Catastrophic Events in the Complex World: Mathematics & Statistics of extremes in the Age of Machine Learning (26w5651)

The Banff International Research Station will host the "Catastrophic Events in the Complex World: Mathematics & Statistics of extremes in the Age of Machine Learning" workshop in Banff from August 9 to August 14, 2026.

Catastrophic events, even though they happen rarely, have a significant impact when they occur. Disastrous climate, financial, insurance or complex network failure events can have devastating social and environmental consequences. A complete risk analysis for modelling and prediction purposes requires understanding how these extreme, rare events occur, and what are the main drivers causing them. Machine learning methods open the road for methodological developments to forecast these extreme events and discover their complex, possibly high-dimensional nature.

The aim of this workshop is to bring together researchers contributing to closely related, but culturally disconnected research communities: extreme value theory and machine learning. The goal is to discuss new directions and open mathematical problems, and foster further collaboration. The leading experts will introduce young researchers, postdocs and graduate students to the state-of-the-art in the field.

The Banff International Research Station for Mathematical Innovation and Discovery (BIRS) is a collaborative Canada-US-Mexico venture that provides an environment for creative interaction as well as the exchange of ideas, knowledge, and methods within the Mathematical Sciences, with related disciplines and with industry. The research station is located at The Banff Centre in Alberta and is supported by Canada's Natural Science and Engineering Research Council (NSERC), the U.S. National Science Foundation (NSF) and Alberta's Technology and Innovation.