Anthony Davison
EPFL SB MATH STAT
MA B1 423 (Bâtiment MA)
Station 8
1015 Lausanne
+41 21 693 55 02
+41 21 693 54 56
Office:
MA B1 423
EPFL
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Web site: Web site: https://stat.epfl.ch/
Web site: Web site: https://sma.epfl.ch/
Fields of expertise
Statistical theory and methods.
Applications, particularly to environmental and biological data.
Applications, particularly to environmental and biological data.
Mission
The goal of my academic work is to further the development of statistical science through teaching at all university levels, through the development and application of new approaches to data analysis, and through collaboration both within and outwith the EPFL.Biography
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 particular focus on the first currently.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
Books
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
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
Journal Of The Royal Statistical Society Series B-Statistical Methodology. 2024-02-08. DOI : 10.1093/jrsssb/qkad118.Valerie Chavez-Demoulin, Anthony C Davison and Erwan Koch's contribution to the Discussion of 'The First Discussion Meeting on Statistical aspects of climate change'
Journal Of The Royal Statistical Society Series C-Applied Statistics. 2023-09-02. DOI : 10.1093/jrsssc/qlad051.Valerie Chavez-Demoulin, Anthony C Davison and Erwan Koch's contribution to the Discussion of 'The First Discussion Meeting on Statistical aspects of climate change'
Journal Of The Royal Statistical Society Series A-Statistics In Society. 2023-09-02. DOI : 10.1093/jrsssc/qlad051.Improved inference for a boundary parameter
Canadian Journal Of Statistics-Revue Canadienne De Statistique. 2023-08-04. DOI : 10.1002/cjs.11791.Timing and spatial selection bias in rapid extreme event attribution
Weather And Climate Extremes. 2023-06-19. DOI : 10.1016/j.wace.2023.100584.Wind, Hail, and Climate Extremes: Modelling and Attribution Studies for Environmental Data
Lausanne, EPFL, 2023. DOI : 10.5075/epfl-thesis-11082.Higher Order Asymptotics: Applications to Satellite Conjunction and Boundary Problems
Lausanne, EPFL, 2023. DOI : 10.5075/epfl-thesis-9493.Causal modelling of heavy-tailed variables and confounders with application to river flow
Extremes. 2022-12-17. DOI : 10.1007/s10687-022-00456-4.A note on universal inference
Stat. 2022-12-01. DOI : 10.1002/sta4.501.Downscaling of Historical Wind Fields over Switzerland Using Generative Adversarial Networks
Artificial Intelligence for the Earth Systems. 2022-11-28. DOI : 10.1175/AIES-D-22-0018.1.Space Oddity? A Statistical Formulation of Conjunction Assessment
Journal Of Guidance Control And Dynamics. 2022-10-17. DOI : 10.2514/1.G006282.Improved Inference On Risk Measures For Univariate Extremes
Annals Of Applied Statistics. 2022-09-01. DOI : 10.1214/21-AOAS1555.Tail Risk Inference via Expectiles in Heavy-Tailed Time Series
Journal Of Business & Economic Statistics. 2022-07-02. DOI : 10.1080/07350015.2022.2078332.Functional peaks-over-threshold analysis
Journal Of The Royal Statistical Society Series B-Statistical Methodology. 2022-05-20. DOI : 10.1111/rssb.12498.Is There a Cap on Longevity? A Statistical Review
Annual Review Of Statistics And Its Application. 2022-01-01. DOI : 10.1146/annurev-statistics-040120-025426.Spatiotemporal modelling of extreme wildfires and severe thunderstorm environments
Lausanne, EPFL, 2022. DOI : 10.5075/epfl-thesis-9156.Human mortality at extreme age
Royal Society Open Science. 2021-09-29. DOI : 10.1098/rsos.202097.Sub‐asymptotic motivation for new conditional multivariate extreme models
Stat. 2021-08-30. DOI : 10.1002/sta4.401.Trends in the Extremes of Environments Associated with Severe US Thunderstorms
Journal Of Climate. 2021-02-01. DOI : 10.1175/JCLI-D-19-0826.1.Practical issues with modeling extreme Brazilian rainfall
