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Extreme Value Statistics

  1. 2020
  2. Forthcoming

    Basin-wide spatial conditional extremes for severe ocean storms

    Shooter, R., Tawn, J., Ross, E. & Jonathan, P., 30/07/2020, (Accepted/In press) In : Extremes.

    Research output: Contribution to journalJournal article

  3. Forthcoming

    Rethinking data-driven decision support in flood risk management for a big data age

    Towe, R., Dean, G., Edwards, E., Nundloll, V., Blair, G., Lamb, R., Hankin, B. & Manson, S., 6/07/2020, (Accepted/In press) In : Journal of Flood Risk Management.

    Research output: Contribution to journalJournal article

  4. Forthcoming

    A spatio-temporal model for Red Sea surface temperature anomalies

    Rohrbeck, C., Simpson, E. & Towe, R., 9/06/2020, (Accepted/In press) In : Extremes.

    Research output: Contribution to journalJournal article

  5. Forthcoming

    Inference for extreme values under threshold-based stopping rules

    Barlow, A., Sherlock, C. & Tawn, J., 10/04/2020, (Accepted/In press) In : Journal of the Royal Statistical Society: Series C (Applied Statistics).

    Research output: Contribution to journalJournal article

  6. Published

    Modelling the clustering of extreme events for short-term risk assessment

    Towe, R., Tawn, J., Eastoe, E. & Lamb, R., 31/03/2020, In : Journal of Agricultural, Biological, and Environmental Statistics. 25, 1, p. 32-53 22 p.

    Research output: Contribution to journalJournal article

  7. Published

    A Global Climatological Model of Extreme Geomagnetic Field Fluctuations

    Rogers, N., Wild, J., Eastoe, E., Gjerloev, J. W. & Thomson, A. W. P., 18/02/2020, In : Journal of Space Weather and Space Climate. 10, 19 p., 5.

    Research output: Contribution to journalJournal article

  8. Published

    Estimation of functional sparsity in nonparametric varying coefficient models for longitudinal data analysis

    Tu, C. Y., Park, J. & Wang, H., 1/02/2020, In : Statistica Sinica. 29, p. 439-465 27 p.

    Research output: Contribution to journalJournal article

  9. Published

    Developing observational methods to drive future hydrological science: Can we make a start as a community?

    Beven, K., Asadullah, A., Bates, P., Blyth, E., Chappell, N., Child, S., Cloke, H., Dadson, S., Everard, N., Fowler, H. J., Freer, J., Hannah, D. M., Heppell, K., Holden, J., Lamb, R., Lewis, H., Morgan, G., Parry, L. & Wagener, T., 30/01/2020, In : Hydrological Processes. 34, 3, p. 868-873 6 p.

    Research output: Contribution to journalJournal article

  10. Published

    Conditional models for spatial extremes

    Shooter, R., 2020, Lancaster University. 259 p.

    Research output: ThesisDoctoral Thesis

  11. 2019
  12. Published

    Model-based inference of conditional extreme value distributions with hydrological applications

    Towe, R. P., Tawn, J. A., Lamb, R. & Sherlock, C. G., 1/12/2019, In : Environmetrics. 30, 8, 20 p., e2575.

    Research output: Contribution to journalJournal article

  13. Published

    Models of Everywhere Revisited: A Technological Perspective

    Blair, G., Beven, K., Lamb, R., Bassett, R., Cauwenberghs, K., Hankin, B., Dean, G., Hunter, N., Edwards, L., Nundloll, V., Samreen, F., Simm, W. & Towe, R., 1/12/2019, In : Environmental Modelling and Software. 122, 20 p., 104521.

    Research output: Contribution to journalJournal article

  14. Published

    Modelling directionality, seasonality, and local time dependences in extreme geomagnetic field fluctuations

    Rogers, N., Wild, J. & Eastoe, E., 22/11/2019, p. 1. 1 p.

    Research output: Contribution to conference - Without ISBN/ISSN Poster

  15. Published

    A probabilistic model of the economic risk to Britain’s railway network from bridge scour during floods

    Lamb, R., Garside, P., Pant, R. & Hall, J., 1/11/2019, In : Risk Analysis. 39, 11, p. 2457-2478 22 p.

