Jonathan A. Tawn

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Conventional geostatistical methodology solves the problem of predicting the realized value of a linear functional of a Gaussian spatial stochastic process S…x) based on observations Yi ˆ S…xi † ‡ Zi at sampling locations xi , where the Zi are mutually independent, zero-mean Gaussian random variables. We describe two spatial applications for which Gaussian(More)
In this paper we propose a new particle smoother that has a computational complexity of O(N), where N is the number of particles. This compares favourably with the O(N) computational cost of most smoothers and will result in faster rates of convergence for fixed computational cost. The new method also overcomes some of the degeneracy problems we identify in(More)
This paper presents a general framework for identifying and modelling joint-tail distribution based on multivariate extreme value theories. We argue that the multivariate approach is the most efficient and effective way to study extreme events such as systemic risk and crisis. We show, using returns on five major stock indices, that the use of traditional(More)
The modelling of extremes of a time series has progressed from the assumption of independent observations to more realistic forms of temporal dependence. In this paper, we focus on Markov chains, deriving a class of models for their joint tail which allows the degree of clustering of extremes to decrease at high levels, overcoming a key limitation in(More)
S U M M A R Y A rigorous analysis of the timing and location of flank eruptions of Mount Etna on Sicily is important for the creation of hazard maps of the densely populated area surrounding the volcano. In this paper, we analyse the temporal, volumetric and spatial data on eruptive activity on Etna. Our analyses are based on the two most recent and robust(More)
OBJECTIVES To determine the clinical outcome of subintimal angioplasty (SA) and to assess impact on surgical workload. DESIGN Retrospective review of a single radiologist's case series. MATERIALS One hundred and twenty two patients with critical limb ischaemia and 26 with claudication. METHODS One hundred and fifty eight limbs treated by SA. MAIN(More)
AIM To investigate the effectiveness of the Royal College of Radiologists Audit Sub-Committee's national prospective registry of percutaneous nephrostomy, which enables participants to audit their practice and compare performance with predetermined standards. METHODS Following a limited retrospective audit, which permitted setting of achievable targets, a(More)