Jonathan has been Professor of Statistics in the Department of Mathematics and Statistics at Lancaster University since 1996.
He was head of the Department of Mathematics and Statistics from 2000-2007. From 2017-2022 he is the director of the STOR-i Doctoral Training Centre.
Directory of STOR-i at Lancaster University More info..
Research
His research expertise is in extreme value theory, methods and its applications. His research is driven by new problems arising from applications such as oceanography, hydrology, climatology, reliability, economics, reinsurance, finance, medicine and sport.
He is mainly interested in teaching at the more mathematical end of probability and statistics.
He has particular interest in teaching at the interface between probability models and statistical
inference and engagement with applications.
As Director he is responsible for overall day-to-day management of STOR-i. He is line manager of the CDT administrative and support staff and course director and tutor.
My research expertise is in extreme value theory, methods and its applications. My research is driven by new problems arising from applications such as oceanography, hydrology, climatology, reliability, economics, reinsurance, finance, medicine and sport.
A wide interest range of in extreme value theory, methods and applications. This is the study of rare events enabling the estimation of the probability of the occurrence of events that are more extreme than those already observed.
Theory and methods: multivariate extreme value and joint probability problems, time series and covariate modelling for extreme values, spatial modeling, and structuring asymptotically justified models to capture process structure. Specifically the methodology developed with collaborators provides:
the first statistical inference for multivariate extremes for componentwise maxima and multivariate peaks over thresholds methods;
identifies a class of dependence structures, asymptotic independence, not covered by all previous statistical and probability theory for multivariate extremes;
develops dependence measures for multivariate extremes that have become the standard in a range of application areas;
a new approach to multivariate extremes based on conditioning that opens multivariate extremes to general dimensions and broad dependence structures.
efficient inference methods for max-stable processes and new models for asymptotically independent spatial processes.
Applications: environmental modelling in hydrology and oceanography and meteorology, financial modelling, medicine and sports records.
Other Research Interests
Extreme value theory and its applications to environmental processes and Finance. Environmental
statistics, inference methods, asymptotics, spatial statistics, reliability and copulas and
nonregular estimation.
Research Impact
Examples of the impact of my research methods include:
optimising the height of all coastal flood protection schemes in the UK, influencing a total spend of £0.9B on 900 schemes over the period 2008-13;
providing Government agencies and insurance companies with their first tool to assess spatial risk of flooding in multiple rivers;
presenting evidence of fundamental importance on the likely cause of the sinking in 1980 of the MV Derbyshire to the £11M High Court Reopened Formal Investigation. Reasons for its sinking, the largest UK ship to have sunk, were a mystery until the High Court Investigation. I was asked to be an expert witness when it was clear that earlier statistical analysis were contradictory with the extensive evidence collected. The statistical problem was to combined information on the waves encountered, their likely impact on the ship and the ship condition and how it was controlled. The statistical analysis was key to the investigation and was treated as the fundamental evidence in the Judge's conclusions;
specifies new worldwide mandatory design standards for bulk carriers, ore carriers and combination carriers. Specifically, the strength of hatch covers has been increased by 35% from the previous design standards. In 2008-13 this has impacted on the design of 1720 new bulk carriers, and strengthening as well as new inspection and maintenance procedures for the 5830 previously built bulk carriers.
identifies the effect of climate change on extreme sea levels and waves over the North Sea which is of critical importance to future offshore and coastal infrastructure;
aids the selection of investment portfolios to maximize profit yet minimise risks of major losses.
Research Training Grant
2017-22: Director of STOR-i CDT the joint EPSRC, industry and LU funded doctoral training
centre for statistics and operational research.
2010-17: PI on the £4.5M grant from EPSRC (with CoI: Glazebrook and Eckley) for STOR-i.
Research with Government and Industry
Substantive research projects has been undertaken with the following Government agencies, multi-nationals and SMEs:
AstraZeneca
ATASS
CEH Wallingford
Department for Environment, Food and Rural Affairs
Department for Transport
EDF
Environment Agency
Forensic Science Service Ltd
HR Wallingford
JBA Consulting
JBA Risk
Lloyds Registry of Shipping
MAN Investments
Met Office
Mouchel and Partners Ltd
National Oceanography Centre
Royal HaskoningDHV
Shell
Sparx
Supervision of postgraduate and postdoctoral students:
I put a great importance on the development of PhD students and Post-Doctoral researchers. All my PhD students have successfully completed within 4 years, most a year earlier. About half my students are now in academic posts and the rest are in industry. Coles, Ledford and Wadsworth were the 1st, 3rd and 12th recipients respectively of the RSS prize for PhD research (awarded every two years). Wadsworth won a PhD Plus prize and Dean's award for the best 3rd year PhD student in the Faculty at Lancaster University. Papastathopoulos was awarded the Eleneio Doctoral Thesis Award in Statistics by Greek Statistical Institute for the best dissertation written by a Greek statistician for the two year period 2011-2012.
Please click their names below to find out more information about their current position.
Previous Ph.D. Students:
Stuart Coles (1991). Statistical Methodology for the Multivariate Analysis of Environmental
Extremes.
Stuart's PhD developed new models and inference for the point process approach to multivariate extreme values and also developed the first threshold-based modelling strategy for max-stable processes. Stuart was the first recipient respectively of the RSS prize for PhD research (awarded every two years).
Since his PhD he has held lecturing posts at the universities of Nottingham, Lancaster, Bristol and Padova. He authored the Springer book: An Introduction to Statistical Modeling of Extreme Values, which is of one of best and most accessible extreme values books with over 1200 citations. He currently works for Smartodds a statistical research and sports modelling company.
Saralees Nadarajah (1994). Multivariate Extreme Value Methods with Applications to
Reservoir Flood Safety. [Joint supervision with C. W. Anderson].
Saralees' PhD developed multivariate extreme value methods for reservoir safety by accounting for dependence between rainfall events, previous rainfall and winds. His work also looked at the impacts of ordering constraints of extreme values which is relevant when rainfalls of different temporal windows are being considered. Saraless' PhD was funded by CEH Wallingford.
Since his PhD he has held a series of lecturing posts in the UK and USA and is currently senior lecturer at Manchester University. He has published three text books on distribution theory, with one, Extreme Value Distributions: Theory and Applications with Kotz a valuable review of extreme value theory. He has a highly prolific publication track record in a wide range of distribution theory.
Mark Dixon (1995). Statistical Analysis of Extreme Sea-Levels.
Marks' PhD and post doc work was focused on developing methods for a systematic spatial analysis of UK sea level extremes and applying them to a rich network of observational and synthesized data. His work had major impact in optimising the height of all coastal flood protection schemes in the UK and in explaining and overcoming the poor performance of maximum likelihood inference for extreme value problems. Mark's PhD was funded by the MAFF via the Proudman Oceanographic Laboratory.
