We’re thrilled to congratulate our Associate Professor, Natalia Nolde, for receiving the 2021 UBC-PIMS Mathematical Sciences Young Faculty Award.
The UBC/PIMS Mathematical Sciences Young Faculty Award, presented by the Pacific Institute of Mathematical Sciences (PIMS), was created to “recognize UBC researchers for their leading edge work in mathematics or its applications in the sciences.” Given Natalia’s ongoing contributions, this award is certainly well deserved.
Natalia is an expert in the characterization and modelling of dependence structures, specifically in the tails of multivariate distributions. Her research is remarkably broad. She is noted for her deep knowledge in probability, covering extreme value theory, regular variation and multivariate probability models beyond the classical Gaussian. She develops time series models for forecasting and develops techniques to assess forecast accuracy. She takes her modelling into the practical realm by developing methods for statistical inference involving tail probabilities and rare events. And she lays a firm theoretical and practical framework for risk analysis, particularly for financial risk and environmental risk.
Natalia is a researcher of the highest calibre. Her theoretical work can be considered foundational. Her applied work has significant impact.