    Research output: Contribution to journalJournal article

  16. E-pub ahead of print

    Efficient Bayesian model choice for partially observed processes: with application to an experimental transmission study of an infectious disease

    McKinley, T., Neal, P., Spencer, S., Conlan, A. & Tiley, L., 2/10/2019, In : Bayesian Analysis. 32 p.

    Research output: Contribution to journalJournal article

  17. Published

    On spatial conditional extremes for ocean storm severity

    Shooter, R., Tawn, J. A., Jonathan, P. & Ross, E., 1/09/2019, In : Environmetrics. 30, 6, 18 p., e2562.

    Research output: Contribution to journalJournal article

  18. Published

    The basic reproduction number, R_0, in structured populations

    Neal, P. & Theparod, T., 1/09/2019, In : Mathematical Biosciences. 315, 12 p., 108224.

    Research output: Contribution to journalJournal article

  19. Published

    Approximate Bayesian Computation Methods for Epidemic Models

    Neal, P., 19/08/2019, Handbook of Infectious Disease Data Analysis. Held, L. (ed.). CRC PRESS-TAYLOR & FRANCIS GROUP

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter (peer-reviewed)

  20. Published

    A Global Statistical Model of Extreme Geomagnetic Field Fluctuations

    Rogers, N. C., Wild, J. A. & Eastoe, E. F., 1/02/2019, Geophysical Research Abstracts. Munich, Germany: Copernicus GmbH (Copernicus Publications) on behalf of the European Geosciences Union (EGU), Vol. 21. 1 p. EGU2019-1929. (Geophysical Research Abstracts; vol. 21).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNAbstract

  21. Published

    Modeling spatial processes with unknown extremal dependence class

    Huser, R. & Wadsworth, J. L., 1/02/2019, In : Journal of the American Statistical Association. 114, 525, p. 434-444 11 p.

    Research output: Contribution to journalJournal article

  22. Published

    Geomorphological effectiveness of floods to rework gravel bars: insight from hyperscale topography and hydraulic modelling

    Reid, H. E., Williams, R. D., Brierley, G. J., Coleman, S. E., Lamb, R., Rennie, C. D. & Tancock, M. J., 02/2019, In : Earth Surface Processes and Landforms. 44, 2, p. 595-613 19 p.

    Research output: Contribution to journalJournal article

  23. Published

    Peaks over thresholds modelling with multivariate generalized Pareto distributions

    Kiriliouk, A., Rootzén, H., Segers, J. & Wadsworth, J. L., 2/01/2019, In : Technometrics. 61, 1, p. 123-135 13 p.

    Research output: Contribution to journalJournal article

  24. Unpublished

    The Directional Statistics of Extreme Geomagnetic Field Variations

    Rogers, N., Wild, J. & Eastoe, E., 2019, (Unpublished). 1 p.

    Research output: Contribution to conference - Without ISBN/ISSN Abstract

  25. 2018
  26. Published

    Modelling spatial extreme events with environmental applications

    Tawn, J. A., Shooter, R., Towe, R. P. & Lamb, R., 12/2018, In : Spatial Statistics. 28, p. 39-58 20 p.

    Research output: Contribution to journalJournal article

  27. Published

    Why extreme floods are more common than you might think

    Towe, R. P., Tawn, J. A. & Lamb, R., 12/2018, In : Significance. 15, 6, p. 16-21 6 p.

    Research output: Contribution to journalJournal article

  28. Published

    Flood event attribution and damage estimation using national-scale grid-based modelling: Winter 2013/2014 in Great Britain

    Kay, A. L., Booth, N., Lamb, R., Raven, E., Schaller, N. & Sparrow, S., 30/11/2018, In : International Journal of Climatology. 38, 14, p. 5205-5219 15 p.

    Research output: Contribution to journalJournal article

  29. Published

    Dynamic stochastic block models: Parameter estimation and detection of changes in community structure

    Ludkin, M., Neal, P. J. & Eckley, I. A., 11/2018, In : Statistics and Computing. 28, 6, p. 1201-1213 13 p.

