Research Interests: Multivariate extreme value theory and its applications, dependence modelling, machine learning.

Above GIF: Piecewise-linear limit set fitted on a three-dimensional air pollution dataset.

Updates:

  • October 2025: Started postdoc at Laboratoire Jean Alexandre Dieudonné, part of l’Université Côte d’Azur.
  • September 2025: Successfully defended my PhD thesis, “A Geometric Interpretation of Multivariate Extreme Value Analysis”. Link to PDF here.
  • December 2024: Submitted a manuscript entitled Piecewise-linear modeling of multivariate geometric extremes to an academic journal, where a flexible piecewise-linear approach is introduced to estimate limit sets for multivqariate extremal inference. Link to preprint here. Slides presented at EVA 2025 here.
  • December 2023: Contributed to a manuscript outlining Lancaster University’s methodology for the Data Challenge for the EVA conference. Link to preprint here.
  • October 2023: Submitted an article entitled Statistical inference for radially-stable generalized Pareto distributions and return level-sets in geometric extremes to a top journal. The main author is Ioannis Papastathopoulos, with co-authors Lambert de Monte and Håvard Rue. My main contributions came in Sections 4 and the derivations in Appendix C and Supplementary Material A and B. Link to preprint here. Slides presented at Ex-GRC meeting here.
  • September 2022: Submitted an article entitled Statistical inference for multivariate extremes via a geometric approach to an academic journal. The main author of this paper was Jennifer L. Wadsworth, my PhD supervisor. My main contributions came in Sections 3 and 6. Link to preprint here. I presented a seminar based on this work at HEC Montréal on 29 September 2023. Slides forthcoming. April 2024 update: Accepted to JRSSB. Link to final version here.