Brazilian Journal Of Probability And Statistics. 2021-02-01. DOI : 10.1214/20-BJPS495.Parameter estimation for discretely observed linear birth-and-death processes
Biometrics. 2021. DOI : 10.1111/biom.13282.Special Issue: "Data Science versus Classical Inference: Prediction, Estimation, and Attribution", honouring Prof. Brad Efron's International Prize in Statistics in 2019 Discussion
International Statistical Review. 2020-12-01. DOI : 10.1111/insr.12410.The challenges of impact evaluation: Attempting to measure the effectiveness of community-based disaster risk management
International Journal of Disaster Risk Reduction. 2020-10-01. DOI : 10.1016/j.ijdrr.2020.101732.An unethical optimization principle
Royal Society Open Science. 2020-07-01. DOI : 10.1098/rsos.200462.A fully joint Bayesian quantitative trait locus mapping of human protein abundance in plasma
Plos Computational Biology. 2020-06-01. DOI : 10.1371/journal.pcbi.1007882.A Global-Local Approach For Detecting Hotspots In Multiple-Response Regression
Annals Of Applied Statistics. 2020-06-01. DOI : 10.1214/20-AOAS1332.Discussion
Journal Of The American Statistical Association. 2020-04-02. DOI : 10.1080/01621459.2020.1762616.Inference on the Angular Distribution of Extremes
Lausanne, EPFL, 2020. DOI : 10.5075/epfl-thesis-8168.Comment: Models Are Approximations!
Statistical Science. 2019-11-01. DOI : 10.1214/19-STS746.Fast Automatic Smoothing for Generalized Additive Models
Journal Of Machine Learning Research. 2019-01-01.Contributions to Likelihood-Based Modelling of Extreme Values
Lausanne, EPFL, 2019. DOI : 10.5075/epfl-thesis-9685.Automatic L2 Regularization for Multiple Generalized Additive Models
Lausanne, EPFL, 2019. DOI : 10.5075/epfl-thesis-9393.Large-scale variational inference for Bayesian joint regression modelling of high-dimensional genetic data
Lausanne, EPFL, 2019. DOI : 10.5075/epfl-thesis-9139.Dependence properties of spatial rainfall extremes and areal reduction factors
Journal Of Hydrology. 2018-10-01. DOI : 10.1016/j.jhydrol.2018.08.061.'The life of man, solitary, poore, nasty, brutish, and short': Discussion of the paper by Rootzen and Zholud
Extremes. 2018-09-01. DOI : 10.1007/s10687-018-0329-5.High-dimensional peaks-over-threshold inference
Biometrika. 2018-09-01. DOI : 10.1093/biomet/asy026.Functional Peaks-Over-Threshold Analysis for Complex Extreme Events
Lausanne, EPFL, 2018. DOI : 10.5075/epfl-thesis-8927.Optimal regionalization of extreme value distributions for flood estimation
JOURNAL OF HYDROLOGY. 2018. DOI : 10.1016/j.jhydrol.2017.10.051.Automatic module selection from several microarray gene expression studies
BIOSTATISTICS. 2018. DOI : 10.1093/biostatistics/kxx032.Semiparametric Bayesian Risk Estimation for Complex Extremes
Lausanne, EPFL, 2018. DOI : 10.5075/epfl-thesis-8349.Efficient inference for genetic association studies with multiple outcomes
Biostatistics. 2017. DOI : 10.1093/biostatistics/kxx007.A Functional Framework for Enhanced Ultrasound Imaging
2017Contributions to Modelling Extremes of Spatial Data
Lausanne, EPFL, 2017. DOI : 10.5075/epfl-thesis-7479.Modelling across extremal dependence classes
Journal Of The Royal Statistical Society Series B-Statistical Methodology. 2017. DOI : 10.1111/rssb.12157.ODE parameter estimation through a runner's model application
2016Bayesian Inference For The Brown-Resnick Process, With An Application To Extreme Low Temperatures
Annals of Applied Statistics. 2016. DOI : 10.1214/16-Aoas980.Bayesian uncertainty management in temporal dependence of extremes
Extremes. 2016. DOI : 10.1007/s10687-016-0258-0.Likelihood estimators for multivariate extremes
Extremes. 2016. DOI : 10.1007/s10687-015-0230-4.Likelihood Estimation for the INAR(p) Model by Saddlepoint Approximation