Since his PhD he held lecturing posts at Newcastle and City universities. While doing his PhD he developed an interest in sports modelling leading to an appearance on the BBC's popular science programme Tomorrow's World. This research has expanded substantially and he since founded and is the director of ATASS a company with a portfolio of enterprises in research, sport and education technology. However for most statisticians the company is associated with its highly successful sport statistics and betting.
Anthony Ledford (1995). Dependence within Extreme Values: Theory and Applications.
Anthony's PhD developed the first probability theory and statistical methods for the asymptotic independence class of distributions that are important in multivariate extremes. Anthony was the third recipient of the RSS prize for PhD research (awarded every two years). Anthony's PhD was funded by the CEH at Merlewood.
Since his PhD he became a reader in statistics at the University of Surrey before joining MAN Investments , the world's leading hedging company. He is currently chief scientist of the AHL component of the company (the world-leader in systematic trading strategies) and has overall responsibility for AHL's strategic research undertaken at the Oxford-Man Institute of Quantitative Finance.
Paola Bortot (1997). Analisi Della Dipendenza Tra Valori Estremi. [External supervision
for University of Padova].
Paola's PhD focused on exploring the use of asymptotically independence models for time series extremes and oceanographic extremes. Her work led to the new methods for assessing the impact of wave extremes in conjunction with still water sea level extremes for design of coastal flood protection through its inclusion in the JOINSEA software produced by HR Wallingford.
Paola's PhD was co-funded by the MAFF via HE Wallingford.
Since her PhD Paola has been at the University of Bologna working on a mixture of extreme value methods and biostatistics.
Her homepage is: www2.stat.unibo.it/bortot/
Louise Harper (1997). Model-based Geostatistics in Environmental Sciences [Joint supervision
with P. J. Diggle].
Louise's PhD was on spatial generalized linear models and spatial latent process models for extremes essentially paving the way for the new area termed mode-based geostatistics.
Since her PhD she has worked for Westlakes and now works as a statistician for AstraZeneca.
Her married name is Louise Garside.
Mike Robinson (1997). Statistics for Offshore Extremes.
Mike's PhD developed a range of methods for the analysis of sea-current extremes. This involved research of directional extremes and on the impact of changes in sampling rates on extremes. He also produced some high profile research on the validity of the world record achieved by the Chinese athlete Wang Junxia. Mike's PhD was co-funded by the Proudman Oceanographic Laboratory.
Since his PhD he became a Post-Doc in statistics at the University of Surrey before joining MAN Investments , the world's leading hedging company. He is currently Head of Directional Strategies of the AHL component of the company (the world-leader in systematic trading strategies).
Miguel Ancona-Navarrete (2000). Dependence Modelling and Spatial Prediction for Extreme
Values.
Miguel's PhD examined the impact of different assumptions on the estimation of the extremal index and was the first to explore asymptotic independence as a tool to examine pairwise extremal dependence in space.
Since his PhD he worked as a quantitative analyst at MAN Investments and is currently doing a similar role at Aviva Investor Global Services Ltd.
Carl Scarrott (2003). Reactor Modelling and Risk Assessment, [Joint supervison with G.
Tunnicliffe-Wilson].
Carl's PhD looked at the spatial variations in temperatures in the core of a nuclear reactor and cooling strategies to stabilize these. This involved a range of extreme value analyses from marginal to spatial, however the major research was on spectral analysis. Carl's PhD was co-funded by British Nuclear Fuels Ltd.
Since his PhD Carl has worked as a researcher for CEH Wallingford before taking up a lectureship post at the University of Canterbury, New Zealand, where is currently is senior lecturer. His research on extreme values has continued and his recent work has included accounting for threshold uncertainty.
Fabrizio Laurini (2003). Extreme Value Analysis for Time Series. [External supervision
for University of Padova].
Fabrizio's PhD looked at extremes of financial time series, in particular focusing on deriving new estimators for the extremal index which are tuned for the variation typical for such series and for deriving the formula for the extremal index for a GARCH(1,1) process.
Since his PhD Fabrizio has continued to work in financial extreme values and time series and has developed a range of semiparametric methods to handle non-stationarity. He is currently an assistant professor in Applied Economic Statistics at the University of Parma.
Christopher Ferro (2003). Statistical Methods for Clusters of Extreme Values.
Chris' PhD looked at a range of approaches for estimating dependence in extremes in time series and multivariate contexts. His key results concerned a new approach looking at inter-arrival timess of threshold exceedances to estimate the extremal index that did not require model assumptions or clusters to be identified in advance. He also examined within cluster behavior using the theory of strings.
Since his PhD Chris has been a researcher in statistical meteorology at the universities of Reading and Exeter. He is currently a senior lecturer in Statistics at Exeter University, where he primarily researchers into assessing the accuracy of weather and climate model forecasts, often with an extreme value focus.
Alec Stephenson (2003). Extreme Value Distributions and their Application.
Alec's PhD explored a range of different topics for extremes including: Bayesian estimation of univariate distributions to account for the three types, simulation methods for multivariate extremes, and inference for componentwise maxima when the dates of the maxima are known. During and post his PhD Alec has played a key role in disseminating extreme value methods but putting out a series of packages in the open source language R (evd, evdBayes, evir, ismev)
Since his PhD he has held posts at Macquarie University and Swinburne University, Australia and been Assistant Professor, National University of Singapore where he has continued to research in extreme values. During this period he has been highly successful in a number of the Kaggle competitions. Currently he is a research scientist, CSIRO, Melbourne, Australia.
Adam Butler (2005). Statistical Modelling of Synthetic Oceanographic Extremes. [Joint
supervison with J. Heffernan].
Adam's PhD focused on modelling decadal scale non-stationarity in sea-level extremes over the North Sea using gridded synthetic data over the entire sea. He found clear spatial patterns for trends over this time period which help when modelling non-stationarity observed at a single site. Adam's PhD was co-funded by the Proudman Oceanographic Laboratory.
Since his PhD he has been an environmental statistician at Bioss in Edinburgh, where his current post is senior statistician.
Mark Latham (2006). Statistical Methodology for the Extreme Values of Dependent Processes.
Mark's PhD looked at dimension reduction for spatial extremes when applied to synthetic sea level data from the North Sea and at temporal clustering under the conditional multivariate extremes approach including mixture distributions. Mark's PhD was co-funded by the Proudman Oceanographic Laboratory.
Since his PhD he worked as a quantitative analyst at MAN Investments and is currently the sports analytics manager at Decision Technology, a research consultancy dedicated to the study of human decision-making. The company produce the Fink Tank Predictions, that features regularly in the Times newspaper, which provides up-to-date forecasts and ranking systems for English club football.
Tilman Payer (2007). Modelling Extreme Wind Speeds. [External supervision for University
of Munich].
