4 papers
Diagnostic Tools for Extreme Value Regression Models
Ed Mackay, Jordan Richards, Philip Jonathan
Visual and quantitative goodness-of-fit diagnostics are an important tool in the practitioner's toolbox. The need for convincing and reliable diagnostics is particularly clear when…
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…