Journal Of The American Statistical Association. 2015. DOI : 10.1080/01621459.2014.983230.A simple model-based approach to variable selection in classification and clustering
Canadian Journal Of Statistics-Revue Canadienne De Statistique. 2015. DOI : 10.1002/cjs.11241.Statistics of Extremes
Annual Review Of Statistics And Its Application; Palo Alto: Annual Reviews, 2015. p. 203-235.Meta-analysis of incomplete microarray studies
Biostatistics. 2015. DOI : 10.1093/biostatistics/kxv014.Measuring the relative effect of factors affecting species distribution model predictions
Methods In Ecology And Evolution. 2014. DOI : 10.1111/2041-210X.12203.Contributions to Spatial Statistics
Lausanne, EPFL, 2014. DOI : 10.5075/epfl-thesis-6426.Meta-analysis of Incomplete Microarray Studies
Lausanne, EPFL, 2014. DOI : 10.5075/epfl-thesis-6371.Spectral Density Ratio Models for Multivariate Extremes
Journal Of The American Statistical Association. 2014. DOI : 10.1080/01621459.2013.872651.Accurate Directional Inference for Vector Parameters in Linear Exponential Families
Journal Of The American Statistical Association. 2014. DOI : 10.1080/01621459.2013.839451.Space-time modelling of extreme events
Journal Of The Royal Statistical Society Series B-Statistical Methodology. 2014. DOI : 10.1111/rssb.12035.Bayesian Semiparametrics for Modelling the Clustering of Extreme Values
2013Threshold modeling of extreme spatial rainfall
Water Resources Research. 2013. DOI : 10.1002/wrcr.20329.Geostatistics of Dependent and Asymptotically Independent Extremes
Mathematical Geosciences. 2013. DOI : 10.1007/s11004-013-9469-y.Statistical Modeling and Inference for Spatio-Temporal Extremes
Lausanne, EPFL, 2013. DOI : 10.5075/epfl-thesis-5946.Composite likelihood estimation for the Brown--Resnick process
Biometrika. 2013. DOI : 10.1093/biomet/ass089.On the relationship between total ozone and atmospheric dynamics and chemistry at mid-latitudes - Part 2: The effects of the El Nino/Southern Oscillation, volcanic eruptions and contributions of atmospheric dynamics and chemistry to long-term total ozone changes
Atmospheric Chemistry And Physics. 2013. DOI : 10.5194/acp-13-165-2013.On the relationship between total ozone and atmospheric dynamics and chemistry at mid-latitudes - Part 1: Statistical models and spatial fingerprints of atmospheric dynamics and chemistry
Atmospheric Chemistry And Physics. 2013. DOI : 10.5194/acp-13-147-2013.Open Support Platform for Environmental Research (OSPER)-tools for the discovery and exploitation of environmental data
2012. AGU Fall Meeting.Extremes: spatial parametric modeling
Encyclopedia of Environmetrics Second Edition; Chichester, UK: John Wiley, 2012. p. 984-990.Modelling Time Series Extremes
Revstat-Statistical Journal. 2012.Statistical Modeling of Spatial Extremes
Statistical Science. 2012. DOI : 10.1214/11-STS376.High-Dimensional Bayesian Clustering with Variable Selection: The R Package bclust
Journal Of Statistical Software. 2012. DOI : 10.18637/jss.v047.i05.A case study of a "Dragon-King": The 1999 Venezuelan catastrophe
European Physical Journal-Special Topics. 2012. DOI : 10.1140/epjst/e2012-01566-6.Diabetes imaging — quantitative assessment of islets of Langerhans distribution in murine pancreas using extended-focus optical coherence microscopy
Biomedical Optics Express. 2012. DOI : 10.1364/BOE.3.001365.Statistical modelling of ground temperature in mountain permafrost
Proceedings Of The Royal Society A-Mathematical Physical And Engineering Sciences. 2012. DOI : 10.1098/rspa.2011.0615.From sensor networks to connected analysis tools
2012. European Geosciences Union General Assembly 2012, Vienna, Austria, April 22-27, 2012.Bayesian inference from composite likelihoods, with an application to spatial extremes
Statistica Sinica. 2012. DOI : 10.5705/ss.2009.248.Geostatistics of extremes
