592 citations · 1.4k across the 32 of their papers we have counts for
33 papers
Bayesian modeling of insurance claims for hail damage
Ophélia Miralles, Anthony C. Davison, Timo Schmid
Despite its importance for insurance, there is almost no literature on statistical hail damage modeling. Statistical models for hailstorms exist, though they are generally not open…
Heavy-tailed max-linear structural equation models in networks with hidden nodes
Mario Krali, Anthony C. Davison, Claudia Klüppelberg
Recursive max-linear vectors provide models for causal dependence between large values of random variables that are supported on directed acyclic graphs, but the standard assumptio…
Bayesian nonparametric mixture inconsistency for the number of components: How worried should we be in practice?
Yannis Chaumeny, Johan van der Molen Moris, Anthony C. Davison +1
We consider the Bayesian mixture of finite mixtures (MFMs) and Dirichlet process mixture (DPM) models for clustering. Recent asymptotic theory has established that DPMs overestimat…
Space-time extremes of severe US thunderstorm environments
Jonathan Koh, Erwan Koch, Anthony C. Davison
Severe thunderstorms cause substantial economic and human losses in the United States. Simultaneous high values of convective available potential energy (CAPE) and storm relative h…
Causal Modelling of Heavy-Tailed Variables and Confounders with Application to River Flow
Olivier C. Pasche, Valérie Chavez-Demoulin, Anthony C. Davison
Confounding variables are a recurrent challenge for causal discovery and inference. In many situations, complex causal mechanisms only manifest themselves in extreme events, or tak…
The Tangent Exponential Model
Anthony C. Davison, Nancy Reid
The likelihood function is central to both frequentist and Bayesian formulations of parametric statistical inference, and large-sample approximations to the sampling distributions…