125 citations · 330 across the 39 of their papers we have counts for
41 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…
Gaussian mixture copulas for flexible dependence modelling in the body and tails of joint distributions
Lídia M. André, Jonathan A. Tawn
Fully describing the entire data set is essential in multivariate risk assessment, since moderate levels of one variable can influence another, potentially leading it to be extreme…
Spatio-temporal analysis of extreme winter temperatures in Ireland
Dáire Healy, Jonathan A. Tawn, Peter Thorne +1
We analyse extreme daily minimum temperatures in winter months over the island of Ireland from 1950-2022. We model the marginal distributions of extreme winter minima using a gener…
Estimating Metocean Environments Associated with Extreme Structural Response to Demonstrate the Dangers of Environmental Contour Methods
Matthew Speers, David Randell, Jonathan Angus Tawn +1
Extreme value analysis (EVA) uses data to estimate long-term extreme environmental conditions for variables such as significant wave height and period, for the design of marine str…
Extremal properties of max-autoregressive moving average processes for modelling extreme river flows
Eleanor D'Arcy, Jonathan A Tawn
Max-autogressive moving average (Max-ARMA) processes are powerful tools for modelling time series data with heavy-tailed behaviour; these are a non-linear version of the popular au…
Automated threshold selection and associated inference uncertainty for univariate extremes
Conor Murphy, Jonathan A. Tawn, Zak Varty
Threshold selection is a fundamental problem in any threshold-based extreme value analysis. While models are asymptotically motivated, selecting an appropriate threshold for finite…
A framework for statistical modelling of the extremes of longitudinal data, applied to elite swimming
Jess Spearing, Jonathan Tawn, David Irons +1
We develop methods, based on extreme value theory, for analysing observations in the tails of longitudinal data, i.e., a data set consisting of a large number of short time series,…
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…
Some benefits of standardisation for conditional extremes
Christian Rohrbeck, Jonathan A Tawn
A key aspect where extreme values methods differ from standard statistical models is through having asymptotic theory to provide a theoretical justification for the nature of the m…
Accounting for Climate Change in Extreme Sea Level Estimation
Eleanor D'Arcy, Jonathan A. Tawn
Extreme sea level estimates are fundamental for mitigating against coastal flooding as they provide insight for defence engineering. As the global climate changes, rising sea level…
Accounting for Seasonality in Extreme Sea Level Estimation
Eleanor D'Arcy, Jonathan A. Tawn, Amélie Joly +1
Reliable estimates of sea level return levels are crucial for coastal flooding risk assessments and for coastal flood defence design. We describe a novel method for estimating extr…
Estimating the limiting shape of bivariate scaled sample clouds: with additional benefits of self-consistent inference for existing extremal dependence properties
Emma S. Simpson, Jonathan A. Tawn
The key to successful statistical analysis of bivariate extreme events lies in flexible modelling of the tail dependence relationship between the two variables. In the extreme valu…
Extremal Characteristics of Conditional Models
Stan Tendijck, Jonathan Tawn, Philip Jonathan
Conditionally specified models are often used to describe complex multivariate data. Such models assume implicit structures on the extremes. So far, no methodology exists for calcu…
Inference for extreme spatial temperature events in a changing climate with application to Ireland
Dáire Healy, Jonathan Tawn, Peter Thorne +1
We investigate the changing nature of the frequency, magnitude and spatial extent of extreme temperatures in Ireland from 1931 to 2022. We develop an extreme value model that captu…
Joint Estimation of Extreme Spatially Aggregated Precipitation at Different Scales through Mixture Modelling
Jordan Richards, Jonathan A. Tawn, Simon Brown
Although most models for rainfall extremes focus on point-wise values, it is aggregated precipitation over areas up to river catchment scale that is of the most interest. To captur…
On the Tail Behaviour of Aggregated Random Variables
Jordan Richards, Jonathan A. Tawn
In many areas of interest, modern risk assessment requires estimation of the extremal behaviour of sums of random variables. We derive the first order upper-tail behaviour of the w…
Modelling intransitivity in pairwise comparisons with application to baseball data
Jess Spearing, Jonathan Tawn, David Irons +1
The seminal Bradley-Terry model exhibits transitivity, i.e., the property that the probabilities of player A beating B and B beating C give the probability of A beating C, with the…
Modelling Extremes of Spatial Aggregates of Precipitation using Conditional Methods
Jordan Richards, Jonathan A. Tawn, Simon Brown
Inference on the extremal behaviour of spatial aggregates of precipitation is important for quantifying river flood risk. There are two classes of previous approach, with one faili…
Inference for extreme earthquake magnitudes accounting for a time-varying measurement process
Zak Varty, Jonathan A. Tawn, Peter M. Atkinson +1
Investment in measuring a process more completely or accurately is only useful if these improvements can be utilised during modelling and inference. We consider how improvements to…
A geometric investigation into the tail dependence of vine copulas
Emma S. Simpson, Jennifer L. Wadsworth, Jonathan A. Tawn
Vine copulas are a type of multivariate dependence model, composed of a collection of bivariate copulas that are combined according to a specific underlying graphical structure. Th…
Higher-dimensional spatial extremes via single-site conditioning
Jennifer L. Wadsworth, Jonathan Tawn
Currently available models for spatial extremes suffer either from inflexibility in the dependence structures that they can capture, lack of scalability to high dimensions, or in m…
Ranking, and other Properties, of Elite Swimmers using Extreme Value Theory
Jess Spearing, Jonathan Tawn, David Irons +2
The International Swimming Federation (FINA) uses a very simple points system with the aim to rank swimmers across all Olympic events. The points acquired is a function of the rati…
Evaluation of extremal properties of GARCH(p,q) processes
Fabrizio Laurini, Paul Fearnhead, Jonathan A. Tawn
Generalized autoregressive conditionally heteroskedastic (GARCH) processes are widely used for modelling features commonly found in observed financial returns. The extremal propert…
Bayesian spatial clustering of extremal behaviour for hydrological variables
Christian Rohrbeck, Jonathan A Tawn
To address the need for efficient inference for a range of hydrological extreme value problems, spatial pooling of information is the standard approach for marginal tail estimation…