Transcript Slide 1

with the support of
Petroleum
Finance
Insurance
Health
Marine
Common challenges to statistical science
Mission:
(sfi)2 develops core statistical methodologies,
strategically necessary to achieve innovation
goals in four key sectors
Focus on the common methodological arena at (sfi)².
Presentations are organised according to aims, questions
and statistical methods, highlighting common themes across
areas and applications.
Each parallel session is thought as a small working group
of researchers and partners, who (with some surprise) share
common needs and interest and will discover new tools and
approaches through cross-fertilisation and interaction.
Room: Alfa-Omega
Room: Delta
Room: Delta
Room: Alfa-Omega
Room: Sigma
Where are we now?
2007  a good start!
First months of 2008  a good acceleration!
Projects
People
Culture
In April, the new (sfi)2 headquarters at NR were inaugurated.
The first four Ph.D students and the first three postdocs have
been recruited.
Research at (sfi)2 is organised in projects.
Many projects were started, in all areas and methodology.
Twenty projects continue in 2008.
About five projects have been stopped.
(sfi)2 projects focus on ambitious aims, from the point of view
of the application, in terms of innovation and statistical
methodology.
More than fifty researchers and students, from NR, UiO,
NTNU and partners actively work in (sfi)2 projects. New
collaborations are being created.
46 refereed articles.
(sfi)2 hosted an international workshop on risk aggregation.
30 seminars, most with international guests.
The (sfi)2 Wednesday lunch tradition has been established.
17 one-week-long visits (or more)
The Graduate School in Biostatistics at UiO started
Two graduate courses were held at UiO, in statistical
genomics and finance and insurance mathematics.
(sfi)2 was awarded with an EU Marie Curie IndustryAcademia Partnerships and Pathways grant on Climate
Change and the Insurance Industry, 2008-2011.
The http://sfi.nr.no webpage is fully operating, updated
and a rich source of information. It is also used as archive
for events.
The total financial cost was 35.3 mil. NOK. This was
funded by all partners’ in-kind research time, basic funding
from the Norwegian Research Council and from partners.
Research projects at (sfi)2
FindOil
TotalRisk
StatInsure
CCII: Climate Change and Insurance Industry
StatMarine
MissingStripes: biomolecular radioactivity images
Genome Browser
MetaAnalysis: Synthesis and Appraisal of Multiple Sources of Information
CompareSeq
MaleContrasept
Multicompare
EventHistory: Survival analysis in medicine and insurance
Swing option: Pricing of flexible gas contracts
ComplexModels
BiosearchTools
Infectious diseases
Statistical genomics in cancer
Cutting-edge novel statistics
Cutting-edge innovation projects
Highlights
- many exciting projects are of course on-going,
- here are some precise delivered results (already).
In finance, we have developed a completely new approach
to high dimensional tail dependency, based on pair copulae.
In insurance, we have studied the possible effects of climate
change on insurance losses, specifically property.
In marine resources, the catch-at-age model, developed by
HI and NR and used by Norwegian authorities for definition of
fishery quotas, has been extended in three important
directions: effect of haul size on catch estimate; coastal cod;
discarded fish.
Highlights
In biotechnology, we have developed new methods to
enhance the data analysis of real-time imaging of radioactive
emissions, acquired through the technology at Biomolex.
We have developed new methods for huge amounts of
simultaneous comparisons, merging different data sets
We have developed hierarchical forms of frailty and
applied them to the study of cancer.
Highly structured stochastic systems are one of the most
advanced modelling approaches for complex systems.
Inference relies on time consuming MCMC algorithms. We
have developed a numerical approach which now runs in
seconds and reaches astonishing precise results.
The ministry for research
Statsråd Tora Aasland and
statssekretær Jens Revold
will visit (sfi)²
on Monday 5. May!
Ingrid Hobæk Haff, Ola Lindqvist, Linda R. Neef, Xeni Dimakos, Mathilde
Wilhelmsen, Ola Haug, Kjersti Aas, Jofrid Frøland Vårdal, Lars Holden, Egil
Ferkingstad, Magne Aldrin, David Hirst, Hanne Rognebakke, Bjørnar Mortensen,
Marit Holden, Petter Abrahamsen, Ragnar Hauge, Heidi Kjønsberg, Odd
Kolbjørnsen, Ingunn Fride Tvete, Bård Storvik, Marita Stien, Geir Storvik, Nils
Lid Hjort, Steffen Grønneberg, Ingrid Glad, Ørnulf Borgan, Ståle Nygård,
Ole Christian Lingjærde, Hege Bøvelstad, Inge Helland, Arne B. Huseby, Ida
Scheel, Gunnhildur H. Steinbak, Nils Haavardsson, Hayat Mohammed, Egil
Ferkingstad, Nina Gunnes, Trond Moger, Brigitte F. De Blasio, Bettina Kulle,
Glenn Lawyer, Knut Liestøl, Arnoldo Frigessi, Marion Haugen, Odd Aalen Petter
Laake, Morten Fagerland, Magne Thoresen, Marit Veierød, Tore Schweder.
Alessandro Ottavi, Sara Martino, Henning Omre, Jo Eidsvik, Håkon Tjelmeland,
Mette Langaas, Håvard Rue, Torbjørn Stølan, Arild Buland, Knut Birger Hjelle,
Erling Siring, Isabel Saraiva, John Reidar Granli, Herve Babusiaux, Laurent
Viguier, Frode Masdal Svendsen, Kristine Dybwad, Elisabeth Nyeggen,
Elisabeth Meze, Tone Eilertsen, Monica Svendson, Lars Kvifte, Tove Krohn
Sjursen, Gunnar Kvam, Marte Valde, Anders Øksendal, Roar Hoff,
Idar Øsebak, Kari Reikvam, Nina Schjølberg, Sondre Aanes, Kjell Nedreeas,
Michael Pennington, Asgeir Aglen, Åge Fotland, Eirik Næss-Ulseth, Fang Liu,
Håvard Hauge, Torbjørn Rognes, Håvard Hauge, Bjørn Steen Skålhegg, Ken R.
Rosendal, Tuva Holt Hereng, Gisle Grave, Nils Meland, Inge Christoffer Olsen,
Knut Smedrud, Eivind Hovig, Eivind Tøstesen, Morten Johansen, Morten
Mattingsdal, Geir Kjetil Sandve, Birgit Eliassen, Jon Myrseth, Ophélie Aussedat.
Spillteknologi - en driver i høyytelse beregninger og
datakommunikasjon
Morten Dæhlen
Department of Computer Science
UiO