B1690
Title: Recent experiences with the use of Chimera for applications in statistics and engineering at the TU Delft
Authors: Oswaldo Morales Napoles - Delft University of Technology (Netherlands) [presenting]
Marcel t Hart - TU Delft (Netherlands)
Gina Torres-Alves - TU Delft (Netherlands)
Miguel Angel Mendoza-Lugo - TU Delft (Netherlands)
Elisa Ragno - TU Delft (Netherlands)
Elisa Perrone - Eindhoven University of Technology (Netherlands)
Patricia Mares Nasarre - TU Delft (Netherlands)
Abstract: Chimera is an atlas containing all 663,206,904 regular vine matrices representing regular vines on 4 up to 8 nodes. The atlas was recently created at the TU Delft and is being used in education and research in applied statistics and engineering. The aim is to share the experiences using Chimera in education and research. With respect to research, its use for investigating an algorithm is discussed for fitting vine copulas to multidimensional data. Additionally, applications in civil engineering are discussed. The computational challenges and the advantages associated with the use of Chimera are discussed.