Jennifer Wadsworth
Modelling extremes of multiple random variables is an intricate task, as the dependence assumptions on the data will strongly influence extrapolations from our models. This can change the estimated probability of certain extreme events occurring by orders of magnitude, which has a clear impact on risk assessment. There are different approaches to modelling multivariate extremes, but modelling in moderate-high dimensions, while allowing for realistic dependence structures, still represents a challenge. A new framework, based on a so-called geometric representation of multivariate extremes, appears promising for opening up higher dimensional analysis. This PhD project will develop novel methodology to help realise the potential of this exciting new approach.
Emma Eastoe, Israel Martinez Hernandez
Each year flooding in the UK causes disruption to local communities and the economy. Protection of people, homes, businesses and infrastructure in locations vulnerable to flooding requires accurate predictions of flood risk. For many years, the industry standard was to fit a statistical model to historical river flow measurements at each location, with predictions based on an extrapolation from this model. The models used tended to be overly simplistic and unable to capture important process features such as inter-year variability, long term trends, impacts of land use change and spatio-temporal dependence. Using data from the UK National River Flow archive, this project will investigate ways to improve flood risk predictions by modeling within- and between event temporal dependence. The objectives of this project are to develop
- Statistical predictions of flood event profiles by combining functional data analysis with extreme value theory.
- Statistical models to describe the clustering of flood events, such as those seen in the North of the UK as a consequence of Storms Desmond, Eva and Frank in December 2015/January 2016 and the recent Storm Babet (October 2023).
- A multivariate approach to capture the joint risk of fluvial (river) and coastal flooding for vulnerable regions in the UK.
The project will suit anyone with a Master's level understanding of statistical modelling including generalised linear models, mixed effects models and either time series analysis or geostatistics. You should be confident with at least one of likelihood and Bayesian inference, and undergraduate-level multivariate probability.
References
Eastoe, E. (2019). Nonstationarity in peaks‐over‐threshold river flows: A regional random effects model. Environmetrics, 30(5), e2560.
Heffernan, J. E., & Tawn, J. A. (2004). A conditional approach for multivariate extreme values (with discussion). Journal of the Royal Statistical Society Series B: Statistical Methodology, 66(3), 497-546.
Keef, C., Tawn, J., & Svensson, C. (2009). Spatial risk assessment for extreme river flows. Journal of the Royal Statistical Society Series C: Applied Statistics, 58(5), 601-618.
Keef, C., Tawn, J. A., & Lamb, R. (2013). Estimating the probability of widespread flood events. Environmetrics, 24(1), 13-21.
Martinez-Hernandez, I., & Genton, M. (2023). Surface time series models for large spatio-temporal datasets. Spatial Statistics, 53.
Martinez-Hernandez, I. & Genton, M. (2021). Nonparametric trend estimation in functional time series with application to annual mortality rates. Biometrics, 77(3).
Winter, H. C., & Tawn, J. A. (2017). k th-order Markov extremal models for assessing heatwave risks. Extremes, 20, 393-415.