- Climate variability and models
- Oceanographic and Atmospheric Processes
- Financial Risk and Volatility Modeling
- Hydrology and Drought Analysis
- Ocean Waves and Remote Sensing
- Spatial and Panel Data Analysis
- Flood Risk Assessment and Management
- Wind and Air Flow Studies
- Insurance and Financial Risk Management
- Atmospheric and Environmental Gas Dynamics
- Fire effects on ecosystems
- demographic modeling and climate adaptation
- Landslides and related hazards
Met Office
2020-2023
Lancaster University
2018-2019
Spatial extreme value analysis has been an area of rapid growth in the last decade. The focus on modelling spatial componentwise maxima by max-stable processes. Here, we will explain limitations these approaches and show how models can be developed that overcome deficiencies exploiting flexible conditional multivariate extremes Heffernan Tawn (2004). We illustrate benefits new through applications to North Sea wave widespread UK river flood risk analysis.
We describe a model for the conditional dependence of spatial process measured at one or more remote locations given extreme values conditioning location, motivated by extremes methodology Heffernan and Tawn. Compared to alternative descriptions in terms max-stable processes, is advantageous because it conceptually straightforward admits different forms extremal (including asymptotic independence). use within Bayesian framework estimate ocean storm severity (quantified using significant wave...
The joint extremal spatial dependence of wind speed and significant wave height in the North East Atlantic is quantified using Metop satellite scatterometer hindcast observations for period 2007–2018, a multivariate conditional extremes (MSCE) model, ultimately motivated by work Heffernan Tawn (2004). analysis involves (a) registering individual swaths corresponding data onto template transect (running approximately north-east to south-west, between British Isles Iceland), (b) non-stationary...
Abstract Physical considerations and previous studies suggest that extremal dependence between ocean storm severity at two locations exhibits near asymptotic short inter-location distances, leading to independence perfect with increasing distance. We present a spatial conditional extremes (SCE) model for severity, characterising of severe storms by distance direction. The is an extension Shooter et al. 2019 (Environmetrics 30 , e2562, 2019) Wadsworth Tawn (2019), incorporating piecewise...
Abstract The extremal spatial dependence of significant wave height in the North East Atlantic is explored using Joint Altimetry Satellite Oceanography Network satellite altimeter observations for period 2002–2018, and a conditional extremes model motivated by work Heffernan Tawn. analysis involves (a) registering individual passes onto template transect, (b) marginal extreme value at set locations on transect transformation from physical to standard Laplace scale, (c) estimation (d)...
Abstract This paper details a methodology proposed for the EVA 2021 conference data challenge. The aim of this challenge was to predict number and size wildfires over contiguous US between 1993 2015, with more importance placed on extreme events. In set provided, 14% both wildfire count burnt area observations are missing; objective estimate range marginal probabilities from distribution functions these missing observations. To enable prediction, we make assumption that observation can be...
The joint extremal spatial dependence of wind speed and significant wave height in the North East Atlantic is quantified using Metop satellite scatterometer hindcast observations for period 2007-2018, a multivariate conditional extremes (MSCE) model, ultimately motivated by work Heffernan Tawn (2004). analysis involves (a) registering individual swaths corresponding data onto template transect (running approximately north-east to south-west, between British Isles Iceland), (b) non-stationary...