Lambert De Monte

LDM

Short bio

Hi, I'm currently a PhD student in the School of Mathematics at The University of Edinburgh. I study extreme value theory—in particular the statistics of extreme or rare events—under the supervision of Dr Ioannis Papastathopoulos and aim to apply theory and modelling advances to environmental extremes with my co-supervisor, Prof. Gabriele C. Hegerl. Before my Scottish adventures, I lived in Montréal, Canada, where I completed undergraduate studies in mathematics and computer science and master studies in mathematics and statistics. Below are some of the places mathematics (indirectly) took me:

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Software

geometricExtremes R package

A flexible Bayesian approach to extreme value analysis based on:

Papastathopoulos, I., De Monte, L., Campbell, R. and Rue, H. (2023) 'Statistical inference for radially-stable generalized Pareto distributions and return level-sets in geometric extremes', arXiv preprint.

Miscellaneous

Favourite reads

French fiction

English fiction

Fiction from other languages