Proceedings of the Royal Society of London Series A: Mathematical and Physical Sciences. 2012. DOI : 10.1098/rspa.2011.0412.Statistical Analysis of Mountain Permafrost Temperatures
Lausanne, EPFL, 2012. DOI : 10.5075/epfl-thesis-5270.Discussion of the papers by Dankers and Feyen, Cooley, and Keef
2011. International Statistical Institute, Dublin, Ireland, August 21-26, 2011.Extreme temperature analysis under forest cover compared to an open field
Agricultural And Forest Meteorology. 2011. DOI : 10.1016/j.agrformet.2011.03.005.Discussion of `Threshold modelling of spatially dependent non-stationary extremes with application to hurricane-induced wave heights' by P. J. Northrop and P. Jonathan
Environmetrics. 2011. DOI : 10.1002/env.1125.Spatial modelling of extreme snow depth
Annals of Applied Statistics. 2011. DOI : 10.1214/11-AOAS464.Hierarchical wavelet modelling of environmental sensor data
Brazilian Journal of Probability and Statistics. 2011. DOI : 10.1214/11-BJPS154.Comparison of Models for Olfactometer Data
Journal of Agricultural, Biological, and Environmental Statistics. 2011. DOI : 10.1007/s13253-010-0042-6.Statistics of extremes
International Encyclopedia of Statistical Science; new York: Springer, 2011. p. 1484--1487.The MicroArray Quality Control (MAQC)-II study of common practices for the development and validation of microarray-based predictive models
Nature Biotechnology. 2010. DOI : 10.1038/nbt.1665.Extreme events in total ozone over Arosa---Part 2: Fingerprints of atmospheric dynamics and chemistry and effects on mean values and long-term changes
Atmospheric Chemistry and Physics. 2010. DOI : 10.5194/acp-10-10033-2010.Extreme events in total ozone over Arosa---Part 1: Application of extreme value theory
Atmospheric Chemistry and Physics. 2010. DOI : 10.5194/acp-10-10021-2010.Effects of Rewarding and Unrewarding Experiences on the Response to Host-induced Plant Odors of the Generalist Parasitoid Cotesia marginiventris (Hymenoptera: Braconidae)
Journal of Insect Behavior. 2010. DOI : 10.1007/s10905-010-9215-y.Geostatistics of Extremes
Lausanne, EPFL, 2010. DOI : 10.5075/epfl-thesis-4844.Three Examples of Accurate Likelihood Inference
American Statistician. 2010. DOI : 10.1198/tast.2010.09004.Model misspecification in peaks over threshold analysis
The Annals of Applied Statistics. 2010. DOI : 10.1214/09-AOAS292.Fast high-dimensional Bayesian classification and clustering
Lausanne, EPFL, 2009. DOI : 10.5075/epfl-thesis-4482.Stochastic modelling of prey depletion processes
Journal of Theoretical Biology. 2009. DOI : 10.1016/j.jtbi.2009.04.017.Saddlepoint approximation for mixture models
Biometrika. 2009. DOI : 10.1093/biomet/asp022.Statistical analysis of clusters of extreme events
Lausanne, EPFL, 2009. DOI : 10.5075/epfl-thesis-4312.Entrainment and motion of coarse particles in a shallow water stream down a steep slope
Journal of Fluid Mechanics. 2008. DOI : 10.1017/S0022112007008774.Accurate parametric inference for small samples
Statistical Science. 2008. DOI : 10.1214/08-STS273.The Banff challenge: Statistical detection of a noisy signal
Statistical Science. 2008. DOI : 10.1214/08-STS260.Statistical methods for insect choice experiments
Lausanne, EPFL, 2008. DOI : 10.5075/epfl-thesis-4020.Some challenges for statistics
Statistical Methods and Applications. 2007. DOI : 10.1007/s10260-007-0079-z.Conserved oviposition preferences in alpine leaf beetle populations despite host shifts and isolation
Ecological Entomology. 2007. DOI : 10.1111/j.1365-2311.2006.00842.x.A mixture model for multivariate extremes
Journal of the Royal Statistical Society, series B. 2007. DOI : 10.1111/j.1467-9868.2007.00585.x.Reliable confidence intervals in quantitative genetics: Narrow-sense heritability
Theoretical and Applied Genetics. 2007. DOI : 10.1007/s00122-007-0619-9.Some Basic Functions for Tree Representations of Bayesian Markov Chain Monte Carlo Clustering
