6 citations · 11 across the 4 of their papers we have counts for
4 papers
Sequential Design for the Efficient Estimation of Offshore Structure Failure Probability
Matthew Speers, Jonathan Angus Tawn, Philip Jonathan
Estimation of the failure probability of offshore structures exposed to extreme ocean environments is critical to their safe design and operation. The conditional density of the en…
Deep learning joint extremes of metocean variables using the SPAR model
Ed Mackay, Callum Murphy-Barltrop, Jordan Richards +1
This paper presents a novel deep learning framework for estimating multivariate joint extremes of metocean variables, based on the Semi-Parametric Angular-Radial (SPAR) model. When…
Inference for bivariate extremes via a semi-parametric angular-radial model
Callum John Rowlandson Murphy-Barltrop, Ed Mackay, Philip Jonathan
The modelling of multivariate extreme events is important in a wide variety of applications, including flood risk analysis, metocean engineering and financial modelling. A wide var…
Modelling multivariate extremes through angular-radial decomposition of the density function
Ed Mackay, Philip Jonathan
We present a new framework for modelling multivariate extremes, based on an angular-radial representation of the probability density function. Under this representation, the proble…