Tilman's PhD was motivated by concerns about the safety of high-speed trains from strong winds. His work looked at modelling dependence in extreme winds speeds over different sites whilst accounting for their directions. He also developed a solution to resolve the masking of extreme wind speeds in different directions within an observation period.
He is now a postdoctoral researcher at the CIBER in Epidemiology and Public Health, attached to the Granada Cancer Registry in Spain.
Caroline Keef (2007). Spatial Modelling of Extreme River Flows.
Caroline's PhD developed models for extremes river flows over networks of different rivers and explore the hydrological factors that led to strong spatial dependence. She used methods for conditional multivariate extreme values and extended the methods to allow for missing data and multivariate-temporal dependence. Caroline's PhD was funded by the CEH Wallingford.
Since her PhD Caroline has worked as a senior statistical at JBA Consulting working on the implementation of the methods of her PhD thesis to enable estimation of the loss distribution for insurance companies from widespread flooding and providing information for emergency planners. Caroline is currently working as a statistician for Yorkshire Water.
Bakri Adam (2007). Extreme Value Modelling for Sports Data.
Bakri's PhD looked at modeling fastest swimming times over different events at different distances. The inter-connections between the events lead to natural ordering which he was able to impose on the extreme value extrapolations giving improvements in efficiencies.
Bakri is now a statistics lecturer at University of Putra in Malaysia and continues to work on extreme values and reliability.
Paul Smith (2007). Uncertainty Analysis in Hydrology Modelling [Joint with Keith Beven]
Paul's PhD focused on estimation methods in hydrology when the model was sufficiently unknown that classic Bayesian inference methods could not be used.
This was pre-ABC methods but he developed methods based on various objective functions of fit to allow uncertainty in hydrological modelling to be account for in predictions.
Since his PhD Paul has been a statistical hydrologist post-doc at the Lancaster Environment Centre at Lancaster University.
Emma Eastoe (2007). Statistical Models for Dependent and Non-Stationary Extreme
Events.
Emma's PhD developed a new approaches to estimate non-stationarity in extremes, the use of an extension of the GPD to account for temporal dependence for modelling cluster maxima, and hierarchical multivariate extreme distributions for air pollutants. During her subsequent period as a post doc she also developed random effects and latent process models to explain temporal clustering of apparently independent extreme values for river flows.
Since her PhD and post-doc Emma has been a statistics lecturer at Lancaster University researching on extreme values.
David Wyncoll (2009). State Space Modelling of Extreme Values with Particle Filters
[Joint supervision with P. Fearnhead]
David's PhD developed particle filter and associated smoothing methods for univariate extreme value problems to enable estimation and prediction of extremes of non-stationary extremes.
Since his PhD David has been a statistician at HR Wallingford working on flood risk management and modelling fish populations.
Sawsan Abbas (Hilal) (2010). Statistical Methodologies for Financial Market Risk Management.
Sawsan's PhD focused on modelling multivariate time series of financial series with the aim to optimize a portfolio or investments to reduce the risk of large losses whilst making profit. It also looked at ways of hedging and account for the dependence in the extremes when hedging.
Since her PhD Sawsan been a statistics lecturer at the University of Bahrain and continues to research in extreme values. She is now an associate professor.
Jenny's PhD explored a range of fundamental issues in extremes including: what scale is best to extrapolate on and how do you incorporate the uncertainty of this choice in the inference; incorporating threshold uncertainty into quantile estimation; a new approach to modelling asymptotic independence in multivariate cases; and spatial dependence models which extend existing max-stable processes to incorporate asymptotic independence. Wadsworth won the Faculty PhD Plus prize and Dean's award for the best 3rd year PhD student in the Faculty. Jenny's PhD was co-funded by Shell.
Since her PhD Jenny has been a post-doc at EPFL and starts as a statistical research fellow at Cambridge in late 2013.
Ioannis' PhD was motivated from the need to build statistical models that incorporate scientific knowledge and capture the characteristics of extreme multivariate laboratory variables that show potential in identifying signals of death induced by drug medication. Major challenges related to the small sample sizes of Phase II studies that limits the applicability of standard extreme value methods. He developed extensions of standard extreme value techniques that offer additional structure for the main body of the distribution of the data and improve the estimates of key extremal quantities. Ioannis' PhD was funded by AstraZeneca.
Ioannis was awarded the Eleneio Doctoral Thesis Award in Statistics by Greek Statistical Institute for the best dissertation written by a Greek statistician for the two year period 2011-2012.
Since his PhD he has been a Brunel Research fellow in statistics at Bristol University working on graphical methods for extreme values.
Ye Liu (2013). Extreme value theory in financial risk management.
Ye's PhD focused on multivariate extreme value dependence modelling for copulas for use in finance for portfolio selection. He developed new factor models for the dependence structure of multivariate extremes and found a powerful diagnostic technique for model selection between stochastic volatility models and GARCH models when in extreme states. Ye's PhD was co-funded by MAN Investments.
Since his PhD Ye has been a senior analyst in JBA Consulting's Risk Management team where he works on spatial dependence in flooding.
Darmesah Gabda (2014). Efficient inference for nonstationary and spatial extreme value
problems.
Darmesah's PhD looked at the problems of the analysis of environmental extreme values when only short series are available. She looked to see what could be gained by marginal and spatial penalty functions, exploring dependence on the mean when trends are present, and exploiting information form climate models.
Since her PhD Darmesah has been a statistics lecturer at the University Malaysia Sabah and continues to research in extreme values.
Ross Towe (2015). Modelling the Extreme Wave Climate of the North Sea [Joint supervision
with E. Eastoe]
Ross' PhD was motivated by the offshore industries need to know what the future extreme wave climate will be like. He used extreme value statistical downscaling methods to exploit information from global climate change models to relate to the distribution of extreme waves. Ross' PhD was funded by Shell.
Since his PhD Ross has been a working as a Research Associate jointly between Lancaster University and JBA Consulting where he works on spatial flooding through joint modelling of river flows and rainfall.
Hugo Winter (2015) Extreme Value Modelling of Heatwaves.
Hugo's PhD developed extreme value methods to estimate the frequency of heatwaves in space and time. He also modelled changes in the characteristics of the type of heatwaves due to future climate change through using extreme value models coupled with global climate model outputs. Hugo's PhD was co-funded by the Met Office.
Since his PhD Hugo has been a working as a research engineer within the EDF Energy UK R&D Centre in London. His work there involves working within the natural hazards team and leading on the programmes concerning extreme weather, coastal flooding and hazard combinations.
Tom Flowerdew (2016). Methods for the Identification and Optimal Exploitation of Profitable
Betting [joint supervision with K. Glazebrook and C. Kirkbride]
Tom's PhD was concerned with the optimal exploitation of betting opportunities in sports betting markets. He looked at different betting strategies, modelled the learning process from previous outcomes, and accounted for the associated uncertainty in estimating probabilities. His findings also apply to the financial markets. Tom's PhD was co-funded by ATASS Sports.