2007Hierarchical wavelet modelling of environmental sensor data
2007Rapid Classification of Phenotypic Mutants of Arabidopsis via Metabolite Fingerprinting
Plant Physiology. 2007. DOI : 10.1104/pp.106.090795.Applied Asymptotics: Case Studies in Small-Sample Statistics
Cambridge: Cambridge University Press.Resamping variance estimation in surveys with missing data
Journal of Offical Statistics. 2007.Statistical inference for olfactometer data
Applied Statistics. 2007. DOI : 10.1111/j.1467-9876.2007.00588.x.Clustering of extreme temperatures from 1772 to 2004
Global Change Day 2006, Bern, Switzerland, 20 April 2006.Méthodes de rééchantillonnage pour l'estimation de variance
Journal de la Société Française de Statistique. 2006.Bootstrap diagnostics and remedies
Canadian Journal of Statistics. 2006. DOI : 10.1002/cjs.5550340103.Assessment and analysis of mechanical allodynia-like behaviour induced by spared nerve injury (SNI) in the mouse
Pain. 2006. DOI : 10.1016/j.pain.2005.10.036.A comparison of naive and conditioned responses of three generalist endoparasitoids of lepidopteran larvae to host-induced plant odours
Animal Biology. 2006. DOI : 10.1163/157075606777304177.Bayesian forecasting of grape moth emergence
Ecological Modelling. 2006. DOI : 10.1016/j.ecolmodel.2006.03.030.A Laplace mixture model for the identification of differential expression in microarrays
Biostatistics. 2006. DOI : 10.1093/biostatistics/kxj032.Improved likelihood inference for discrete data
Journal of the Royal Statistical Society series B. 2006. DOI : 10.1111/j.1467-9868.2006.00548.x.Bayesian risk analysis of financial time series
Lausanne, EPFL, 2006. DOI : 10.5075/epfl-thesis-3470.The evaluation of evidence in the forensic investigation of fire incidents (Part II): Practical examples of the use of Bayesian networks
Forensic Science International. 2005. DOI : 10.1016/j.forsciint.2004.04.015.The evaluation of evidence in the forensic investigation of fire incidents (Part I): An approach using Bayesian networks
Forensic Science International. 2005. DOI : 10.1016/j.forsciint.2004.04.014.Celebrating Statistics: Papers in Honour of Sir David Cox on the Occasion of his 80th Birthday
Oxford, UK: Oxford University Press.Bootstrap methods
Encyclopedia of Statistics in the Behavioural Sciences; Wiley, 2005. p. 169-176.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.Resampling-based variance estimation in DACSEIS with application to the Swiss Household Budget Survey
2004.A six-arm olfactometer permitting simultaneous observation of insect attraction and odour trapping
Physiological Entomology. 2004. DOI : 10.1111/j.1365-3032.2004.0362.x.Posterior probability intervals in Bayesian wavelet estimation
Biometrika. 2004. DOI : 10.1093/biomet/91.2.497.Order statistics
Encyclopedia of Biostatistics; Wiley, 2004. p. online edition.Normal Scores
Encyclopedia of Biostatistics; Wiley, 2004. p. online edition.Extreme values
Encyclopedia of Biostatistics; Wiley, 2004. p. online edition.Mixture models for multivariate extremes
Lausanne, EPFL, 2004. DOI : 10.5075/epfl-thesis-3098.Resampling-based variance estimation in DACSEIS
Bulletin of the International Statistical Institute: Data quality in complex surveys, Berlin. 2003.Discussion of Wakefield, J. (2004) Ecological inference for 2x2 tables
Journal of the Royal Statistical Society series A. 2003.Discussion of Kong, A., McCullagh, P., Nicolae, D., Tan, Z., and Meng, X.-L. (2003) A theory of statistical models for Monte Carlo integration
Journal of the Royal Statistical Society series B. 2003.Discussion of Heffernan, J. and Tawn, J. A. (2004) A conditional approach for multivariate extreme values
Journal of the Royal Statistical Society series B. 2003.Non-parametric bootstrap confidence intervals for the intraclass correlation coefficient
Statistics in Medicine. 2003. DOI : 10.1002/sim.1643.The Oxford Dictionary of Statistical Terms
