Research Interests: Multivariate extreme value theory and its applications, dependence modeling, estimation of quantiles.

Updates:

• 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 2023: Presented at a contributed sesson at the STOR-i Extremes Workshop (STEW) at Lancaster University in Lancaster, UK entitled “Modelling extremal dependence of a 3-dimensional oceanographic dataset via a semi-parametric geometric approach”. Slides forthcoming.
• June 2023: Presented at a contributed sesson at the Extreme Value Analysis (EVA) conference at Bocconi University in Milan, Italy entitled “A geometric approach for modelling negative asymptotic dependence”. Slides forthcoming.
• September-December 2022: Visiting researcher in multivariate extremes at Colorado State University under the supervision of Dan Cooley and Ben Shaby.
• September 2022: Submitted an article entitled Statistical inference for multivariate extremes via a geometric approach to a top 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.