Since his PhD Tom has been working as a data scientist for Featurespace, a small company based in Cambridge who specialises in building adaptive behavioural analytic models, which are used to catch fraud in financial services, insurance and gaming
Yanyun's PhD looks at covariate modelling of wave extremes and the spatial dependence of wave fields. Specifically her current research focuses on non-stationary max-stable processes.
Yanyun is a part time PhD student funded by Shell.
George Foulds (4th year, joint with Roger Brooks and Mike Wright)
George's PhD aims to identify the impact and causes of home advantage in sports and how different technological advances are affecting the outcomes of sports so that future outcomes of sports can be better predicted. He is using change-point methods and particle filtering to identify changes.
Mónika's PhD aims to develop models for spatial extremes of waves over large numbers of sites and to account for non-stationarity in temporal features. In particular, almost all current models for spatial extremes assume asymptotic dependence which does not seem appropriate for waves at even moderate distances. The current models which allow for asymptotic independence are limited in nature, and no models as yet efficiently allow asymptotic dependence at some sites and asymptotic independence at others.
Christian's PhD aims to build a statistical model for the insurance industry to relate claims to weather events. His approach draws on spatial statistics for exploiting the smooth impact over space of weather covariates and extreme value methods to better capture the heavy tails of the claim distribution.
Christian's PhD is co-supervised by staff from the Oslo University's Big Insights Centre.
Paul's PhD aims to build a model for extreme meteorological events (floods and windstorms) that is a statistically consistent representation of the physical processes. This involves exploring the effect of atmospheric dynamics of these storms and the joint relationship of rain and wind over space and time. The focus is on events affecting the UK that originate over the North Atlantic Ocean.
Paul's PhD is co-funded jointly by the Met Office and EDF.
Elena's PhD aims to develop efficient statistical inference methods for the robust and reliable design, construction and maintenance of offshore structures. The focus is on estimating the extreme wave heights and their relationship with wind speed and storm direction.
Emma's PhD aims to develop efficient inference for multivariate extreme value techniques applied to high dimensional applications. It will specifically address situations where events can be extreme in different subsets of the variables. This aim will be achieved by drawing on methods from graphical methods and vine-copulas.
Emma's PhD is co-supervised by staff from the Oslo University's Big Insights Centre.
Oliver's PhD aims to improve the methods available for forensic analysis of sports, and tennis match-fixing in particular. This project attempts to detect suspicious betting activity by looking for unusual behaviour in the odds movements over time. These are considered both before matches and during them, when the in-play markets also react to match events themselves. The aim is to be able to identify fixed matches as early as possible, so that gambling markets can be suspended with the lowest possible losses and so regulators can investigate for further evidence of corruption.
Ciara's PhD aims to improve school pupils' experience and attainment through the analysis of the way anonymised pupils are learning. Multi-armed bandits alongside other statistical learning techniques will be applied to help develop systems that interact with the students in order to provide a personalised learning route. Key to doing this is to also develop more accurate predictions of student performance.
Ciara's PhD is co-funded by Sparx. Sparx is an education research company that uses technology, data and daily involvement in the classroom to scientifically investigate how students learn.
Thomas' research looks to use Bayesian semi-parametric methods to develop estimates of probabilities of multivariate and temporal extremes that account for all elements of uncertainty.
He is based at EPFL where his joint supervisor is Anthony Davison.
Rob's PhD is concerned with understanding the extremal properties of a spatial-temporal field of waves for use in the design of oilrigs. A key feature is learning how these properties vary with wave direction. The project is looking at both the development of penultimate field models and the creation of efficient inference for schemes for these models.
Anna's PhD is concerned with overcoming practical and theoretical problems of implementing the conditional multivariate extremes approach of Heffernan and Tawn for the modelling of widespread flood events and from this model using Monte Carlo methods for deriving household insurance risk over thousands of locations.
Toby's PhD develops operational research tools and statistical modelling for MetOcean risk management. The aim is to optimise complex marine operations, such as a list of operations and maintenance objectives, for a spatially dispersed site such as an offshore wind farm. The targets are to minimise the costs for undertaking these tasks under resource constraints and to identify the most favourable time to undertake these operations whilst accounting for uncertainty in forecasts and hindcasts.
John worked of multivariate extreme value methods for sea levels and waves to quantify the benefits of joint probability approaches over direct univariate methods.
Since his post doc he has been a lecturer at the University of Central Lancashire, a statistician at Unilever and is currently an environmental statistician at Plymouth Marine Laboratory.
Paola's PhD focused on exploring the use of asymptotically independence models for time series extremes and oceanographic extremes. Her work led to the new methods for assessing the impact of wave extremes in conjunction with still water sea level extremes for design of coastal flood protection through its inclusion in the JOINSEA software produced by HR Wallingford.
Paola's PhD was co-funded by the MAFF via HE Wallingford.
Since her PhD Paola has been at the University of Bologna working on a mixture of extreme value methods and biostatistics.
Her homepage is: www2.stat.unibo.it/bortot/
Marks' PhD and post doc work was focused on developing methods for a systematic spatial analysis of UK sea level extremes and applying them to a rich network of observational and synthesized data. His work had major impact in optimising the height of all coastal flood protection schemes in the UK and in explaining and overcoming the poor performance of maximum likelihood inference for extreme value problems. Mark's PhD was funded by the MAFF via the Proudman Oceanographic Laboratory.
Since his PhD he held lecturing posts at Newcastle and City universities. While doing his PhD he developed an interest in sports modelling leading to an appearance on the BBC's popular science programme Tomorrow's World. This research has expanded substantially and he since founded and is the director of ATASS a company with a portfolio of enterprises in research, sport and education technology. However for most statisticians the company is associated with its highly successful sport statistics and betting.
Martin worked on max-stable processes, developing an R package () for simulation, and theory for the extremal function. For multivariate extremes he quantified the inter-connections between dependence on different variables in multivariate extreme value distributions, found counter examples in multivariate extremes, and linked the central limit theory with extreme value theory by considering the norm of a vector as a function of the number of variables.
Since his post doc he has been a lecturer at the universities of Luxenburg, Hamburg and professor at the University of Gottingen. He is currently professor of mathematical statistics at the University of Mannheim, Germany where he is still highly active in multivariate and spatial extreme value theory.
Keming worked on an extension for model-based geostatistics to address the problem of high dimensionality of sites and the consequent computational problems that imposed.
Since his post doc he was a lecturer at Plymouth and is now reader at Brunel where he is known for his work on quantile regression.
Janet developed a new approach to multivariate extremes that enables high dimensions and a broad range of dependence structures to be accounted for. The approach was based on conditioning on one component of the vector variable being extreme. She also worked on the investigation of the sinking of the MV Derbyshire and the subsequent development of new safety standards.