    Research output: Contribution to journalJournal article

  30. Published

    Uncertainty quantification in estimation of extreme environments

    Jones, M., Hansen, H. F., Zeeberg, A. R., Randell, D. & Jonathan, P., 11/2018, In : Coastal Engineering. 141, p. 36-51 6 p.

    Research output: Contribution to journalJournal article

  31. Published

    Bayesian spatial monotonic multiple regression

    Rohrbeck, C., Costain, D. A. & Frigessi, A., 1/09/2018, In : Biometrika. 105, 3, p. 691-707 17 p.

    Research output: Contribution to journalJournal article

  32. Published

    A Bayesian spatio-temporal model for precipitation extremes - STOR team contribution to the EVA2017 challenge

    Barlow, A., Rohrbeck, C., Sharkey, P., Shooter, R. & Simpson, E., 09/2018, In : Extremes. 21, 3, p. 431-439 9 p.

    Research output: Contribution to journalJournal article

  33. Published

    High-order Tensor Regularization with Application to Attribute Ranking

    Kim, K. I., Park, J. & Tompkin, J., 18/06/2018, 2018 IEEE/CVF Conference on Computer Vision and Pattern Recognition. IEEE, p. 4349-4357 9 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNConference contribution/Paper

  34. Published

    Model selection for time series of count data

    Alzahrani, N., Neal, P. J., Spencer, S., McKinley, T. & Touloupou, P., 06/2018, In : Computational Statistics and Data Analysis. 122, p. 33-44 12 p.

    Research output: Contribution to journalJournal article

  35. Published

    Multivariate generalized Pareto distributions: Parametrizations, representations, and properties

    Rootzen, H., Segers, J. & Wadsworth, J. L., 05/2018, In : Journal of Multivariate Analysis. 165, p. 117-131 15 p.

    Research output: Contribution to journalJournal article

  36. Published

    Spatial joint probability for FCRM and national risk assessment multivariate event modeller - user guide: SC140002/R3

    Hunter, N., Lamb, R., Towe, R. P., Warren, S. & Wood, E., 30/04/2018, R3 ed. Bristol: Environment Agency. 81 p.

    Research output: Book/Report/ProceedingsCommissioned report

  37. Published

    A new method, with application, for analysis of the impacts on flood risk of widely distributed enhanced hillslope storage

    Metcalfe, P., Beven, K., Hankin, B. & Lamb, R., 27/04/2018, In : Hydrology and Earth System Sciences. 22, 4, p. 2589-2605 17 p.

    Research output: Contribution to journalJournal article

  38. Published

    Estimating surge in extreme North Sea storms

    Ross, E., Sam, S., Randell, D., Feld, G. & Jonathan, P., 15/04/2018, In : Ocean Engineering. 154, p. 430-444 15 p.

    Research output: Contribution to journalJournal article

  39. Published

    Extreme temperature events on Greenland in observations and the MAR regional climate model

    Leeson, A. A., Eastoe, E. F. & Fettweis, X., 26/03/2018, In : Cryosphere. 12

    Research output: Contribution to journalJournal article

  40. Published

    Extreme value modelling of water-related insurance claims

    Rohrbeck, C., Eastoe, E. F., Frigessi, A. & Tawn, J. A., 1/03/2018, In : Annals of Applied Statistics. 12, 1, p. 246-282 37 p.

    Research output: Contribution to journalJournal article

  41. Published

    Time-varying extreme value dependence with applications to leading European stock markets

    de Carvalho, M., Castro Camilo, D. & Wadsworth, J. L., 1/03/2018, In : Annals of Applied Statistics. 12, 1, p. 283-309 27 p.

    Research output: Contribution to journalJournal article

  42. Published

    Efficient model comparison techniques for models requiring large scale data augmentation

    Touloupou, P., Alzahrani, N., Neal, P. J., Spencer, S. & McKinley, T., 03/2018, In : Bayesian Analysis. 13, 2, p. 437-459 23 p.

