125 citations · 132 across the 13 of their papers we have counts for
15 papers
Bayesian inference of grid cell firing patterns using Poisson point process models with latent oscillatory Gaussian random fields
Ioannis Papastathopoulos, Graeme Auld, Finn Lindgren +2
Questions about information encoded by the brain demand statistical frameworks for inferring relationships between neural firing and features of the world. The landmark discovery o…
Time series conditional extremes
Graeme Auld, Ioannis Papastathopoulos
Accurate modelling of the joint extremal dependence structure within a stationary time series is a challenging problem that is important in many applications.\ Several previous app…
Decomposable Tail Graphical Models
Adrian Casey, Ioannis Papastathopoulos
We develop an asymptotic theory for extremes in decomposable graphical models by presenting results applicable to a range of extremal dependence types. Specifically, we investigate…
Changes in the distribution of observed annual maximum temperatures in Europe
Graeme Auld, Gabriele Hegerl, Ioannis Papastathopoulos
In this study we consider the problem of detecting and quantifying changes in the distribution of the annual maximum daily maximum temperature (TXx) in a large gridded data set of…
A spatial Poisson hurdle model with application to wildfires
Justin A. Kasin, Ioannis Papastathopoulos
Modelling wildfire occurrences is important for disaster management including prevention, detection and suppression of large catastrophic events. We present a spatial Poisson hurdl…
Extremal clustering in non-stationary random sequences
Graeme Auld, Ioannis Papastathopoulos
It is well known that the distribution of extreme values of strictly stationary sequences differ from those of independent and identically distributed sequences in that extremal cl…
Hidden tail chains and recurrence equations for dependence parameters associated with extremes of higher-order Markov chains
Ioannis Papastathopoulos, Adrian Casey, Jonathan A. Tawn
We derive some key extremal features for th order Markov chains that can be used to understand how the process moves between an extreme state and the body of the process. The ch…
Testing for equal correlation matrices with application to paired gene expression data
Adria Caballe, Natalia Bochkina, Claus Mayer +1
We present a novel method for testing the hypothesis of equality of two correlation matrices using paired high-dimensional datasets. We consider test statistics based on the averag…
Conditional independence and conditioned limit laws
Ioannis Papastathopoulos
Conditioned limit laws constitute an important and well developed framework of extreme value theory that describe a broad range of extremal dependence forms including asymptotic in…
Extreme Events of Markov Chains
Ioannis Papastathopoulos, Kirstin Strokorb, Jonathan A. Tawn +1
The extremal behaviour of a Markov chain is typically characterized by its tail chain. For asymptotically dependent Markov chains existing formulations fail to capture the full evo…
Conditional independence among max-stable laws
Ioannis Papastathopoulos, Kirstin Strokorb
Let be a max-stable random vector with positive continuous density. It is proved that the conditional independence of any collection of disjoint sub-vectors of given the re…
Conditioned limit laws for inverted max-stable processes
Ioannis Papastathopoulos, Jonathan A. Tawn
Max-stable processes are widely used to model spatial extremes. These processes exhibit asymptotic dependence meaning that the large values of the process can occur simultaneously…
Dependence Properties of Multivariate Max-Stable Distributions
Ioannis Papastathopoulos, Jonathan A. Tawn
For an m-dimensional multivariate extreme value distribution there exist 2^{m}-1 exponent measures which are linked and completely characterise the dependence of the distribution a…
Stochastic Ordering under Conditional Modelling of Extreme Values: Drug-Induced Liver Injury
Ioannis Papastathopoulos, Jonathan A. Tawn
Drug-induced liver injury (DILI) is a major public health issue and of serious concern for the pharmaceutical industry. Early detection of signs of a drug's potential for DILI is v…
Extended Generalised Pareto Models for Tail Estimation
Ioannis Papastathopoulos, Jonathan A. Tawn
The most popular approach in extreme value statistics is the modelling of threshold exceedances using the asymptotically motivated generalised Pareto distribution. This approach in…