Publications by Anthony Christopher Davison

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

Anthony Christopher Davison, Igor Rodionov

We derive confidence intervals (CIs) and confidence sequences (CSs) for the classical problem of estimating a bounded mean. Our approach generalizes and improves on the celebrated Chernoff method, yielding the best closed-form "empirical-Bernstein" CSs and ...

Oxford Univ Press2024

Space-Time Extremes of Severe U.S. Thunderstorm Environments

Anthony Christopher Davison

Severe thunderstorms cause substantial economic and human losses in the United States. Simultaneous high values of convective available potential energy (CAPE) and storm relative helicity (SRH) are favorable to severe weather, and both they and the composi ...

2024

Anthony C. Davison and Raphael de Fondeville's contribution to the Discussion of 'Inference for extreme spatial temperature events in a changing climate with application to Ireland' by Healy et al

Anthony Christopher Davison

OXFORD UNIV PRESS2024

BAYESIAN MODELING OF INSURANCE CLAIMS FOR HAIL DAMAGE

Anthony Christopher Davison

Despite its importance for insurance, there is almost no literature on statistical hail damage modeling. Statistical models for hailstorms exist, though they are generally not open-source, but no study appears to have developed a stochastic hail impact fun ...

2024

Timing and spatial selection bias in rapid extreme event attribution

Anthony Christopher Davison, Ophélia Mireille Anna Miralles

Selection bias may arise when data have been chosen in a way that subsequent analysis does not account for. Such bias can arise in climate event attribution studies that are performed rapidly after a devastating "trigger event'', whose occurrence correspon ...

ELSEVIER2023

Some Reminiscences of David Cox

Anthony Christopher Davison

MIT PRESS2023

Improved inference for a boundary parameter

Anthony Christopher Davison, Soumaya Elkantassi

The limiting distributions of statistics used to test hypotheses about parameters on the boundary of their domains may provide very poor approximations to the finite-sample behaviour of these statistics, even for very large samples. We review theoretical w ...

WILEY2023

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'

Valérie Chavez, Anthony Christopher Davison, Erwan Fabrice Koch

OXFORD UNIV PRESS2023

A note on universal inference

Anthony Christopher Davison, Timmy Rong Tian Tse

Universal inference enables the construction of confidence intervals and tests without regularity conditions by splitting the data into two parts and appealing to Markov's inequality. Previous investigations have shown that the cost of this generality is a ...

WILEY2022

Space Oddity? A Statistical Formulation of Conjunction Assessment

Anthony Christopher Davison, Soumaya Elkantassi

Satellite conjunctions involving "near misses" of space objects are becoming increasingly likely. One approach to risk analysis for them involves the computation of the collision probability, but this has been regarded as having some counterintuitive prope ...

AMER INST AERONAUTICS ASTRONAUTICS2022

Tail Risk Inference via Expectiles in Heavy-Tailed Time Series

Anthony Christopher Davison

Expectiles define the only law-invariant, coherent and elicitable risk measure apart from the expectation. The popularity of expectile-based risk measures is steadily growing and their properties have been studied for independent data, but further results ...

TAYLOR & FRANCIS INC2022

Is There a Cap on Longevity? A Statistical Review

Anthony Christopher Davison, Léo Raymond-Belzile

There is sustained and widespread interest in understanding the limit, if there is any, to the human life span. Apart from its intrinsic and biological interest, changes in survival in old age have implications for the sustainability of social security sys ...

ANNUAL REVIEWS2022

Functional peaks-over-threshold analysis

Anthony Christopher Davison, Raphaël Gérard Théodore Michel Marie de Deloÿe et Fourcade de Fondeville

Peaks-over-threshold analysis using the generalised Pareto distribution is widely applied in modelling tails of univariate random variables, but much information may be lost when complex extreme events are studied using univariate results. In this paper, w ...

WILEY2022

Downscaling of Historical Wind Fields over Switzerland Using Generative Adversarial Networks

Anthony Christopher Davison, Ophélia Mireille Anna Miralles

Near-surface wind is difficult to estimate using global numerical weather and climate models, because airflow is strongly modified by underlying topography, especially that of a country such as Switzerland. In this article, we use a statistical approach ba ...

2022

Improved Inference On Risk Measures For Univariate Extremes

Anthony Christopher Davison, Léo Raymond-Belzile

We discuss the use of likelihood asymptotics for inference on risk measures in univariate extreme value problems, focusing on estimation of high quantiles and similar summaries of risk for uncertainty quantification. We study whether higher-order approxima ...

INST MATHEMATICAL STATISTICS-IMS2022

Causal modelling of heavy-tailed variables and confounders with application to river flow

Valérie Chavez, Anthony Christopher Davison

Confounding variables are a recurrent challenge for causal discovery and inference. In many situations, complex causal mechanisms only manifest themselves in extreme events, or take simpler forms in the extremes. Stimulated by data on extreme river flows a ...

SPRINGER2022

Trends in the Extremes of Environments Associated with Severe US Thunderstorms

Anthony Christopher Davison, Erwan Fabrice Koch, Jonathan Koh Boon Han

Severe thunderstorms can have devastating impacts. Concurrently high values of convective available potential energy (CAPE) and storm relative helicity (SRH) are known to be conducive to severe weather, so high values of PROD - (CAPE)(1/2) x SRH have been ...

AMER METEOROLOGICAL SOC2021

Sub‐asymptotic motivation for new conditional multivariate extreme models

Anthony Christopher Davison, Thomas Lugrin, Jonathan A. Tawn

Statistical models for extreme values are generally derived from non-degenerate probabilistic limits that can be used to approximate the distribution of events that exceed a selected high threshold. If convergence to the limit distribution is slow, then th ...

2021

Parameter estimation for discretely observed linear birth-and-death processes

Anthony Christopher Davison, Andrea Kraus, Sophie Myriam Hautphenne

Birth-and-death processes are widely used to model the development of biological populations. Although they are relatively simple models, their parameters can be challenging to estimate, as the likelihood can become numerically unstable when data arise fro ...

WILEY2021

Practical issues with modeling extreme Brazilian rainfall

Anthony Christopher Davison, Isolde Santos Previdelli, Paulo Vitor Da Costa Pereira

Accurately quantifying extreme rainfall is important for the design of hydraulic structures, for flood mapping and zoning and for disaster management. In order to produce maps of estimates of 25-year rainfall return levels in Brazil, we selected 893 shorte ...

BRAZILIAN STATISTICAL ASSOCIATION2021