    Research output: Contribution to journalJournal article

  43. Published

    Multivariate peaks over thresholds models

    Rootzen, H., Segers, J. & Wadsworth, J. L., 03/2018, In : Extremes. 21, 1, p. 115-145 31 p.

    Research output: Contribution to journalJournal article

  44. Published

    Optimal scaling of the independence sampler: theory and practice

    Lee, C. & Neal, P. J., 2/02/2018, In : Bernoulli. 24, 3, p. 1636-1652 17 p.

    Research output: Contribution to journalJournal article

  45. 2017
  46. Published

    On the spatial dependence of extreme ocean storm seas

    Ross, E., Kereszturi, M., van Nee, M., Randell, D. & Jonathan, P., 15/11/2017, In : Ocean Engineering. 145, Supplement C, p. 359-372 14 p.

    Research output: Contribution to journalJournal article

  47. Published

    Improved characterisation and modelling of measurement errors in electrical resistivity tomography (ERT) surveys

    Tso, M., Kuras, O., Wilkinson, P. B., Uhlemann, S., Chambers, J. E., Meldrum, P. I., Graham, J., Sherlock, E. & Binley, A., 11/2017, In : Journal of Applied Geophysics. 146, p. 103-119 17 p.

    Research output: Contribution to journalJournal article

  48. Published

    Spatial joint probability for flood and coastal risk management and strategic assessments: Method report - SC140002/R1

    Lamb, R. & Tawn, J. A., 30/09/2017, R1 ed. Bristol: Environment Agency. 70 p.

    Research output: Book/Report/ProceedingsCommissioned report

  49. Published
  50. Published

    Data-driven decisions for flood risk management

    Edwards, E. R., Mullagh, L., Towe, R. P., Nundloll, V., Dean, C., Dean, G., Simm, W. A., Samreen, F., Bassett, R. & Blair, G. S., 6/09/2017, Data for Policy 2017: Government by Algorithm?. Data for Policy, 6 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNConference contribution/Paper

  51. Published

    Statistical downscaling for future extreme wave heights in the North Sea

    Towe, R. P., Eastoe, E. F., Tawn, J. A. & Jonathan, P., 1/09/2017, In : Annals of Applied Statistics. 11, 4, p. 2375–2403 33 p.

    Research output: Contribution to journalJournal article

  52. Published

    Strategies for testing the impact of natural flood risk management measures

    Hankin, B., Metcalfe, P. W., Johnson, D., Chappell, N. A., Page, T. J. C., Craigen, I., Lamb, R. & Beven, K. J., 30/08/2017, Flood Risk Management. Hromadka, T. & Rao, P. (eds.). InTech, p. 1-39 39 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter (peer-reviewed)

  53. Published

    Vulnerability of bridges to scour: insights from an international expert elicitation workshop

    Lamb, R., Aspinall, W., Odbert, H. & Wagener, T., 11/08/2017, In : Natural Hazards and Earth System Sciences. 17, 8, p. 1393-1409

    Research output: Contribution to journalJournal article

  54. Published

    Potential applications of subseasonal-to-seasonal (S2S) predictions

    White, C. J., Carlsen, H., Robertson, A. W., Klein, R. J. T., Lazo, J. K., Vitart, F., Coughlan De Perez, E., Ray, A. J., Murray, V., Bharwani, S., Macleod, D., James, R., Fleming, L., Morse, A. P., Eggen, B., Graham, R., Kjellström, E., Becker, E., Pegion, K. V., Holbrook, N. J. & 13 others, Mcevoy, D., Depledge, M., Perkins-kirkpatrick, S., Brown, T. J., Street, R., Jones, L., Remenyi, T. A., Hodgson-johnston, I., Buontempo, C., Lamb, R., Meinke, H., Arheimer, B. & Zebiak, S. E., 07/2017, In : Meteorological Applications. 24, 3, p. 315-325 11 p.

    Research output: Contribution to journalJournal article

  55. Published

    A Poisson process reparameterisation for Bayesian inference for extremes

    Sharkey, P. & Tawn, J. A., 06/2017, In : Extremes. 20, 2, p. 239-263 25 p.

