Research
Research Interests
My research interests lie in the intersection between applied and methodological statistics. My past projects focused on missing data, predictive analytics, extreme value analysis and point process modelling.
I’m particularly interested in developing efficient inference methods for non-standard data generating mechanisms to better model the rich, complex data sets that arise from environmental and industrial processes.
Projects
Automated threshold selection and associated inference uncertainty for univariate extremes. (arXiv) Work with Conor Murphy, developing a novel methodology for automated threshold selection in univariate extreme value modelling and to propagate uncertainty in this threshold choice through to estimates of extreme quantiles. The effectiveness of our method is demonstrated though an extensive simulation study, compared to the leading existing methods and applied to the well-known and troublesome example of the River Nidd dataset.
Inference for extreme earthquake magnitudes accounting for a time-varying measurement process. (arXiv) Motivated by earthquake catalogues, we consider variable data quality in the form of rounded and incompletely observed data. We develop an approach to select a time-varying modelling threshold that makes best use of the available data in an extreme value analysis, accounting for uncertainty in the magnitude model and for the rounding of observations.
Statistical Modelling of Induced Earthquakes (PhD Thesis). My PhD thesis focused on how to model anthropogenic earthquakes while making best use of the limited available data. Firstly, a selection of physically-motivated parametric models are explored for describing the link between gas extraction and induced earthquake locations. Secondly, new inference methods are developed that allow improvements to the earthquake detection network to be included when modelling extreme earthquake magnitudes. Finally, a reparameterised and extended version of the Epidemic Type Aftershock model introduced. This both allows for more efficient inference and relaxes the common assumption of independent and identically distributed magnitudes.
A review of simulated annealing techniques: Simulated annealing is a metahuristic technique mainly used for combinatorial optimisation. Applications, parallelisation and extensions of the technique were reviewed.
Inference on censored networks: Networks are censored when existing nodes or edges are not observed. Methods for inference under different types of missingness were explored. Master’s project supervised by Dr. Christopher Nemeth.
Computationally intensive methods for modelling household epidemics: Approximate Bayesian Computation was utilised to allow inference on disease models with intractable likelihoods. Master’s dissertation supervised by Prof. Peter Neal.
Conference and workshop contributions
| Date | Event | Location |
|---|---|---|
| Sep 2024 | Royal Statistical Society conference | Brighton, UK. |
| Jun 2024 | UK Conference on Teaching Statistics | Manchester, UK. |
| Nov 2023 | RSS Local Group Meeting | Bath, UK. |
| Sep 2023 | Royal Statistical Society conference | Harrogate, UK. |
| Sep 2023 | RSS pre-conference workshop | Harrogate, UK. |
| Jun 2023 | IMA Idea Exchange: Mathematicians and Statisticians Teaching in Higher Education | Remote. |
| Sep 2022 | Royal Statistical Society conference | Aberdeen, UK. |
| Jun 2022 | M_max workshop | Amsterdam, NL. |
| Jan 2021 | CRG Extremes workshop | Remote. |
| May 2020 | STOR-i time-series and spatial statistics workshop | Remote. |
| Sept 2019 | Interfaces in extreme value theory workshop | Lancaster, UK. |
| Sept 2019 | Royal Statistical Society conference | Belfast, UK. |
| Aug 2019 | International statistical seismology workshop (StatSei11) | Hakone, JPN. |
| Jul 2019 | GRASPA (Italian Environmetics Society) | Pescara, IT. |
| Jan 2019 | STOR-i annual conference | Lancaster, UK. |
| Jan 2018 | STOR-i annual conference | Lancaster, UK. |
Research Project Supervision
I have had the good fortune to supervise some exceptional early career researchers in their postgraduate and undergraduate research projects. Below is a list of the students I have supervised along with their project titles.
PhD
- Conor Murphy (Oct 2021 - Present) - Assessment of hazard and risk due to induced seismicity for underground CO2 Storage and oil and gas production assets.
- Wanchen Yue (Oct 2023 - Present) - Statistical earthquake models to account for measurement errors and dependence.
MSc and MSci
Academic Year 2023-24
- Brian Mac Carvill - Modelling extreme changes in crude oil prices.
- Yinglai Qi - Investigating the risk of developing diabetes using UK Biobank data.
- Etienne Caprioli - Modelling extreme natural hazards in the United States of America.
- Ioannis Spanos - Peaks over threshold modelling with missing data.
- Xinran Huang - Nonstationary ETAS models for temporal variations in earthquake occurrences
- Tommy Tong - Analyzing the Dynamics and Catastrophic Events of Space Weather.
- Zihan Yan - Analysis of significant wave heights in the North Atlantic Ocean.
- Jiahui Chen - Statistical modelling of earthquakes in the North Anatolian Fault Zone.
- Jianjing Yu - Rare events in financial time series.
Academic Year 2022-23
- Wanchen Yue - Statistical earthquake models to account for measurement errors and dependence.
- Ash Bellett - Contextual bandits with non-stationary Gaussian process rewards.
- Christian Liman - Multiple imputation for tree-based models.
- Li Vern Teo - Catch me if you CNN: adversarial machine learning for detecting synthetic content.
- Minjian Wu - Outlier detection and adaptation under covariate shift.
- Paula Cordero Encinar - Representing ignorance about extreme earthquake magnitudes.
- Lucy He - Measurement errors in earthquake modelling.
- Shantianfang Gao - Inhomogeneous Poisson point process estimation using spline methods.
Academic Year 2021-22
- Diana Xu - An extreme value mixture model for natural gas prices.
- Hugo Barnett - Hypothesis testing with the self-inhibiting Hawkes process.
- Nan Zhou - Self-driving vehicles road safety analysis by application of extreme value theory.
- Xuan Hou - An extreme value analysis of rainfall in London.
- Conor Murphy - Assessment of hazard and risk due to induced seismicity for underground CO2 Storage and oil and gas production assets.
Undergraduate
- Natalie Young - Point pattern analysis in statistical ecology.
- Peter Greenstreet - Self-exciting point process models.