Since her post doc she was a lecturer in statistics at Lancaster University before becoming an independent statistical consultant, trading as J. Heffernan Consulting.
Miguel's PhD examined the impact of different assumptions on the estimation of the extremal index and was the first to explore asymptotic independence as a tool to examine pairwise extremal dependence in space.
Since his PhD he worked as a quantitative analyst at MAN Investments and is currently doing a similar role at Aviva Investor Global Services Ltd.
Emma's PhD developed a new approaches to estimate non-stationarity in extremes, the use of an extension of the GPD to account for temporal dependence for modelling cluster maxima, and hierarchical multivariate extreme distributions for air pollutants. During her subsequent period as a post doc she also developed random effects and latent process models to explain temporal clustering of apparently independent extreme values for river flows.
Since her PhD and post-doc Emma has been a statistics lecturer at Lancaster University researching on extreme values.
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Bar~ao, M. I. and Tawn, J. A. (1999). Extremal analysis of short series with outliers: sea-levels and athletic records. Appl. Statist., 48, 469-487.
Robinson, M. E. and Tawn, J. A. (2000). The extremal analysis of processes sampled at different frequencies. J. R. Statist. Soc. B., 62, 117-135.
Bortot, P, Coles, S. G. and Tawn, J. A. (2000). The multivariate Gaussian tail model: an application to oceanographic data, Appl. Statist., 49, 31-49.
Navarette-Ancona, M. A. and Tawn, J. A. (2000). A comparison of methods for estimating the extremal index. Extremes. 3, 5-38.
Dupuis, D. J. and Tawn, J. A. (2001). Effects of mis-specification in bivariate extreme value problems. Extremes, 4, 315-330.
Heffernan, J. E. and Tawn, J. A. (2001). Extreme value analysis of a large designed experiment: a case study in bulk carrier safety. Extremes, 4, 359-378.
Schlather, M. and Tawn, J. A. (2002). Inequalities for the extremal coefficients of multi-variate extreme value distributions. Extremes, 5, 87-102.
Schlather, M. and Tawn, J. A. (2003). A dependence measure for multivariate and spatial extreme values: properties and inference. Biometrika, 90, 139-156.
Ledford, A. W. and Tawn, J. A. (2003). Diagnostics for dependence within time series extremes. J. Roy. Statist. Soc., B, 65, 521-543.
Heffernan, J. E. and Tawn, J. A. (2003). An extreme value analysis for the investigation into the sinking of the M.V. Derbyshire. Applied Statistics, 52, 337-354.
Ancona-Navarrete, M. A. and Tawn, J. A. (2003). Diagnostics for pairwise extremal dependence in spatial processes. Extremes, 5, 271-285.
Poon, S.-H., Rockinger, M. and Tawn, J. A. (2003). New extreme-value dependence measures and finance applications. Statistica Sinica, 13, 929-953.
Laurini, F. and Tawn, J. A. (2003). New estimators for the extremal index and other cluster characteristics. Extremes, 6, 189-211.
Heffernan, J. E. and Tawn, J. A. (2004). A conditional approach to modelling multivariate extreme values (with discussion) J. Roy. Statist. Soc., B, 66, 497-547.
Stephenson, A. and Tawn, J. A. (2004). Exploiting occurrence times in likelihood inference for componentwise maxima. Biometrika, 92, 213-227.
Stephenson, A. and Tawn, J. A. (2005). Bayesian inference for extremes: accounting for the three extremal types. Extremes, 7, 291-307.
Coles, S. G. and Tawn, J. A. (2005). Bayesian modelling extreme surges on the UK east coast. Phil.Trans. Roy. Soc. A: Mathematical, Physical and Engineering Sciences. 363,
1387-1406.
Butler, A., Heffernan, J. E., Tawn, J. A. and Flather, R. A. (2007). Trend estimation in extremes of North Sea surges. Applied Statistics, 56, 395-414.
Heffernan, J. E., Tawn, J. A. and Zhang, Z. (2007). Asymptotically (in)dependent multivariate maxima of moving maxima processes. Extremes, 10, 57-82.
Menezes, R. and Tawn, J. A. (2009). Assessing the effect of clustered and biased multi-stage sampling. Environmetrics, 20, 445-459.
Eastoe, E. F. and Tawn, J. A. (2009). Modelling non-stationary extremes with application to surface-level ozone. Appl. Statist., 58, 25 - 45.
Keef, C., Tawn, J. A. and Svensson, C. (2009). Spatial risk assessment for extreme river flows. Appl. Statist., 58, 601-618.
Fearnhead, P. Wyncoll, D and Tawn, J. A. (2010). A sequential smoothing algorithm with linear computational cost. Biometrika, 97, 447-464.
Wadsworth, J.L., Tawn, J.A. and Jonathan, P. (2010). Accounting for choice of measurement scale in extreme value modeling. Annals of Applied Statistics, 4, 1558-1578.
Adam, M. B. and Tawn, J. A. (2011). Modification of Pickands' dependence function for ordered bivariate extreme value distribution. Communications in Statistics, Theory and
Methods, 40, 1687-1700.
Eastoe, E. F and Tawn, J. A. (2012). Modelling the distribution of the cluster maxima of exceedances of sub-asymptotic thresholds. Biometrika, 99, 43-55.
Wadsworth, J. L. and Tawn, J. A. (2012). Dependence modelling for spatial extremes. Biometrika, 99, 253-272.
Wadsworth, J. L. and Tawn, J. A. (2012). Likelihood-based procedures for threshold diagnostics and uncertainty in extreme value modelling. J. Roy. Statist. Soc., B, 74, 543-567.
Grigg, O. and Tawn, J. A. (2012). Threshold models for extremes in the presence of covariates with application to river flows. Environmetrics, 23, 295-305.
Papastathopoulos, I. and Tawn, J. A. (2012). A generalised Student's t-distribution. Statist. Prob. Letters, 3, 70-77.
Laurini, F. and Tawn, J. A. (2012). The extremal index for GARCH(1,1) processes. Extremes, 15, 511-529.
Adam, M. B. and Tawn, J. A. (2012). Bivariate extreme analysis of Olympic swimming data. Journal of Statistical Theory and Practice, 6, 510-523.
Keef, C., Papastathopoulos, I. and Tawn, J. A. (2013). Estimation of the conditional distribution of a vector variable given that one of its components is large: additional constraints
for the Heffernan and Tawn model. J. Mult. Anal., 115, 396-404.
Papastathopoulos, I. and Tawn, J. A. (2013). Extended generalised Pareto models for tail estimation. J. Statist. Plann. and Inf., 143, 131-143.
Liu, Y. and Tawn, J. A. (2013). Volatility model selection for extremes of financial time series. J. Statistical Planning and Inference, 143, 520-530.
