Research title: Natural hazard risk estimation using Multivariate Extreme-Value Mixture Models (MEVMM)
My research interest involves Extreme Value Theory, Spatial and Spatial-Temporal Modelling, Bayesian Statistics and Markov Chain Monte Carlo.
I am currently generalising the extreme value mixture model to the multivariate case and developing a new methodology to jointly fit the bulk and tail distribution of multivariate environment data. It has promising applications in estimating extreme events or risks in hydrology, meteorology and finance.
- Advanced Predictive Models (Level M)
- Introduction to Data Science with Python for Engineers and Researchers (Microcrential)
- Statistics Project and Dissertation (Level M)