# Anthony Davison

**EPFL SB MATH STAT **

MA B1 423 (Bâtiment MA)

Station 8

CH-1015 Lausanne

+41 21 693 55 02

+41 21 693 54 56

Office: MA B1 423

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### Fields of expertise

Applications, particularly to environmental and biological data.

### Mission

### Biography

Statistics of extremes concerns rare events such as storms, high winds and tides, extreme pollution episodes, sporting records, and the like. The subject has a long history, but under the impact of engineering and environmental problems has been an area of intense development in the past 20 years. Davison''s PhD work was in this area, in a project joint between the Departments of Mathematics and Mechanical Engineering at Imperial College, with the aim of modelling potential high exposures to radioactivity due to releases from nuclear installations. The key tools developed, joint with Richard Smith, were regression models for exceedances over high thresholds, which generalized earlier work by hydrologists, and formed the basis of some important later developments. This has led to an ongoing interest in extremes, and in particular their application to environmental and financial data. A major current interest is the development of suitable methods for modelling rare spatio-temporal events, particularly but not only in the context of climate change.

Likelihood asymptotics too have undergone very substantial development since 1980. Key tools here have been saddlepoint and related approximations, which can give remarkably accurate approximate distribution and density functions even for very small sample sizes. These approximations can be used for wide classes of parametric models, but also for certain bootstrap and resampling problems. The literature on these methods can seem arcane, but they are potentially widely applicable, and Davison wrote a book joint with Nancy Reid and Alessandra Brazzale intended to promote their use in applications.

Bootstrap methods are now used in many areas of application, where they can provide a researcher with accurate inferences tailor-made to the data available, rather than relying on large-sample or other approximations of doubtful validity. The key idea is to replace analytical calculations of biases, variances, confidence and prediction intervals, and other measures of uncertainty with computer simulation from a suitable statistical model. In a nonparametric situation this model consists of the data themselves, and the simulation simply involves resampling from the existing data, while in a parametric case it involves simulation from a suitable parametric model. There is a wide range of possibilities between these extremes, and the book by Davison and Hinkley explores these for many data examples, with the aim of showing how and when resampling methods succeed and why they can fail.

He was Editor of Biometrika (2008-2017), Joint Editor of Journal of the Royal Statistical Society, series B (2000-2003), editor of the IMS Lecture Notes Monograph Series (2007), Associate Editor of Biometrika (1987-1999), and Associate Editor of the Brazilian Journal of Probability and Statistics (1987 2006). Currently he on the editorial board of Annual Reviews of Statistics and its Applications. He has served on committees of Royal Statistical Society and of the Institute of Mathematical Statistics. He is an elected Fellow of the American Statistical Assocation and of the Institute of Mathematical Statistics, an elected member of the International Statistical Institute, and a Chartered Statistician.

In 2009 he was awarded a laurea honoris causa in Statistical Science by the University of Padova, in 2011 he held a Francqui Chair at Hasselt University, and in 2012 he was Mitchell Lecturer at the University of Glasgow. In 2015 he received the Guy Medal in Silver of the Royal Statistical Society and in 2018 was a Medallion Lecturer of the Institute of Mathematical Statistics.

### Education

**BA**

Mathematics

Oxford

1980

**MSc**

Statistics

Imperial College London

1981

**PhD**

Statistics

Imperial College London

1984

### Awards

**Laurea Honoris Causa in Statistical Science**

University of Padova

2009

**Guy Medal in Silver **

Royal Statistical Society

2015

**Medallion Lecture**

Institute of Mathematical Statistics

2018

**Mitchell Lecturer**

University of Glasgow

2012

**Francqui Chair**

Hasselt University

2011

## Publications

### Infoscience publications

#### Infoscience

#### Model misspecification in peaks over threshold analysis

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

#### Stochastic modelling of prey depletion processes

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

#### Accurate parametric inference for small samples

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

#### Statistical inference for olfactometer data

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

#### Applied Asymptotics: Case Studies in Small-Sample Statistics

Cambridge: Cambridge University Press.#### Bootstrap diagnostics and remedies

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

#### Improved likelihood inference for discrete data

*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

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

#### A point process approach to value-at-risk estimation

*Quantitative Finance*. 2005. DOI : 10.1080/14697680500039613.

#### Generalized additive models for sample extremes

*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

Oxford, UK: Oxford University Press.#### Statistical Models

Cambridge: Cambridge University Press.#### Biometrika centenary: Theory and general methodology

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

#### Local likelihood smoothing of sample extremes

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

#### Bootstrap Methods and Their Application

Cambridge: Cambridge University Press.### Teaching & PhD

#### Teaching

Mathematics