Keef, C., Tawn, J. A. and Lamb, R. (2013). Estimating the probability of widespread flood events. Environmetrics, 24, 13-21.
Wadsworth, J. L. and Tawn, J. A. (2013). A new representation for multivariate tail probabilities. Bernoulli, 19, 2689- 2714.
Eastoe, E. F., Heffernan, J. E. and Tawn, J. A. (2014). Nonparametric estimation of the
spectral measure, and associated dependence measures, for multivariate extreme values using
a limiting conditional representation. Extremes, 17, 25-43
Wadsworth, J. L. and Tawn, J. A. (2014). Efficient inference for spatial extreme value
processes associated to log-Gaussian random functions. Biometrika, 101, 1-15
Liu, Y. and Tawn, J. A. (2014). Self-consistent estimation of conditional multivariate
extreme distributions. J. Mult. Anal., 127, 19- 35.
Hilala, S., Ser-Huang Poon, and Tawn, J. A. (2014) Portfolio risk assessment using multivariate
extreme value methods. Extremes, 17, 531-556
Papastathopoulos, I. and Tawn, J. A. (2014). Dependence properties of multivariate maxstable
distributions. J. Mult. Analysis, 130, 134-140.
Papastathopoulos, I. and Tawn, J. A. (2015). Stochastic ordering under conditional modelling
of extreme values: drug induced liver injury. Applied Statistics, 64, 299-317.
Adam, M. B. and Tawn, J. A. (2016). Modelling record times in sport with extreme value
methods. Malaysian J. Math, Sci, 10, 1-21
Winter, H.C. and Tawn, J .A. (2016). Modelling heatwaves in Central France: a case study
in extremal dependence. Applied Statistics, 65, 345-365.
Application Journal Papers all refereed:
Tawn, J. A. (1988). An extreme value theory model for dependent observations. J. Hydrology, 101, 227-250.
Tawn, J. A. and Vassie, J. M. (1989). Extreme sea levels: the joint probabilities method, revisited and revised. Proc. Instn. Civ. Engrs. Part 2, 87, 429-442.
Tawn, J. A. and Vassie, J. M. (1990). Spatial transfer of extreme sea level data for use in the revised joint probability method. Proc. Instn. Civ. Engrs. Part 2, 89, 433-438.
Dixon, M. J. and Tawn, J. A. (1992). Trends in U.K. extreme sea-levels: a spatial approach, Geophys. J. Int., 111, 607-616.
Anderson, C. W., Dwyer, I. J., Nadarajah, S, Tawn, J. A. and Reed, D. (1994). A problem of dependence in multivariate extremes, Ann. Geophysicae, 12, Supp. II, C393.
Cameron, D.S., Beven, K. J., Tawn, J. A., Blazkova, S. and Naden, P. (1999). Flood frequency estimation by continuous simulation for gauged upland catchment (with uncertainty). J. Hydrology, 219, 169-187.
Cameron, D., Beven, K. and Tawn, J. A. (2000). An evaluation of three stochastic rainfall models. J. Hydrology, 228, 130-149.
Cameron, D., Beven, K., Tawn, J. A. and Naden, P. (2000). Flood frequency estimation by continuous simulation (with likelihood based uncertainty estimation). Hydrology and Earth System Sciences, 4, 23-34.
Cameron, D., Beven, K. and Tawn, J. A. (2000). Modelling extreme rainfalls using a modified random pulse Bartlett-Lewis stochastic rainfall model (with uncertainty). Advances in Water Resources, 24, 203-211.
Hawkes, P. J., Gouldby, B. P., Tawn, J. A. and Owen, M. W. (2002). The joint probability of waves and water levels in coastal defence design. J. Hydraulic Research, 40, 241-251.
Poon, S.-H., Rockinger, M. and Tawn, J. A. (2004). Extreme-value dependence in financial markets: diagnostics, models and financial implications. Review of Financial Studies, 17, 581-610.
Coles, S. G. and Tawn, J. A. (2005). Seasonal effects of extreme surges. J. Stochastic Environmental Research and Risk Assessment, 19, 417-427.
Smith, P., Beven, K., Tawn, J. A., Blazkova, S. and Ladislav, M. (2006). Discharge dependent pollutant dispersion in rivers: estimation of ADZ parameters with surrogate data. Water Resourse Research, 42, doi:10.1029/2005WR004008.
Butler, A. Heffernan, J. E., Tawn, J. A., Flather, R. A. and Horsburgh, K. (2007). Extreme value analysis of decadal variations in storm surge elevations. Journal of Marine Systems, 67, 189-200.
Smith, P. J. , Beven, K. J. and Tawn, J. A. (2008). The Detection Of Structural Inadequacy in Process Based Hydrological Models: A Particle Filtering Approach. Water Resources Research, 44.
Smith, P., Beven, K. and Tawn, J. A. (2008). Informal performance measures in model assessment: theoretic development and investigation, Advances in Water Resources, 31, 1087-
1100.
Smethurst, L., James, M., Pinkerton, H. and Tawn, J. A. (2009). A statistical analysis of eruptive activity on Mount Etna, Sicily. Geophys J. Int., 179, 655-666.
Keef, C., Svensson, C., and Tawn, J. A. (2009). Spatial dependence in extreme river flows and precipitation in Great Britain. J. Hydrology., 378, 240-252.
Laurini, F. and Tawn, J. A. (2009). Extremal dependence of GARCH residuals with application to market risk measures. Economic Reviews, 28, 888-894.
Eastoe, E. F and Tawn, J. A. (2010). Statistical models for over-dispersion in the frequency of peaks over threshold data from UK flow series. Water Resources Research, 46, W02510, doi:10.1029/2009WR007757.
Lamb, R., Keef, C., Tawn, J.A. Laeger, S., Meadowcroft, I., Surendran, S., Dunning, P. and Batstone, C. (2010). A new method to assess the risk of local and widespread flooding on rivers and coasts. J. Flood Risk Management, 3, 323336.
Hilal, S., Poon, S.-H. and Tawn, J. A. (2011). Hedging the Black Swan: Conditional Heteroscedasticity and Tail Dependence in S&P500 and VIX. Journal of Banking and Finance, 35, 2374-2387.
Stephenson, A. G. and Tawn, J. A. (2013). Determining the best track performances of all time using a conceptual population model for athletics records. Journal of Quantitative Analysis in Sports, 9, 67-76.
Batstone, C., Lawless, M., Tawn, J. A., Horsburgh, K., Blackman, D. McMillan, A., Worth,
D., Laeger, S., and Hunt, T. (2013). A UK best-practice approach for extreme sea level
analysis along complex topographic coastlines. Ocean Engineering, 71, 28-39
Refereed book chapters
Tawn, J. A. and Vassie, J. M. (1991). Recent improvements in the joint probabilities method for estimating extreme sea levels, in Tidal Hydrodynamics, (1991), ed. B. B. Parker, 813-828,
Wiley.
