Anthony Davison

EPFLSBSB-DECPH-SB

Expertise

Statistical theory and methods.
Applications, particularly to environmental and biological data.

Mission

The goal of my academic work is to further the development of statistical science through the development and application of new approaches to data analysis and through collaborations both within and outwith the EPFL.
Anthony Davison has published on a wide range of topics in statistical theory and methods, and on environmental, biological and financial applications. His main research interests are statistics of extremes, likelihood asymptotics, bootstrap and other resampling methods, and statistical modelling, with a current particular focus on the first of these.

Education

BA

| Mathematics

1980 – 1980 Oxford

MSc

| Statistics

1981 – 1981 Imperial College London

PhD

| Statistics

1984 – 1984 Imperial College London

Awards

Guy Medal in Silver

Royal Statistical Society

2015

Medallion Lecture

Institute of Mathematical Statistics

2018

Laurea Honoris Causa in Statistical Science

University of Padova

2009

Francqui Chair

Hasselt University

2011

Mitchell Lecturer

University of Glasgow

2012

Fellow

Institute of Mathematical Statistics

1999

Fellow

American Statistical Association

2002

Elected member

International Statistical Institute

1991

Saw Swee Hock Visiting Professor

University of Hong Kong

2017

Selected publications

Statistical Models

Davison, A. C.
Published in Cambridge University Press, x 728 pages, 2003 in

Bootstrap Methods and their Application

Davison, A. C. and Hinkley, D. V.
Published in Cambridge University Press, x 582 pages, 1997 in

Celebrating Statistics: Papers in Honour of Sir David Cox on his 80th Birthday

Davison, A. C., Dodge, Y. and Wermuth, N. (eds)
Published in Oxford University Press, 2005 in

Models for exceedances over high thresholds (with Discussion)

Davison, A. C. and Smith, R. L.
Published in Journal of the Royal Statistical Society, series B, 52, 1990 in

Resampling-based variance estimation for labour force surveys

Canty, A. J. and Davison, A. C.
Published in The Statistician, 48, 1999 in

Biometrika Centenary: Theory and general methodology

Davison, A. C.
Published in Biometrika, 88, 2001 in

Recent developments in bootstrap methodology

Davison, A. C., Hinkley, D. V. and Young, G. A.
Published in Statistical Science, 18, 2003 in

Posterior probability intervals in Bayesian wavelet estimation

Semadeni, C., Davison, A. C. and Hinkley, D. V.
Published in Biometrika, 91, 2004 in

Generalized additive modelling of sample extremes

Chavez-Demoulin, V. and Davison, A. C.
Published in Applied Statistics, 54, 2005 in

A point process approach to value-at-risk estimation

Chavez-Demoulin, V., Davison, A. C. and McNeil, A. J.
Published in Quantitative Finance 5, 2005 in

Bootstrap diagnostics and remedies

Canty, A. J., Davison, A. C., Hinkley, D. V. and Ventura, V.
Published in Canadian Journal of Statistics 34, 2006. in

Improved likelihood inference for discrete data

Davison, A. C., Fraser, D. A. S., and Reid, N.
Published in Journal of the Royal Statistical Society, series B, 68, 2006 in

Statistical Modelling of Spatial Extremes

A. C. Davison, S. Padoan and M. Ribatet
Published in Statistical Science in 2012

all

Anthony C Davison and Igor Rodionov's contribution to the Discussion of 'Estimating means of bounded random variables by betting' by Waudby-Smith and Ramdas

A. C. DavisonI. Rodionov

Journal Of The Royal Statistical Society Series B-Statistical Methodology. 2024. DOI : 10.1093/jrsssb/qkad118.

A note on universal inference

T. TseA. C. Davison

Stat. 2022. DOI : 10.1002/sta4.501.

Space Oddity? A Statistical Formulation of Conjunction Assessment

S. ElkantassiA. C. Davison

Journal Of Guidance Control And Dynamics. 2022. DOI : 10.2514/1.G006282.

Trends in the Extremes of Environments Associated with Severe US Thunderstorms

E. KochJ. KohA. C. DavisonC. LeporeM. K. Tippett

Journal Of Climate. 2021. DOI : 10.1175/JCLI-D-19-0826.1.

A fully joint Bayesian quantitative trait locus mapping of human protein abundance in plasma

H. RuffieuxJ. CarayolR. PopescuM.-E. HarperR. Dent  et al.

Plos Computational Biology. 2020. DOI : 10.1371/journal.pcbi.1007882.

Discussion

A. C. Davison

Journal Of The American Statistical Association. 2020. DOI : 10.1080/01621459.2020.1762616.

Inference on the Angular Distribution of Extremes

C. A. Semadeni / A. C. Davison (Dir.)

Lausanne, EPFL, 2020. DOI : 10.5075/epfl-thesis-8168.

Automatic L2 Regularization for Multiple Generalized Additive Models

Y. El Bachir / A. C. Davison (Dir.)

Lausanne, EPFL, 2019. DOI : 10.5075/epfl-thesis-9393.

