Kirstin Strokorb

(she/her)

kirstinOffice.jpg

Department of Mathematical Sciences

Room 4W 1.08

University of Bath

Bath BA2 7AY

United Kingdom

Office hour: Fri 9:15-10:05

I am a Senior Lecturer in Statistics at the University of Bath, where I joined the Statistics research group of the Department of Mathematical Sciences in 2025. Previously, I was a Senior Lecturer in the School of Mathematics of Cardiff University.

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 of rare and typically hazardous events under plausible regularity assumptions. Its methods are genuinely relevant for institutions, who wish to assess risk exposures in a quantitive data-driven way.

recent roles and responsibilities

news

Jun 15, 2025 Accepted: Our paper on Graphical models for infinite measures with applications to extremes (Sebastian Engelke, Jevgenijs Ivanovs, Kirstin Strokorb) has been accepted for publication in The Annals of Applied Probability. A presentation of the general framework can be found here. 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!
Feb 15, 2025 New Preprint: Domain-Scaled Regular Variation: Mathematical Foundations for a New Tail Process (joint work with Marco Oesting and Raphaël de Fondeville) available as Oberwolfach preprint. Many thanks to the MFO for hosting us as research fellows to kickstart this research in 2024!
Jan 27, 2025 Congratulations to Michela Corradini on her successful PhD viva! Michela’s work on Stochastic ordering and sparse approximation of multivariate extremal dependence was supported by an EPSRC DTP.
Jul 24, 2024 Congratulations to Matt Hutchings on his successful PhD viva! Matt’s work on Energy-based sampling strategies for the low-rank approximation of positive semidefinite matrices was supported by an EPSRC DTP.
Jun 18, 2024 Accepted: Invited Paper Session Advances in high-dimensional extreme value statistics at the 65th ISI World Statistics Congress 2025
Jan 09, 2024 Congratulations to Eferhonore Efe-Eyefia on his successful PhD viva! Eferhonore’s work on Simulation of Rainfall Events was supported by a Tertiary Education Trust Fund.
Sep 22, 2022 Organised: Workshops on Extremal Trends in Weather (WET Weather) - the second edition took place 19-21 September 2022 jointly with Marie Ekström and Owen Jones. 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!
Mar 14, 2021 Accepted: Invited Paper Session Extreme value statistics at the 63rd ISI World Statistics Congress 2021
Dec 07, 2020 Congratulations to Jonas Brehmer on his successful PhD viva! Jonas’ work on Theory and Methodology of scoring functions: Tail properties, interval forecasts and point processes has led to several publications including Why scoring rules cannot assess tail properties (EJS 2019), Scoring interval forecasts: Equal-tailed, shortest, and model interval (Bernoulli 2021) and Comparative evaluation of point process forecasts (AISM 2024).
Feb 22, 2020 RSS discussion: 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 and the extended version of my discussion contribution (including the proofs).