Tawn, J. A. (1993). Extreme sea-levels, in Statistics in the Environment, 243-263, eds. V. Barnett and F. Turkman, Wiley.
Dixon, M. J. and Tawn, J. A. (1994). Extreme sea-levels: modelling interaction between tide and surge, in Statistics for the Environment 2: Water Related Issues, 221-232, eds. V. Barnett and F. K. Turkman, Wiley: Chichester.
Romanowicz, R., Beven, K. J. and Tawn, J. A. (1994). Evaluation of predictive uncertainty in non-linear hydrological models using a Bayesian approach, in Statistics for the Environment
2: Water Related Issues, 297-317, eds. V. Barnett and F. K. Turkman, Wiley: Chichester.
Tawn, J. A., Dixon, M. J. and Woodworth, P. L. (1994). Trends in sea-levels, in Statistics for the Environment 2: Water Related Issues, 147-181, eds. V. Barnett and F. K. Turkman, Wiley: Chichester.
Tawn, J. A. (1994). Applications of multivariate extreme values. In Extreme Value Theory and Applications, 249-268, eds. J. Galambos, J. Lechner and E. Simiu, Kluwer: Dordrecht.
Anderson, C. W., Dwyer, I. J., Nadarajah, S., Tawn, J. A. and Reed, D. (1994). Maximum reservoir water levels, in Reservoir Safety and the Environment, 200-213, Thomas Telford: London.
Romanowicz, R., Beven, K. J. and Tawn, J. A. (1996). Bayesian calibration of flood inundation models, in Floodplain Processes, 333-360, eds. M. G. Anderson, D. E. Walling and P. D. Bates, John Wiley: Chichester.
Cameron, D., Beven, K. J., Tawn, J. A., and Naden, P., (2002). Flood frequency estimation by continuous simulation (with uncertainty), in Littlewood, I. (Ed.), Continuous river flow
simulation: methods, applications and uncertainties, BHS Occasional Paper No. 13, 53-58.
Ancona-Navarrete, M. A. and Tawn, J. A. (2002). Modelling extreme rainfall events. In Spatial Statistics: Case Studies, eds. Montes, F. and Mateu, J., Witpress, Southampton, Boston, 175-201.
Liu, Y. and Tawn, J. A. (2016). Extreme risks of financial investments. In Extreme Value
Modeling and Risk Analysis: Methods and Applications, edited by D. K. Dey and J. Yan,
399-418, CRC Press.
Discussion Contributions and Broad Appeal Articles
Tawn, J. A. (1987). Discussion of Cox, D. R. and Reid, N. Parameter orthogonality and approximate conditional inference. J. Roy. Statist. Soc., B, 49, 33-34.
Tawn, J. A. (1990). Discussion of Davison, A. C. and Smith, R. L., Models for exceedances over high thresholds. J. Roy. Statist. Soc., B, 52, 428-429.
Ledford, A. W. and Tawn, J. A. (1995). Discussion of Cheng, R. C. H. and Traylor, L. Non-regular maximum likelihood problems, J. Roy. Statist. Soc., B, 57, 27-28.
Robinson, M. E. and Tawn, J. A. (1997). Response to letter to the editor on Robinson and Tawn (1995), Appl. Statist., 46, 127-128.
Heffernan, J. E. and Tawn, J. A. (2004). Extreme values in the dock. Significance, 1, 13-17.
Papastathopoulos, I., Tawn, J. A. and Wadsworth, J. L. (2011). Discussion of: Threshold modelling of spatially-dependent non-stationary extremes with applications to hurricane-induced wave heights. Environmetrics, 22, 813-814.
Gabda, D., Towe, R., Wadsworth, J. L. and Tawn, J. A. (2012). Invited Discussion of "Statistical modelling of spatial extremes". Statist. Sci., 27, 189-192.
Conference Papers
Alcock, G. A., Blackman, D. L., Tawn, J. A. and Vassie, J. M. (1987). Estimating extreme sea-levels. MAFF conference of River and Coastal Engineers, Loughborough.
Williams, J. J. and Tawn, J. A. (1991). Simulation of bedload transport of marine gravel, in Coastal Sediments '91 Proceedings.
Tawn, J. A. and Dixon, M. J. (1992). Trends in extreme sea-levels, 5th Int. Meeting on Statist. Clim., ed. F. Zwiers, Canadian Climate Centre, 313-318.
Dixon, M. J. and Tawn, J. A. (1992). Extreme sea-levels around the U.K., MAFF conference of River and Coastal Engineers, 4.1.1-4.1.11, Loughborough.
Tawn, J. A., Bruun, J. T. and Ledford, A. W. (1996). Statistics for multivariate extremes, in Bom Senso e Sensibilidade - Traves Mestas da Estatistica, 31-45, eds. J. Branco, P. Gomes
and J. Prata. The 1995 Portuguese Statistical Conference Proceedings.
Owen, M. W., Hawkes, P. J., Tawn, J. A. and Bortot, P. (1997). The joint probability of waves and water levels: a rigorous but practical new approach, MAFF conference of River and Coastal Engineers, B4.1-B4.10, Keele.
Tawn, J. A. and Heffernan, J. E. (2001). Summary of statistical analysis of the seakeeping model tests, 41-54, of Proceedings of the Royal Institution of Naval Architects conference
Design & Operation of Bulk Carriers - Post M.V. Derbyshire London.
Hawkes, P.J., Gouldby, B.P., Sun, W., Tawn, J.A., Hames, D.P., Reeve, D., Blackman, D.L., Sproson, R. and Mavronasos, K. (2004). A comparison of marginal and joint extremes pre-dicted from synthesised wave and water level data. In Flood Risk Assessment: the Proceedings of the IMA Conference on Flood Risk Assessment, 65-74, IMA, Southend.
Butler, A., Heffernan, J.E., Flather, R.A. and Tawn, J.A. (2004). Spatial estimation of extremal trends in North Sea surge elevations. In Flood Risk Assessment: the Proceedings of the IMA Conference on Flood Risk Assessment, 117-126, IMA, Southend.
Lamb, R., Keef, C., Tawn, J. A., Surendran, S. and Meadowcroft, I. (2008). Spatial coherence in flood risk. DEFRA Conference paper.
Strudwick, T., Worth, D., McMillian, A., Laeger, S., Surrendan, S., Horsburgh, K., Blackman, D., Gubbin, A., Lawless, M. and Tawn, J.A. (2008). Development and dissemination of
information on coastal and estuarine extremes. DEFRA Conference paper.
Keef, C., Lamb, R., Dunning, P. and Tawn, J. A. (2008). Multiscale probabilistic risk assessment. Conference paper for Flood Risk 2008.