The Oxford Dictionary of Statistical Terms; Oxford University Press, 2003.Recent developments in bootstrap methodology
Statistical Science. 2003. DOI : 10.1214/ss/1063994969.Statistical Models
Cambridge: Cambridge University Press.A note on model uncertainty in linear regression
The Statistician. 2003. DOI : 10.1111/1467-9884.00349.An introduction to the bootstrap with applications in R
Statistical Computing and Graphics Newsletter. 2002.Empirical supremum rejection sampling
Biometrika. 2002. DOI : 10.1093/biomet/89.4.745.Local models for exploratory analysis of hydrological extremes
Journal of Hydrology. 2002. DOI : 10.1016/S0022-1694(01)00522-4.Saddlepoint approximations as smoothers
Biometrika. 2002. DOI : 10.1093/biomet/89.4.933.Biometrika centenary: Theory and general methodology
Biometrika. 2001. DOI : 10.1093/biomet/88.1.13.Regression diagnostics
Encyclopedia of Environmetrics; Wiley, 2001. p. 1728-1733.A Robust Rainfall-Runoff Transfer Model
Water Resources Research. 2001. DOI : 10.1029/2001WR000295.Computer-intensive statistical methods
Lausanne, EPFL, 2001. DOI : 10.5075/epfl-thesis-2449.Contribution to the discussion of `The estimating function bootstrap' by F. Hu and J. D. Kalbfleisch
Canadian Journal of Statistics. 2000.Inference for the poly-Weibull model
The Statistician. 2000. DOI : 10.1111/1467-9884.00229.Local likelihood smoothing of sample extremes
Journal of the Royal Statistical Society series B. 2000. DOI : 10.1111/1467-9868.00228.Wavestrapping time series: Adaptive wavelet-based bootstrapping
Nonlinear and Nonstationary Signal Processing; Cambridge University Press, 2000. p. 442-471.Parallel processing in statistical computation
Lausanne, EPFL, 2000. DOI : 10.5075/epfl-thesis-2273.Practical small-sample parametric inference
Lausanne, EPFL, 2000. DOI : 10.5075/epfl-thesis-2230.Resampling-based variance estimation for labour force surveys
The Statistician. 1999. DOI : 10.1111/1467-9884.00196.The bootstrap: A tutorial
1999. p. 10-18.Two problems in environmental statistics
Lausanne, EPFL, 1999. DOI : 10.5075/epfl-thesis-2082.Implementation of saddlepoint approximations in resampling problems
Statistics and Computing. 1998. DOI : 10.1023/A:1008801807768.Extreme values
Encyclopedia of Biostatistics; Wiley, 1998. p. 1463-1467.Bootstrap Methods and Their Application
Cambridge: Cambridge University Press.Some models for discretized series of events
Journal of the American Statistical Association. 1996. DOI : 10.1080/01621459.1996.10476929.Reliable confidence intervals. Discussion of ``Bootstrap confidence intervals'', by T. J. DiCiccio and B. Efron
Statistical Science. 1996.Implementation of saddlepoint approximations to bootstrap distributions
1996. p. 248-253.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
PhD Students
Krali Mario, Tse Timmy Rong Tian,Past EPFL PhD Students
Alouini Sonia , Cambou Mathieu Jacques David , El Bachir Yousra , Elkantassi Soumaya , Frossard Linda , Gholam Mehdi , Huser Raphaël , Koh Boon Han Jonathan , Lugrin Thomas , Miralles Ophélia Mireille Anna , Partovi Nia Vahid , Raymond-Belzile Léo , Ricard Ingrid , Ruffieux Hélène , Semadeni Claudio Andri , Süveges Mária , Thibaud Emeric Rolland Georges , Zenklusen Mutter Evelyn , Zollinger Alix Corinne Josiane Colette , de Deloÿe et Fourcade de Fondeville Raphaël Gérard Théodore Michel Marie ,Courses
Probability and statistics
The course is an introduction to probability and statistics for physicists.
Risk and environmental sustainability
This course gives an introduction to the assessment of risk with a particular focus on modelling of rare events, which can have huge environmental impacts.
Statistical inference
Inference from the particular to the general based on probability models is central to the statistical method. This course gives a graduate-level account of the main ideas of statistical inference.