82 citations · 194 across the 16 of their papers we have counts for
6 papers · 1 filter
covXtreme : MATLAB software for non-stationary penalised piecewise constant marginal and conditional extreme value models
Ross Towe, Emma Ross, David Randell +1
The covXtreme software provides functionality for estimation of marginal and conditional extreme value models, non-stationary with respect to covariates, and environmental design c…
Temporal evolution of the extreme excursions of multivariate th order Markov processes with application to oceanographic data
Stan Tendijck, Philip Jonathan, David Randell +1
We develop two models for the temporal evolution of extreme events of multivariate th order Markov processes. The foundation of our methodology lies in the conditional extremes…
Multivariate spatial conditional extremes for extreme ocean environments
Rob Shooter, Emma Ross, Agustinus Ribal +2
The joint extremal spatial dependence of wind speed and significant wave height in the North East Atlantic is quantified using Metop satellite scatterometer and hindcast observatio…
A penalised piecewise-linear model for non-stationary extreme value analysis of peaks over threshold
Anna Maria Barlow, Ed Mackay, Emma Eastoe +1
Metocean extremes often vary systematically with covariates such as direction and season. In this work, we present non-stationary models for the size and rate of occurrence of peak…
Cross-validatory extreme value threshold selection and uncertainty with application to ocean storm severity
Paul Northrop, Nicolas Attalides, Philip Jonathan
Designs conditions for marine structures are typically informed by threshold-based extreme value analyses of oceanographic variables, in which excesses of a high threshold are mode…
Bayes linear variance structure learning for inspection of large scale physical systems
David Randell, Michael Goldstein, Philip Jonathan
Modelling of inspection data for large scale physical systems is critical to assessment of their integrity. We present a general method for inference about system state and associa…