Keef, C., Lamb, R., Tawn, J.A. and Laeger, S. (2010). A multivariate model for the broad scale spatial assessment of flood risk. In: Proc. BHS 2010 International Symp., Newcastle, July 2010. pp 234-239.
Lamb, R., Keef, C., Tawn, J. A., Laeger, S., Meadowcroft, I. and Surendran, S. (2010). Risk assessment for widespread flooding (or why 'unprecedented' floods happen so often). Proceedings of the 45th Defra Flood and Coastal Management Conference, 5 - 7 July 2010, Telford, UK.
McMillan, A., Worth, D., Laeger, S., Hunt,T., Scott, A., Becker, M., Horsburgh, K., Lawless, M., Batstone, C., Tawn, J. A. (2011). How high is high enough? - The art of assessing extreme conditions for effective coastal management. Proceedings of ICE Coastal Management Conference, Belfast.
Papastathopoulos, I. and Tawn, J. A. (2013). Graphical models for multivariate extremes. Greek Statistical Institute, Proceedings of 25th Panhellenic Statistics Conference, 315-323.
Towe, R., Eastoe, E. Tawn, J. A., Wu, Y., Jonathan, P. (2013). The extremal dependence of
storm severity, wind speed and surface level pressure in the northern North Sea. To appear in
Proceedings of the 32nd International Conference on Ocean, Offshore and Arctic Engineering,
OMAE2013-10154.
Major Reports in the Public Domain
Dixon, M. J. and Tawn, J. A. (1994). Estimates of extreme sea conditions. Extreme sea-levels at the UK A-class sites: site-by-site analyses, Proudman Oceanographic Laboratory report, 65, 228 pages.
Dixon, M. J. and Tawn, J. A. (1995). Estimates of extreme sea conditions. A spatial analysis of extreme sea-levels, Proudman Oceanographic Laboratory report, 72, 299 pages.
Dixon, M. J. and Tawn, J. A. (1997). Spatial analyses for the UK, Proudman Oceanographic Laboratory report, 112, 200 pages.
Bortot, P. and Tawn, J. A. (1998). Joint probability methods for extreme still water levels and waves. Part of HR Wallingford report, SR537, 234 pages.
Tawn, J. A. and Heffernan, J. E. (2001). Report on the Statistical Analysis of the Seakeeping Model Tests for a Cape Size Bulk Carrier. DTLR report.
I am mainly interested in teaching at the more mathematical end of probability and statistics.
I have particular interest in teaching at the interface between probability models and statistical
inference and engagement with applications. I do though also enjoy interactive teaching using
simulation.
I put in considerable effort to make my lecture notes accessible and comprehensive. I adopt a
common style of gaps in notes with my gaps covering all the examples. I use alot of graphical
and visual aids to help understanding. Students however often judge a course primarily on
whether they can do questions, so I spend considerable effort also to tie in coursework questions
so that they build and stretch the students understanding. I like to engage with students during
lecturing and often stop the lecturing to either get the students to discuss issues or to try out an
approach. During this time I get the opportunity to explore and observe student understanding.
Current Teaching
STOR601 Training for Research and Industry: Co-coordinator and co-developer of this novel
training course which is at the core of the training of the MRes component of the STOR-i Doctoral
Training Centre.
Previous Teaching developments at Lancaster
I have developed and taught the first versions of the following courses which continue to run
now in essentially the format that I developed:
MATH104: the first year probability module (1992-98)
MATH105: the first year statistics module (2001-04)
MATH230: the second year probability module (2001-05)
MATH350: 3rd year likelihood inference module (1993-99)
MATH351: 3rd year Bayesian statistics module (1992-94)
MATH451: masters/4th year advanced likelihood module (1992-2001)
MATH452: masters/4th year extreme value theory and methods module (1993-2007)
MSCI213: statistics module for Management School pre A-level students (2004-7)
Internal Teaching Related Responsibilities
1993-7: Part II and International Tutor
2007: Appointment panel member for Faculty Associate Dean for UG teaching
2010-: Director of Studies for MRes in Statistics and Operational Research
External Teaching Related Responsibilities
1997-2000: External examiner for the Statistics courses in the undergraduate Mathematics
degree and all the Engineering courses, Imperial College.
1999-2002: External examiner for the Statistics courses in the UG and PGT degrees at Warwick
University.
2003: Member of review panel of Mathematics Departments at Bath.
2003-7: External examiner to GDip/MSc in Statistics, University of Shefield.
2003-7: External examiner for UG and PGT Statistics modules, University of Essex.
2009: Member of review panel of Mathematics Department at St Andrews.
2011-5: External examiner for UG and PGT Statistics, University of Glasgow.
1996-: Professor of Statistics, Department of Mathematics and Statistics, Lancaster University.
2011: Promoted to Band 2 on professorial scale.
2001-7: Head of Department of Mathematics and Statistics, Lancaster University.
1992-96: Senior Lecturer, Department of Mathematics and Statistics, Lancaster University.
1988-92: Lecturer, Department of Probability and Statistics, University of Sheffield.
Visiting Posts
1996-01: Visiting Professor, University of Surrey.
2007-10: Associate membership of the Oxford-Man Institute.
Academic Qualifications
B.Sc. First class honours in Mathematics, Imperial College, University of London, 1982-85
PhD Statistics, University of Surrey, 1985-88
Family
Married to Julia since 1988. Not sure how she has put up with me this long!
Nicholas is currently finishing a Mathematics degree at Bath University and about to start a PhD in Statistics at Warwick University with Gareth Roberts.
Georgina is currently doing a Foundation course in Art and Design before starting a Fine Art degree.
Nicholas specialised in breaststroke and was selected for the 2012 Olympic Talent Squad. Highlights of his swimming career were: 2007 British Champion in 16 years and under 100m breaststroke in 1:05.91 l.c. and bronze in the 200m breaststroke in 2:23.69 l.c.; 2008 Captaining Lancashire to be National Inter-Counties champions; 2009 Lancashire Open age champion in 50m, 100m and 200m breaststroke. Nicholas now focuses on mountain and road biking.
Gina set a Lancaster schools record at 50m breaststroke and also trained in ice skating at Blackburn, trained under Karen Barber (of Dancing on Ice fame).
Our border collie Tess completes the family.
Personal Interests
1960s music: Beatles, Kinks, Beach Boys and Bob Dylan.
Walking: the Yorkshire Dales, Peak District and Lake District.
Archeology: stone circles and burial chambers.
Swimming: honorary member of Carnforth Otters.
Football: Support of Mnachester United and Colchester United.
Favourite holiday locations: Scotish islands and west coast.
I am mainly interested in teaching at the more mathematical end of probability and statistics.
I have particular interest in teaching at the interface between probability models and statistical
inference and engagement with applications. I do though also enjoy interactive teaching using
simulation.