# Ioannis PapastathopoulosThe University of Edinburgh | UoE · School of Mathematics

Ioannis Papastathopoulos

Doctor of Philosophy

## About

24

Publications

2,019

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241

Citations

Citations since 2016

## Publications

Publications (24)

In this study we consider the problem of detecting and quantifying changes in the distribution of the annual maximum daily maximum temperature (TXx) in a large gridded data set of European daily temperature during the years 1950-2018. Several statistical models are considered, each of which models TXx using a generalized extreme value (GEV) distrib...

It is well known that the distribution of extreme values of strictly stationary sequences differ from those of independent and identically distributed sequences in that extremal clustering may occur. Here we consider non-stationary but identically distributed sequences of random variables subject to suitable long range dependence restrictions. We f...

Grid and head direction codes represent cognitive spaces for navigation and memory. Pure grid cells generate grid codes that have been assumed to be independent of head direction, whereas conjunctive cells generate grid representations that are tuned to a single head direction. Here, we demonstrate that pure grid cells also encode head direction, b...

Modelling wildfire occurrences is important for disaster management including prevention, detection and suppression of large catastrophic events. We present a spatial Poisson hurdle model for exploring geographical variation of monthly counts of wildfire occurrences and apply it to Indonesia and Australia. The model includes two a priori independen...

Distinctions between cell types underpin organizational principles for nervous system function. Functional variation also exists between neurons of the same type. This is exemplified by correspondence between grid cell spatial scales and the synaptic integrative properties of stellate cells (SCs) in the medial entorhinal cortex. However, we know li...

It is well known that the distribution of extreme values of strictly stationary sequences differ from those of independent and identically distributed sequences in that extremal clustering may occur. The extent to which extremal clustering may occur is measured by the extremal index. Here we consider non-stationary sequences subject to suitable lon...

Grid and head direction codes in the medial entorhinal cortex represent cognitive spaces for navigation and memory. In grid cells the expression of the grid code is thought to be independent of head direction, whereas in conjunctive cells the grid code is tuned to a single head direction. This distinction between non-directional grid cells and unid...

Distinctions between cell types underpin organisational principles for nervous system function, but it is also clear that functional variation exists between neurons of the same type. This is exemplified by correspondence between grid cell spatial scales and synaptic integrative properties of stellate cells (SCs) in the medial entorhinal cortex. Ho...

We derive some key extremal features for kth order Markov chains, which can be used to understand how the process moves to and fro between the body of the process and an extreme state. The chains are studied given that there is an exceedance of a threshold, as the threshold tends to the upper endpoint of the distribution. The extremal properties of...

We derive some key extremal features for kth order Markov chains, which can be used to understand how the process moves to and fro between the body of the process and an extreme state. The chains are studied given that there is an exceedance of a threshold, as the threshold tends to the upper endpoint of the distribution. The extremal properties of...

We present a novel method for testing the hypothesis of equality of two correlation matrices using paired high-dimensional datasets. We consider test statistics based on the average of squares, maximum and sum of exceedances of Fisher transform sample correlations and we derive approximate null distributions using asymptotic and non-parametric dist...

Max-stable processes are widely used to model spatial extremes. These processes exhibit asymptotic dependence meaning that the large values of the process can occur simultaneously over space. Recently, inverted max-stable processes have been proposed as an important new class for spatial extremes which are in the domain of attraction of a spatially...

The analysis of the efficacy of a drug in a clinical trial amounts to quantifying the ex pected response of patients to the drug. The analysis of safety data, though, amounts to characterizing the unexpected, or extreme, response of a minority of patients. As such, the statistical methods used to analyse efficacy data are inappropriate to the analy...

Conditioned limit laws constitute an important and well developed framework
of extreme value theory that describe a broad range of extremal dependence
forms including asymptotic independence. We explore the assumption of
conditional independence of $X_1$ and $X_2$ given $X_0$ and study its
implication in the limiting distribution of $(X_1,X_2)$ con...

The extremal behaviour of a Markov chain is typically characterized by its
tail chain. For asymptotically dependent Markov chains existing formulations
fail to capture the full evolution of the extreme event when the chain moves
out of the extreme tail region and for asymptotically independent chains recent
results fail to cover well-known asymptot...

Let $X$ be a max-stable random vector with positive continuous density. It is
proved that the conditional independence of any collection of disjoint
sub-vectors of $X$ given the remaining components implies their joint
independence. We conclude that a broad class of tractable max-stable models
cannot exhibit an interesting Markov structure.

The conditional approach to multivariate extremes concerns the
characterization of the limiting distribution of appropriately normalized
random vectors given that at least one of their components is large. The
statistical methods for the conditional approach are based on a parametric
family of location and scale norming functions proposed by Heffer...

A number of different approaches to study multivariate extremes have been developed. Arguably the most useful and flexible is the theory for the distribution of a vector variable given that one of its components is large. We build on the conditional approach of Heffernan and Tawn (2004) [13] for estimating this type of multivariate extreme property...

We introduce a natural extension of the Student’s tt-distribution that also allows for a negative shape parameter or more commonly referred to as the degrees of freedom of this distribution. This distribution unifies all types of tail decay and allows extra flexibility in the kurtosis of the tt-distribution. We illustrate the use of this distributi...

For an m-dimensional multivariate extreme value distribution there exist
2^{m}-1 exponent measures which are linked and completely characterise the
dependence of the distribution and all of its lower dimensional margins. In
this paper we generalise the inequalities of Schlather and Tawn (2002) for the
sets of extremal coefficients and construct bou...

Drug-induced liver injury (DILI) is a major public health issue and of
serious concern for the pharmaceutical industry. Early detection of signs of a
drug's potential for DILI is vital for pharmaceutical companies' evaluation of
new drugs. A combination of extreme values of liver specific variables indicate
potential DILI (Hy's Law). We estimate th...

The most popular approach in extreme value statistics is the modelling of
threshold exceedances using the asymptotically motivated generalised Pareto
distribution. This approach involves the selection of a high threshold above
which the model fits the data well. Sometimes, few observations of a
measurement process might be recorded in applications...