the evolution of the chain after an extreme event)
- Sound tools for forecast evaluation (and limitations)
With my research I would like to contribute to the development of improved tools for the analysis and prediction of rare events, in particular their temporal and spatial extent, and the rigorous verification that these tools are suitable in very general situations.
Invited presentations
- Upcoming November 2024: Eurandom workshop on graph Laplacians, multivariate extremes and algebraic statistics
- Upcoming October 2024: Seminar at University of Geneva
- Upcoming September 2024: Seminar at University of Lausanne
- Oberwolfach Workshop 2434 - Mathematics, Statistics, and Geometry of Extreme Events in High Dimensions (2024)
- Bernoulli-IMS World Congress in Probability and Statistics (2024)
- Oberseminar Stochastik OVGU Magdeburg (2024)
- Statistics Seminar at Lancaster University (2024)
- UCL Statistical Science Seminar (2024)
- Birmingham Seminar, Topology and Dynamics group (2024)
- Workshop New Perspectives in the Theory of Extreme Values, Inter-University Center Dubrovnik (2023)
- 29th Nordic Conference in Mathematical Statistics, NORDSTAT 2023, Gothenburg (2023)
- Conference on Adaptive and High-Dimensional Spatio-Temporal Methods for Forecasting, CIRM Luminy (2022)
- Confernce on Heavy Tails, Long-Range Dependence, and Beyond, CIRM Luminy (2022)
- BIRS Workshop on Combining Causal Inference and Extreme Value Theory in the Study of Climate Extremes and their Causes, UBC’s Okanagan campus, online (2022)
- Energy Forecasting Innovation Conference (Software training), King's College London (2022)
- Probability webinar, King's College London, online (2022)
- Statistics webinar, King's College London, online (2021)
- German Probability and Statistics Days, Mannheim, online (2021)
- Seminar of the RTG 2121, Universitäten Bochum-Dortmund-Essen, online (2021)
- Statistics seminar, Imperial College London, online (2021)
- CFE-CMStatistics, London (2019)
- Stochastics Research Seminar, Mannheim (2019)
- Workshop on regular variation, Split (2019)
- 11th Conference on Extreme Value Analysis, Zagreb (2019)
- Statistics seminar, University of Bath (2019)
- Statistics seminar, University of St Andrews (2019)
- Stochastisches Kolloquium, University of Göttingen (2019)
- Extreme TiDE seminar, Tilburg University (2018)
- Statistics and Probability Seminar, University of Nottingham (2018)
- Statistics Seminar, Newcastle University (2018)
- BIRS-CMO Workshop on Self-similarity, Long-range dependence and Extremes, Oaxaca (2018)
- 40th Conference on Stochastic Processes and their Applications, Gothenburg (2018)
- CFE-CMStatistics, London (2017)
- Stochastics Research Seminar, Mannheim (2017)
- Oberseminar Stochastik, Braunschweig (2017)
- 10th Conference on Extreme Value Analysis, Delft (2017)
- German Statistical Week (Minisymposium on EVT), Augsburg (2016)
- 3rd Conference of the International Society of Non-Parametric Statistics, Avignon (2016)
- Working group Extreme Value Theory UPMC Paris 6 (2016)
- Workshop on Dependence, Stability and Extremes, Fields Institute Toronto (2016)
- Seminar in Applied Mathematics and Statistics, Copenhagen (2015)
- The Mathematics and Statistics of Quantitative Risk Management, Oberwolfach (2015)
- 9th Conference on Extreme Value Analysis, Ann Arbor (2015)
- Workshop New Developments in Econometrics and Time Series, Bochum (2015)
- Working group Stochastic Geometry, Karlsruhe (2015)
- Colloquium on Probability and Statistics, Bern (2014)
Teaching
Qualifications
- 2018 Fellow of the HEA (Advance HE, D2)
- 2017 Baden-Wuerttemberg-Certificate (successful completion of a program in higher education pedagogy)
Teaching initiatives
- Initiator and Organiser of TEASER - TEAching-Supervision-Edi-foRum at Cardiff's School of Mathematics (jointly with Ana Ros Camacho)
PhD-level courses
- Modeling and statistical analysis in extremes in time series - PhD School at the Faculty of SCIENCE at University of Copenhagen
Cardiff
I joined Cardiff University as a lecturer teaching on the new Financial Mathematics degree scheme and I supervise projects within our MSc degree programmes.