High-dimensional peaks-over-threshold inference

R. de FondevilleA. C. Davison

Biometrika. 2018. DOI : 10.1093/biomet/asy026.

A Functional Framework for Enhanced Ultrasound Imaging

L. Roquette

2017

Likelihood Estimation for the INAR(p) Model by Saddlepoint Approximation

X. PedeliA. C. DavisonK. Fokianos

Journal Of The American Statistical Association. 2015. DOI : 10.1080/01621459.2014.983230.

Bayesian Semiparametrics for Modelling the Clustering of Extreme Values

T. Lugrin

2013

The Banff challenge: Statistical detection of a noisy signal

A. C. DavisonN. Sartori

Statistical Science. 2008. DOI : 10.1214/08-STS260.

A mixture model for multivariate extremes

M.-O. BoldiA. C. Davison

Journal of the Royal Statistical Society, series B. 2007. DOI : 10.1111/j.1467-9868.2007.00585.x.

Clustering of extreme temperatures from 1772 to 2004

M. SuvegesA. C. Davison

Global Change Day 2006, Bern, Switzerland, 2006-04-20.

Bootstrap diagnostics and remedies

A. J. CantyA. C. DavisonD. V. HinkleyV. Ventura

Canadian Journal of Statistics. 2006. DOI : 10.1002/cjs.5550340103.

Statistical Models

A. C. Davison

Cambridge: Cambridge University Press, 2003.

Discussion of Wakefield, J. (2004) Ecological inference for 2x2 tables

A. C. DavisonC. Semadeni

Journal of the Royal Statistical Society series A. 2003.

Inference for the poly-Weibull model

A. C. DavisonF. Louzada-Neto

The Statistician. 2000. DOI : 10.1111/1467-9884.00229.

Practical small-sample parametric inference

A. R. Brazzale / A. C. Davison (Dir.)

Lausanne, EPFL, 2000. DOI : 10.5075/epfl-thesis-2230.

Two problems in environmental statistics : capture-recapture analysis and smooth extremal models

V. Chavez / A. C. Davison (Dir.)

Lausanne, EPFL, 1999. DOI : 10.5075/epfl-thesis-2082.

The bootstrap: A tutorial

A. C. DavisonH. FriedlA. BergholdG. Kauermann

1999. p. 10 - 18.

Implementation of saddlepoint approximations in resampling problems

A. J. CantyA. C. Davison

Statistics and Computing. 1998. DOI : 10.1023/A:1008801807768.

Infoscience

Model misspecification in peaks over threshold analysis

M. SüvegesA. C. Davison

The Annals of Applied Statistics. 2010. DOI : 10.1214/09-AOAS292.

Stochastic modelling of prey depletion processes

T. ClercA. C. DavisonL.-F. Bersier

Journal of Theoretical Biology. 2009. DOI : 10.1016/j.jtbi.2009.04.017.

Accurate parametric inference for small samples

A. R. BrazzaleA. C. Davison

Statistical Science. 2008. DOI : 10.1214/08-STS273.

Statistical inference for olfactometer data

I. RicardA. C. Davison

Applied Statistics. 2007. DOI : 10.1111/j.1467-9876.2007.00588.x.

Applied Asymptotics: Case Studies in Small-Sample Statistics

A. R. BrazzaleA. C. DavisonN. Reid

Cambridge: Cambridge University Press.

Bootstrap diagnostics and remedies

A. J. CantyA. C. DavisonD. V. HinkleyV. Ventura

Canadian Journal of Statistics. 2006. DOI : 10.1002/cjs.5550340103.

Improved likelihood inference for discrete data

A. C. DavisonD. A. S. FraserN. Reid

Journal of the Royal Statistical Society series B. 2006. DOI : 10.1111/j.1467-9868.2006.00548.x.

A Laplace mixture model for the identification of differential expression in microarrays

D. BhowmickA. C. DavisonD. R. GoldsteinY. Ruffieux

Biostatistics. 2006. DOI : 10.1093/biostatistics/kxj032.

A point process approach to value-at-risk estimation

V. Chavez-DemoulinA. C. DavisonA. J. McNeil

Quantitative Finance. 2005. DOI : 10.1080/14697680500039613.

Generalized additive models for sample extremes

V. Chavez-DemoulinA. C. Davison

Applied Statistics. 2005. DOI : 10.1111/j.1467-9876.2005.00479.x.

Celebrating Statistics: Papers in Honour of Sir David Cox on the Occasion of his 80th Birthday

A. C. DavisonY. DodgeN. Wermuth

Oxford, UK: Oxford University Press.

Statistical Models

A. C. Davison

Cambridge: Cambridge University Press.

Biometrika centenary: Theory and general methodology

A. C. Davison

Biometrika. 2001. DOI : 10.1093/biomet/88.1.13.

Local likelihood smoothing of sample extremes

A. C. DavisonN. I. Ramesh

Journal of the Royal Statistical Society series B. 2000. DOI : 10.1111/1467-9868.00228.

Bootstrap Methods and Their Application

A. C. DavisonD. V. Hinkley

Cambridge: Cambridge University Press.