    Research output: Contribution to journalJournal article

  56. Published

    kth-order Markov extremal models for assessing heatwave risks

    Winter, H. & Tawn, J. A., 06/2017, In : Extremes. 20, 2, p. 393-415 23 p.

    Research output: Contribution to journalJournal article

  57. Published

    Inland Flooding

    Toothill, J. & Lamb, R., 10/05/2017, Natural Catastrophe Risk Management and Modelling: A Practitioner's Guide. Mitchell-Wallace, K., Jones, M., Hillier, J. & Foote, M. (eds.). 1st ed. Wiley-Blackwell, p. 218-229 12 p. 3.5

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter (peer-reviewed)

  58. Published

    A tutorial introduction to Bayesian inference for stochastic epidemic models using Approximate Bayesian Computation

    Kypraios, T., Neal, P. J. & Prangle, D., 05/2017, In : Mathematical Biosciences. 287, p. 42-53 12 p.

    Research output: Contribution to journalJournal article

  59. Published
  60. Published

    The asymptotic variance of the giant component of configuration model random graphs

    Ball, F. & Neal, P. J., 1/04/2017, In : Annals of Applied Probability. 27, 2, p. 1057-1092 37 p.

    Research output: Contribution to journalJournal article

  61. Published

    Clustering multivariate functional data with phase variation

    Park, J. & Ahn, J., 03/2017, In : Biometrics. 73, 1, p. 324-333 10 p.

    Research output: Contribution to journalJournal article

  62. Published

    Collapsing of non-centered parameterised MCMC algorithms with applications to epidemic models

    Neal, P. J. & Xiang, F., 03/2017, In : Scandinavian Journal of Statistics. 44, 1, p. 81-96 16 p.

    Research output: Contribution to journalJournal article

  63. Published

    Extreme events of Markov Chains

    Papastathopoulos, I., Strokorb, K., Tawn, J. A. & Butler, A., 03/2017, In : Advances in Applied Probability. 49, 1, p. 134-161 18 p.

    Research output: Contribution to journalJournal article

  64. Published

    Properties of extremal dependence models built on bivariate max-linearity

    Kereszturi, M. & Tawn, J., 03/2017, In : Journal of Multivariate Analysis. 155, p. 52-71 20 p.

    Research output: Contribution to journalJournal article

  65. Published

    Characterising the changing behaviour of heatwaves with climate change

    Winter, H., Brown, S. & Tawn, J. A., 17/01/2017, In : Dynamics and Statistics of the Climate System. 1, 1, 17 p., dzw006.

    Research output: Contribution to journalJournal article

  66. Published

    Hydrology in practice

    Shaw, E. M., Beven, K. J., Chappell, N. A. & Lamb, R., 1/01/2017, 4th ed. ed. CRC Press. 543 p.

    Research output: Book/Report/ProceedingsBook

  67. Published

    Modelling across extremal dependence classes

    Wadsworth, J., Tawn, J. A., Davison, A. & Elton, D. M., 01/2017, In : Journal of the Royal Statistical Society: Series B (Statistical Methodology). 79, 1, p. 149-175 27 p.

    Research output: Contribution to journalJournal article

  68. Published
  69. Published

    Statistical methods for weather-related insurance claims

    Rohrbeck, C., 2017, Lancaster University. 216 p.

    Research output: ThesisDoctoral Thesis

  70. Published

    The uncertainty cascade in model fusion

    Beven, K. & Lamb, R., 2017, Integrated environmental modelling to solve real world problems: methods, vision and challenges. Riddick, A. T., Kessler, H. & Giles, J. R. A. (eds.). London: Geological Society of London, p. 255-266 12 p. (Special Publications; vol. 408).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  71. 2016
  72. Published

    On the distribution of wave height in shallow water

    Wu, Y., Randell, D., Christou, M., Ewans, K. & Jonathan, P., 1/05/2016, In : Coastal Engineering. 111, p. 39-49 11 p.

    Research output: Contribution to journalJournal article

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