I’m currently a Lecturer in Statistics at the University of Glasgow researching on the theory and applications of multivariate and spatial extremes.
The statistical modelling of extreme events provides a framework to develop techniques and models for describing the unusual rather than the usual. Applications of statistics of extreme range in different areas and the study of extreme events is of particular relevance to environmental engineers, climate scientists, economists, and insurance companies. Why? Because they want answers to questions such as: how high should a dam be to withstand exceptional heavy rains? How high must a dike be to support extremely high levels of a river? What is the impact of crashes on investor portfolios? How much capital should be reserved to face financial crises?
As John Tukey once said, the best thing about being a statistician is that you get to play in everyone’s backyard. In that line, statistics of extremes offers a wide range of applications. I’m now diving into environmental, geological, and ecological applications, but I’m more than happy to explore new areas.