- MA3805 Quantitative Risk Management (new module)
- MA2801 Econometrics for Financial Mathematics (new module)
- MA1801 Finance I: Financial Markets and Corporate Financial Management (new module)
Mannheim
- Introduction to Extreme Value Statistics (Lectures and Tutorials, new module)
- Introduction to Spatial Extreme Value Theory (Lectures and Tutorials, new module)
- Introduction to Insurance Mathematics (Lectures and Tutorials, 50%, new module)
- Linear Models (Tutorials and Assistance, new module)
- Functional Analysis (Tutorials and Assistance)
- Introduction to the statistical programming language R (Assistance)
Göttingen
Tutorials in
- Functional Analysis
- Linear Algebra and Analytic Geometry
- Analysis II
- Discrete Mathematics
Other
- Mentoring for Bachelor and Master students
- Assistance in creating lecture notes for Mathematics for Biologists
- Training for Mathematical Olympiads
Biography
- 2020 - present: Senior Lecturer at the School of Mathematics, Cardiff University.
- 2017 - 2020: Lecturer at the School of Mathematics, Cardiff University.
- 2013 - 2016: Research and Teaching assistant at Institute of Mathematics, University of Mannheim.
- Autumn 2015: Research stay at Department of Mathematical Sciences, University of Copenhagen.
- 2013: PhD (Dr. rer. nat., summa cum laude) at Institute of Mathematical Stochastics/RTG 1023, University of Goettingen.
- 2010: Diploma (Pure Mathematics, with distinction) at Mathematics Institute, University of Goettingen.
- Autumn 06/Winter 07: Exchange student at Mathematics Institute, Warwick University.
Honours and awards
- Oberwolfach Research Fellow: I am looking forward to exploring some exciting ideas with Marco Oesting and Raphael de Fondeville in 2024 at the MFO.
- Nominated for the Philip Leverhulme Prize (The Leverhulme Trust) by the School of Mathematics, Cardiff University (2020)
- Mardia Interdisciplinary Workshop Prize by the Royal Statistical Society, awarded to K. Strokorb (PI), M. Ekström and O. Jones (Cardiff University) (2018)
- Nominated for the Dissertation prize of the Universtitätsbund Göttingen e.V. by the Faculty of Mathematics and Computer Science, University of Göttingen (2014)
Committees and reviewing
Scientific committees:
- EVA 2023 - 13th International Conference on Extreme Value Analysis (Bocconi)
- DYNSTOCH 2023 - Workshop on Statistical Methods for Dynamical Stochastic Models (Imperial College)
- EVA 2021 - 12th International Conference on Extreme Value Analysis (online; Edinburgh)
Associate Editor for peer-reviewed scientific journals:
- Extremes (since 2017)
- Stochastic Models (since 2020)
Reviewing for peer-reviewed scientific journals:
- Advances in Water Resources
- Annals of Statistics
- Applied Probability Trust
- Bernoulli
- Econometrics and Statistics
- Electronic Journal of Probability
- Electronic Journal of Statistics
- Extremes
- Journal of Mathematical Analysis and Applications
- Journal of Multivariate Analysis
- Journal of Nonparametric Statistics
- Journal of Statistical Computation and Simulation
- Journal of the American Statistical Association
- Scientific Reports
- Statistics
- Statistics and its Interface
- Stochastic Models
- Test
Reviews for MathSciNet.
Grant reviews for
Supervisions
Current supervision
Contact Details
StrokorbK@cardiff.ac.uk
+44 29206 88833
Abacws, Room 4.22, Senghennydd Road, Cathays, Cardiff, CF24 4AG
+44 29206 88833
Abacws, Room 4.22, Senghennydd Road, Cathays, Cardiff, CF24 4AG
