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Anthony Christopher Davison

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Publications associées (93)

Likelihood Estimation for the INAR(p) Model by Saddlepoint Approximation

Anthony Christopher Davison

Saddlepoint techniques have been used successfully in many applications, owing to the high accuracy with which they can approximate intractable densities and tail probabilities. This article concerns their use for the estimation of high-order integer-value ...

American Statistical Association2015

Statistics of Extremes

Anthony Christopher Davison, Raphaël Huser

Statistics of extremes concerns inference for rare events. Often the events have never yet been observed, and their probabilities must therefore be estimated by extrapolation of tail models fitted to available data. Because data concerning the event of int ...

Annual Reviews2015

A simple model-based approach to variable selection in classification and clustering

Anthony Christopher Davison, Vahid Partovi Nia

Clustering and classification of replicated data is often performed using classical techniques that inappropriately treat the data as unreplicated, or by complex modern ones that are computationally demanding. In this paper, we introduce a simple approach ...

Wiley-Blackwell2015

Meta-analysis of incomplete microarray studies

Anthony Christopher Davison, Darlene Goldstein, Alix Corinne Josiane Colette Zollinger

Meta-analysis of microarray studies to produce an overall gene list is relatively straightforward when complete data are available. When some studies lack information, for example, having only a ranked list of genes instead of complete primary data, it is ...

Oxford University Press2015

Space-time modelling of extreme events

Anthony Christopher Davison, Raphaël Huser

Max-stable processes are the natural analogues of the generalized extreme-value distribution when modelling extreme events in space and time. Under suitable conditions, these processes are asymptotically justified models for maxima of independent replicati ...

Wiley-Blackwell2014

Measuring the relative effect of factors affecting species distribution model predictions

Anthony Christopher Davison, Emeric Rolland Georges Thibaud

Species distribution models are increasingly used to address conservation questions, so their predictive capacity requires careful evaluation. Previous studies have shown how individual factors used in model construction can affect prediction. Although som ...

Wiley-Blackwell2014

Spectral Density Ratio Models for Multivariate Extremes

Anthony Christopher Davison

The modeling of multivariate extremes has received increasing recent attention because of its importance in risk assessment. In classical statistics of extremes, the joint distribution of two or more extremes has a nonparametric form, subject to moment con ...

American Statistical Association2014

Accurate Directional Inference for Vector Parameters in Linear Exponential Families

Anthony Christopher Davison

We consider inference on a vector-valued parameter of interest in a linear exponential family, in the presence of a finite-dimensional nuisance parameter. Based on higher-order asymptotic theory for likelihood, we propose a directional test whose p-value i ...

American Statistical Association2014

Threshold modeling of extreme spatial rainfall

Anthony Christopher Davison, Raphaël Mutzner, Emeric Rolland Georges Thibaud

We propose an approach to spatial modeling of extreme rainfall, based on max-stable processes fitted using partial duration series and a censored threshold likelihood function. The resulting models are coherent with classical extreme-value theory and allow ...

American Geophysical Union2013

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

Anthony Christopher Davison, Linda Frossard

We use statistical models for mean and extreme values of total column ozone to analyze "fingerprints" of atmospheric dynamics and chemistry on long-term ozone changes at northern and southern mid-latitudes on grid cell basis. At each grid cell, the r-large ...

Copernicus Publications2013

Composite likelihood estimation for the Brown--Resnick process

Anthony Christopher Davison, Raphaël Huser

Genton et al. (2011) investigated the gain in efficiency when triplewise, rather than pairwise, likelihood is used to fit the popular Smith max-stable model for spatial extremes. We generalize their results to the Brown--Resnick model and show that the eff ...

2013

Geostatistics of Dependent and Asymptotically Independent Extremes

Anthony Christopher Davison, Raphaël Huser, Emeric Rolland Georges Thibaud

Spatial modeling of rare events has obvious applications in the environmental sciences and is crucial when assessing the effects of catastrophic events (such as heatwaves or widespread flooding) on food security and on the sustainability of societal infras ...

Springer Heidelberg2013

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

Anthony Christopher Davison, Linda Frossard

We present the first spatial analysis of "fingerprints" of the El Nino/Southern Oscillation (ENSO) and atmospheric aerosol load after major volcanic eruptions (El Chichon and Mt. Pinatubo) in extreme low and high (termed ELOs and EHOs, respectively) and me ...

Copernicus Publications2013

Diabetes imaging — quantitative assessment of islets of Langerhans distribution in murine pancreas using extended-focus optical coherence microscopy

Anthony Christopher Davison, Theo Lasser, Martin Villiger, Dimitri Nestor Alice Van De Ville, Anne Grapin-Botton, Corinne Berclaz, Joan Goulley, Erica Martin-Williams, Arno Pino Bouwens

Diabetes is characterized by hyperglycemia that can result from the loss of pancreatic insulin secreting β-cells in the islets of Langerhans. We analyzed ex vivo the entire gastric and duodenal lobes of a murine pancreas using extended-focus Optical Cohere ...

2012

Modelling Time Series Extremes

Valérie Chavez, Anthony Christopher Davison

The need to model rare events of univariate time series has led to many recent advances in theory and methods. In this paper, we review telegraphically the literature on extremes of dependent time series and list some remaining challenges. ...

2012

Geostatistics of extremes

Anthony Christopher Davison, Mehdi Gholam

We describe a prototype approach to flexible modelling for maxima observed at sites in a spatial domain, based on fitting of max-stable processes derived from underlying Gaussian random fields. The models we propose have generalised extreme-value marginal ...

2012

Bayesian inference from composite likelihoods, with an application to spatial extremes

Anthony Christopher Davison

Composite likelihoods are increasingly used in applications where the full likelihood is analytically unknown or computationally prohibitive. Although some frequentist properties of the maximum composite likelihood estimator are akin to those of the maximu ...

Academia Sinica, Institute of Statistical Science2012

A case study of a "Dragon-King": The 1999 Venezuelan catastrophe

Anthony Christopher Davison, Mária Süveges

We describe a failure of standard extremal models to account for a catastrophic rainfall event in the coastal regions of Venezuela on 14-16 December 1999, due both to inaccurate tail modelling and to an inadequate treatment of clusters of rare events. We i ...

2012

High-Dimensional Bayesian Clustering with Variable Selection: The R Package bclust

Anthony Christopher Davison, Vahid Partovi Nia

The R package bclust is useful for clustering high-dimensional continuous data. The package uses a parametric spike-and-slab Bayesian model to downweight the effect of noise variables and to quantify the importance of each variable in agglomerative cluster ...

2012

Statistical Modeling of Spatial Extremes

Anthony Christopher Davison, Simone Padoan

The areal modeling of the extremes of a natural process such as rainfall or temperature is important in environmental statistics; for example, understanding extreme areal rainfall is crucial in flood protection. This article reviews recent progress in the ...

Institute of Mathematical Statistics2012

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