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08/09/2023
Bayesian modeling of insurance claims for hail damage
Despite its importance for insurance, there is almost no literature on s...
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06/27/2023
Heavy-tailed max-linear structural equation models in networks with hidden nodes
Recursive max-linear vectors provide models for the causal dependence be...
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07/29/2022
Bayesian nonparametric mixture inconsistency for the number of components: How worried should we be in practice?
We consider the Bayesian mixture of finite mixtures (MFMs) and Dirichlet...
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01/13/2022
Space-time extremes of severe US thunderstorm environments
Severe thunderstorms cause substantial economic and human losses in the ...
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10/13/2021
Causal Modelling of Heavy-Tailed Variables and Confounders with Application to River Flow
Confounding variables are a recurrent challenge for causal discovery and...
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06/19/2021
The Tangent Exponential Model
The likelihood function is central to both frequentist and Bayesian form...
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04/16/2021
Is there a cap on longevity? A statistical review
There is sustained and widespread interest in understanding the limit, i...
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07/21/2020
Improved inference on risk measures for univariate extremes
We discuss the use of likelihood asymptotics for inference on risk measu...
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02/07/2020
Functional Peaks-over-threshold Analysis
Peaks-over-threshold analysis using the generalized Pareto distribution ...
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01/13/2020
Human mortality at extreme age
We use a combination of extreme value theory, survival analysis and comp...
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11/12/2019
An Unethical Optimization Principle
If an artificial intelligence aims to maximise risk-adjusted return, the...
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02/19/2019
Penultimate Analysis of the Conditional Multivariate Extremes Tail Model
Models for extreme values are generally derived from limit results, whic...
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01/30/2019
Trends in the extremes of environments associated with severe US thunderstorms
Severe thunderstorms can have devastating impacts. Concurrently high val...
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11/08/2018
A global-local approach for detecting hotspots in multiple-response regression
We tackle modelling and inference for variable selection in regression p...
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09/25/2018
Fast Automatic Smoothing for Generalized Additive Models
Multiple generalized additive models (GAMs) are a type of distributional...
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02/14/2018